| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies |
0 |
0 |
0 |
3 |
0 |
0 |
11 |
17 |
| A Lagrangian Approach to Optimal Randomization |
0 |
0 |
2 |
9 |
0 |
0 |
16 |
18 |
| Applying Negishi's method to stochastic models with overlapping generations |
0 |
0 |
0 |
55 |
0 |
1 |
28 |
141 |
| Approximate CAPM when preferences are CRRA |
0 |
0 |
1 |
203 |
0 |
0 |
14 |
656 |
| Approximate Generalizations in Applied Equilibrium Analysis |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
76 |
| Approximate Versus Exact Equilibria |
0 |
0 |
0 |
69 |
0 |
2 |
14 |
257 |
| Approximate Versus Exact Equilibria |
0 |
0 |
0 |
137 |
0 |
2 |
11 |
516 |
| Asset Pricing in Models with incomplete markets and default |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
364 |
| Asset Pricing in a Low Rate Environment |
0 |
0 |
0 |
24 |
0 |
2 |
19 |
46 |
| Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents |
0 |
0 |
0 |
224 |
1 |
2 |
11 |
706 |
| Bayesian Optimization on the Equilibrium Manifold |
0 |
1 |
1 |
1 |
2 |
3 |
3 |
3 |
| Bond Ladders and Optimal Portfolios |
0 |
0 |
0 |
66 |
0 |
0 |
9 |
248 |
| Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model |
0 |
0 |
0 |
141 |
1 |
1 |
9 |
510 |
| Borrowing Costs and the Demand for Equity Over the Life Cycle |
0 |
0 |
0 |
134 |
0 |
0 |
9 |
710 |
| Borrowing costs and the demand for equity over the life cycle |
0 |
0 |
0 |
115 |
1 |
3 |
15 |
491 |
| Building Interpretable Climate Emulators for Economics |
0 |
0 |
0 |
2 |
0 |
1 |
8 |
9 |
| Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? |
0 |
0 |
0 |
69 |
0 |
3 |
16 |
124 |
| Can today's and tomorrow's world uniformly gain from carbon taxation? |
0 |
0 |
0 |
30 |
0 |
1 |
7 |
38 |
| Climate uncertainty, financial frictions and constrained efficient carbon taxation |
1 |
1 |
1 |
60 |
1 |
2 |
10 |
28 |
| Collateral Requirements and Asset Prices |
0 |
0 |
0 |
11 |
1 |
2 |
11 |
157 |
| Collateral Requirements and Asset Prices |
0 |
0 |
0 |
18 |
0 |
2 |
14 |
149 |
| Collateral requirements and asset prices |
0 |
0 |
0 |
79 |
0 |
1 |
13 |
131 |
| Collateralized Borrowing And Life-Cycle Portfolio Choice |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
261 |
| Collateralized Borrowing and Life-Cycle Portfolio Choice |
0 |
0 |
0 |
52 |
0 |
4 |
15 |
247 |
| Collateralized borrowing and life-cycle portfolio choice |
0 |
0 |
0 |
77 |
0 |
0 |
17 |
354 |
| Computing Equilibria in Finance Economies |
0 |
0 |
0 |
240 |
0 |
0 |
11 |
602 |
| Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method |
0 |
2 |
3 |
286 |
2 |
5 |
24 |
602 |
| Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method |
0 |
0 |
0 |
130 |
1 |
1 |
15 |
330 |
| Computing equilibria in finance economies |
0 |
0 |
0 |
285 |
0 |
2 |
12 |
1,254 |
| Deficit Follies |
0 |
0 |
0 |
20 |
1 |
1 |
12 |
48 |
| Dollar Denominated Debt and Optimal Security Design |
0 |
0 |
0 |
130 |
1 |
2 |
14 |
1,357 |
| Dynamic Competitive Economies with Complete Markets and Collateral Constraints |
0 |
0 |
0 |
53 |
0 |
1 |
33 |
204 |
| Dynamic Competitive Economies with Complete Markets and Collateral Constraints |
0 |
0 |
0 |
65 |
2 |
2 |
14 |
101 |
| Ex Ante Optimality and Social Security |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
290 |
| Exact inference from finite market data |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
16 |
| INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
173 |
| Identification of preferences, demand and equilibrium with finite data |
0 |
0 |
0 |
8 |
0 |
1 |
14 |
46 |
| Identification of preferences, demand and equilibrium with finite data |
0 |
0 |
0 |
20 |
1 |
3 |
14 |
52 |
| Incomplete Markets, Transitory Shocks and Welfare |
