Access Statistics for Alexis Akira Toda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Ergodicity Economics' is Pseudoscience 0 0 0 24 0 0 3 18
A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL 0 0 0 14 0 0 0 53
A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal 0 0 0 12 0 1 3 51
A Theory of the Saving Rate of the Rich 0 0 0 2 0 0 1 11
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity 0 0 0 0 0 0 0 52
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity 0 0 0 27 0 0 1 69
Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited 0 16 16 16 1 9 15 15
Asset Pricing and the One Percent 0 0 0 21 0 0 0 56
Asymptotic Linearity of Consumption Functions and Computational Efficiency 0 0 0 10 0 1 2 20
Bayesian general equilibrium 0 0 1 1 0 0 2 15
Bubble Economics 0 0 1 2 1 2 6 13
Bubble Economics 3 23 23 23 3 6 6 6
Bubble Economics 1 2 3 25 3 5 12 26
Bubble Necessity Theorem 0 1 7 7 1 4 16 16
Bubble Necessity Theorem 0 1 2 15 0 5 10 19
Bubble Necessity Theorem 1 1 2 14 1 2 10 22
Bubble economics 0 0 1 23 2 3 10 23
Bursting Bubbles in a Macroeconomic Model 0 0 1 1 0 0 1 1
Bursting Bubbles in a Macroeconomic Model 1 10 10 10 1 7 7 7
Capital and Labor Income Pareto Exponents across Time and Space 0 0 0 0 0 0 1 14
Capital and Labor Income Pareto Exponents across Time and Space 0 0 1 3 0 0 2 22
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 1 2 10 1 3 7 15
Data-based Automatic Discretization of Nonparametric Distributions 0 0 0 19 0 0 1 26
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 2 59
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis 0 0 0 0 0 0 1 8
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis 0 0 0 4 0 0 1 17
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments 0 0 1 6 0 0 1 35
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments 0 0 0 13 1 2 2 40
Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution 0 0 0 16 1 1 3 36
Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares 0 0 0 19 0 0 1 52
Equilibrium Selection in Pure Bubble Models by Dividend Injection 0 0 0 2 0 0 2 5
Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models 0 0 0 12 2 4 8 41
Fat tails and spurious estimation of consumption-based asset pricing models 0 0 0 18 0 0 0 42
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 0 0 3 36
Growth Effects of Annuities and Government Transfers in Perpetual Youth Models 0 0 0 41 1 3 6 55
Housing Bubbles with Phase Transitions 0 0 1 1 0 0 2 2
Housing Bubbles with Phase Transitions 0 0 13 13 0 1 7 7
Housing Bubbles with Phase Transitions 0 1 2 15 0 2 6 10
Huggett Economies with Multiple Stationary Equilibria 0 0 1 50 0 1 2 41
Incentivizing Hidden Types in Secretary Problem 0 0 1 8 1 2 9 19
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles 0 0 0 8 0 3 4 19
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles 0 0 2 14 1 3 12 31
Linearity of Aggregate Production Functions 0 0 0 6 0 2 3 11
Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions 0 0 0 7 0 1 2 23
Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies 0 0 0 11 0 1 2 22
Note on Bubbles Attached to Real Assets 0 0 3 3 0 0 7 7
On Equilibrium Determinacy in Overlapping Generations Models with Money 0 0 7 8 0 1 6 7
On the Robustness of Theoretical Asset Pricing Models 1 1 1 43 3 3 4 175
On the emergence of a power law in the distribution of COVID-19 cases 0 0 1 9 0 0 2 32
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement 0 0 0 12 0 0 0 16
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement 0 0 0 15 1 2 2 16
Optimal taxation and the Domar-Musgrave effect 0 1 3 11 0 2 4 12
Optimal taxation and the Domar-Musgrave effect 0 3 9 24 0 6 29 40
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality 0 0 0 5 0 0 1 33
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality 0 0 1 2 0 0 1 31
Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965 0 0 12 12 0 1 15 15
Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting 0 0 0 2 1 1 1 12
Rational Bubbles: A Clarification 0 1 20 20 1 3 19 19
Recent Advances on Uniqueness of Competitive Equilibrium 0 0 3 7 0 1 7 15
Robust Asset-Liability Management 0 0 4 5 0 1 7 15
Robust Comparative Statics for the Elasticity of Intertemporal Substitution 0 0 0 4 0 0 0 3
Securitized Markets, International Capital Flows, and Global Welfare 0 0 0 31 0 0 0 182
Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact 0 0 0 99 0 0 8 291
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 1 1 13
The Double Power Law in Consumption and Implications for Testing Euler Equations 0 0 1 3 0 1 3 24
The Effect of Social Distancing on the Reach of an Epidemic in Social Networks 0 0 0 0 0 0 1 5
The Equity Premium and the One Percent 0 0 0 14 1 1 1 60
The Income Fluctuation Problem and the Evolution of Wealth 0 0 0 5 1 1 3 31
The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability 0 0 0 1 0 0 2 20
The effect of social distancing on the reach of an epidemic in social networks 0 0 2 22 0 0 2 26
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 0 0 9
Unbalanced Growth and Land Overvaluation 1 4 15 15 1 2 9 9
Unbalanced Growth and Land Overvaluation 0 0 1 10 1 3 8 17
Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation 0 0 2 6 0 0 6 12
Unbounded Dynamic Programming via the Q-Transform 0 0 0 5 0 1 2 15
Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions 0 0 0 0 0 1 1 1
Unique Equilibria in Models of Rational Asset Price Bubbles 0 1 1 8 1 4 4 12
Wealth Distribution with Random Discount Factors 0 0 0 4 0 0 1 24
Zipf's Law: A Microfoundation 0 0 0 24 0 0 2 29
Total Working Papers 8 67 178 1,022 32 110 354 2,409


