Access Statistics for Felix Kubler

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applying Negishi's method to stochastic models with overlapping generations 0 0 0 54 1 1 6 105
Approximate CAPM when preferences are CRRA 0 0 0 200 0 0 0 638
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 0 0 72
Approximate Versus Exact Equilibria 0 0 0 69 0 1 2 242
Approximate Versus Exact Equilibria 0 0 0 137 0 0 0 505
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 0 0 344
Asset Pricing in a Low Rate Environment 0 0 0 23 0 0 4 25
Asset Pricing in a Low Rate Environment 0 0 3 8 0 1 10 21
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 0 0 695
Bond Ladders and Optimal Portfolios 0 0 0 66 0 1 2 239
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 1 141 0 1 2 501
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 0 1 700
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 2 2 2 476
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 2 5 104
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 1 30 0 0 3 31
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 0 1 17
Collateral Requirements and Asset Prices 0 0 0 18 0 0 1 135
Collateral Requirements and Asset Prices 0 0 0 11 0 0 0 146
Collateral requirements and asset prices 0 0 0 79 0 1 1 118
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 0 2 246
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 0 11 231
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 0 0 0 336
Computing Equilibria in Finance Economies 0 0 0 240 0 1 1 590
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 1 1 130 0 1 2 314
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 1 1 282 0 3 5 576
Computing equilibria in finance economies 0 0 0 285 0 0 1 1,242
Deficit Follies 0 0 0 20 0 0 1 34
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 0 0 0 1,342
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 65 0 0 3 87
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 53 0 0 3 170
Ex Ante Optimality and Social Security 0 0 0 0 0 0 0 282
Exact inference from finite market data 0 0 0 1 0 0 1 10
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 0 1 163
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 0 1 1 38
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 0 0 32
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 0 1 380
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 1 1 360
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 2 369
International Welfare Gains from Sharing Climate-Risk 1 1 3 13 1 1 3 17
Leverage, Incomplete Markets and Crises 0 0 0 0 1 1 1 334
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 0 2 181
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 1 1 110
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 22 0 0 3 73
Making Carbon Taxation A Generational Win Win 0 0 1 48 0 0 2 92
Making Carbon Taxation a Generational Win Win 0 0 0 117 0 1 7 218
Margin Regulation and Volatility 0 0 0 2 0 0 0 20
Margin Requirements and Asset Prices 0 0 0 38 0 0 0 107
Margin regulation and volatility 0 0 0 21 0 1 2 115
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 0 0 112
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 0 0 226
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 0 2 302
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 0 223 0 1 1 727
Pareto improving social security reform when financial markets are incomplete!? 1 1 1 196 1 1 1 490
Pareto-Improving Carbon-Risk Taxation 0 0 1 53 0 0 4 152
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 2 2 51
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 0 1 1 84
Re-use of collateral: leverage, volatility, and welfare 1 1 1 17 1 2 3 76
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 0 0 0 63
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 0 0 0 88
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 0 0 1 95
Self-justi ed equilibria: Existence and computation 0 0 1 18 0 0 1 46
Social Security and RIsk Sharing 0 0 0 11 0 0 0 102
Social Security and Risk Sharing 0 0 0 142 0 1 1 470
Social Security and Risk Sharing 0 0 0 60 0 0 0 175
Social Security and Risk Sharing 0 0 0 18 0 0 0 163
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 0 0 3 604
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 0 127 0 0 1 368
The Robustness of CAPM-A Computational Approach 0 0 0 155 0 0 1 574
The Robustness of the CAPM - A Computational Approach 0 0 0 0 0 0 1 6
The Robustness of the CAPM - A Computational Approach 0 0 0 3 0 0 0 43
The Robustness of the CAPM-A Computational Approach 0 0 0 124 0 0 0 353
The climate in climate economics 0 0 1 32 0 1 9 49
The identification of beliefs from asset demand 0 0 0 20 1 2 2 58
The identification of beliefs from asset demand 0 0 0 1 0 0 0 23
The identification of beliefs from asset demand 0 0 0 19 0 0 0 88