0 |
0 |
0 |
70 |
0 |
0 |
17 |
397 |
| Incomplete Markets, Transitory Shocks, and Welfare |
0 |
0 |
0 |
74 |
0 |
0 |
22 |
382 |
| Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing |
0 |
0 |
0 |
12 |
0 |
0 |
15 |
24 |
| Intergenerational Risk Sharing: Myth or Possibility |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
377 |
| International Welfare Gains from Sharing Climate-Risk |
0 |
0 |
0 |
13 |
0 |
0 |
10 |
27 |
| Leverage, Incomplete Markets and Crises |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
346 |
| Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices |
0 |
0 |
0 |
57 |
1 |
1 |
14 |
195 |
| Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices |
0 |
0 |
0 |
47 |
0 |
0 |
7 |
118 |
| Low Risk-Free Rates and Intertemporal Arbitrage |
0 |
0 |
1 |
9 |
0 |
2 |
11 |
32 |
| MAKING CARBON TAXATION A GENERATIONAL WIN WIN |
0 |
0 |
0 |
23 |
1 |
1 |
14 |
93 |
| Making Carbon Taxation A Generational Win Win |
1 |
1 |
1 |
49 |
3 |
5 |
27 |
121 |
| Making Carbon Taxation a Generational Win Win |
0 |
1 |
2 |
120 |
0 |
4 |
21 |
240 |
| Margin Regulation and Volatility |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
30 |
| Margin Requirements and Asset Prices |
0 |
0 |
0 |
38 |
0 |
0 |
7 |
114 |
| Margin regulation and volatility |
0 |
0 |
1 |
22 |
0 |
0 |
5 |
120 |
| Non-parametric counterfactual analysis in dynamic general equilibrium |
0 |
0 |
0 |
74 |
0 |
0 |
8 |
236 |
| Non-parametric counterfactual analysis in dynamic general equilibrium |
0 |
0 |
0 |
24 |
0 |
1 |
20 |
132 |
| Pareto Improving Social Security Reform when Financial Markets Are Incomplete |
0 |
0 |
0 |
61 |
0 |
0 |
17 |
320 |
| Pareto Improving Social Security Reform when Financial Markets are Incomplete? |
0 |
0 |
2 |
225 |
0 |
1 |
16 |
746 |
| Pareto improving social security reform when financial markets are incomplete!? |
0 |
0 |
1 |
197 |
2 |
5 |
19 |
510 |
| Pareto-Improving Carbon-Risk Taxation |
0 |
0 |
0 |
55 |
0 |
0 |
14 |
171 |
| Re-Use of Collateral: Leverage, Volatility, and Welfare |
0 |
0 |
0 |
25 |
1 |
1 |
11 |
63 |
| Re-use of Collateral: Leverage, Volatility, and Welfare |
0 |
0 |
0 |
34 |
0 |
2 |
23 |
108 |
| Re-use of collateral: leverage, volatility, and welfare |
0 |
0 |
0 |
17 |
1 |
2 |
15 |
92 |
| Recursive Contracts, Lotteries and Weakly Concave Pareto Sets |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
79 |
| Recursive Contracts, Lotteries and Weakly Concave Pareto Sets |
0 |
0 |
0 |
31 |
0 |
0 |
20 |
109 |
| Recursive Contracts, Lotteries and Weakly Concave Pareto Sets |
0 |
0 |
0 |
27 |
0 |
2 |
15 |
111 |
| Recursive contracts in non-convex environments |
0 |
0 |
7 |
7 |
0 |
1 |
7 |
7 |
| Self-justi ed equilibria: Existence and computation |
0 |
0 |
0 |
18 |
1 |
1 |
13 |
60 |
| Social Security and RIsk Sharing |
0 |
0 |
0 |
11 |
1 |
1 |
14 |
116 |
| Social Security and Risk Sharing |
0 |
0 |
0 |
60 |
0 |
1 |
15 |
190 |
| Social Security and Risk Sharing |
0 |
0 |
0 |
18 |
0 |
1 |
15 |
178 |
| Social Security and Risk Sharing |
0 |
0 |
0 |
143 |
0 |
0 |
12 |
483 |
| Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral |
0 |
0 |
0 |
255 |
0 |
0 |
11 |
615 |
| Testable Implications of General Equilibrium Theory: a differentiable approach |
0 |
0 |
1 |
129 |
0 |
1 |
15 |
384 |
| The Identification of Preferences from Equilibrium Prices |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| The Robustness of CAPM-A Computational Approach |
0 |
0 |
0 |
156 |
0 |
1 |
10 |
586 |
| The Robustness of the CAPM - A Computational Approach |
0 |
0 |
0 |
3 |
0 |
0 |
10 |
54 |
| The Robustness of the CAPM - A Computational Approach |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
