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 0 3 12 116
Approximate CAPM when preferences are CRRA 0 1 3 203 0 4 8 646
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 1 1 1 73
Approximate Versus Exact Equilibria 0 0 0 69 4 6 9 249
Approximate Versus Exact Equilibria 0 0 0 137 0 2 2 507
Asset Pricing in Models with incomplete markets and default 0 0 0 0 4 4 6 350
Asset Pricing in a Low Rate Environment 0 0 1 24 2 4 7 31
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 2 2 697
Bond Ladders and Optimal Portfolios 0 0 0 66 1 1 3 240
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 1 2 3 503
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 5 5 7 706
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 0 2 4 478
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 2 3 9 111
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 1 2 3 20
Collateral Requirements and Asset Prices 0 0 0 18 1 4 5 139
Collateral Requirements and Asset Prices 0 0 0 11 1 2 2 148
Collateral requirements and asset prices 0 0 0 79 1 3 4 121
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 2 3 249
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 4 4 5 236
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 1 3 4 340
Computing Equilibria in Finance Economies 0 0 0 240 2 2 4 593
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 1 7 9 322
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 2 5 10 583
Computing equilibria in finance economies 0 0 0 285 2 3 3 1,245
Deficit Follies 0 0 0 20 1 2 5 38
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 3 6 7 1,349
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 2 3 4 90
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 1 4 5 175
Ex Ante Optimality and Social Security 0 0 0 0 2 3 3 285
Exact inference from finite market data 0 0 0 1 1 1 2 12
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 1 2 2 165
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 3 5 6 43
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 1 1 33
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 3 4 4 384
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 4 5 364
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 1 1 1 370
International Welfare Gains from Sharing Climate-Risk 0 0 1 13 1 1 2 18
Leverage, Incomplete Markets and Crises 0 0 0 0 2 5 6 339
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 1 1 2 182
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 0 2 111
Low Risk-Free Rates and Intertemporal Arbitrage 0 0 0 8 0 1 2 22
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 2 23 3 5 12 84
Making Carbon Taxation A Generational Win Win 0 0 0 48 2 5 7 99
Making Carbon Taxation a Generational Win Win 0 0 1 118 2 4 7 223
Margin Regulation and Volatility 0 0 0 2 1 3 3 23
Margin Requirements and Asset Prices 0 0 0 38 1 3 3 110
Margin regulation and volatility 0 0 0 21 1 2 3 117
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 4 9 9 121
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 1 2 4 230
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 1 2 4 305
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 1 1 224 1 6 10 736
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 196 2 7 9 498
Pareto-Improving Carbon-Risk Taxation 0 0 2 55 0 1 8 158
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 4 7 56
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 2 5 7 90
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 2 4 7 81
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 3 5 6 94
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 2 3 4 99
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 1 1 2 65
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 2 2 104
Social Security and Risk Sharing 0 0 0 60 2 5 5 180
Social Security and Risk Sharing 0 0 0 18 0 0 0 163
Social Security and Risk Sharing 0 0 1 143 2 2 4 473
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 2 4 4 608
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 1 128 0 3 4 372
The Robustness of CAPM-A Computational Approach 0 0 1 156 1 4 6 580
The Robustness of the CAPM - A Computational Approach 0 0 0 3 1 4 5 48
The Robustness of the CAPM - A Computational Approach 0 0 0 0 0 2 2 8
The Robustness of the CAPM-A Computational Approach 0 0 0 124 1 2 2 355
The climate in climate economics 0 0 4 36 1 2 9 56
The identification of beliefs from asset demand 0 0 0 1 1 2 2 25
The identification of beliefs from asset demand 0 1 1 20 1 3 3 91
The identification of beliefs from asset demand 0 0 0 20 5 5 7 63
The identification of preferences from equilibrium prices 0 0 0 12 0 1 2 162
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 3 6 232
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 1 4 5 605
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 2 3 233
Uniformly Self-Justified Equilibria 0 0 0 5 1 4 5 15
When Interest Rates Go Low, Should Public Debt Go High? 0 0 0 35 2 3 4 63
Why is too much leverage bad for the economy? 0 0 0 80 2 2 3 164
Total Working Papers 0 3 25 5,284 115 250 381 20,841
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 2 4 5 235
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 1 5 6 302
Are deficits free? 0 0 0 12 3 3 5 42
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 6 8 11 218
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 2 3 2 3 7 20
Bond Ladders and Optimal Portfolios 1 1 1 30 2 4 9 152
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 214 2 4 15 850
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 1 3 0 0 3 19
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 2 3 4 147
Competitive equilibria in semi-algebraic economies 0 0 0 41 1 1 2 136
Computable general equilibrium with financial markets 0 1 1 218 1 3 6 672
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 1 1 109 0 2 6 334
Computing equilibrium in OLG models with stochastic production 0 1 9 655 7 12 26 1,325
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 36 1 1 6 150
Financial Innovation and Asset Price Volatility 0 0 1 40 1 1 4 227
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 1 1 2 234
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 2 2 3 241
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 1 1 2 926
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 1 1 3 29
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 1 1 2 278
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 3 3 4 204
Leveraging Posterity's Prosperity? 0 0 0 7 0 1 3 41
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 6 47 3 6 18 149
Margin regulation and volatility 0 0 0 26 2 4 8 113
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 4 6 133
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 1 2 149
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 4 9 10 677
Pareto-improving carbon-risk taxation 0 0 3 6 3 4 16 30
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 4 73 2 3 12 165
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 4 5 13 76
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 2 5 9 634
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 1 3 7 78
Regulating collateral-requirements when markets are incomplete 0 0 0 33 1 5 7 137
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 1 1 3 152
Social security and risk sharing 0 0 1 52 2 2 6 200
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 0 3 147 1 5 10 341
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 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 2 3 4 8
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 3 5 15
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 1 1 2 220
The Identification of Beliefs From Asset Demand 0 0 0 4 1 1 3 55
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 3 8 9 142
Uniformly self-justified equilibria 0 0 0 1 1 3 8 10
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 1 3 128
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 0 1 6 69
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 1 1 3 43
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 0 1 3 96
Total Journal Articles 1 4 40 3,435 77 149 313 12,492
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 11 14 16 48
Total Books 0 0 0 1 11 14 16 48

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 1 1 3 7
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 1 2 8
Is Intertemporal Choice Theory Testable? 0 0 0 0 2 4 5 8
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 2 3 5 8
Refutable Theories of Value 0 0 0 0 1 1 2 13
Total Chapters 0 0 0 0 6 10 17 44

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 1 1 6 80
Total Software Items 0 0 4 37 1 1 6 80

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Statistics updated 2026-01-09