Details about William R. Zame

E-mail:
Homepage:	http://www.econ.ucla.edu/zame
Workplace:	Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by William R. Zame.

Last updated 2023-01-26. Update your information in the RePEc Author Service.

Short-id: pza30

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Jump to Journal Articles Chapters

Working Papers

2022

1. Asset Trading in Continuous Time: A Cautionary Tale
   Papers, arXiv.org
2. Do decision makers have subjective probabilities? An experimental test
   ESMT Research Working Papers, ESMT European School of Management and Technology

2016

3. A Theory of Individualism, Collectivism and Economic Outcomes
   Papers, arXiv.org

2015

4. 'Lucas' In The Laboratory (forthcoming in Journal of Finance)
   Economics Series, Institute for Advanced Studies
5. Optimally Sticky Prices
   2015 Meeting Papers, Society for Economic Dynamics View citations (1)

2014

6. Asset Prices and Asymmetric Reasoning
   Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (2)
7. The Flattening of the Phillips Curve and the Learning Problem of the Central Bank
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (3)

2013

8. 'Lucas' In The Laboratory
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2013)
   See also Journal Article in Journal of Finance (2016)
9. Collateral Equilibrium - A Basic Framework
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (19)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) View citations (19)
   Levine's Working Paper Archive, David K. Levine (2013) View citations (19)
   See also Journal Article in Economic Theory (2014)
10. Designing Efficient Resource Sharing For Impatient Players Using Limited Monitoring
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (1)
11. Efficient Online Exchange via Fiat Money
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (5)
    See also Journal Article in Economic Theory (2013)

2010

12. Collateralized Security Markets
    Levine's Working Paper Archive, David K. Levine View citations (1)

2009

13. Ambiguity in Asset Markets: Theory and Experiment
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (10)
    See also Journal Article in Review of Financial Studies (2010)
14. Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2008

15. Piercing the Veil of Ignorance
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (3)

2007

16. Posterior Implementation versus Ex-Post Implementation
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Levine's Bibliography, UCLA Department of Economics (2005)
    UCLA Economics Working Papers, UCLA Department of Economics (2005)
    Post-Print, HAL (2007)
17. Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (61)
    See also Journal Article in Econometrica (2007)

2006

18. Prices and Portfolio Choices in Financial Markets: Theory and Experiment
    Levine's Bibliography, UCLA Department of Economics View citations (7)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2005) View citations (3)
19. Risk Aversion in Laboratory Asset Markets
    Levine's Bibliography, UCLA Department of Economics View citations (1)
20. The Limits of Ex-Post Implementation
    Post-Print, HAL View citations (63)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations (26)
    UCLA Economics Working Papers, UCLA Department of Economics (2005) View citations (29)
    See also Journal Article in Econometrica (2006)

2005

21. Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment
    UCLA Economics Working Papers, UCLA Department of Economics View citations (3)
    See also Journal Article in Finance Research Letters (2006)
22. Equilibrium Distributions with Externalities
    Levine's Bibliography, UCLA Department of Economics View citations (1)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2004) View citations (1)
23. INCENTIVES, CONTRACTS AND MARKETS: A GENERAL EQUILIBRIUM THEORY OF FIRMS*
    UCLA Economics Working Papers, UCLA Department of Economics View citations (1)
    See also Journal Article in Econometrica (2007)

2003

24. Clubs and the Market
    Levine's Working Paper Archive, David K. Levine View citations (13)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (1999) View citations (71)
    See also Journal Article in Econometrica (1999)
25. The Organization of Production, Consumption, and Learning
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
    See also Chapter (2006)

2001

26. Does Market Incompleteness Matter
    Levine's Working Paper Archive, David K. Levine View citations (35)
    See also Journal Article in Econometrica (2002)

2000

27. A Theory of Firm Formation and Skills Acquisition
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
28. Quadratic Concavity and Determinacy of Equilibrium
    GE, Growth, Math methods, University Library of Munich, Germany View citations (1)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1999)
    Economics Working Papers, University of California at Berkeley (1999) View citations (2)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1999) View citations (2)
    See also Journal Article in Econometrica (2002)
29. Risk Sharing and Market Incompleteness
    Levine's Working Paper Archive, David K. Levine View citations (6)

1999

30. Clubs and the Market: Large Finite Economies
    Discussion Papers, University of Copenhagen. Department of Economics View citations (44)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1997) View citations (6)
    Economics Working Papers, University of California at Berkeley (1997) View citations (4)
    See also Journal Article in Journal of Economic Theory (2001)

1998

31. Clubs and the Market: Continuum Economies
    Microeconomics, University Library of Munich, Germany
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1997) View citations (3)
    Economics Working Papers, University of California at Berkeley (1997) View citations (3)
    UCLA Economics Working Papers, UCLA Department of Economics (1997) View citations (3)

1996

32. Debt Constraints and Equilibrium in Infinite Horizon Economies with Incomplete Markets
    Levine's Working Paper Archive, David K. Levine View citations (76)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1993) View citations (1)
    UCLA Economics Working Papers, UCLA Department of Economics (1992) View citations (9)
    See also Journal Article in Journal of Mathematical Economics (1996)

