Details about Kevin Reffett

Access statistics for papers by Kevin Reffett.

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Short-id: pre383

Working Papers

2014

1. An Application of Kleene's Fixed Point Theorem to Dynamic Programming: A Note
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (5)
   Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (5)

2013

2. On Learning and Growth
   Cahiers de recherche, CIRPEE View citations (1)

2008

3. Isotone recursive methods for Stationary Markov Equilibra in OLG models with stochastic nonclassical production
   2008 Meeting Papers, Society for Economic Dynamics

2005

4. Isotone Recursive Methods for Overlapping Generation Models with Stochastic Nonclassical Production
   Working papers, University of Connecticut, Department of Economics View citations (1)
5. Isotone Recursive Methods: the Case of Homogeneous Agents
   Tinbergen Institute Discussion Papers, Tinbergen Institute
6. Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (11)
   See also Journal Article Markovian equilibrium in infinite horizon economies with incomplete markets and public policy, Journal of Mathematical Economics, Elsevier (2005) View citations (14) (2005)
7. Stationary Markovian Equilibrium in Overlapping Generation Models with Stochastic Nonclassical Production
   Working papers, University of Connecticut, Department of Economics View citations (6)

2004

8. Some Stability Results for Markovian Economic Semigroups
   Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
   See also Journal Article Some stability results for Markovian economic semigroups, International Journal of Economic Theory, The International Society for Economic Theory (2005) View citations (1) (2005)

2003

9. Lattice Methods for Computing Markovian Equilibrium in Dynamic Games
   Computing in Economics and Finance 2003, Society for Computational Economics

2002

10. Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2001) View citations (9)
    See also Journal Article Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies, Journal of Monetary Economics, Elsevier (2003) View citations (22) (2003)
11. Monotone Methods for Markovian Equilibrium in Dynamic Economies
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (11)
    Also in Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
12. On the Existence and Characterization of Markovian Equilibrium in Models with Simple Non-Paternalistic Altruism
    Working papers, University of Connecticut, Department of Economics
    Also in Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
13. Smooth Iterative Projection Methods for Recursive Economies
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

14. Monotone Methods for Distorted Economies
    Working papers, University of Connecticut, Department of Economics

2000

15. Evaluating Asset Pricing Implications of DSGE Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

Undated

16. A Qualitative Theory of Markovian Equilibrium in Infinite Horizon Economies with Capital
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
17. Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
    See also Journal Article Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor, Journal of Economic Theory, Elsevier (2002) View citations (70) (2002)
18. Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies with Capital
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
19. Lattice Methods in Computation of Sequential Markov Equilibrium in Dynamic Games
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
20. Nonclassical Brock-Mirman Economies
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University

Journal Articles

2015

1. A nonsmooth approach to envelope theorems
   Journal of Mathematical Economics, 2015, 61, (C), 157-165 View citations (11)
2. An application of Kleene's fixed point theorem to dynamic programming
   International Journal of Economic Theory, 2015, 11, (4), 429-434 View citations (8)
3. Differential information in large games with strategic complementarities
   Economic Theory, 2015, 59, (1), 201-243 View citations (9)
4. Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
   International Journal of Game Theory, 2015, 44, (1), 83-112 View citations (14)

2014

5. A constructive study of Markov equilibria in stochastic games with strategic complementarities
   Journal of Economic Theory, 2014, 150, (C), 815-840 View citations (29)

2013

6. A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
   Journal of Economic Dynamics and Control, 2013, 37, (5), 1019-1039 View citations (11)
7. Computing minimal state space recursive equilibrium in OLG models with stochastic production
   Economic Theory, 2013, 54, (3), 623-674 View citations (8)
8. Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information
   Dynamic Games and Applications, 2013, 3, (2), 187-206 View citations (6)

2012

9. Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
   Journal of Mathematical Economics, 2012, 48, (2), 115-132 View citations (18)

2008

10. A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
    Journal of Economic Theory, 2008, 139, (1), 75-98 View citations (47)

2007

11. Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks
    Journal of Mathematical Economics, 2007, 43, (3-4), 501-522 View citations (20)

2005

12. Markovian equilibrium in infinite horizon economies with incomplete markets and public policy
    Journal of Mathematical Economics, 2005, 41, (4-5), 505-544 View citations (14)
    See also Working Paper Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy, Tinbergen Institute Discussion Papers (2005) View citations (11) (2005)
13. Some stability results for Markovian economic semigroups
    International Journal of Economic Theory, 2005, 1, (1), 57-72 View citations (1)
    See also Working Paper Some Stability Results for Markovian Economic Semigroups, Department of Economics - Working Papers Series (2004) View citations (1) (2004)

2003

14. Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies
    Journal of Monetary Economics, 2003, 50, (6), 1351-1373 View citations (22)
    See also Working Paper Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies, Tinbergen Institute Discussion Papers (2002) View citations (1) (2002)

2002

15. Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor
    Journal of Economic Theory, 2002, 103, (2), 377-410 View citations (70)
    See also Working Paper Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor, Working Papers

1997

16. The Disaggregated Money Demand in the Long Run
    Journal of Macroeconomics, 1997, 19, (3), 495-507 View citations (4)
17. Using a VECM to test exogeneity and forecastability in the PPP condition
    Applied Financial Economics, 1997, 7, (1), 87-95 View citations (3)

1996

18. A substitution test of long-run money demand
    Journal of Macroeconomics, 1996, 18, (2), 253-270
19. Exogeneity and forward rate unbiasedness
    Journal of International Money and Finance, 1996, 15, (2), 267-274 View citations (17)
20. LL. Pand RM. S, Eds.,Economic Growth and the Structure of Long-Term Development
    Journal of Comparative Economics, 1996, 23, (1), 110-115

1995

21. Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy
    Journal of Economic Dynamics and Control, 1995, 19, (3), 569-597 View citations (4)
22. Equilibrium Growth in a Monetary Economy with Transactions Costs
    Bulletin of Economic Research, 1995, 47, (3), 233-51 View citations (1)
23. I(2) representations of US money demand
    Economics Letters, 1995, 49, (4), 415-423 View citations (3)
24. Trade credit in a monetary economy
    Journal of Monetary Economics, 1995, 35, (3), 413-430 View citations (7)

1994

25. New Technology Spillovers into the Payment System
    Economic Journal, 1994, 104, (426), 1123-38 View citations (70)

1993

26. Anticipated inflation and capital in a multisector monetary economy
    International Review of Economics & Finance, 1993, 2, (2), 129-147

1991

27. Real interest rates and endogenous growth in a monetary economy
    Economics Letters, 1991, 37, (2), 105-109 View citations (25)