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 9 33 139
Approximate CAPM when preferences are CRRA 0 0 3 203 1 4 18 656
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 2 3 75
Approximate Versus Exact Equilibria 0 0 0 137 0 2 9 514
Approximate Versus Exact Equilibria 0 0 0 69 1 3 13 255
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 3 20 364
Asset Pricing in a Low Rate Environment 0 0 0 24 2 5 18 44
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 3 9 704
Bond Ladders and Optimal Portfolios 0 0 0 66 1 5 9 248
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 0 2 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 0 4 11 487
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 5 17 121
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 1 5 6 37
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 1 2 9 26
Collateral Requirements and Asset Prices 0 0 0 11 0 2 8 154
Collateral Requirements and Asset Prices 0 0 0 18 0 2 12 147
Collateral requirements and asset prices 0 0 0 79 0 5 11 129
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 3 7 12 258
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 4 12 243
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 0 4 17 353
Computing Equilibria in Finance Economies 0 0 0 240 0 5 12 602
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 1 1 2 284 1 5 19 595
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 2 15 329
Computing equilibria in finance economies 0 0 0 285 1 4 10 1,252
Deficit Follies 0 0 0 20 0 2 13 47
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 0 3 13 1,355
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 0 4 12 99
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 1 3 32 202
Ex Ante Optimality and Social Security 0 0 0 0 0 2 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 1 3 8 171
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 7 13 45
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 0 2 11 49
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 4 17 397
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 0 4 20 380
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 3 8 377
International Welfare Gains from Sharing Climate-Risk 0 0 0 13 0 2 10 27
Leverage, Incomplete Markets and Crises 0 0 0 0 0 3 12 346
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 2 8 118
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 3 13 194
Low Risk-Free Rates and Intertemporal Arbitrage 0 0 1 9 0 3 7 28
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 23 2 5 19 92
Making Carbon Taxation A Generational Win Win 0 0 0 48 0 9 24 116
Making Carbon Taxation a Generational Win Win 0 0 1 119 3 7 16 235
Margin Regulation and Volatility 0 0 0 2 1 4 8 28
Margin Requirements and Asset Prices 0 0 0 38 1 1 7 114
Margin regulation and volatility 0 1 1 22 1 3 5 120
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 1 2 9 236
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 5 19 131
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 1 17 319
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 2 225 1 5 18 745
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 197 0 3 15 505
Pareto-Improving Carbon-Risk Taxation 0 0 2 55 0 4 17 169
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 2 11 62
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 3 9 22 106
Re-use of collateral: leverage, volatility, and welfare 0 0 0 17 1 4 14 90
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 1 7 20 108
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 0 5 14 109
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 0 8 15 78
Self-justi ed equilibria: Existence and computation 0 0 0 18 2 7 13 59
Social Security and RIsk Sharing 0 0 0 11 0 5 12 114
Social Security and Risk Sharing 0 0 0 60 2 8 14 189
Social Security and Risk Sharing 0 0 1 143 0 4 13 483
Social Security and Risk Sharing 0 0 0 18 3 10 14 177
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 0 1 11 615
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 2 129 0 4 13 381
The Robustness of CAPM-A Computational Approach 0 0 1 156 0 1 10 585
The Robustness of the CAPM - A Computational Approach 0 0 0 0 1 3 7 13
The Robustness of the CAPM - A Computational Approach 0 0 0 3 0 3 10 54
The Robustness of the CAPM-A Computational Approach 0 0 0 124 1 5 18 371
The climate in climate economics 0 0 4 36 0 5 17 66
The identification of beliefs from asset demand 0 0 0 1 0 1 8 31
The identification of beliefs from asset demand 0 0 1 20 0 1 5 93
The identification of beliefs from asset demand 0 0 0 20 1 5 15 73
The identification of preferences from equilibrium prices 0 0 0 12 0 3 6 167
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 2 8 608
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 1 2 12 239
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 1 5 9 300
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 1 4 12 242
Uniformly Self-Justified Equilibria 0 0 0 5 1 7 17 28
When Interest Rates Go Low, Should Public Debt Go High? 0 1 1 36 1 4 13 73
Why is too much leverage bad for the economy? 0 0 0 80 0 3 12 173
Total Working Papers 1 3 25 5,292 45 323 1,069 21,587
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 5 17 162
Approximate Generalizations and Computational Experiments 0 0 0 72 0 4 11 242
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 1 16 312
Are deficits free? 0 0 1 13 0 6 14 53
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 0 9 31 240
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 0 4 11 26
Bond Ladders and Optimal Portfolios 0 0 1 30 1 8 18 165
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 0 214 3 4 16 858
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 1 4 8 26
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 3 8 152
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 2 18 686
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 3 7 453
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 0 2 12 340
Computing equilibrium in OLG models with stochastic production 0 0 4 657 1 3 27 1,337
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 36 1 8 21 168
Financial Innovation and Asset Price Volatility 0 0 0 40 2 5 10 235
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 0 1 5 238
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 1 8 247
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 1 3 928
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 1 3 10 36
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 0 2 10 286
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 0 166 1 2 3 538
Is intertemporal choice theory testable? 0 0 0 65 0 2 9 209
Leveraging Posterity's Prosperity? 0 0 0 7 1 3 10 49
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 47 0 10 22 162
Margin regulation and volatility 0 0 0 26 1 6 19 124
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 5 14 143
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 4 8 156
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 0 4 24 692
Pareto-improving carbon-risk taxation 0 0 4 7 0 3 23 39
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 0 3 74 0 1 15 171
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 1 5 25 89
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 1 8 21 649
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 0 5 16 89
Regulating collateral-requirements when markets are incomplete 0 0 0 33 1 9 23 155
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 3 8 157
Social security and risk sharing 0 0 0 52 1 13 21 219
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 0 2 148 1 2 17 352
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 2 14 613
Stationary Markov equilibria for overlapping generations 0 0 0 52 1 1 7 166
Stochastic overlapping generations with non-convex budget sets 0 0 0 1 0 1 12 17
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 1 11 21
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 0 4 8 226
The Identification of Beliefs From Asset Demand 0 0 0 4 0 1 9 61
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 1 5 18 151
Uniformly self-justified equilibria 0 0 0 1 1 6 13 19
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 2 9 134
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 0 2 16 81
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 1 3 9 49
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 0 3 11 104
Total Journal Articles 0 0 23 3,441 23 195 703 12,966
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 42 74
Total Books 0 0 0 1 1 2 42 74

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 3 8 14
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 2 6 13
Is Intertemporal Choice Theory Testable? 0 0 0 0 0 3 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 1 4 9 20
Total Chapters 0 0 0 0 1 15 43 74

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

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Statistics updated 2026-06-04