Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Test for Independence Based on the Correlation Dimension |
0 |
0 |
0 |
7 |
6 |
17 |
58 |
3,480 |
Advisors and Asset Prices: A Model of the Origins of Bubbles |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
394 |
Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics |
0 |
0 |
0 |
297 |
0 |
1 |
1 |
1,211 |
Asset Float and Speculative Bubbles |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
755 |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
403 |
0 |
0 |
1 |
1,570 |
Cattle Cycles |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
679 |
Cattle Cycles |
0 |
0 |
1 |
250 |
0 |
0 |
6 |
1,168 |
Competition Among Exchanges |
0 |
0 |
0 |
195 |
0 |
0 |
0 |
542 |
Competition Among Exchanges |
0 |
0 |
0 |
142 |
0 |
1 |
2 |
717 |
Cream Skimming in Financial Markets |
0 |
0 |
1 |
139 |
0 |
0 |
4 |
494 |
Crime and Social Interactions |
0 |
0 |
1 |
1,124 |
1 |
1 |
10 |
4,655 |
Crime and Social Interactions |
0 |
0 |
0 |
3 |
1 |
3 |
12 |
1,731 |
Days to Cover and Stock Returns |
0 |
0 |
0 |
52 |
0 |
2 |
8 |
170 |
Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1,665 |
0 |
0 |
4 |
5,471 |
Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
890 |
Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
182 |
Equilibria in Systems of Social Interactions |
0 |
0 |
2 |
168 |
0 |
0 |
3 |
407 |
Estimating the Spatial Amplification of Damage Caused by Degradation in the Amazon |
0 |
0 |
2 |
9 |
0 |
0 |
5 |
23 |
Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
212 |
Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
119 |
0 |
1 |
2 |
592 |
Financial Constraints on Corporate Goodness |
1 |
2 |
6 |
164 |
1 |
5 |
33 |
628 |
Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth |
0 |
0 |
0 |
165 |
0 |
0 |
1 |
590 |
Going-Concern Debt of Financial Intermediaries |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
46 |
Growth in Cities |
0 |
0 |
3 |
820 |
0 |
2 |
17 |
2,387 |
Growth in Cities |
0 |
0 |
11 |
148 |
0 |
5 |
34 |
685 |
Learning-By-Doing, International Trade and Growth: A Note |
0 |
1 |
7 |
452 |
0 |
2 |
11 |
1,012 |
Long Term Risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
Long Term Risk: An Operator Approach |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
367 |
Measuring Social Interactions |
0 |
0 |
0 |
2 |
3 |
6 |
11 |
2,773 |
Measuring Trust |
0 |
0 |
1 |
126 |
1 |
1 |
16 |
660 |
Misspecified Recovery |
0 |
0 |
1 |
26 |
0 |
0 |
4 |
205 |
Misspecified Recovery |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
175 |
Misspecified Recovery |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
45 |
Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
0 |
0 |
0 |
317 |
0 |
0 |
1 |
1,912 |
Non-Market Interactions |
0 |
0 |
0 |
357 |
0 |
1 |
2 |
1,193 |
Non-Market Interactions |
0 |
0 |
1 |
236 |
1 |
3 |
7 |
1,220 |
OUTSIDE AND INSIDE LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Optimal Exercise of American Claims When |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
151 |
Optimal Exercise of American Claims When Markets Are Not Complete |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
60 |
Outside and Inside Liquidity |
0 |
0 |
0 |
141 |
0 |
1 |
2 |
504 |
Overconfidence, Short-Sale Constraints and Bubbles |
0 |
0 |
3 |
349 |
0 |
1 |
8 |
963 |
Paris-Princeton Lectures on Mathematical Finance |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
113 |
Pay for Short-Term Performance: Executive Compensation in Speculative Markets |
0 |
0 |
0 |
129 |
0 |
2 |
2 |
470 |
Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
0 |
1 |
131 |
1 |
1 |
3 |
329 |
Principal components and the long run |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
123 |
Recursive utility in a Markov environment with stochastic growth |
1 |
2 |
6 |
19 |
1 |
2 |
6 |
103 |
Repricing Avalanches |
0 |
0 |
2 |
15 |
1 |
1 |
6 |
65 |
