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 2 6 12 111
Approximate CAPM when preferences are CRRA 1 1 1 201 2 2 2 640
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 0 0 72
Approximate Versus Exact Equilibria 0 0 0 137 0 0 0 505
Approximate Versus Exact Equilibria 0 0 0 69 0 0 2 242
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 1 1 345
Asset Pricing in a Low Rate Environment 0 0 2 8 0 0 5 21
Asset Pricing in a Low Rate Environment 0 1 1 24 0 1 5 26
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 0 2 239
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 1 141 0 0 2 501
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 1 1 2 701
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 0 0 2 476
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 1 4 105
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 0 0 2 31
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 1 1 2 18
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 0 1 118
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 0 1 246
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 0 9 231
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 2 591
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 1 130 0 0 2 314
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 1 1 2 283 1 1 5 577
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 53 0 0 3 170
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 65 0 0 2 87
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 0 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 0 380
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 0 1 360
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 2 369
International Welfare Gains from Sharing Climate-Risk 0 0 3 13 0 0 3 17
Leverage, Incomplete Markets and Crises 0 0 0 0 0 0 1 334
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 0 1 181
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 1 1 2 111
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 22 3 4 6 77
Making Carbon Taxation A Generational Win Win 0 0 0 48 0 0 1 92
Making Carbon Taxation a Generational Win Win 0 1 1 118 0 1 4 219
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 0 2 115
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 2 2 228
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 1 3 303
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 0 223 0 1 2 728
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 196 0 1 2 491
Pareto-Improving Carbon-Risk Taxation 0 1 1 54 2 3 5 155
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 0 2 51
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 0 0 1 84
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 0 0 3 76
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 0 0 0 95
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 1 1 1 89
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 60 0 0 0 175
Social Security and Risk Sharing 0 0 0 18 0 0 0 163
Social Security and Risk Sharing 0 1 1 143 0 1 2 471
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 1 1 1 128 1 1 1 369
The Robustness of CAPM-A Computational Approach 0 1 1 156 0 2 3 576
The Robustness of the CAPM - A Computational Approach 0 0 0 3 0 1 1 44
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 0 124 0 0 0 353
The climate in climate economics 0 1 2 33 0 1 7 50
The identification of beliefs from asset demand 0 0 0 19 0 0 0 88
The identification of beliefs from asset demand 0 0 0 20 0 0 2 58
The identification of beliefs from asset demand 0 0 0 1 0 0 0 23
The identification of preferences from equilibrium prices 0 0 0 12 0 0 1 161
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 1 2 3 229
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 0 0 600
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 0 0 1 291
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 0 1 3 231
Uniformly Self-Justified Equilibria 0 0 0 5 0 0 1 11
When Interest Rates Go Low, Should Public Debt Go High? 0 0 2 35 0 0 4 60
Why is too much leverage bad for the economy? 0 0 0 80 0 0 1 161
Total Working Papers 3 9 26 5,274 16 39 153 20,551
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 1 1 1 29 1 1 1 146
Approximate Generalizations and Computational Experiments 0 0 0 72 0 0 2 231
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 0 0 296
Are deficits free? 0 0 1 12 0 0 9 39
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 0 0 2 209
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 1 2 3 1 2 4 17
Bond Ladders and Optimal Portfolios 0 0 0 29 0 0 4 147
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 214 0 2 9 842
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 1 3 0 0 2 18
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 0 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 0 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 1 1 2 329
Computing equilibrium in OLG models with stochastic production 0 1 16 654 0 2 24 1,312
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 1 2 36 2 3 7 149
Financial Innovation and Asset Price Volatility 0 0 1 40 1 1 4 226
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 0 2 239
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 0 1 925
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 2 2 3 28
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 0 22 0 0 0 276
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 0 166 0 0 0 535
Is intertemporal choice theory testable? 0 0 0 65 1 1 3 201
Leveraging Posterity's Prosperity? 0 0 0 7 0 0 1 39
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 8 46 0 2 20 140
Margin regulation and volatility 0 0 0 26 1 3 6 108
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 1 3 129
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 0 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 1 2 2 5 2 5 11 21
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 4 71 0 0 6 156
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 1 3 6 66
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 0 2 7 629
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 2 2 4 75
Regulating collateral-requirements when markets are incomplete 0 0 0 33 0 0 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 0 0 1 52 0 0 4 198
Solving the multi-country real business cycle model using a Smolyak-collocation method 1 1 4 147 1 1 8 336
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 1 159
Stochastic overlapping generations with non-convex budget sets 0 0 1 1 0 0 3 5
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 2 2 12
Testable implications of general equilibrium theory: a differentiable approach 1 1 1 56 1 1 1 219
The Identification of Beliefs From Asset Demand 0 0 0 4 2 2 2 54
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 1 1 1 134
Uniformly self-justified equilibria 0 0 0 1 0 2 5 7
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 2 2 127
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 3 3 5 68
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 2 2 2 42
When Is a Risky Asset "Urgently Needed"? 0 0 0 11 0 1 1 94
Total Journal Articles 4 8 48 3,425 27 50 194 12,304
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 0 2 6
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 0 1 7
Is Intertemporal Choice Theory Testable? 0 0 0 0 0 0 1 4
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 0 1 1 4
Refutable Theories of Value 0 0 0 0 0 0 1 11
Total Chapters 0 0 0 0 0 1 6 32

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 0 7 37 0 1 10 79
Total Software Items 0 0 7 37 0 1 10 79

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Statistics updated 2025-08-05