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Details about Jose Scheinkman

Homepage:http://www.princeton.edu/~joses
Workplace:Department of Economics, School of Arts and Sciences, Columbia University, (more information at EDIRC)

Access statistics for papers by Jose Scheinkman.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psc26


Jump to Journal Articles Edited books Chapters

Working Papers

2023

  1. Estimating the Spatial Amplification of Damage Caused by Degradation in the Amazon
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2021

  1. Repricing Avalanches
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Repricing Avalanches in the Billion-Prices Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2020

  1. Going-Concern Debt of Financial Intermediaries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. When a Master Dies: Speculation and Asset Float
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2019

  1. Shorting in Speculative Markets
    Papers, arXiv.org Downloads View citations (2)

2017

  1. Supply and Shorting in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2015

  1. Days to Cover and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  2. Misspecified Recovery
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads View citations (3)
    Also in Papers, arXiv.org (2015) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (15)

    See also Journal Article Misspecified Recovery, Journal of Finance, American Finance Association (2016) Downloads View citations (23) (2016)

2014

  1. Shock Elasticities and Impulse Responses
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)

2013

  1. Speculation, Trading and Bubbles Third Annual Arrow Lecture
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads View citations (8)
  2. Stochastic Compounding and Uncertain Valuation
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads

2012

  1. Financial Constraints on Corporate Goodness
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (157)
  2. Recursive utility in a Markov environment with stochastic growth
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads View citations (27)

2011

  1. Cream Skimming in Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (45)
    See also Journal Article Cream-Skimming in Financial Markets, Journal of Finance, American Finance Association (2016) Downloads View citations (57) (2016)
  2. Speculating on Home Improvements
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads
    See also Journal Article Speculating on home improvements, Journal of Financial Economics, Elsevier (2014) Downloads View citations (16) (2014)

2010

  1. Equilibria in Systems of Social Interactions
    Levine's Working Paper Archive, David K. Levine Downloads View citations (2)
    Also in Princeton Economic Theory Working Papers, David K. Levine (2003) Downloads View citations (17)

    See also Journal Article Equilibria in systems of social interactions, Journal of Economic Theory, Elsevier (2006) Downloads View citations (42) (2006)
  2. OUTSIDE AND INSIDE LIQUIDITY
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (23)

    See also Journal Article Outside and Inside Liquidity, The Quarterly Journal of Economics, President and Fellows of Harvard College (2011) Downloads View citations (79) (2011)
  3. Paris-Princeton Lectures on Mathematical Finance
    Post-Print, HAL View citations (15)
  4. The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (2)
  5. Yesterday's Heroes: Compensation and Creative Risk-Taking
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (66)

2009

  1. Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. Downloads
  2. Principal Components and Long Run Implications of Multivariate Diffusions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (21)
  3. Principal components and the long run
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (24)
  4. Risk Price Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Working Papers, Princeton University, Department of Economics, Econometric Research Program. (2009) Downloads

    See also Journal Article Risk-Price Dynamics, Journal of Financial Econometrics, Oxford University Press (2011) Downloads View citations (37) (2011)
  5. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (124)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (34)

    See also Journal Article Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia, Annals of Economics and Finance, Society for AEF (2009) Downloads View citations (134) (2009)
  6. The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (9)
    See also Journal Article THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL, Review of Income and Wealth, International Association for Research in Income and Wealth (2011) View citations (85) (2011)
  7. Value Added Taxes, Chain Effects and Informality
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (21)
    See also Journal Article Value-Added Taxes, Chain Effects, and Informality, American Economic Journal: Macroeconomics, American Economic Association (2010) Downloads View citations (128) (2010)
  8. “Value Added Taxes, Chain Effects and Informalityâ€, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (4)

2008

  1. Long Term Risk
    Annual Meeting Plenary, Society for Economic Dynamics Downloads View citations (3)
  2. The Informal Sector, Third Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (4)

