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 0 54 0 1 5 104
Approximate CAPM when preferences are CRRA 0 0 0 200 0 0 0 638
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 0 0 72
Approximate Versus Exact Equilibria 0 0 0 137 0 0 0 505
Approximate Versus Exact Equilibria 0 0 0 69 1 2 2 242
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 0 1 344
Asset Pricing in a Low Rate Environment 0 0 3 8 1 2 10 21
Asset Pricing in a Low Rate Environment 0 0 0 23 0 1 4 25
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 0 0 695
Bond Ladders and Optimal Portfolios 0 0 0 66 0 1 1 238
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 2 141 1 1 3 501
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 1 2 700
Borrowing costs and the demand for equity over the life cycle 0 0 1 115 0 0 1 474
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 0 4 102
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 3 30 0 0 5 31
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 0 2 17
Collateral Requirements and Asset Prices 0 0 0 18 0 1 1 135
Collateral Requirements and Asset Prices 0 0 0 11 0 0 0 146
Collateral requirements and asset prices 0 0 0 79 1 1 1 118
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 0 2 246
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 0 11 231
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 0 0 0 336
Computing Equilibria in Finance Economies 0 0 0 240 1 1 1 590
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 0 281 0 0 2 573
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 0 129 0 0 1 313
Computing equilibria in finance economies 0 0 0 285 0 0 1 1,242
Deficit Follies 0 0 0 20 0 1 1 34
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 0 0 0 1,342
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 65 0 1 3 87
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 53 0 1 3 170
Ex Ante Optimality and Social Security 0 0 0 0 0 0 0 282
Exact inference from finite market data 0 0 0 1 0 0 1 10
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 1 1 163
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 0 0 32
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 0 0 0 37
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 0 1 380
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 1 1 1 360
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 3 369
International Welfare Gains from Sharing Climate-Risk 0 0 2 12 0 0 2 16
Leverage, Incomplete Markets and Crises 0 0 0 0 0 0 0 333
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 1 1 1 110
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 1 2 181
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 1 1 22 0 1 3 73
Making Carbon Taxation A Generational Win Win 0 0 1 48 0 0 2 92
Making Carbon Taxation a Generational Win Win 0 0 0 117 0 1 6 217
Margin Regulation and Volatility 0 0 0 2 0 0 1 20
Margin Requirements and Asset Prices 0 0 0 38 0 0 2 107
Margin regulation and volatility 0 0 0 21 0 0 1 114
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 0 0 226
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 0 0 0 112
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 1 2 302
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 0 223 1 1 2 727
Pareto improving social security reform when financial markets are incomplete!? 0 0 0 195 0 0 0 489
Pareto-Improving Carbon-Risk Taxation 0 0 1 53 0 2 5 152
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 1 1 1 50
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 1 1 1 84
Re-use of collateral: leverage, volatility, and welfare 0 0 0 16 1 1 2 75
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 0 0 1 95
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 0 0 0 63
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 0 0 0 88
Self-justi ed equilibria: Existence and computation 0 0 1 18 0 0 1 46
Social Security and RIsk Sharing 0 0 0 11 0 0 0 102
Social Security and Risk Sharing 0 0 0 142 1 1 1 470
Social Security and Risk Sharing 0 0 0 18 0 0 0 163
Social Security and Risk Sharing 0 0 0 60 0 0 2 175
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 1 255 0 0 4 604
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 0 127 0 0 1 368
The Identification of Preferences from Equilibrium Prices 0 0 0 0 0 1 1 26
The Identification of Preferences from Equilibrium Prices 0 0 0 0 0 0 0 24
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 0 0 0 0 21
The Robustness of CAPM-A Computational Approach 0 0 0 155 0 0 1 574
The Robustness of the CAPM - A Computational Approach 0 0 0 3 0 0 0 43
The Robustness of the CAPM - A Computational Approach 0 0 0 0 0 0 1 6
The Robustness of the CAPM-A Computational Approach 0 0 0 124 0 0 1 353
The climate in climate economics 0 0 1 32 1 3 10 49
The identification of beliefs from asset demand 0 0 0 19 0 0 0 88
The identification of beliefs from asset demand 0 0 0 20 1 1 1 57
The identification of beliefs from asset demand 0 0 0 1 0 0 0 23
The identification of preferences from equilibrium prices 0 0 0 12 1 1 1 161
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 0 0 226
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 0 0 600
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 0 0 0 290
The role of corporate image and extension similarity in service brand extensions 0 0 2 55 0 0 4 230
Uniformly Self-Justified Equilibria 0 0 0 5 1 1 1 11
When Interest Rates Go Low, Should Public Debt Go High? 0 0 2 35 1 1 6 60
Why is too much leverage bad for the economy? 0 0 0 80 0 0 2 161
Total Working Papers 0 1 23 5,260 17 37 146 20,562

