Details about Felix Kubler
Access statistics for papers by Felix Kubler.
Last updated 2019-05-28. Update your information in the RePEc Author Service.
Short-id: pku6
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Working Papers
2021
- Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?
NBER Working Papers, National Bureau of Economic Research, Inc
- Deficit Follies
NBER Working Papers, National Bureau of Economic Research, Inc
- When Interest Rates Go Low, Should Public Debt Go High?
NBER Working Papers, National Bureau of Economic Research, Inc
2020
- Pareto-Improving Carbon-Risk Taxation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
2019
- Making Carbon Taxation A Generational Win Win
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (14)
2018
- Re-use of collateral: leverage, volatility, and welfare
Working Paper Series, European Central Bank 
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (1) 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (1)
- Self-justi ed equilibria: Existence and computation
2018 Meeting Papers, Society for Economic Dynamics View citations (7)
2015
- The identification of beliefs from asset demand
The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 
Also in CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA (2015)  Economic Research Papers, University of Warwick - Department of Economics (2015) 
See also Journal Article in Econometrica (2017)
2014
- Margin regulation and volatility
Working Paper Series, European Central Bank View citations (1)
See also Journal Article in Journal of Monetary Economics (2015)
- Why is too much leverage bad for the economy?
2014 Meeting Papers, Society for Economic Dynamics
2013
- Applying Negishi's method to stochastic models with overlapping generations
2013 Meeting Papers, Society for Economic Dynamics View citations (1)
- Collateral requirements and asset prices
Discussion Papers, Deutsche Bundesbank View citations (2)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (4) Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (2)
2012
- Dynamic Competitive Economies with Complete Markets and Collateral Constraints
Economics Working Papers, European University Institute View citations (3)
Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) 
See also Journal Article in Review of Economic Studies (2015)
- Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
2012 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) View citations (3)
- Margin Requirements and Asset Prices
2012 Meeting Papers, Society for Economic Dynamics
2011
- Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
2011 Meeting Papers, Society for Economic Dynamics
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) View citations (8) NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (7)
See also Journal Article in Review of Economic Dynamics (2012)
2009
- Non-parametric counterfactual analysis in dynamic general equilibrium
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (1)
See also Journal Article in Economic Theory (2010)
- Social Security and Risk Sharing
Economics Working Papers, European University Institute View citations (4)
Also in 2007 Meeting Papers, Society for Economic Dynamics (2007)  Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2006) View citations (4) CESifo Working Paper Series, CESifo (2006) View citations (14)
See also Journal Article in Journal of Economic Theory (2011)
2008
- Bond Ladders and Optimal Portfolios
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
See also Journal Article in Review of Financial Studies (2011)
2007
- Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (12)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (6)
2006
- Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
- Collateralized Borrowing And Life-Cycle Portfolio Choice
2006 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2006) View citations (7) NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (7)
2005
- Approximate Generalizations in Applied Equilibrium Analysis
2005 Meeting Papers, Society for Economic Dynamics View citations (3)
- Borrowing costs and the demand for equity over the life cycle
Working Papers, Federal Reserve Bank of Boston View citations (31)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (5)
See also Journal Article in The Review of Economics and Statistics (2006)
- Pareto Improving Social Security Reform when Financial Markets Are Incomplete
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (18) CFS Working Paper Series, Center for Financial Studies (CFS) (2005) View citations (7)
See also Journal Article in American Economic Review (2006)
2004
- Approximate Versus Exact Equilibria
Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2003)
- Ex Ante Optimality and Social Security
2004 Meeting Papers, Society for Economic Dynamics View citations (3)
- Leverage, Incomplete Markets and Crises
2004 Meeting Papers, Society for Economic Dynamics View citations (4)
2003
- Approximate CAPM when preferences are CRRA
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 
See also Journal Article in Computational Economics (2007)
- Dollar Denominated Debt and Optimal Security Design
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
2002
- Testable Implications of General Equilibrium Theory: a differentiable approach
Working Papers, Brown University, Department of Economics View citations (12)
See also Journal Article in Journal of Mathematical Economics (2004)
2001
- Asset Pricing in Models with incomplete markets and default
Computing in Economics and Finance 2001, Society for Computational Economics View citations (6)
- Computing Equilibria in Finance Economies
GE, Growth, Math methods, University Library of Munich, Germany View citations (6)
See also Journal Article in Mathematics of Operations Research (2002)
- Intergenerational Risk Sharing: Myth or Possibility
Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (16)
See also Journal Article in Econometrica (2003)
2000
- Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
- INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
Also in Levine's Working Paper Archive, David K. Levine (2000) View citations (3) Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) View citations (10)
See also Journal Article in Review of Economic Dynamics (2001)
- The Identification of Preferences from Equilibrium Prices
Working Papers, HAL
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (7) Working Papers, HAL (1999) View citations (1)
- The Identification of Preferences from Equilibrium Prices under Uncertainty
Working Papers, HAL
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (5) HEC Research Papers Series, HEC Paris (2000) View citations (10)
See also Journal Article in Journal of Economic Theory (2002)
- The Robustness of the CAPM-A Computational Approach
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)
Also in Discussion Paper, Tilburg University, Center for Economic Research (1999)
- The role of corporate image and extension similarity in service brand extensions
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)
Journal Articles
2017
- Recursive Equilibria in Dynamic Economies With Stochastic Production
Econometrica, 2017, 85, 1467-1499 View citations (5)
- The Identification of Beliefs From Asset Demand
Econometrica, 2017, 85, 1219-1238 View citations (3)
See also Working Paper (2015)
- What Are Asset Demand Tests of Expected Utility Really Testing?