Repricing Avalanches in the Billion-Prices Data |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
37 |
Risk Price Dynamics |
0 |
0 |
1 |
83 |
0 |
2 |
5 |
279 |
Risk Price Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Shock Elasticities and Impulse Responses |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
172 |
Shorting in Speculative Markets |
0 |
0 |
0 |
12 |
0 |
2 |
4 |
53 |
Some Remarks on Monetary Policy in an Overlapping Generations Model |
0 |
0 |
1 |
67 |
0 |
0 |
2 |
197 |
Some Results on Global Asymptotic Stability of Control Systems |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
190 |
Speculating on Home Improvements |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
82 |
Speculation, Trading and Bubbles Third Annual Arrow Lecture |
0 |
0 |
4 |
64 |
1 |
1 |
7 |
249 |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
0 |
179 |
2 |
2 |
9 |
918 |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
2 |
66 |
0 |
4 |
20 |
675 |
Stochastic Compounding and Uncertain Valuation |
0 |
0 |
2 |
16 |
0 |
0 |
2 |
94 |
Supply and Shorting in Speculative Markets |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
28 |
The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory |
0 |
0 |
0 |
77 |
0 |
1 |
2 |
308 |
The Informal Sector |
0 |
0 |
0 |
194 |
0 |
0 |
4 |
541 |
The Informal Sector |
0 |
0 |
3 |
427 |
0 |
3 |
12 |
1,417 |
The Informal Sector |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
145 |
The Informal Sector, Second Version |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
164 |
The Informal Sector, Third Version |
0 |
0 |
0 |
91 |
0 |
1 |
2 |
232 |
The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil |
0 |
0 |
1 |
200 |
0 |
0 |
5 |
417 |
The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version |
0 |
0 |
0 |
83 |
0 |
2 |
5 |
185 |
The Injustice of Inequality |
0 |
0 |
0 |
272 |
0 |
1 |
2 |
1,780 |
The Social Multiplier |
0 |
0 |
1 |
363 |
1 |
1 |
7 |
1,639 |
The Social Multiplier |
0 |
1 |
3 |
49 |
1 |
2 |
8 |
344 |
The Social Multiplier |
0 |
0 |
1 |
140 |
1 |
1 |
5 |
528 |
Value Added Taxes, Chain Effects and Informality |
0 |
0 |
0 |
150 |
1 |
2 |
5 |
417 |
What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
1 |
1,214 |
1 |
2 |
4 |
4,151 |
What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
3 |
0 |
2 |
5 |
1,623 |
When a Master Dies: Speculation and Asset Float |
0 |
0 |
0 |
12 |
1 |
2 |
3 |
61 |
Yesterday's Heroes: Compensation and Creative Risk-Taking |
1 |
1 |
1 |
71 |
1 |
1 |
4 |
342 |
“Value Added Taxes, Chain Effects and Informalityâ€, Second Version |
0 |
0 |
0 |
328 |
0 |
3 |
5 |
777 |
Total Working Papers |
3 |
7 |
71 |
13,094 |
31 |
104 |
446 |
60,180 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Simple Competitive Model with Production and Storage |
0 |
0 |
3 |
204 |
0 |
4 |
10 |
481 |
A limit theorem for systems of social interactions |
0 |
0 |
0 |
25 |
0 |
2 |
4 |
154 |
Advisors and asset prices: A model of the origins of bubbles |
0 |
0 |
0 |
96 |
1 |
1 |
3 |
505 |
Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics |
0 |
1 |
5 |
221 |
1 |
3 |
12 |
668 |
Asset Float and Speculative Bubbles |
0 |
0 |
0 |
165 |
1 |
1 |
6 |
758 |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
1 |
213 |
0 |
0 |
4 |
723 |
Borrowing Constraints and Aggregate Economic Activity |
0 |
0 |
2 |
473 |
0 |
0 |
3 |
1,017 |
Cattle Cycles |
1 |
2 |
8 |
324 |
2 |
5 |
37 |
1,339 |
Competition among Exchanges |
0 |
1 |
2 |
115 |
0 |
2 |
3 |
549 |
Cream-Skimming in Financial Markets |
0 |
0 |
0 |
34 |
0 |
2 |
6 |
298 |
Crime and Social Interactions |
0 |
4 |
12 |
2,269 |
1 |
12 |
58 |
10,589 |
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 |
0 |
1 |
6 |
87 |
0 |
2 |
11 |
324 |
Duality theory for dynamic optimization models of economics: The continuous time case |
1 |
3 |
8 |
942 |
2 |
6 |
19 |
2,416 |
Economic growth in a cross-section of cities |
0 |
1 |
1 |
515 |
7 |
9 |
18 |
1,596 |
