Access Statistics for Felix Kubler

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
Applying Negishi's method to stochastic models with overlapping generations 0 0 0 54 0 0 4 99
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 0 0 240
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 1 344
Asset Pricing in a Low Rate Environment 0 1 6 6 1 2 13 13
Asset Pricing in a Low Rate Environment 0 0 8 23 0 0 14 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 1 66 0 0 3 237
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 1 1 140 0 1 1 499
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 0 1 699
Borrowing costs and the demand for equity over the life cycle 0 1 2 115 0 1 6 474
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 2 3 11 101
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 1 2 29 0 1 4 28
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 1 3 16
Collateral Requirements and Asset Prices 0 0 0 11 0 0 2 146
Collateral Requirements and Asset Prices 0 0 0 18 0 0 1 134
Collateral requirements and asset prices 0 0 0 79 0 0 1 117
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 1 2 245
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 1 4 221
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 0 0 589
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 0 129 0 0 1 312
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 0 281 0 0 3 571
Computing equilibria in finance economies 0 0 0 285 0 0 0 1,241
Deficit Follies 0 0 0 20 0 0 1 33
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 0 64 0 0 1 84
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 52 0 0 0 167
Ex Ante Optimality and Social Security 0 0 0 0 0 0 3 282
Exact inference from finite market data 0 0 0 1 0 0 2 9
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 0 0 162
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 0 1 32
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 0 0 0 37
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 1 1 1 380
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 0 0 359
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 1 367
International Welfare Gains from Sharing Climate-Risk 0 0 10 10 0 0 14 14
Leverage, Incomplete Markets and Crises 0 0 0 0 0 0 9 333
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 0 0 109
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 1 1 180
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 2 21 1 1 8 71
Making Carbon Taxation A Generational Win Win 0 0 0 47 0 0 2 90
Making Carbon Taxation a Generational Win Win 0 0 2 117 1 3 5 214
Margin Regulation and Volatility 0 0 0 2 0 0 2 20
Margin Requirements and Asset Prices 0 0 0 38 0 1 4 107
Margin regulation and volatility 0 0 0 21 0 0 0 113
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 0 0 226
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 0 0 112
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 0 0 300
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 0 223 0 1 1 726
Pareto improving social security reform when financial markets are incomplete!? 0 0 0 195 0 0 1 489
Pareto-Improving Carbon-Risk Taxation 0 0 1 52 0 0 4 148
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 0 1 49
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 1 34 0 0 2 83
Re-use of collateral: leverage, volatility, and welfare 0 0 0 16 0 0 0 73
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 27 0 0 0 94
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 0 0 0 88
Self-justi ed equilibria: Existence and computation 0 0 1 17 0 0 3 45
Social Security and RIsk Sharing 0 0 1 11 0 0 5 102
Social Security and Risk Sharing 0 0 0 60 0 2 2 175
Social Security and Risk Sharing 0 0 0 18 0 0 0 163
Social Security and Risk Sharing 0 0 0 142 0 0 0 469
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 1 1 255 0 1 2 601
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 1 127 0 1 2 368
The Identification of Preferences from Equilibrium Prices 0 0 0 0 0 0 0 24
The Identification of Preferences from Equilibrium Prices 0 0 0 0 0 0 0 25
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 0 0 0 0 21
The Robustness of CAPM-A Computational Approach 0 0 1 155 0 0 2 573
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 0 0 0 0 5
The Robustness of the CAPM-A Computational Approach 0 0 0 124 0 0 1 353
The climate in climate economics 0 0 0 31 1 2 6 42
The identification of beliefs from asset demand 0 0 0 1 0 0 0 23
The identification of beliefs from asset demand 0 0 1 19 0 0 1 88
The identification of beliefs from asset demand 0 0 0 20 0 0 2 56
The identification of preferences from equilibrium prices 0 0 0 12 0 0 0 160
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 0 0 226
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 0 1 600
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 0 0 0 290
The role of corporate image and extension similarity in service brand extensions 0 1 2 55 0 1 2 228
Uniformly Self-Justified Equilibria 0 0 0 5 0 0 2 10
When Interest Rates Go Low, Should Public Debt Go High? 0 0 1 33 0 2 6 56
Why is too much leverage bad for the economy? 0 0 2 80 0 0 2 159
Total Working Papers 0 6 47 5,245 7 28 178 20,454


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 0 0 229
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 0 1 296
Are deficits free? 0 1 3 11 1 4 9 30
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 0 0 4 207
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 1 0 0 2 13
Bond Ladders and Optimal Portfolios 0 1 4 29 0 2 7 143
Borrowing Costs and the Demand for Equity over the Life Cycle 0 2 2 212 0 3 9 832
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 2 0 0 4 15
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 0 0 143
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 1 134
Computable general equilibrium with financial markets 0 0 0 217 0 0 3 665
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 0 327
Computing equilibrium in OLG models with stochastic production 0 2 11 636 0 5 27 1,285
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 34 0 0 4 141
Financial Innovation and Asset Price Volatility 0 0 1 39 0 1 2 222
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 62 0 0 0 231
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 0 0 237
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 1 1 1 924
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 0 0 1 25
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 0 22 0 0 1 275
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 1 1 166 0 1 2 535
Is intertemporal choice theory testable? 0 0 0 65 0 0 0 198
Leveraging Posterity's Prosperity? 0 0 1 7 0 1 2 38
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 1 7 37 0 4 21 119
Margin regulation and volatility 0 0 0 26 0 0 1 102
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 0 0 126
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 0 0 146
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 3 195 0 0 6 666
Pareto-improving carbon-risk taxation 0 0 2 3 0 2 8 10
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 1 67 0 0 6 150
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 3 5 10 60
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 1 88 2 2 7 622
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 0 0 2 71
Regulating collateral-requirements when markets are incomplete 0 0 0 33 0 0 3 130
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 0 0 148
Social security and risk sharing 0 2 4 51 0 8 11 194
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 2 6 143 0 3 10 328
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 1 2 598
Stationary Markov equilibria for overlapping generations 0 0 0 52 0 1 2 158
Stochastic overlapping generations with non-convex budget sets 0 0 0 0 0 2 2 2
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 1 2 10
Testable implications of general equilibrium theory: a differentiable approach 0 0 0 55 0 1 1 218
The Identification of Beliefs From Asset Demand 0 0 0 4 0 0 1 52
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 0 0 0 133
Uniformly self-justified equilibria 0 0 1 1 0 0 2 2
Uniqueness of Steady States in Models with Overlapping Generations 0 1 1 28 0 2 4 125
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 0 0 0 63
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 0 1 3 40
When Is a Risky Asset "Urgently Needed"? 0 0 0 11 0 0 1 93
Total Journal Articles 0 13 49 3,374 8 51 185 12,102
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 2 32
Total Books 0 0 0 1 0 0 2 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 0 0 4
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 0 0 6
Is Intertemporal Choice Theory Testable? 0 0 0 0 0 0 0 3
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 3 10
Total Chapters 0 0 0 0 0 0 3 26


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" 2 4 10 30 3 5 21 69
Total Software Items 2 4 10 30 3 5 21 69


Statistics updated 2024-07-03