Economic Journal, 2017, (601), 784-808 View citations (1)
2015
- Dynamic Competitive Economies with Complete Markets and Collateral Constraints
Review of Economic Studies, 2015, 82, (3), 1119-1153 View citations (26)
See also Working Paper (2012)
- Margin regulation and volatility
Journal of Monetary Economics, 2015, 75, (C), 54-68 View citations (5)
See also Working Paper (2014)
2014
- Asset Demand Based Tests of Expected Utility Maximization
American Economic Review, 2014, 104, (11), 3459-80 View citations (13)
- When Is a Risky Asset "Urgently Needed"?
American Economic Journal: Microeconomics, 2014, 6, (2), 131-62 View citations (4)
2013
- Inferior Good and Giffen Behavior for Investing and Borrowing
American Economic Review, 2013, 103, (2), 1034-53 View citations (6)
2012
- Financial Innovation and Asset Price Volatility
American Economic Review, 2012, 102, (3), 147-51 View citations (8)
- Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
Review of Economic Dynamics, 2012, 15, (4), 479-500 View citations (11)
See also Working Paper (2011)
- Regulating collateral-requirements when markets are incomplete
Journal of Economic Theory, 2012, 147, (2), 450-476 View citations (27)
2011
- Bond Ladders and Optimal Portfolios
Review of Financial Studies, 2011, 24, (12), 4123-4166 View citations (1)
See also Working Paper (2008)
- Social security and risk sharing
Journal of Economic Theory, 2011, 146, (3), 1078-1106 View citations (20)
See also Working Paper (2009)
- Solving the multi-country real business cycle model using a Smolyak-collocation method
Journal of Economic Dynamics and Control, 2011, 35, (2), 229-239 View citations (40)
- Verifying Competitive Equilibria in Dynamic Economies
Review of Economic Studies, 2011, 78, (4), 1379-1399 View citations (1)
2010
- Competitive equilibria in semi-algebraic economies
Journal of Economic Theory, 2010, 145, (1), 301-330 View citations (13)
- Non-parametric counterfactual analysis in dynamic general equilibrium
Economic Theory, 2010, 45, (1), 181-200 View citations (3)
See also Working Paper (2009)
- Tackling Multiplicity of Equilibria with Gröbner Bases
Operations Research, 2010, 58, (4-part-2), 1037-1050 View citations (10)
- Uniqueness of Steady States in Models with Overlapping Generations
Journal of the European Economic Association, 2010, 8, (2-3), 635-644 View citations (4)
2007
- Approximate CAPM When Preferences are CRRA
Computational Economics, 2007, 29, (1), 13-31 View citations (3)
See also Working Paper (2003)
- Approximate Generalizations and Computational Experiments
Econometrica, 2007, 75, (4), 967-992 View citations (3)
2006
- Borrowing Costs and the Demand for Equity over the Life Cycle
The Review of Economics and Statistics, 2006, 88, (2), 348-362 View citations (52)
See also Working Paper (2005)
- Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?
American Economic Review, 2006, 96, (3), 737-755 View citations (156)
See also Working Paper (2005)
- Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"
Finance Research Letters, 2006, 3, (2), 102-105 View citations (2)
2005
- Approximate versus Exact Equilibria in Dynamic Economies
Econometrica, 2005, 73, (4), 1205-1235 View citations (21)
- Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891”
American Journal of Economics and Sociology, 2005, 64, (1), 85-87
2004
- Computing equilibrium in OLG models with stochastic production
Journal of Economic Dynamics and Control, 2004, 28, (7), 1411-1436 View citations (93)
- Is intertemporal choice theory testable?
Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 View citations (6)
- Stationary Markov equilibria for overlapping generations
Economic Theory, 2004, 24, (3), 623-643 View citations (26)
- Testable implications of general equilibrium theory: a differentiable approach
Journal of Mathematical Economics, 2004, 40, (1-2), 105-119 View citations (26)
See also Working Paper (2002)
2003
- Foreword to the Symposium in Honor of Mordecai Kurz
Economic Theory, 2003, 21, (2), 215-216
- Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
Economic Theory, 2003, 22, (1), 1-15 View citations (5)
- Observable restrictions of general equilibrium models with financial markets
Journal of Economic Theory, 2003, 110, (1), 137-153 View citations (18)
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
Econometrica, 2003, 71, (6), 1767-1793 View citations (117)
See also Working Paper (2001)
2002
- Computing Equilibria in Finance Economies
Mathematics of Operations Research, 2002, 27, (4), 637-646 View citations (3)
See also Working Paper (2001)
- Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
American Economic Review, 2002, 92, (2), 407-410 View citations (39)
- RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
Macroeconomic Dynamics, 2002, 6, (2), 284-306 View citations (55)
- The Identification of Preferences from Equilibrium Prices under Uncertainty
Journal of Economic Theory, 2002, 102, (2), 403-420 View citations (19)
See also Working Paper (2000)
2001
- Computable general equilibrium with financial markets
Economic Theory, 2001, 18, (1), 73-96 View citations (3)
- Incomplete Markets, Transitory Shocks, and Welfare
Review of Economic Dynamics, 2001, 4, (4), 747-766 View citations (10)
See also Working Paper (2000)
2000
- Computing Equilibria in Stochastic Finance Economies
Computational Economics, 2000, 15, (1-2), 145-72 View citations (10)
- Computing equilibria in infinite-horizon finance economies: The case of one asset
Journal of Economic Dynamics and Control, 2000, 24, (5-7), 1047-1078 View citations (9)
Books
2008
- Computational Aspects of General Equilibrium Theory
Lecture Notes in Economics and Mathematical Systems, Springer View citations (3)
Chapters
Editor
- Journal of Mathematical Economics
Elsevier
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