Access Statistics for Felix Kubler

Author contact details at EconPapers.

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 48 0 2 5 67
Approximate CAPM When Preferences Are CRRA 0 0 0 82 0 1 7 328
Approximate CAPM when preferences are CRRA 0 0 0 198 0 1 4 627
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 0 0 66
Approximate Versus Exact Equilibria 0 0 0 136 0 0 1 491
Approximate Versus Exact Equilibria 0 0 0 67 0 0 2 227
Asset Pricing in Models with incomplete markets and default 0 0 0 0 1 1 4 339
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 0 0 685
Bond Ladders and Optimal Portfolios 0 0 1 65 0 0 3 225
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 3 136 0 2 9 480
Borrowing Costs and the Demand for Equity Over the Life Cycle 1 1 1 133 2 3 6 660
Borrowing costs and the demand for equity over the life cycle 1 1 3 112 2 3 11 415
Collateral Requirements and Asset Prices 0 0 0 10 0 4 12 124
Collateral Requirements and Asset Prices 0 0 0 18 0 2 10 106
Collateral requirements and asset prices 1 2 4 76 1 4 10 78
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 0 2 227
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 1 51 0 0 3 198
Collateralized borrowing and life-cycle portfolio choice 0 0 1 77 0 0 1 321
Computing Equilibria in Finance Economies 0 0 1 94 0 0 2 337
Computing Equilibria in Finance Economies 0 0 0 47 0 0 3 244
Computing Equilibria in Finance Economies 0 0 1 237 0 0 2 565
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 1 274 1 1 14 518
Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method 0 0 0 128 0 1 1 290
Dollar Denominated Debt and Optimal Security Design 0 0 1 129 1 2 5 1,328
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 50 0 0 4 147
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 61 0 0 0 67
Ex Ante Optimality and Social Security 0 0 0 0 1 1 7 263
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 0 0 3 157
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 0 0 2 377
Incomplete Markets, Transitory Shocks, and Welfare 0 0 1 73 0 0 2 351
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 0 0 4 354
Leverage, Incomplete Markets and Crises 0 0 0 0 0 0 4 258
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 2 43 0 1 4 88
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 54 0 0 1 159
Making Carbon Taxation A Generational Win Win 1 29 32 32 4 13 18 18
Making Carbon Taxation a Generational Win Win 0 15 67 67 4 19 39 39
Margin Requirements and Asset Prices 0 1 1 36 1 2 5 93
Margin regulation and volatility 0 0 0 18 0 3 14 90
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 1 1 1 77
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 0 1 194
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 1 60 1 2 8 285
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 0 0 1 221 0 1 4 702
Pareto improving social security reform when financial markets are incomplete!? 0 0 1 183 0 0 3 452
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 23 1 1 7 35
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 2 32 2 8 25 39
Re-use of collateral: leverage, volatility, and welfare 0 1 15 15 1 3 20 20
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 0 0 2 55
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 1 26 0 0 5 82
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 0 0 4 82
Self-justi ed equilibria: Existence and computation 0 0 10 10 0 5 18 19
Social Security and RIsk Sharing 0 0 0 9 1 5 8 84
Social Security and Risk Sharing 0 0 0 17 1 2 4 142
Social Security and Risk Sharing 0 0 0 57 1 2 8 155
Social Security and Risk Sharing 0 0 1 141 1 1 7 435
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 251 0 2 4 580
Testable Implications of General Equilibrium Theory: a differentiable approach 0 0 0 123 0 0 1 358
The Identification of Preferences from Equilibrium Prices 0 0 0 0 0 1 4 11
The Identification of Preferences from Equilibrium Prices 0 0 0 0 1 3 7 17
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 0 1 1 2 14
The Robustness of CAPM-A Computational Approach 0 0 1 53 0 0 5 216
The Robustness of the CAPM - A Computational Approach 1 1 2 3 1 1 3 31
The Robustness of the CAPM-A Computational Approach 0 0 1 122 0 0 2 333
The identification of beliefs from asset demand 0 0 0 0 1 1 4 4
The identification of beliefs from asset demand 0 0 0 18 0 1 3 31
The identification of beliefs from asset demand 0 0 0 10 0 1 4 23
The identification of preferences from equilibrium prices 0 0 2 11 0 1 6 139
The identification of preferences from equilibrium prices under uncertainty 0 0 0 13 1 2 5 588
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 0 0 1 219
Why is too much leverage bad for the economy? 0 0 3 66 0 3 16 120
Total Working Papers 5 51 162 4,441 33 114 416 16,949


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 27 0 0 1 133
Approximate Generalizations and Computational Experiments 0 0 0 70 1 1 3 212
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 79 1 4 8 260
Asset Demand Based Tests of Expected Utility Maximization 0 0 2 13 1 4 24 170
Bond Ladders and Optimal Portfolios 0 0 0 22 0 3 8 117
Borrowing Costs and the Demand for Equity over the Life Cycle 0 3 9 190 3 11 34 684
Brown and Kubler on Brainard and Scarf 0 0 0 36 1 1 4 137
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 2 25 1 3 10 73
Competitive equilibria in semi-algebraic economies 0 0 0 39 1 2 2 117
Computable general equilibrium with financial markets 0 0 0 210 0 0 5 648
Computing Equilibria in Finance Economies 0 0 1 3 0 0 1 8
Computing Equilibria in Stochastic Finance Economies 0 0 1 73 0 0 1 443
Computing equilibria in infinite-horizon finance economies: The case of one asset 2 2 5 99 2 4 10 268
Computing equilibrium in OLG models with stochastic production 5 11 33 509 8 23 85 1,023
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 6 16 0 1 17 85
Financial Innovation and Asset Price Volatility 0 0 0 37 0 5 14 195
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 62 0 0 2 207
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 46 1 1 2 230
Incomplete Markets, Transitory Shocks, and Welfare 0 0 3 169 0 0 8 912
Inferior Good and Giffen Behavior for Investing and Borrowing 0 1 3 19 0 7 18 152
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 1 163 1 3 7 511
Is intertemporal choice theory testable? 0 0 0 64 0 0 2 191
Margin regulation and volatility 0 0 0 19 2 4 10 71
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 1 1 2 66
Observable restrictions of general equilibrium models with financial markets 0 0 0 46 0 0 1 133
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 4 176 1 1 11 611
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 1 1 1 56 1 1 3 116
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 5 84 3 12 66 483
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 1 2 7 1 6 18 42
Regulating collateral-requirements when markets are incomplete 0 0 0 29 0 0 3 98
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 44 1 1 2 139
Social security and risk sharing 0 0 0 43 0 1 2 167
Solving the multi-country real business cycle model using a Smolyak-collocation method 0 0 9 114 1 2 25 246
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 1 1 1 210 2 5 11 566
Stationary Markov equilibria for overlapping generations 0 0 0 52 1 1 2 142
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 1 0 0 0 3
Testable implications of general equilibrium theory: a differentiable approach 0 1 1 52 0 1 1 197
The Identification of Beliefs From Asset Demand 0 0 1 2 0 2 12 25
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 38 2 2 4 121
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 26 0 0 4 107
Verifying Competitive Equilibria in Dynamic Economies 0 0 0 3 1 1 7 46
What Are Asset Demand Tests of Expected Utility Really Testing? 0 0 2 3 0 2 7 18
When Is a Risky Asset "Urgently Needed"? 0 0 0 9 1 2 2 49
Total Journal Articles 9 21 92 3,000 39 118 459 10,222
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 0 2 2 7 9
Total Books 0 0 0 0 2 2 7 9


Statistics updated 2019-09-09