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 5 14 26 130
Approximate CAPM when preferences are CRRA 0 0 3 203 1 6 14 652
Approximate Generalizations in Applied Equilibrium Analysis 0 0 0 1 0 1 1 73
Approximate Versus Exact Equilibria 0 0 0 137 2 5 7 512
Approximate Versus Exact Equilibria 0 0 0 69 0 7 10 252
Asset Pricing in Models with incomplete markets and default 0 0 0 0 5 15 17 361
Asset Pricing in a Low Rate Environment 0 0 1 24 0 10 14 39
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 0 224 0 5 6 701
Bond Ladders and Optimal Portfolios 0 0 0 66 0 4 5 243
Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model 0 0 0 141 2 5 6 507
Borrowing Costs and the Demand for Equity Over the Life Cycle 0 0 0 134 0 8 9 709
Borrowing costs and the demand for equity over the life cycle 0 0 0 115 1 5 9 483
Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation? 0 0 0 69 0 7 14 116
Can today's and tomorrow's world uniformly gain from carbon taxation? 0 0 0 30 0 1 1 32
Climate uncertainty, financial frictions and constrained efficient carbon taxation 0 0 0 59 0 5 7 24
Collateral Requirements and Asset Prices 0 0 0 18 1 7 10 145
Collateral Requirements and Asset Prices 0 0 0 11 2 5 6 152
Collateral requirements and asset prices 0 0 0 79 1 4 6 124
Collateralized Borrowing And Life-Cycle Portfolio Choice 0 0 0 0 0 2 5 251
Collateralized Borrowing and Life-Cycle Portfolio Choice 0 0 0 52 0 7 8 239
Collateralized borrowing and life-cycle portfolio choice 0 0 0 77 4 10 13 349
Computing Equilibria in Finance Economies 0 0 0 240 0 6 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 2 283 3 9 17 590
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 2 6 14 327
Computing equilibria in finance economies 0 0 0 285 0 5 6 1,248
Deficit Follies 0 0 0 20 3 8 11 45
Dollar Denominated Debt and Optimal Security Design 0 0 0 130 0 6 10 1,352
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 65 3 7 8 95
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 0 53 10 25 29 199
Ex Ante Optimality and Social Security 0 0 0 0 1 4 5 287
Exact inference from finite market data 0 0 0 1 0 3 4 14
INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE 0 0 0 0 1 4 5 168
Identification of preferences, demand and equilibrium with finite data 0 0 0 20 2 7 10 47
Identification of preferences, demand and equilibrium with finite data 0 0 0 8 0 5 6 38
Incomplete Markets, Transitory Shocks and Welfare 0 0 0 70 4 12 13 393
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 74 2 14 16 376
Intergenerational Risk Sharing: Myth or Possibility 0 0 0 0 1 5 5 374
International Welfare Gains from Sharing Climate-Risk 0 0 1 13 2 8 9 25
Leverage, Incomplete Markets and Crises 0 0 0 0 1 6 10 343
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 47 2 5 6 116
Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices 0 0 0 57 2 10 10 191
Low Risk-Free Rates and Intertemporal Arbitrage 1 1 1 9 2 3 4 25
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 1 23 0 6 14 87
Making Carbon Taxation A Generational Win Win 0 0 0 48 4 10 15 107
Making Carbon Taxation a Generational Win Win 1 1 2 119 1 7 11 228
Margin Regulation and Volatility 0 0 0 2 1 2 4 24
Margin Requirements and Asset Prices 0 0 0 38 1 4 6 113
Margin regulation and volatility 0 0 0 21 0 1 3 117
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 74 0 5 8 234
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 24 1 9 14 126
Pareto Improving Social Security Reform when Financial Markets Are Incomplete 0 0 0 61 7 14 16 318
Pareto Improving Social Security Reform when Financial Markets are Incomplete? 1 1 2 225 2 5 13 740
Pareto improving social security reform when financial markets are incomplete!? 1 1 2 197 1 6 13 502