Equilibria in systems of social interactions |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
357 |
Executive Compensation and Short-Termist Behaviour in Speculative Markets |
0 |
0 |
3 |
156 |
3 |
9 |
17 |
810 |
Explorations into Factors Explaining Money Market Returns |
0 |
1 |
4 |
599 |
0 |
3 |
11 |
1,404 |
Financial Intermediation without Exclusivity |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
227 |
Global asymptotic stability of optimal control systems with applications to the theory of economic growth |
0 |
0 |
0 |
120 |
0 |
1 |
2 |
359 |
Growth in Cities |
4 |
10 |
37 |
3,796 |
11 |
41 |
158 |
13,768 |
Long-Term Risk: An Operator Approach |
0 |
0 |
1 |
102 |
0 |
1 |
4 |
470 |
Market and Public Liquidity |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
177 |
Maximum principle and transversality condition for concave infinite horizon economic models |
0 |
0 |
2 |
184 |
0 |
1 |
6 |
424 |
Measuring Trust |
0 |
6 |
13 |
3,008 |
0 |
15 |
49 |
8,224 |
Misspecified Recovery |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
127 |
Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
0 |
0 |
3 |
27 |
0 |
1 |
7 |
1,009 |
Nonlinear Dynamics and Stock Returns |
1 |
2 |
6 |
741 |
1 |
3 |
17 |
2,128 |
Nonlinearities in Economic Dynamics |
0 |
0 |
1 |
203 |
0 |
0 |
3 |
443 |
On optimal steady states of n-sector growth models when utility is discounted |
0 |
0 |
0 |
114 |
1 |
1 |
4 |
269 |
On the Differentiability of the Value Function in Dynamic Models of Economics |
0 |
1 |
13 |
693 |
1 |
2 |
19 |
1,432 |
Optimal Environmental Management in the Presence of Irreversibilities |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
139 |
Optimal employment contracts with bankruptcy constraints |
0 |
0 |
0 |
52 |
0 |
1 |
2 |
258 |
Optimal exercise of executive stock options |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
74 |
Outside and Inside Liquidity |
0 |
0 |
0 |
137 |
0 |
1 |
5 |
670 |
Overconfidence and Speculative Bubbles |
1 |
5 |
16 |
701 |
3 |
25 |
85 |
2,623 |
Price Crashes, Information Aggregation, and Market-Making |
0 |
1 |
2 |
60 |
0 |
2 |
7 |
227 |
Price Setting Supergames with Capacity Constraints |
0 |
0 |
2 |
285 |
0 |
3 |
10 |
656 |
Pricing growth-rate risk |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
140 |
Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes |
1 |
3 |
31 |
1,737 |
2 |
8 |
74 |
4,614 |
Risk-Price Dynamics |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
262 |
Self-Organized Criticality and Economic Fluctuations |
0 |
0 |
2 |
530 |
3 |
5 |
10 |
1,405 |
Smoothness, Comparative Dynamics, and the Turnpike Property |
0 |
0 |
2 |
92 |
0 |
2 |
5 |
293 |
Some results on global asymptotic stability of difference equations |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
110 |
Spectral methods for identifying scalar diffusions |
0 |
0 |
2 |
120 |
1 |
1 |
5 |
286 |
Speculating on home improvements |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
102 |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
2 |
113 |
0 |
3 |
10 |
735 |
Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
112 |
Stability of Separable Hamiltonians and Investment Theory |
1 |
1 |
1 |
44 |
1 |
2 |
4 |
132 |
THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
237 |
The Importance of Bundling in a Gorman-Lancaster Model of Earnings |
0 |
0 |
1 |
235 |
0 |
2 |
6 |
877 |
The Relevance of the Two-Sector Production Model in Trade Theory |
0 |
0 |
11 |
341 |
4 |
8 |
65 |
933 |
The Social Multiplier |
0 |
2 |
7 |
282 |
6 |
9 |
23 |
1,079 |
The Transition to Free Markets: Where to Begin Privatization |
0 |
0 |
0 |
60 |
0 |
1 |
2 |
219 |
The injustice of inequality |
0 |
0 |
3 |
355 |
2 |
3 |
30 |
1,671 |
Value-Added Taxes, Chain Effects, and Informality |
0 |
0 |
1 |
171 |
1 |
2 |
12 |
597 |
Yesterday's Heroes: Compensation and Risk at Financial Firms |
1 |
2 |
7 |
74 |
2 |
4 |
15 |
281 |
Total Journal Articles |
11 |
47 |
221 |
21,196 |
58 |
213 |
882 |
71,777 |