The identification of preferences from equilibrium prices 0 0 0 12 0 1 1 161
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 0 0 600
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 1 1 227
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 1 1 1 291
The role of corporate image and extension similarity in service brand extensions 0 0 1 55 0 0 3 230
Uniformly Self-Justified Equilibria 0 0 0 5 0 1 1 11
When Interest Rates Go Low, Should Public Debt Go High? 0 0 2 35 0 1 5 60
Why is too much leverage bad for the economy? 0 0 0 80 0 0 2 161
Total Working Papers 3 5 22 5,265 9 38 145 20,512
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate CAPM When Preferences are CRRA 0 0 0 28 0 0 0 145
Approximate Generalizations and Computational Experiments 0 0 0 72 0 1 2 231
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 0 0 296
Are deficits free? 0 0 1 12 1 2 12 39
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 1 2 2 209
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 2 0 1 2 15
Bond Ladders and Optimal Portfolios 0 0 0 29 1 2 5 147
Borrowing Costs and the Demand for Equity over the Life Cycle 2 2 4 214 2 4 10 840
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 1 1 3 0 2 3 18
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 1 1 144
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 0 134
Computable general equilibrium with financial markets 0 0 0 217 0 2 3 668
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 0 0 446
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 0 108 0 0 1 328
Computing equilibrium in OLG models with stochastic production 2 5 17 653 4 9 25 1,310
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 35 2 2 5 146
Financial Innovation and Asset Price Volatility 0 0 1 40 1 1 4 225
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 1 63 0 0 2 233
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 1 2 239
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 1 2 925
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 0 0 1 26
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 0 22 0 0 1 276
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 1 166 0 0 1 535
Is intertemporal choice theory testable? 0 0 0 65 0 0 2 200
Leveraging Posterity's Prosperity? 0 0 0 7 0 1 2 39
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 1 2 9 46 1 3 19 138
Margin regulation and volatility 0 0 0 26 0 0 3 105
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 0 2 128
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 1 2 148
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 0 0 2 668
Pareto-improving carbon-risk taxation 0 0 0 3 0 1 7 16
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 2 4 71 0 2 6 156
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 0 0 6 63
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 0 0 7 627
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 0 2 2 73
Regulating collateral-requirements when markets are incomplete 0 0 0 33 0 2 2 132
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 0 1 149
Social security and risk sharing 1 1 1 52 3 4 8 198
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 2 4 146 0 3 8 335
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 0 1 599
Stationary Markov equilibria for overlapping generations 0 0 0 52 0 0 2 159
Stochastic overlapping generations with non-convex budget sets 0 0 1 1 0 0 5 5
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 0 1 10
Testable implications of general equilibrium theory: a differentiable approach 0 0 0 55 0 0 1 218
The Identification of Beliefs From Asset Demand 0 0 0 4 0 0 0 52
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 0 0 0 133
Uniformly self-justified equilibria 0 0 0 1 0 2 3 5
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 0 0 0 125
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 1 2 2 65
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 0 0 1 40
When Is a Risky Asset "Urgently Needed"? 0 0 0 11 0 0 0 93
Total Journal Articles 6 15 47 3,417 17 54 179 12,254
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computational Aspects of General Equilibrium Theory 0 0 0 1 0 0 0 32
Total Books 0 0 0 1 0 0 0 32

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Generalizations and Computational Experiments 0 0 0 0 0 1 2 6
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 1 1 1 7
Is Intertemporal Choice Theory Testable? 0 0 0 0 0 1 1 4
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 0 0 0 3
Refutable Theories of Value 0 0 0 0 0 0 1 11
Total Chapters 0 0 0 0 1 3 5 31

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Re-use of collateral: Leverage, volatility, and welfare" 0 3 9 37 0 3 12 78
Total Software Items 0 3 9 37 0 3 12 78

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Statistics updated 2025-05-12