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 1 3 30 141
Approximate CAPM when preferences are CRRA 0 0 2 203 0 1 16 656
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 0 3 75
Approximate Versus Exact Equilibria 0 0 0 69 1 2 14 256
Approximate Versus Exact Equilibria 0 0 0 137 0 0 9 514
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 0 19 364
Asset Pricing in a Low Rate Environment 0 0 0 24 1 3 19 45
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 1 10 705
Bond Ladders and Optimal Portfolios 0 0 0 66 0 1 9 248
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 0 0 8 509
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 0 9 710
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 0 1 12 488
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 0 16 121
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 0 1 6 37
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 1 8 26
Collateral Requirements and Asset Prices 0 0 0 11 0 1 9 155
Collateral Requirements and Asset Prices 0 0 0 18 1 1 13 148
Collateral requirements and asset prices 0 0 0 79 0 1 12 130
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 5 14 260
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 0 12 243
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 0 1 18 354
Computing Equilibria in Finance Economies 0 0 0 240 0 0 11 602
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 2 3 3 286 2 5 22 599
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 0 0 15 329
Computing equilibria in finance economies 0 0 0 285 0 1 10 1,252
Deficit Follies 0 0 0 20 0 0 13 47
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 0 0 13 1,355
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 0 2 33 203
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 0 0 12 99
Ex Ante Optimality and Social Security 0 0 0 0 1 1 8 290
Exact inference from finite market data 0 0 0 1 0 0 5 15
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 1 8 171
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 1 1 14 46
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 0 0 11 49
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 0 17 397
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 2 22 382
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 8 377
International Welfare Gains from Sharing Climate-Risk 0 0 0 13 0 0 10 27
Leverage, Incomplete Markets and Crises 0 0 0 0 0 0 12 346
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 0 7 118
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 0 13 194
Low Risk-Free Rates and Intertemporal Arbitrage 0 0 1 9 1 3 10 31
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 23 0 2 15 92
Making Carbon Taxation A Generational Win Win 0 0 0 48 0 0 24 116
Making Carbon Taxation a Generational Win Win 1 1 2 120 2 6 19 238
Margin Regulation and Volatility 0 0 0 2 0 2 9 29
Margin Requirements and Asset Prices 0 0 0 38 0 1 7 114
Margin regulation and volatility 0 0 1 22 0 1 5 120
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 1 8 236
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 0 19 131
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 1 17 320
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 2 225 0 1 17 745
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 197 0 0 14 505
Pareto-Improving Carbon-Risk Taxation 0 0 1 55 0 2 16 171
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 0 11 62
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 1 4 23 107
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 1 2 15 91
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 0 0 15 78
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 1 1 15 110
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 0 2 20 109
Self-justi ed equilibria: Existence and computation 0 0 0 18 0 2 13 59
Social Security and RIsk Sharing 0 0 0 11 0 1 13 115
Social Security and Risk Sharing 0 0 0 60 1 3 15 190
Social Security and Risk Sharing 0 0 0 143 0 0 12 483
Social Security and Risk Sharing 0 0 0 18 1 4 15 178
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 0 0 11 615
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 1 129 0 2 14 383
The Robustness of CAPM-A Computational Approach 0 0 0 156 0 0 9 585
The Robustness of the CAPM - A Computational Approach 0 0 0 0 0 1 7 13
The Robustness of the CAPM - A Computational Approach 0 0 0 3 0 0 10 54
The Robustness of the CAPM-A Computational Approach 0 0 0 124 0 2 19 372
The climate in climate economics 0 0 3 36 0 0 16 66
The identification of beliefs from asset demand 0 0 1 20 0 0 5 93
The identification of beliefs from asset demand 0 0 0 20 1 2 16 74
The identification of beliefs from asset demand 0 0 0 1 0 0 8 31
The identification of preferences from equilibrium prices 0 0 0 12 0 0 6 167
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 0 8 608
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 1 10 239
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 0 1 9 300
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 0 1 11 242
Uniformly Self-Justified Equilibria 0 0 0 5 0 2 18 29
When Interest Rates Go Low, Should Public Debt Go High? 0 0 1 36 1 9 21 81
Why is too much leverage bad for the economy? 0 0 0 80 0 1 13 174
Total Working Papers 3 4 21 5,295 19 97 1,088 21,639
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 0 29 1 1 17 163
Approximate Generalizations and Computational Experiments 0 0 0 72 1 1 12 243
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 0 16 312
Are deficits free? 0 0 1 13 0 0 14 53
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 1 1 32 241
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 3 1 1 10 27
Bond Ladders and Optimal Portfolios 0 0 1 30 0 1 18 165
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 0 214 1 7 20 862
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 1 2 9 27
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 1 1 9 153
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 7 141
Computable general equilibrium with financial markets 0 0 1 218 0 0 18 686
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 1 8 454
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 1 1 12 341
Computing equilibrium in OLG models with stochastic production 0 1 4 658 1 3 27 1,339
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 36 0 1 19 168
Financial Innovation and Asset Price Volatility 0 0 0 40 0 2 9 235
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 0 0 5 238
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 0 8 247
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 0 3 928
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 0 1 8 36
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 0 0 10 286
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 0 166 0 1 3 538
Is intertemporal choice theory testable? 0 0 0 65 0 0 8 209
Leveraging Posterity's Prosperity? 0 0 0 7 0 1 10 49
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 47 2 12 34 174
Margin regulation and volatility 0 0 0 26 0 1 16 124
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 0 14 143
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 0 8 156
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 2 4 28 696
Pareto-improving carbon-risk taxation 0 0 2 7 0 0 18 39
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 3 74 1 1 16 172
Re-use of collateral: Leverage, volatility, and welfare 0 1 1 13 1 3 25 91
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 0 1 20 649
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 1 1 15 90
Regulating collateral-requirements when markets are incomplete 0 0 0 33 0 1 23 155
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 0 8 157
Social security and risk sharing 0 0 0 52 0 1 21 219
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 0 1 148 0 1 16 352
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 1 15 614
Stationary Markov equilibria for overlapping generations 0 1 1 53 2 4 10 169
Stochastic overlapping generations with non-convex budget sets 0 0 0 1 0 0 12 17
Tackling Multiplicity of Equilibria with Gröbner Bases 1 1 1 3 2 2 11 23
Testable implications of general equilibrium theory: a differentiable approach 0 0 0 56 0 0 7 226
The Identification of Beliefs From Asset Demand 0 0 0 4 0 0 7 61
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 0 1 17 151
Uniformly self-justified equilibria 0 0 0 1 1 2 13 20
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 3 9 136
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 1 1 14 82
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 0 2 8 50
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 0 0 10 104
Total Journal Articles 1 4 20 3,445 23 68 707 13,011
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 2 43 75
Total Books 0 0 0 1 0 2 43 75

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 1 9 15
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 1 7 14
Is Intertemporal Choice Theory Testable? 0 0 0 0 0 2 11 15
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 0 1 11 15
Refutable Theories of Value 0 0 0 0 1 3 11 22
Total Chapters 0 0 0 0 1 8 49 81

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 0 1 7 86
Total Software Items 0 0 0 37 0 1 7 86

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Statistics updated 2026-08-07