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 28 0 0 0 145
Approximate Generalizations and Computational Experiments 0 0 0 72 1 1 2 231
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 0 0 0 296
Are deficits free? 0 0 2 12 0 1 12 37
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 0 0 0 207
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 1 1 2 1 2 2 15
Bond Ladders and Optimal Portfolios 0 0 2 29 1 3 6 146
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 212 2 3 10 838
COLLATERAL REQUIREMENTS AND ASSET PRICES 1 1 1 3 2 2 3 18
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 0 0 143
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 0 0 134
Computable general equilibrium with financial markets 0 0 0 217 2 2 3 668
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 0 0 108 0 0 1 328
Computing equilibrium in OLG models with stochastic production 2 6 17 650 3 8 26 1,304
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 35 0 0 3 144
Financial Innovation and Asset Price Volatility 0 1 1 40 0 2 3 224
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 1 63 0 1 2 233
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 1 1 2 239
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 1 1 2 925
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 0 0 1 26
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 0 22 0 0 1 276
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 1 166 0 0 1 535
Is intertemporal choice theory testable? 0 0 0 65 0 0 2 200
Leveraging Posterity's Prosperity? 0 0 0 7 1 1 2 39
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 3 8 44 1 7 24 136
Margin regulation and volatility 0 0 0 26 0 0 4 105
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 1 2 128
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 1 1 2 148
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 0 1 2 668
Pareto-improving carbon-risk taxation 0 0 0 3 1 3 8 16
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 1 1 3 70 1 2 5 155
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 0 0 8 63
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 0 4 7 627
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 0 0 0 71
Regulating collateral-requirements when markets are incomplete 0 0 0 33 1 1 1 131
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 0 1 149
Social security and risk sharing 0 0 2 51 1 1 10 195
Solving the multi-country real business cycle model using a Smolyak-collocation method 1 1 4 145 2 3 9 334
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 0 2 599
Stationary Markov equilibria for overlapping generations 0 0 0 52 0 0 2 159
Stochastic overlapping generations with non-convex budget sets 0 0 1 1 0 1 5 5
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 0 1 10
Testable implications of general equilibrium theory: a differentiable approach 0 0 0 55 0 0 1 218
The Identification of Beliefs From Asset Demand 0 0 0 4 0 0 0 52
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 0 0 0 133
Uniformly self-justified equilibria 0 0 0 1 1 2 3 4
Uniqueness of Steady States in Models with Overlapping Generations 0 0 1 28 0 0 3 125
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 1 1 1 64
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 0 0 1 40
When Is a Risky Asset "Urgently Needed"? 0 0 0 11 0 0 0 93
Total Journal Articles 5 14 48 3,407 25 56 186 12,225
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 0 1 32
Total Books 0 0 0 1 0 0 1 32

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 1 5
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 0 0 6
Is Intertemporal Choice Theory Testable? 0 0 0 0 1 1 1 4
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 0 0 0 3
Refutable Theories of Value 0 0 0 0 0 0 2 11
Total Chapters 0 0 0 0 1 2 4 29

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" 2 3 10 36 2 4 13 77
Total Software Items 2 3 10 36 2 4 13 77

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Statistics updated 2025-03-03