1995

33. Edgeworth's Conjecture with Infinitely Many Commodities
    Economics Working Papers, University of California at Berkeley View citations (3)
    Also in Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1995)
    See also Journal Article in Econometrica (1997)
34. Non-Computable Strategies and Discounted Repeated Games
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article in Economic Theory (1996)

1994

35. A Demand Adjustment Process
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article in International Journal of Game Theory (1998)
36. A Representation Theorem for Riesz Spaces and its Applications to Economics
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article in Economic Theory (1995)

1993

37. The Algebraic Geometry of Perfect and Sequential Equilibrium
    Game Theory and Information, University Library of Munich, Germany View citations (1)
    See also Journal Article in Econometrica (1994)

1992

38. Efficiency and the Role of Default When Security Markets are Incomplete
    UCLA Economics Working Papers, UCLA Department of Economics View citations (14)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1990) View citations (2)
    See also Journal Article in American Economic Review (1993)

1991

39. Non-Atomic Economies and the Boundaries of Perfect Competition
    UCLA Economics Working Papers, UCLA Department of Economics
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1988) View citations (1)
    See also Journal Article in Econometrica (1994)

1990

40. The Nonatomic Assignment Model
    UCLA Economics Working Papers, UCLA Department of Economics View citations (16)
    See also Journal Article in Economic Theory (1992)

1989

41. Asymptotic Inefficiency
    UCLA Economics Working Papers, UCLA Department of Economics
42. Determinacy of Equilibrium in Large Square Economies
    Levine's Working Paper Archive, David K. Levine View citations (19)

1988

43. The Consumption-Based Capital Asset Pricing Model
    Discussion Papers, University of Copenhagen. Department of Economics View citations (10)
    See also Journal Article in Econometrica (1989)

1987

44. Discontinous Games and Endogenous Sharing Rules
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley
    Also in Economics Working Papers, University of California at Berkeley (1987) View citations (1)
    See also Journal Article in Econometrica (1990)

Journal Articles

2022

1. Optimally sticky prices: Foundations
   Journal of Economic Dynamics and Control, 2022, 141, (C)
2. Sequential referenda with sophisticated voters
   Journal of Public Economics, 2022, 212, (C)

2021

3. Working alone and working with others: implications for the malthusian era
   Economic Theory, 2021, 71, (3), 841-875

2018

4. Personalized survival predictions via Trees of Predictors: An application to cardiac transplantation
   PLOS ONE, 2018, 13, (3), 1-19

2016

5. “Lucas” in the Laboratory
   Journal of Finance, 2016, 71, (6), 2727-2780 View citations (14)
   See also Working Paper (2013)

2015

6. Asset Pricing and Asymmetric Reasoning
   Journal of Political Economy, 2015, 123, (1), 66 - 122 View citations (14)
7. Efficient outcomes in repeated games with limited monitoring
   Economic Theory, 2015, 60, (1), 1-34 View citations (1)

2014

8. Collateral equilibrium, I: a basic framework
   Economic Theory, 2014, 56, (3), 443-492 View citations (64)
   See also Working Paper (2013)

2013

9. Efficient online exchange via fiat money
   Economic Theory, 2013, 54, (2), 211-248 View citations (5)
   See also Working Paper (2013)

2010

10. Ambiguity in Asset Markets: Theory and Experiment
    Review of Financial Studies, 2010, 23, (4), 1325-1359 View citations (166)
    See also Working Paper (2009)

2007

11. Can intergenerational equity be operationalized?
    Theoretical Economics, 2007, 2, (2) View citations (61)
12. Incentives, Contracts, and Markets: A General Equilibrium Theory of Firms
    Econometrica, 2007, 75, (5), 1453-1500 View citations (33)
    See also Working Paper (2005)
13. Posterior implementation vs ex-post implementation
    Economics Letters, 2007, 97, (1), 70-73 View citations (3)
14. Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
    Econometrica, 2007, 75, (4), 993-1038 View citations (62)
    See also Working Paper (2007)

2006

15. Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment
    Finance Research Letters, 2006, 3, (2), 96-101 View citations (11)
    See also Working Paper (2005)
16. Competitive markets with externalities
    Theoretical Economics, 2006, 1, (2), 143-166 View citations (16)
17. The Limits of ex post Implementation
    Econometrica, 2006, 74, (3), 585-610 View citations (76)
    See also Working Paper (2006)

2005

18. A competitive model of economic geography
    Economic Theory, 2005, 25, (1), 89-103 View citations (12)
    See also Chapter (2006)
19. Nearly compact and continuous normal form games: characterizations and equilibrium existence
    Games and Economic Behavior, 2005, 50, (2), 208-224 View citations (10)

2004

20. Corrigendum to "Communication and Equilibrium in Discontinuous Games of Incomplete Information"
    Econometrica, 2004, 72, (6), 1927-1929 View citations (7)