2007

  1. Advisors and Asset Prices: A Model of the Origins of Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article Advisors and asset prices: A model of the origins of bubbles, Journal of Financial Economics, Elsevier (2008) Downloads View citations (50) (2008)
  2. The Informal Sector
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (52)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (57)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (86)
  3. The Informal Sector, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (18)

2006

  1. Long Term Risk: An Operator Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article Long-Term Risk: An Operator Approach, Econometrica, Econometric Society (2009) Downloads View citations (187) (2009)
  2. Pay for Short-Term Performance: Executive Compensation in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

2005

  1. Asset Float and Speculative Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article Asset Float and Speculative Bubbles, Journal of Finance, American Finance Association (2006) Downloads View citations (168) (2006)

2003

  1. Executive Compensation and Short-termist Behavior in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Levine's Working Paper Archive, David K. Levine (2003) Downloads View citations (20)

    See also Journal Article Executive Compensation and Short-Termist Behaviour in Speculative Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2006) Downloads View citations (183) (2006)
  2. Optimal Exercise of American Claims When
    Princeton Economic Theory Working Papers, David K. Levine Downloads View citations (3)
  3. Optimal Exercise of American Claims When Markets Are Not Complete
    Levine's Working Paper Archive, David K. Levine Downloads View citations (3)
  4. The Social Multiplier
    Levine's Working Paper Archive, David K. Levine Downloads View citations (281)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (22)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (37)

    See also Journal Article The Social Multiplier, Journal of the European Economic Association, MIT Press (2003) Downloads View citations (277) (2003)

2002

  1. Overconfidence, Short-Sale Constraints and Bubbles
    Princeton Economic Theory Working Papers, David K. Levine Downloads View citations (8)
  2. The Injustice of Inequality
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (6)
    See also Journal Article The injustice of inequality, Journal of Monetary Economics, Elsevier (2003) Downloads View citations (205) (2003)

2001

  1. Non-Market Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (32)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (74)

2000

  1. Competition Among Exchanges
    Princeton Economic Theory Papers, Economics Department, Princeton University View citations (1)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (2000) Downloads View citations (1)

    See also Journal Article Competition among Exchanges, The Quarterly Journal of Economics, President and Fellows of Harvard College (2001) Downloads View citations (52) (2001)
  2. Measuring Trust
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (674)
    See also Journal Article Measuring Trust, The Quarterly Journal of Economics, President and Fellows of Harvard College (2000) Downloads View citations (730) (2000)

1999

  1. Measuring Social Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (29)
  2. What is Social Capital? The Determinants of Trust and Trustworthiness
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (31)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (59)

1995

  1. A Test for Independence Based on the Correlation Dimension
    Working papers, Wisconsin Madison - Social Systems View citations (137)
  2. Crime and Social Interactions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995) View citations (19)

    See also Journal Article Crime and Social Interactions, The Quarterly Journal of Economics, President and Fellows of Harvard College (1996) Downloads View citations (995) (1996)
  3. Economic Growth in a Cross-Section of Cities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (571)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1993) View citations (32)

    See also Journal Article Economic growth in a cross-section of cities, Journal of Monetary Economics, Elsevier (1995) Downloads View citations (579) (1995)

1994

  1. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws, Journal of Law and Economics, University of Chicago Press (1998) Downloads View citations (18) (1998)

1993

  1. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (35)
    See also Journal Article Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes, Econometrica, Econometric Society (1995) Downloads View citations (142) (1995)
  2. Cattle Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in University of Chicago - Economics Research Center, Chicago - Economics Research Center (1993)

    See also Journal Article Cattle Cycles, Journal of Political Economy, University of Chicago Press (1994) Downloads View citations (70) (1994)

1992

  1. Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics, Ricerche Economiche, Elsevier (1993) Downloads View citations (166) (1993)
  2. Growth in Cities
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (1823)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (57)

    See also Journal Article Growth in Cities, Journal of Political Economy, University of Chicago Press (1992) Downloads View citations (1793) (1992)

