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 6 20 32 136
Approximate CAPM when preferences are CRRA 0 0 3 203 0 6 14 652
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 1 1 2 74
Approximate Versus Exact Equilibria 0 0 0 69 0 3 10 252
Approximate Versus Exact Equilibria 0 0 0 137 1 6 8 513
Asset Pricing in Models with incomplete markets and default 0 0 0 0 0 11 17 361
Asset Pricing in a Low Rate Environment 0 0 1 24 1 9 15 40
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 1 5 7 702
Bond Ladders and Optimal Portfolios 0 0 0 66 1 4 5 244
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 0 4 6 507
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 1 4 10 710
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 1 6 10 484
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 5 12 116
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 1 2 2 33
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 4 7 24
Collateral Requirements and Asset Prices 0 0 0 11 1 5 7 153
Collateral Requirements and Asset Prices 0 0 0 18 1 7 11 146
Collateral requirements and asset prices 0 0 0 79 3 6 9 127
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 2 4 7 253
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 2 5 10 241
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 0 9 13 349
Computing Equilibria in Finance Economies 0 0 0 240 0 4 7 597
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 5 13 327
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 1 283 1 8 15 591
Computing equilibria in finance economies 0 0 0 285 0 3 6 1,248
Deficit Follies 0 0 0 20 0 7 11 45
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 0 3 10 1,352
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 2 26 31 201
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 1 6 9 96
Ex Ante Optimality and Social Security 0 0 0 0 1 3 6 288
Exact inference from finite market data 0 0 0 1 1 3 5 15
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 3 5 168
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 1 5 10 48
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 3 8 9 41
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 9 13 393
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 14 18 378
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 4 5 374
International Welfare Gains from Sharing Climate-Risk 0 0 1 13 0 7 9 25
Leverage, Incomplete Markets and Crises 0 0 0 0 1 5 11 344
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 0 5 6 116
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 0 9 10 191
Low Risk-Free Rates and Intertemporal Arbitrage 0 1 1 9 0 3 4 25
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 23 0 3 14 87
Making Carbon Taxation A Generational Win Win 0 0 0 48 1 9 16 108
Making Carbon Taxation a Generational Win Win 0 1 2 119 2 7 12 230
Margin Regulation and Volatility 0 0 0 2 1 2 5 25
Margin Requirements and Asset Prices 0 0 0 38 0 3 6 113
Margin regulation and volatility 0 0 0 21 0 0 2 117
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 4 8 234
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 1 6 15 127
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 0 13 16 318
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 1 2 225 1 5 14 741
Pareto improving social security reform when financial markets are incomplete!? 0 1 2 197 1 5 14 503
Pareto-Improving Carbon-Risk Taxation 0 0 2 55 0 7 13 165
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 0 4 9 60
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 3 10 16 100
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 2 7 13 88
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 4 9 11 74
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 1 6 10 105
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 2 9 15 103
Self-justi ed equilibria: Existence and computation 0 0 0 18 0 5 6 52
Social Security and RIsk Sharing 0 0 0 11 0 5 7 109
Social Security and Risk Sharing 0 0 0 60 0 1 6 181
Social Security and Risk Sharing 0 0 0 18 0 4 4 167
Social Security and Risk Sharing 0 0 1 143 0 6 9 479
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 0 6 10 614
Testable Implications of General Equilibrium Theory: a differentiable approach 0 1 2 129 1 6 10 378
The Robustness of CAPM-A Computational Approach 0 0 1 156 0 4 10 584
The Robustness of the CAPM - A Computational Approach 0 0 0 0 0 2 4 10
The Robustness of the CAPM - A Computational Approach 0 0 0 3 0 3 8 51
The Robustness of the CAPM-A Computational Approach 0 0 0 124 1 12 14 367
The climate in climate economics 0 0 4 36 0 5 12 61
The identification of beliefs from asset demand 0 0 0 20 1 6 12 69
The identification of beliefs from asset demand 0 0 1 20 0 1 4 92
The identification of beliefs from asset demand 0 0 0 1 0 5 7 30
The identification of preferences from equilibrium prices 0 0 0 12 1 3 4 165
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 1 2 7 607
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 5 10 237
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 1 5 6 296
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 0 5 8 238
Uniformly Self-Justified Equilibria 0 0 0 5 2 8 12 23
When Interest Rates Go Low, Should Public Debt Go High? 0 0 0 35 0 6 9 69
Why is too much leverage bad for the economy? 0 0 0 80 0 6 9 170
Total Working Papers 0 5 27 5,289 63 486 824 21,327
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 1 10 13 158
Approximate Generalizations and Computational Experiments 0 0 0 72 1 4 8 239
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 1 10 16 312
Are deficits free? 0 1 1 13 2 7 11 49
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 5 18 28 236
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 1 3 8 23
Bond Ladders and Optimal Portfolios 0 0 1 30 0 5 11 157
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 214 1 5 17 855
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 2 5 6 24
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 0 2 5 149
Competitive equilibria in semi-algebraic economies 0 0 0 41 0 5 7 141
Computable general equilibrium with financial markets 0 0 1 218 1 13 17 685
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 0 4 4 450
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 1 5 11 339
Computing equilibrium in OLG models with stochastic production 0 2 6 657 0 9 28 1,334
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 36 4 14 20 164
Financial Innovation and Asset Price Volatility 0 0 0 40 0 3 6 230
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 0 3 4 237
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 0 5 7 246
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 1 2 927
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 1 5 8 34
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 1 7 9 285
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 0 166 1 2 2 537
Is intertemporal choice theory testable? 0 0 0 65 0 3 7 207
Leveraging Posterity's Prosperity? 0 0 0 7 0 5 7 46
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 2 47 1 4 16 153
Margin regulation and volatility 0 0 0 26 0 5 13 118
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 0 5 10 138
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 0 3 4 152
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 1 12 21 689
Pareto-improving carbon-risk taxation 0 1 4 7 1 7 21 37
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 1 3 74 1 6 15 171
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 1 9 22 85
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 4 11 18 645
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 0 6 11 84
Regulating collateral-requirements when markets are incomplete 0 0 0 33 3 12 17 149
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 2 5 154
Social security and risk sharing 0 0 1 52 1 7 12 207
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 1 2 148 0 9 15 350
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 0 9 12 611
Stationary Markov equilibria for overlapping generations 0 0 0 52 0 6 6 165
Stochastic overlapping generations with non-convex budget sets 0 0 0 1 0 8 11 16
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 0 5 10 20
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 2 4 6 224
The Identification of Beliefs From Asset Demand 0 0 0 4 0 5 8 60
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 2 6 15 148
Uniformly self-justified equilibria 0 0 0 1 2 5 10 15
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 1 5 8 133
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 0 10 15 79
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 0 3 6 46
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 0 5 8 101
Total Journal Articles 0 6 30 3,441 43 322 577 12,814
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 24 40 72
Total Books 0 0 0 1 0 24 40 72

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 4 5 11
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 0 3 5 11
Is Intertemporal Choice Theory Testable? 0 0 0 0 2 4 8 12
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 3 6 11 14
Refutable Theories of Value 0 0 0 0 1 4 6 17
Total Chapters 0 0 0 0 6 21 35 65

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 2 4 6 84
Total Software Items 0 0 0 37 2 4 6 84

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Statistics updated 2026-04-09