2002

21. Communication and Equilibrium in Discontinuous Games of Incomplete Information
    Econometrica, 2002, 70, (5), 1711-1740 View citations (109)
22. Does Market Incompleteness Matter?
    Econometrica, 2002, 70, (5), 1805-1839 View citations (62)
    See also Working Paper (2001)
23. Quadratic Concavity and Determinacy of Equilibrium
    Econometrica, 2002, 70, (2), 631-662 View citations (36)
    See also Working Paper (2000)
24. Southwestern Economic Theory Conference
    Economics Bulletin, 2002, 28, (60), A0

2001

25. Clubs and the Market: Large Finite Economies
    Journal of Economic Theory, 2001, 101, (1), 40-77 View citations (39)
    See also Working Paper (1999)
26. Genericity with Infinitely Many Parameters
    The B.E. Journal of Theoretical Economics, 2001, 1, (1), 1-64 View citations (42)
27. Status in Markets
    The Quarterly Journal of Economics, 2001, 116, (1), 161-188 View citations (193)

1999

28. Clubs and the Market
    Econometrica, 1999, 67, (5), 1185-1218 View citations (88)
    See also Working Paper (2003)
29. Perfect Competition in the Continuous Assignment Model
    Journal of Economic Theory, 1999, 88, (1), 60-118 View citations (50)

1998

30. A Demand Adjustment Process
    International Journal of Game Theory, 1998, 26, (4), 423-438
    See also Working Paper (1994)
31. Edgeworth's conjecture with infinitely many commodities: commodity differentiation
    Economic Theory, 1998, 11, (2), 331-377 View citations (9)

1997

32. Edgeworth's Conjecture with Infinitely Many Commodities: L1
    Econometrica, 1997, 65, (2), 225-274 View citations (11)
    See also Working Paper (1995)

1996

33. Debt constraints and equilibrium in infinite horizon economies with incomplete markets
    Journal of Mathematical Economics, 1996, 26, (1), 103-131 View citations (80)
    See also Working Paper (1996)
34. Non-computable Strategies and Discounted Repeated Games
    Economic Theory, 1996, 8, (1), 103-22 View citations (5)
    Also in Economic Theory, 1996, 8, (1), 103-122 (1996) View citations (5)
    See also Working Paper (1995)
35. The existence of security market equilibrium with a non-atomic state space
    Journal of Mathematical Economics, 1996, 26, (1), 63-84 View citations (18)

1995

36. A Representation Theorem for Riesz Spaces and Its Applications to Economics
    Economic Theory, 1995, 5, (3), 527-35 View citations (2)
    See also Working Paper (1994)
37. Toward an Economic Geography
    Mathematical Social Sciences, 1995, 30, (1), 100-101

1994

38. Nonatomic Economies and the Boundaries of Perfect Competition
    Econometrica, 1994, 62, (3), 593-633 View citations (29)
    See also Working Paper (1991)
39. The Algebraic Geometry of Perfect and Sequential Equilibrium
    Econometrica, 1994, 62, (4), 783-94 View citations (58)
    See also Working Paper (1993)

1993

40. Efficiency and the Role of Default When Security Markets Are Incomplete
    American Economic Review, 1993, 83, (5), 1142-64 View citations (146)
    See also Working Paper (1992)

1992

41. The Nonatomic Assignment Model
    Economic Theory, 1992, 2, (1), 103-27 View citations (72)
    See also Working Paper (1990)

1990

42. Discontinuous Games and Endogenous Sharing Rules
    Econometrica, 1990, 58, (4), 861-72 View citations (166)
    See also Working Paper (1987)

1989

43. Determinacy of equilibrium in large-scale economies
    Journal of Mathematical Economics, 1989, 18, (3), 231-262 View citations (24)
44. The Consumption-Based Capital Asset Pricing Model
    Econometrica, 1989, 57, (6), 1279-97 View citations (73)
    See also Working Paper (1988)

1988

45. Bargaining in Cooperative Games
    International Journal of Game Theory, 1988, 17, (4), 279-300 View citations (20)

1987

46. Competitive Equilibria in Production Economies with an Infinite-Dimensional Commodity Space
    Econometrica, 1987, 55, (5), 1075-1108 View citations (29)
47. Large games: Fair and stable outcomes
    Journal of Economic Theory, 1987, 42, (1), 59-93 View citations (13)

1986

48. Equilibria in Banach lattices without ordered preferences
    Journal of Mathematical Economics, 1986, 15, (2), 85-110 View citations (47)
49. Proper preferences and quasi-concave utility functions
    Journal of Mathematical Economics, 1986, 15, (3), 231-247 View citations (17)

1984

50. Approximate Cores of Large Games
    Econometrica, 1984, 52, (6), 1327-50 View citations (35)

Chapters

2006

1. A Competitive Model of Economic Geography
   Springer
   See also Journal Article in Economic Theory (2005)
2. The Organization of Production, Consumption and Learning
   Springer View citations (2)
   See also Working Paper (2003)

1991

3. Equilibrium theory in infinite dimensional spaces
   Chapter 34 in Handbook of Mathematical Economics, 1991, vol. 4, pp 1835-1898 View citations (97)