1988

  1. Learning-By-Doing, International Trade and Growth: A Note
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (27)

1979

  1. Some Remarks on Monetary Policy in an Overlapping Generations Model
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences Downloads

1975

  1. Some Results on Global Asymptotic Stability of Control Systems
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (1)
  2. The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (5)

1974

  1. Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (3)
    See also Journal Article Global asymptotic stability of optimal control systems with applications to the theory of economic growth, Journal of Economic Theory, Elsevier (1976) Downloads View citations (49) (1976)

Journal Articles

2016

  1. Cream-Skimming in Financial Markets
    Journal of Finance, 2016, 71, (2), 709-736 Downloads View citations (57)
    See also Working Paper Cream Skimming in Financial Markets, NBER Working Papers (2011) Downloads View citations (45) (2011)
  2. Misspecified Recovery
    Journal of Finance, 2016, 71, (6), 2493-2544 Downloads View citations (23)
    See also Working Paper Misspecified Recovery, Working Papers (2015) Downloads View citations (3) (2015)

2015

  1. Yesterday's Heroes: Compensation and Risk at Financial Firms
    Journal of Finance, 2015, 70, (2), 839-879 Downloads View citations (104)

2014

  1. Speculating on home improvements
    Journal of Financial Economics, 2014, 111, (3), 609-624 Downloads View citations (16)
    See also Working Paper Speculating on Home Improvements, Working Papers (2011) Downloads (2011)

2012

  1. Pricing growth-rate risk
    Finance and Stochastics, 2012, 16, (1), 1-15 Downloads View citations (18)

2011

  1. Outside and Inside Liquidity
    The Quarterly Journal of Economics, 2011, 126, (1), 259-321 Downloads View citations (79)
    See also Working Paper OUTSIDE AND INSIDE LIQUIDITY, Working Papers (2010) Downloads (2010)
  2. Risk-Price Dynamics
    Journal of Financial Econometrics, 2011, 9, (1), 3-65 Downloads View citations (37)
    See also Working Paper Risk Price Dynamics, NBER Working Papers (2009) Downloads View citations (7) (2009)
  3. THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL
    Review of Income and Wealth, 2011, 57, S8-S26 View citations (85)
    See also Working Paper The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, PIER Working Paper Archive (2009) Downloads View citations (9) (2009)

2010

  1. Value-Added Taxes, Chain Effects, and Informality
    American Economic Journal: Macroeconomics, 2010, 2, (4), 195-221 Downloads View citations (128)
    See also Working Paper Value Added Taxes, Chain Effects and Informality, PIER Working Paper Archive (2009) Downloads View citations (21) (2009)

2009

  1. A limit theorem for systems of social interactions
    Journal of Mathematical Economics, 2009, 45, (9-10), 609-623 Downloads View citations (6)
  2. Long-Term Risk: An Operator Approach
    Econometrica, 2009, 77, (1), 177-234 Downloads View citations (187)
    See also Working Paper Long Term Risk: An Operator Approach, NBER Working Papers (2006) Downloads View citations (1) (2006)
  3. Market and Public Liquidity
    American Economic Review, 2009, 99, (2), 594-99 Downloads View citations (9)
  4. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    Annals of Economics and Finance, 2009, 10, (2), 225-255 Downloads View citations (134)
    See also Working Paper Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia, CEMA Working Papers (2009) Downloads View citations (124) (2009)

2008

  1. Advisors and asset prices: A model of the origins of bubbles
    Journal of Financial Economics, 2008, 89, (2), 268-287 Downloads View citations (50)
    See also Working Paper Advisors and Asset Prices: A Model of the Origins of Bubbles, NBER Working Papers (2007) Downloads View citations (2) (2007)

2007

  1. Optimal exercise of executive stock options
    Finance and Stochastics, 2007, 11, (3), 357-372 Downloads View citations (3)