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL 0 0 0 7 0 0 0 46
A theory of the saving rate of the rich 0 0 0 8 1 2 10 40
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity 0 0 5 21 1 8 27 119
Asset Prices and Efficiency in a Krebs Economy 0 0 1 59 0 0 2 265
Asymptotic linearity of consumption functions and computational efficiency 0 0 0 0 0 0 2 4
Bayesian general equilibrium 0 1 1 10 0 2 2 48
Bubble Necessity Theorem 0 0 1 1 1 4 9 9
Bubble economics 1 3 8 8 3 6 15 16
Capital and Labor Income Pareto Exponents Across Time and Space 0 0 1 2 0 2 5 6
Data-Based Automatic Discretization of Nonparametric Distributions 0 0 0 4 0 0 2 26
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 1 4 1 1 5 17
Discrete approximations of continuous distributions by maximum entropy 0 0 0 60 0 0 3 278
Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments 0 0 0 5 0 0 0 41
Edgeworth box economies with multiple equilibria 1 1 2 27 1 2 4 133
Efficient minimum distance estimation of Pareto exponent from top income shares 0 1 2 5 0 1 2 17
Existence of a statistical equilibrium for an economy with endogenous offer sets 0 0 0 23 0 1 4 91
Fat tails and spurious estimation of consumption‐based asset pricing models 0 0 0 5 0 0 1 38
Growth effects of annuities and government transfers in perpetual youth models 0 0 0 15 0 2 3 63
Huggett economies with multiple stationary equilibria 0 0 1 15 0 2 13 99
Incomplete market dynamics and cross-sectional distributions 0 0 1 15 0 4 8 101
Is Gibrat’s “Economic Inequality” lognormal? 1 1 4 15 1 1 8 48
Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions 0 2 2 6 0 2 3 21
On equilibrium determinacy in overlapping generations models with money 0 0 0 0 1 1 5 5
Optimal epidemic control in equilibrium with imperfect testing and enforcement 0 0 3 3 0 0 4 4
Pareto extrapolation: An analytical framework for studying tail inequality 1 1 1 1 1 1 3 4
Publications, Citations, Position, and Compensation of Economics Professors 0 1 4 11 0 4 9 59
Recent advances on uniqueness of competitive equilibrium 1 1 3 3 3 6 11 11
Robust comparative statics for the elasticity of intertemporal substitution 0 0 0 3 2 3 4 11
Securitized markets, international capital flows, and global welfare 0 0 1 12 0 0 4 69
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 1 2 0 1 3 6
The Double Power Law in Consumption and Implications for Testing Euler Equations 0 0 1 38 0 2 10 282
The Equity Premium and the One Percent 0 0 0 9 0 0 1 18
The double power law in income distribution: Explanations and evidence 0 0 2 70 0 0 8 270
The effect of social distancing on the reach of an epidemic in social networks 0 0 1 1 0 0 2 6
The income fluctuation problem and the evolution of wealth 0 0 2 20 0 1 6 97
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 1 1 2 0 2 3 7
Unbounded Markov dynamic programming with weighted supremum norm Perov contractions 0 0 0 0 0 3 3 3
Unbounded dynamic programming via the Q-transform 0 0 1 3 0 0 1 7
Wealth distribution with random discount factors 0 0 0 18 1 5 7 94
Total Journal Articles 5 13 51 511 17 69 212 2,479


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 "Asset Prices and Efficiency in a Krebs Economy" 0 0 0 55 0 0 1 139
Total Software Items 0 0 0 55 0 0 1 139


Statistics updated 2025-05-12