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 1 1 55 1 5 13 116
Approximate CAPM when preferences are CRRA 1 2 3 203 3 5 8 646
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 0 0 72
Approximate Versus Exact Equilibria 0 0 0 137 2 2 2 507
Approximate Versus Exact Equilibria 0 0 0 69 2 2 5 245
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 0 2 346
Asset Pricing in a Low Rate Environment 0 0 1 24 1 3 5 29
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 1 1 696
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 0 141 1 1 2 502
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 0 2 701
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 2 2 4 478
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 2 7 109
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 0 0 0 31
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 1 2 19
Collateral Requirements and Asset Prices 0 0 0 18 3 3 4 138
Collateral Requirements and Asset Prices 0 0 0 11 1 1 1 147
Collateral requirements and asset prices 0 0 0 79 0 2 3 120
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 1 2 3 249
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 0 1 232
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 2 2 3 339
Computing Equilibria in Finance Economies 0 0 0 240 0 0 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 2 283 0 3 8 581
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 5 6 8 321
Computing equilibria in finance economies 0 0 0 285 0 1 1 1,243
Deficit Follies 0 0 0 20 1 3 4 37
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 1 4 4 1,346
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 1 1 2 88
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 2 3 5 174
Ex Ante Optimality and Social Security 0 0 0 0 0 1 1 283
Exact inference from finite market data 0 0 0 1 0 1 1 11
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 1 1 2 164
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 1 1 33
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 0 2 3 40
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 1 1 381
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 2 3 362
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 0 369
International Welfare Gains from Sharing Climate-Risk 0 0 1 13 0 0 1 17
Leverage, Incomplete Markets and Crises 0 0 0 0 2 3 4 337
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 0 2 111
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 0 1 181
Low Risk-Free Rates and Intertemporal Arbitrage 0 0 0 8 1 1 3 22
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 1 2 23 2 3 9 81
Making Carbon Taxation A Generational Win Win 0 0 0 48 3 4 5 97
Making Carbon Taxation a Generational Win Win 0 0 1 118 0 2 5 221
Margin Regulation and Volatility 0 0 0 2 0 2 2 22
Margin Requirements and Asset Prices 0 0 0 38 1 2 2 109
Margin regulation and volatility 0 0 0 21 1 1 2 116
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 2 5 5 117
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 1 1 3 229
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 1 3 304
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 1 1 1 224 4 7 9 735
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 196 1 5 7 496
Pareto-Improving Carbon-Risk Taxation 0 1 2 55 1 2 8 158
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 3 5 7 56
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 2 4 5 88
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 1 2 5 79
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 1 1 2 97
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 0 2 3 91
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 0 1 1 64
Self-justi ed equilibria: Existence and computation 0 0 0 18 0 0 1 47
Social Security and RIsk Sharing 0 0 0 11 1 1 1 103
Social Security and Risk Sharing 0 0 0 60 2 3 3 178
Social Security and Risk Sharing 0 0 0 18 0 0 0 163
Social Security and Risk Sharing 0 0 1 143 0 0 2 471
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 1 2 2 606
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 1 128 3 3 4 372
The Robustness of CAPM-A Computational Approach 0 0 1 156 2 3 5 579
The Robustness of the CAPM - A Computational Approach 0 0 0 0 2 2 2 8
The Robustness of the CAPM - A Computational Approach 0 0 0 3 2 3 4 47
The Robustness of the CAPM-A Computational Approach 0 0 0 124 1 1 1 354
The climate in climate economics 0 2 4 36 1 3 9 55
The identification of beliefs from asset demand 0 0 0 1 1 1 1 24
The identification of beliefs from asset demand 0 0 0 20 0 0 2 58
The identification of beliefs from asset demand 1 1 1 20 1 2 2 90
The identification of preferences from equilibrium prices 0 0 0 12 1 1 2 162
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 3 3 6 232
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 2 4 4 604
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 1 1 2 232
Uniformly Self-Justified Equilibria 0 0 0 5 1 3 4 14
When Interest Rates Go Low, Should Public Debt Go High? 0 0 0 35 0 1 2 61
Why is too much leverage bad for the economy? 0 0 0 80 0 0 1 162
Total Working Papers 3 9 25 5,284 83 155 271 20,726
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 0 2 3 148
Approximate Generalizations and Computational Experiments 0 0 0 72 0 2 3 233
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 2 4 5 301
Are deficits free? 0 0 0 12 0 0 3 39
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 2 3 5 212
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 2 3 0 1 5 18
Bond Ladders and Optimal Portfolios 0 0 0 29 1 3 7 150
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 214 0 2 13 848
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 1 3 0 1 3 19
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 1 2 145
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 1 135
Computable general equilibrium with financial markets 1 1 1 218 2 2 5 671
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 1 1 1 109 1 3 6 334
Computing equilibrium in OLG models with stochastic production 1 1 11 655 4 6 22 1,318
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 36 0 0 5 149
Financial Innovation and Asset Price Volatility 0 0 1 40 0 0 4 226
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 0 0 1 233
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 0 1 239
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 0 0 2 28
Inferior Good and Giffen Behavior for Investing and Borrowing 0 1 1 23 0 1 1 277
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 0 0 1 201
Leveraging Posterity's Prosperity? 0 0 0 7 1 2 3 41
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 1 6 47 2 6 17 146
Margin regulation and volatility 0 0 0 26 2 3 6 111
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 1 4 6 133
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 1 1 2 149
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 4 5 6 673
Pareto-improving carbon-risk taxation 0 1 3 6 0 2 14 27
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 4 73 0 3 10 163
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 0 4 9 72
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 2 3 9 632
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 1 2 6 77
Regulating collateral-requirements when markets are incomplete 0 0 0 33 2 4 6 136
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 2 2 151
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 0 0 3 147 3 4 9 340
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 2 3 3 602
Stationary Markov equilibria for overlapping generations 0 0 0 52 0 0 0 159
Stochastic overlapping generations with non-convex budget sets 0 0 0 1 0 1 2 6
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 2 4 14
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 0 0 1 219
The Identification of Beliefs From Asset Demand 0 0 0 4 0 0 2 54
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 5 5 6 139
Uniformly self-justified equilibria 0 0 0 1 1 2 7 9
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 0 0 2 127
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 1 1 6 69
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 0 0 2 42
When Is a Risky Asset "Urgently Needed"? 0 1 1 12 1 2 3 96
Total Journal Articles 3 7 41 3,434 41 92 246 12,415
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 2 3 5 37
Total Books 0 0 0 1 2 3 5 37

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 1 2 8
Is Intertemporal Choice Theory Testable? 0 0 0 0 0 2 3 6
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 1 1 3 6
Refutable Theories of Value 0 0 0 0 0 0 1 12
Total Chapters 0 0 0 0 1 4 11 38

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 4 37 0 0 6 79
Total Software Items 0 0 4 37 0 0 6 79

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Statistics updated 2025-12-06