2006

  1. Asset Float and Speculative Bubbles
    Journal of Finance, 2006, 61, (3), 1073-1117 Downloads View citations (168)
    See also Working Paper Asset Float and Speculative Bubbles, NBER Working Papers (2005) Downloads View citations (27) (2005)
  2. Equilibria in systems of social interactions
    Journal of Economic Theory, 2006, 130, (1), 44-77 Downloads View citations (42)
    See also Working Paper Equilibria in Systems of Social Interactions, Levine's Working Paper Archive (2010) Downloads View citations (2) (2010)
  3. Executive Compensation and Short-Termist Behaviour in Speculative Markets
    The Review of Economic Studies, 2006, 73, (3), 577-610 Downloads View citations (183)
    See also Working Paper Executive Compensation and Short-termist Behavior in Speculative Markets, NBER Working Papers (2003) Downloads View citations (8) (2003)

2003

  1. Overconfidence and Speculative Bubbles
    Journal of Political Economy, 2003, 111, (6), 1183-1219 Downloads View citations (908)
  2. The Social Multiplier
    Journal of the European Economic Association, 2003, 1, (2-3), 345-353 Downloads View citations (277)
    See also Working Paper The Social Multiplier, Levine's Working Paper Archive (2003) Downloads View citations (281) (2003)
  3. The injustice of inequality
    Journal of Monetary Economics, 2003, 50, (1), 199-222 Downloads View citations (205)
    See also Working Paper The Injustice of Inequality, Harvard Institute of Economic Research Working Papers (2002) Downloads View citations (6) (2002)

2001

  1. Competition among Exchanges
    The Quarterly Journal of Economics, 2001, 116, (3), 1027-1061 Downloads View citations (52)
    See also Working Paper Competition Among Exchanges, Princeton Economic Theory Papers (2000) View citations (1) (2000)
  2. Financial Intermediation without Exclusivity
    American Economic Review, 2001, 91, (2), 436-439 Downloads View citations (3)
  3. Optimal Environmental Management in the Presence of Irreversibilities
    Journal of Economic Theory, 2001, 96, (1-2), 180-207 Downloads View citations (8)

2000

  1. Measuring Trust
    The Quarterly Journal of Economics, 2000, 115, (3), 811-846 Downloads View citations (730)
    See also Working Paper Measuring Trust, Scholarly Articles (2000) Downloads View citations (674) (2000)

1998

  1. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    Journal of Law and Economics, 1998, 41, (1), 1-36 Downloads View citations (18)
    See also Working Paper Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws, NBER Working Papers (1994) Downloads (1994)
  2. Spectral methods for identifying scalar diffusions
    Journal of Econometrics, 1998, 86, (1), 1-32 Downloads View citations (63)

1997

  1. Price Crashes, Information Aggregation, and Market-Making
    Journal of Economic Theory, 1997, 75, (1), 16-63 Downloads View citations (8)

1996

  1. Crime and Social Interactions
    The Quarterly Journal of Economics, 1996, 111, (2), 507-548 Downloads View citations (995)
    See also Working Paper Crime and Social Interactions, NBER Working Papers (1995) Downloads View citations (20) (1995)
  2. The Transition to Free Markets: Where to Begin Privatization
    Journal of Comparative Economics, 1996, 22, (1), 23-42 Downloads View citations (18)

1995

  1. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    Econometrica, 1995, 63, (4), 767-804 Downloads View citations (142)
    See also Working Paper Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes, NBER Technical Working Papers (1993) Downloads View citations (35) (1993)
  2. Economic growth in a cross-section of cities
    Journal of Monetary Economics, 1995, 36, (1), 117-143 Downloads View citations (579)
    See also Working Paper Economic Growth in a Cross-Section of Cities, NBER Working Papers (1995) Downloads View citations (571) (1995)

1994

  1. Cattle Cycles
    Journal of Political Economy, 1994, 102, (3), 468-92 Downloads View citations (70)
    See also Working Paper Cattle Cycles, NBER Working Papers (1993) Downloads View citations (2) (1993)
  2. Explorations into Factors Explaining Money Market Returns
    Journal of Finance, 1994, 49, (5), 1861-82 Downloads View citations (146)
  3. Self-Organized Criticality and Economic Fluctuations
    American Economic Review, 1994, 84, (2), 417-21 Downloads View citations (87)

