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 9 10 21 125
Approximate CAPM when preferences are CRRA 0 1 3 203 5 8 13 651
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 1 1 73
Approximate Versus Exact Equilibria 0 0 0 69 3 9 11 252
Approximate Versus Exact Equilibria 0 0 0 137 3 5 5 510
Asset Pricing in Models with incomplete markets and default 0 0 0 0 6 10 12 356
Asset Pricing in a Low Rate Environment 0 0 1 24 8 11 14 39
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 4 5 6 701
Bond Ladders and Optimal Portfolios 0 0 0 66 3 4 5 243
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 2 4 5 505
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 3 8 9 709
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 4 6 8 482
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 5 7 14 116
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 1 1 1 32
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 4 5 7 24
Collateral Requirements and Asset Prices 0 0 0 18 5 9 9 144
Collateral Requirements and Asset Prices 0 0 0 11 2 4 4 150
Collateral requirements and asset prices 0 0 0 79 2 3 6 123
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 2 3 5 251
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 3 7 8 239
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 5 8 9 345
Computing Equilibria in Finance Economies 0 0 0 240 4 6 8 597
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 4 6 14 587
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 3 9 12 325
Computing equilibria in finance economies 0 0 0 285 3 5 6 1,248
Deficit Follies 0 0 0 20 4 6 8 42
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 3 7 10 1,352
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 14 17 19 189
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 2 5 5 92
Ex Ante Optimality and Social Security 0 0 0 0 1 3 4 286
Exact inference from finite market data 0 0 0 1 2 3 4 14
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 2 4 4 167
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 5 5 6 38
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 2 5 8 45
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 5 8 9 389
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 10 14 15 374
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 3 4 4 373
International Welfare Gains from Sharing Climate-Risk 0 0 1 13 5 6 7 23
Leverage, Incomplete Markets and Crises 0 0 0 0 3 7 9 342
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 7 8 8 189
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 3 3 5 114
Low Risk-Free Rates and Intertemporal Arbitrage 0 0 0 8 1 2 3 23
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 23 3 8 14 87
Making Carbon Taxation A Generational Win Win 0 0 0 48 4 9 11 103
Making Carbon Taxation a Generational Win Win 0 0 1 118 4 6 10 227
Margin Regulation and Volatility 0 0 0 2 0 1 3 23
Margin Requirements and Asset Prices 0 0 0 38 2 4 5 112
Margin regulation and volatility 0 0 0 21 0 2 3 117
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 4 6 8 234
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 4 10 13 125
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 6 7 9 311
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 1 1 224 2 7 12 738
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 196 3 6 12 501
Pareto-Improving Carbon-Risk Taxation 0 0 2 55 5 6 11 163
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 3 6 10 59
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 4 8 11 94
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 3 6 10 84
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 4 7 8 103
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 6 9 12 100
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 4 5 6 69
Self-justi ed equilibria: Existence and computation 0 0 0 18 4 4 5 51
Social Security and RIsk Sharing 0 0 0 11 3 5 5 107
Social Security and Risk Sharing 0 0 0 18 2 2 2 165
Social Security and Risk Sharing 0 0 0 60 0 4 5 180
Social Security and Risk Sharing 0 0 1 143 5 7 9 478
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 5 8 9 613
Testable Implications of General Equilibrium Theory: a differentiable approach 1 1 2 129 3 6 7 375
The Robustness of CAPM-A Computational Approach 0 0 1 156 4 7 10 584
The Robustness of the CAPM - A Computational Approach 0 0 0 3 2 5 7 50
The Robustness of the CAPM - A Computational Approach 0 0 0 0 2 4 4 10
The Robustness of the CAPM-A Computational Approach 0 0 0 124 9 11 11 364
The climate in climate economics 0 0 4 36 3 5 11 59
The identification of beliefs from asset demand 0 0 0 1 4 6 6 29
The identification of beliefs from asset demand 0 1 1 20 1 3 4 92
The identification of beliefs from asset demand 0 0 0 20 4 9 11 67
The identification of preferences from equilibrium prices 0 0 0 12 2 3 4 164
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 1 4 6 606
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 4 7 10 236
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 3 3 4 294
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 5 7 8 238
Uniformly Self-Justified Equilibria 0 0 0 5 4 6 9 19
When Interest Rates Go Low, Should Public Debt Go High? 0 0 0 35 5 7 9 68
Why is too much leverage bad for the economy? 0 0 0 80 5 7 8 169
Total Working Papers 1 4 25 5,285 306 504 673 21,147
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 6 6 9 154
Approximate Generalizations and Computational Experiments 0 0 0 72 2 4 7 237
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 7 10 13 309
Are deficits free? 1 1 1 13 4 7 9 46
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 7 15 18 225
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 2 4 8 22
Bond Ladders and Optimal Portfolios 0 1 1 30 1 4 8 153
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 214 3 5 17 853
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 1 3 3 3 6 22
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 1 3 5 148
Competitive equilibria in semi-algebraic economies 0 0 0 41 2 3 4 138
Computable general equilibrium with financial markets 0 1 1 218 5 8 11 677
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 1 1 1 447
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 1 1 109 3 4 9 337
Computing equilibrium in OLG models with stochastic production 1 2 8 656 4 15 28 1,329
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 36 9 10 15 159
Financial Innovation and Asset Price Volatility 0 0 0 40 3 4 6 230
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 2 3 3 236
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 4 6 7 245
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 1 2 3 927
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 3 4 6 32
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 5 6 7 283
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 2 5 6 206
Leveraging Posterity's Prosperity? 0 0 0 7 5 6 8 46
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 3 47 3 8 17 152
Margin regulation and volatility 0 0 0 26 3 7 11 116
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 4 5 9 137
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 2 3 4 151
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 7 15 16 684
Pareto-improving carbon-risk taxation 1 1 4 7 5 8 20 35
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 1 1 5 74 3 5 14 168
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 6 10 19 82
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 2 6 9 636
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 5 7 12 83
Regulating collateral-requirements when markets are incomplete 0 0 0 33 8 11 15 145
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 2 3 5 154
Social security and risk sharing 0 0 1 52 5 7 11 205
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 0 3 147 5 9 14 346
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 5 7 8 607
Stationary Markov equilibria for overlapping generations 0 0 0 52 6 6 6 165
Stochastic overlapping generations with non-convex budget sets 0 0 0 1 6 8 9 14
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 4 5 9 19
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 1 2 3 221
The Identification of Beliefs From Asset Demand 0 0 0 4 5 6 8 60
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 2 10 11 144
Uniformly self-justified equilibria 0 0 0 1 2 4 9 12
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 4 5 7 132
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 10 11 16 79
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 0 8 3 4 6 46
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 4 5 7 100
Total Journal Articles 4 8 37 3,439 197 315 489 12,689
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 23 36 39 71
Total Books 0 0 0 1 23 36 39 71

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 2 3 4 9
Approximate Versus Exact Equilibria in Dynamic Economies 0 0 0 0 3 3 5 11
Is Intertemporal Choice Theory Testable? 0 0 0 0 1 3 6 9
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 3 6 8 11
Refutable Theories of Value 0 0 0 0 2 3 4 15
Total Chapters 0 0 0 0 11 18 27 55

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 3 37 2 3 7 82
Total Software Items 0 0 3 37 2 3 7 82

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Statistics updated 2026-02-12