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 1 55 2 13 33 138
Approximate CAPM when preferences are CRRA 0 0 3 203 3 4 17 655
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 1 2 3 75
Approximate Versus Exact Equilibria 0 0 0 69 2 2 12 254
Approximate Versus Exact Equilibria 0 0 0 137 1 4 9 514
Asset Pricing in Models with incomplete markets and default 0 0 0 0 3 8 20 364
Asset Pricing in a Low Rate Environment 0 0 1 24 2 3 17 42
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 2 3 9 704
Bond Ladders and Optimal Portfolios 0 0 0 66 3 4 8 247
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 2 4 8 509
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 1 10 710
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 3 5 11 487
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 5 5 17 121
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 3 4 5 36
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 1 1 8 25
Collateral Requirements and Asset Prices 0 0 0 11 1 4 8 154
Collateral Requirements and Asset Prices 0 0 0 18 1 3 12 147
Collateral requirements and asset prices 0 0 0 79 2 6 11 129
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 2 4 9 255
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 2 4 12 243
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 4 8 17 353
Computing Equilibria in Finance Economies 0 0 0 240 5 5 12 602
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 2 4 15 329
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 1 283 3 7 18 594
Computing equilibria in finance economies 0 0 0 285 3 3 9 1,251
Deficit Follies 0 0 0 20 2 5 13 47
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 3 3 13 1,355
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 0 12 31 201
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 3 7 12 99
Ex Ante Optimality and Social Security 0 0 0 0 1 3 7 289
Exact inference from finite market data 0 0 0 1 0 1 5 15
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 2 3 7 170
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 1 4 11 49
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 4 7 13 45
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 4 8 17 397
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 6 20 380
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 3 4 8 377
International Welfare Gains from Sharing Climate-Risk 0 0 0 13 2 4 10 27
Leverage, Incomplete Markets and Crises 0 0 0 0 2 4 12 346
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 2 4 8 118
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 3 5 13 194
Low Risk-Free Rates and Intertemporal Arbitrage 0 1 1 9 3 5 7 28
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 23 3 3 17 90
Making Carbon Taxation A Generational Win Win 0 0 0 48 8 13 24 116
Making Carbon Taxation a Generational Win Win 0 1 2 119 2 5 14 232
Margin Regulation and Volatility 0 0 0 2 2 4 7 27
Margin Requirements and Asset Prices 0 0 0 38 0 1 6 113
Margin regulation and volatility 1 1 1 22 2 2 4 119
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 4 6 19 131
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 1 1 9 235
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 1 8 17 319
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 1 2 225 3 6 17 744
Pareto improving social security reform when financial markets are incomplete!? 0 1 1 197 2 4 15 505
Pareto-Improving Carbon-Risk Taxation 0 0 2 55 4 6 17 169
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 2 3 11 62
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 3 9 19 103
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 1 5 13 89
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 4 7 19 107
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 4 9 15 78
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 4 6 14 109
Self-justi ed equilibria: Existence and computation 0 0 0 18 5 6 11 57
Social Security and RIsk Sharing 0 0 0 11 5 7 12 114
Social Security and Risk Sharing 0 0 0 18 7 9 11 174
Social Security and Risk Sharing 0 0 0 60 6 7 12 187
Social Security and Risk Sharing 0 0 1 143 4 5 13 483
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 1 2 11 615
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 2 129 3 6 13 381
The Robustness of CAPM-A Computational Approach 0 0 1 156 1 1 11 585
The Robustness of the CAPM - A Computational Approach 0 0 0 3 3 4 11 54
The Robustness of the CAPM - A Computational Approach 0 0 0 0 2 2 6 12
The Robustness of the CAPM-A Computational Approach 0 0 0 124 3 6 17 370
The climate in climate economics 0 0 4 36 5 7 17 66
The identification of beliefs from asset demand 0 0 1 20 1 1 5 93
The identification of beliefs from asset demand 0 0 0 1 1 2 8 31
The identification of beliefs from asset demand 0 0 0 20 3 5 14 72
The identification of preferences from equilibrium prices 0 0 0 12 2 3 6 167
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 1 2 11 238
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 1 2 8 608
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 3 5 8 299
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 3 3 11 241
Uniformly Self-Justified Equilibria 0 0 0 5 4 8 16 27
When Interest Rates Go Low, Should Public Debt Go High? 1 1 1 36 3 4 12 72
Why is too much leverage bad for the economy? 0 0 0 80 3 4 12 173
Total Working Papers 2 6 26 5,291 215 395 1,030 21,542
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 0 0 1 29 4 8 17 162
Approximate Generalizations and Computational Experiments 0 0 0 72 3 5 11 242
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 3 16 312
Are deficits free? 0 0 1 13 4 7 14 53
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 4 15 31 240
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 3 4 11 26
Bond Ladders and Optimal Portfolios 0 0 1 30 7 11 17 164
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 0 214 0 2 15 855
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 1 3 7 25
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 3 4 8 152
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 3 7 141
Computable general equilibrium with financial markets 0 0 1 218 1 9 18 686
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 3 6 7 453
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 1 3 12 340
Computing equilibrium in OLG models with stochastic production 0 1 4 657 2 7 26 1,336
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 36 3 8 21 167
Financial Innovation and Asset Price Volatility 0 0 0 40 3 3 8 233
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 1 2 5 238
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 1 2 8 247
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 1 1 3 928
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 1 3 9 35
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 1 3 10 286
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 0 166 0 2 2 537
Is intertemporal choice theory testable? 0 0 0 65 2 3 9 209
Leveraging Posterity's Prosperity? 0 0 0 7 2 2 9 48
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 47 9 10 24 162
Margin regulation and volatility 0 0 0 26 5 7 18 123
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 5 6 15 143
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 4 5 8 156
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 3 8 24 692
Pareto-improving carbon-risk taxation 0 0 4 7 2 4 23 39
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 3 74 0 3 15 171
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 3 6 25 88
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 3 12 21 648
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 5 6 16 89
Regulating collateral-requirements when markets are incomplete 0 0 0 33 5 9 22 154
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 3 3 8 157
Social security and risk sharing 0 0 0 52 11 13 20 218
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 1 2 148 1 5 16 351
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 2 6 14 613
Stationary Markov equilibria for overlapping generations 0 0 0 52 0 0 6 165
Stochastic overlapping generations with non-convex budget sets 0 0 0 1 1 3 12 17
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 2 11 21
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 2 5 8 226
The Identification of Beliefs From Asset Demand 0 0 0 4 1 1 9 61
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 2 6 17 150
Uniformly self-justified equilibria 0 0 0 1 3 6 13 18
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 0 1 8 133
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 2 2 16 81
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 2 2 8 48
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 3 4 11 104
Total Journal Articles 0 2 24 3,441 129 254 689 12,943
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 1 2 41 73
Total Books 0 0 0 1 1 2 41 73

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 3 5 8 14
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 2 2 6 13
Is Intertemporal Choice Theory Testable? 0 0 0 0 1 4 9 13
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 0 3 11 14
Refutable Theories of Value 0 0 0 0 2 4 8 19
Total Chapters 0 0 0 0 8 18 42 73

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 0 37 1 3 7 85
Total Software Items 0 0 0 37 1 3 7 85

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Statistics updated 2026-05-06