1993

  1. Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
    Ricerche Economiche, 1993, 47, (1), 3-30 Downloads View citations (166)
    See also Working Paper Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics, NBER Working Papers (1992) Downloads View citations (9) (1992)

1992

  1. DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
    Mathematical Finance, 1992, 2, (2), 63-86 Downloads View citations (130)
  2. Growth in Cities
    Journal of Political Economy, 1992, 100, (6), 1126-52 Downloads View citations (1793)
    See also Working Paper Growth in Cities, Scholarly Articles (1992) Downloads View citations (1823) (1992)

1990

  1. Nonlinearities in Economic Dynamics
    Economic Journal, 1990, 100, (400), 33-48 Downloads View citations (32)

1989

  1. Nonlinear Dynamics and Stock Returns
    The Journal of Business, 1989, 62, (3), 311-37 Downloads View citations (221)

1987

  1. The Importance of Bundling in a Gorman-Lancaster Model of Earnings
    The Review of Economic Studies, 1987, 54, (2), 243-255 Downloads View citations (98)

1986

  1. Borrowing Constraints and Aggregate Economic Activity
    Econometrica, 1986, 54, (1), 23-45 Downloads View citations (228)

1985

  1. Optimal employment contracts with bankruptcy constraints
    Journal of Economic Theory, 1985, 35, (2), 343-365 Downloads View citations (13)
  2. Price Setting Supergames with Capacity Constraints
    The Review of Economic Studies, 1985, 52, (3), 371-382 Downloads View citations (94)

1983

  1. A Simple Competitive Model with Production and Storage
    The Review of Economic Studies, 1983, 50, (3), 427-441 Downloads View citations (78)
  2. Maximum principle and transversality condition for concave infinite horizon economic models
    Journal of Economic Theory, 1983, 30, (1), 1-16 Downloads View citations (8)
  3. Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes
    Bell Journal of Economics, 1983, 14, (2), 326-337 Downloads View citations (1035)

1982

  1. Duality theory for dynamic optimization models of economics: The continuous time case
    Journal of Economic Theory, 1982, 27, (1), 1-19 Downloads View citations (52)

1979

  1. On the Differentiability of the Value Function in Dynamic Models of Economics
    Econometrica, 1979, 47, (3), 727-32 Downloads View citations (197)
  2. Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems
    International Economic Review, 1979, 20, (2), 297-315 Downloads View citations (16)

1978

  1. Stability of Separable Hamiltonians and Investment Theory
    The Review of Economic Studies, 1978, 45, (3), 559-570 Downloads View citations (9)

1977

  1. Smoothness, Comparative Dynamics, and the Turnpike Property
    Econometrica, 1977, 45, (3), 601-20 Downloads View citations (41)
  2. The Relevance of the Two-Sector Production Model in Trade Theory
    Journal of Political Economy, 1977, 85, (5), 909-35 Downloads View citations (93)

1976

  1. Global asymptotic stability of optimal control systems with applications to the theory of economic growth
    Journal of Economic Theory, 1976, 12, (1), 164-190 Downloads View citations (49)
    See also Working Paper Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth, Discussion Papers (1974) Downloads View citations (3) (1974)
  2. On optimal steady states of n-sector growth models when utility is discounted
    Journal of Economic Theory, 1976, 12, (1), 11-30 Downloads View citations (61)

1975

  1. Some results on global asymptotic stability of difference equations
    Journal of Economic Theory, 1975, 10, (2), 265-268 Downloads

Edited books

1979

  1. General Equilibrium, Growth, and Trade
    Elsevier Monographs, Elsevier Downloads View citations (90)

Chapters

2010

  1. Market Institutions, Financial Market Risks, and the Financial Crisis
    A chapter in Market Institutions and Financial Market Risk, 2010 View citations (39)
 
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