14 |
| The Robustness of the CAPM-A Computational Approach |
0 |
0 |
0 |
124 |
0 |
1 |
20 |
373 |
| The climate in climate economics |
0 |
0 |
0 |
36 |
0 |
4 |
16 |
70 |
| The identification of beliefs from asset demand |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
31 |
| The identification of beliefs from asset demand |
0 |
0 |
0 |
20 |
0 |
1 |
16 |
74 |
| The identification of beliefs from asset demand |
0 |
0 |
1 |
20 |
0 |
0 |
5 |
93 |
| The identification of preferences from equilibrium prices |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
167 |
| The identification of preferences from equilibrium prices |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| The identification of preferences from equilibrium prices under uncertainty |
0 |
0 |
0 |
14 |
0 |
0 |
7 |
608 |
| The identification of preferences from equilibrium prices under uncertainty |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
239 |
| The identification of preferences from the equilibrium prices of commodities and assets |
0 |
0 |
0 |
3 |
0 |
1 |
10 |
301 |
| The role of corporate image and extension similarity in service brand extensions |
0 |
0 |
0 |
55 |
0 |
2 |
13 |
244 |
| Uniformly Self-Justified Equilibria |
0 |
0 |
0 |
5 |
0 |
1 |
19 |
30 |
| Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules |
0 |
0 |
17 |
17 |
1 |
3 |
22 |
22 |
| Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules |
0 |
1 |
3 |
22 |
1 |
3 |
24 |
37 |
| When Interest Rates Go Low, Should Public Debt Go High? |
0 |
0 |
1 |
36 |
0 |
1 |
21 |
81 |
| Why is too much leverage bad for the economy? |
0 |
0 |
0 |
80 |
2 |
2 |
14 |
176 |
| Total Working Papers |
2 |
7 |
46 |
5,370 |
31 |
113 |
1,241 |
21,864 |
| 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 |
29 |
0 |
1 |
17 |
163 |
| Approximate Generalizations and Computational Experiments |
0 |
0 |
0 |
72 |
0 |
1 |
12 |
243 |
| Approximate versus Exact Equilibria in Dynamic Economies |
0 |
0 |
0 |
85 |
1 |
1 |
16 |
313 |
| Are deficits free? |
0 |
0 |
1 |
13 |
0 |
0 |
14 |
53 |
| Asset Demand Based Tests of Expected Utility Maximization |
0 |
0 |
0 |
14 |
0 |
2 |
32 |
242 |
| Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents |
0 |
0 |
0 |
3 |
0 |
2 |
11 |
28 |
| Bond Ladders and Optimal Portfolios |
0 |
0 |
1 |
30 |
0 |
0 |
17 |
165 |
| Borrowing Costs and the Demand for Equity over the Life Cycle |
0 |
0 |
0 |
214 |
1 |
2 |
17 |
863 |
| COLLATERAL REQUIREMENTS AND ASSET PRICES |
0 |
0 |
0 |
3 |
0 |
2 |
9 |
28 |
| Can today’s and tomorrow’s world uniformly gain from carbon taxation? |
0 |
0 |
0 |
2 |
0 |
2 |
35 |
53 |
| Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” |
0 |
0 |
0 |
38 |
0 |
1 |
9 |
153 |
| Competitive equilibria in semi-algebraic economies |
0 |
0 |
0 |
41 |
0 |
1 |
7 |
142 |
| Computable general equilibrium with financial markets |
0 |
0 |
1 |
218 |
1 |
1 |
18 |
687 |
| Computing Equilibria in Stochastic Finance Economies |
0 |
0 |
0 |
73 |
1 |
1 |
9 |
455 |
| Computing equilibria in infinite-horizon finance economies: The case of one asset |
0 |
0 |
1 |
109 |
0 |
1 |
9 |
341 |
| Computing equilibrium in OLG models with stochastic production |
1 |
1 |
5 |
659 |
2 |
3 |
28 |
1,341 |
| Dynamic Competitive Economies with Complete Markets and Collateral Constraints |
0 |
0 |
0 |
36 |
0 |
0 |
19 |
168 |
| Financial Innovation and Asset Price Volatility |
0 |
0 |
0 |
40 |
0 |
1 |
10 |
236 |
| Foreword to the Symposium in Honor of Mordecai Kurz |
0 |
0 |
0 |
63 |
0 |
0 |
5 |
238 |
| Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time |
0 |
0 |
0 |
47 |
0 |
0 |
8 |
247 |
| Identification in general equilibrium |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
| Incomplete Markets, Transitory Shocks, and Welfare |
0 |
0 |
0 |
171 |
0 |
0 |
3 |
928 |
| Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing |
0 |
0 |
3 |
3 |
2 |
3 |
18 |
18 |
| Incomplete market demand tests for Kreps-Porteus-Selden preferences |
0 |
0 |
0 |
6 |
0 |
0 |
8 |
36 |
| Inferior Good and Giffen Behavior for Investing and Borrowing |
0 |
0 |
0 |
23 |
0 |
1 |
10 |
287 |
| Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete |
0 |
0 |
0 |
166 |
0 |
0 |
3 |
538 |
| Is intertemporal choice theory testable? |
0 |
0 |
0 |
65 |
0 |
1 |
9 |
210 |
| Leveraging Posterity's Prosperity? |
0 |
0 |
0 |
7 |
0 |
2 |
11 |
51 |
| MAKING CARBON TAXATION A GENERATIONAL WIN WIN |
0 |
0 |
0 |
47 |
0 |
3 |
32 |
175 |
| Margin regulation and volatility |
0 |
0 |
0 |
26 |
0 |
2 |
17 |
126 |
| Non-parametric counterfactual analysis in dynamic general equilibrium |
0 |
0 |
0 |
15 |
0 |
0 |
14 |
143 |
| Observable restrictions of general equilibrium models with financial markets |
0 |
0 |
0 |
49 |
2 |
2 |
10 |
158 |
| Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? |
0 |
0 |
0 |
195 |
0 |
3 |
29 |
697 |
| Pareto-improving carbon-risk taxation |
0 |
0 |
1 |
7 |
0 |
0 |
13 |
39 |
| RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS |
0 |
0 |
1 |
74 |
0 |
1 |
10 |
172 |
| Re-use of collateral: Leverage, volatility, and welfare |
0 |
0 |
1 |
13 |
0 |
2 |
21 |
92 |
| Recursive Contracts, Lotteries and Weakly Concave Pareto Sets |
0 |
0 |
0 |
88 |
1 |
1 |
21 |
650 |
| Recursive Equilibria in Dynamic Economies With Stochastic Production |
0 |
0 |
0 |
10 |
1 |
2 |
16 |
91 |
| Regulating collateral-requirements when markets are incomplete |
0 |
0 |
0 |
33 |
0 |
0 |
23 |
155 |
| Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" |
0 |
0 |
0 |
45 |
0 |
0 |
6 |
157 |
| Social security and risk sharing |
0 |
0 |
0 |
52 |
0 |
1 |
22 |
220 |
| Solving the multi-country real business cycle model using a Smolyak-collocation method |
0 |
0 |
1 |
148 |
1 |
1 |
17 |
353 |
| Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral |
0 |
0 |
0 |
210 |
0 |
1 |
16 |
615 |
| Stationary Markov equilibria for overlapping generations |
1 |
1 |
2 |
54 |
2 |
4 |
12 |
171 |
| Stochastic overlapping generations with non-convex budget sets |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
17 |
| Tackling Multiplicity of Equilibria with Gröbner Bases |
0 |
1 |
1 |
3 |
0 |
2 |
11 |
23 |
| Testable implications of general equilibrium theory: a differentiable approach |
0 |
0 |
0 |
56 |
0 |
0 |
7 |
226 |
| The Climate in Climate Economics |
1 |
1 |
4 |
5 |
2 |
5 |
33 |
53 |
| The Identification of Beliefs From Asset Demand |
0 |
0 |
0 |
4 |
1 |
1 |
8 |
62 |
| The Identification of Preferences from Equilibrium Prices under Uncertainty |
0 |
0 |
0 |
40 |
1 |
1 |
18 |
152 |
| Time consistency, temporal resolution indifference and the separation of time and risk |
0 |
0 |
1 |
1 |
0 |
2 |
12 |
12 |
| Uniformly self-justified equilibria |
0 |
0 |
0 |
1 |
0 |
1 |
13 |
20 |
| Uniqueness of Steady States in Models with Overlapping Generations |
0 |
0 |
0 |
28 |
0 |
1 |
9 |
136 |
| Verifying Competitive Equilibria in Dynamic Economies |
0 |
0 |
0 |
3 |
0 |
1 |
14 |
82 |
| What Are Asset Demand Tests of Expected Utility Really Testing? |
0 |
0 |
0 |
8 |
0 |
0 |
8 |
50 |
| When Interest Rates Go Low, Should Public Debt Go High? |
0 |
0 |
2 |
13 |
1 |
3 |
16 |
39 |
| When Is a Risky Asset "Urgently Needed"? |
0 |
0 |
0 |
12 |
0 |
1 |
10 |
105 |
| Total Journal Articles |
3 |
4 |
26 |
3,471 |
20 |
70 |
819 |
13,226 |
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