Pareto-Improving Carbon-Risk Taxation 0 0 2 55 2 7 13 165
Re-Use of Collateral: Leverage, Volatility, and Welfare 0 0 0 25 1 4 10 60
Re-use of Collateral: Leverage, Volatility, and Welfare 0 0 0 34 3 9 13 97
Re-use of collateral: leverage, volatility, and welfare 0 0 1 17 2 7 11 86
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 31 1 10 13 101
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 0 1 6 7 70
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 27 1 7 9 104
Self-justi ed equilibria: Existence and computation 0 0 0 18 1 5 6 52
Social Security and RIsk Sharing 0 0 0 11 2 6 7 109
Social Security and Risk Sharing 0 0 0 60 1 3 6 181
Social Security and Risk Sharing 0 0 1 143 1 8 9 479
Social Security and Risk Sharing 0 0 0 18 2 4 4 167
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 255 1 8 10 614
Testable Implications of General Equilibrium Theory: a differentiable approach 0 1 2 129 2 5 9 377
The Robustness of CAPM-A Computational Approach 0 0 1 156 0 5 10 584
The Robustness of the CAPM - A Computational Approach 0 0 0 3 1 4 8 51
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 0 124 2 12 13 366
The climate in climate economics 0 0 4 36 2 6 12 61
The identification of beliefs from asset demand 0 0 1 20 0 2 4 92
The identification of beliefs from asset demand 0 0 0 1 1 6 7 30
The identification of beliefs from asset demand 0 0 0 20 1 10 11 68
The identification of preferences from equilibrium prices 0 0 0 12 0 2 3 164
The identification of preferences from equilibrium prices under uncertainty 0 0 0 1 1 5 11 237
The identification of preferences from equilibrium prices under uncertainty 0 0 0 14 0 2 6 606
The identification of preferences from the equilibrium prices of commodities and assets 0 0 0 3 1 4 5 295
The role of corporate image and extension similarity in service brand extensions 0 0 0 55 0 6 8 238
Uniformly Self-Justified Equilibria 0 0 0 5 2 7 10 21
When Interest Rates Go Low, Should Public Debt Go High? 0 0 0 35 1 8 9 69
Why is too much leverage bad for the economy? 0 0 0 80 1 8 9 170
Total Working Papers 4 5 29 5,289 117 538 773 21,264
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 3 9 12 157
Approximate Generalizations and Computational Experiments 0 0 0 72 1 5 7 238
Approximate versus Exact Equilibria in Dynamic Economies 0 0 0 85 2 10 15 311
Are deficits free? 0 1 1 13 1 8 10 47
Asset Demand Based Tests of Expected Utility Maximization 0 0 0 14 6 19 24 231
Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents 0 0 1 3 0 4 7 22
Bond Ladders and Optimal Portfolios 0 1 1 30 4 7 11 157
Borrowing Costs and the Demand for Equity over the Life Cycle 0 0 2 214 1 6 16 854
COLLATERAL REQUIREMENTS AND ASSET PRICES 0 0 0 3 0 3 4 22
Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” 0 0 0 38 1 4 6 149
Competitive equilibria in semi-algebraic economies 0 0 0 41 3 6 7 141
Computable general equilibrium with financial markets 0 0 1 218 7 13 16 684
Computing Equilibria in Stochastic Finance Economies 0 0 0 73 3 4 4 450
Computing equilibria in infinite-horizon finance economies: The case of one asset 0 0 1 109 1 4 10 338
Computing equilibrium in OLG models with stochastic production 1 2 7 657 5 16 30 1,334
Dynamic Competitive Economies with Complete Markets and Collateral Constraints 0 0 1 36 1 11 16 160
Financial Innovation and Asset Price Volatility 0 0 0 40 0 4 6 230
Foreword to the Symposium in Honor of Mordecai Kurz 0 0 0 63 1 4 4 237
Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time 0 0 0 47 1 7 7 246
Incomplete Markets, Transitory Shocks, and Welfare 0 0 0 171 0 2 2 927
Incomplete market demand tests for Kreps-Porteus-Selden preferences 0 0 0 6 1 5 7 33
Inferior Good and Giffen Behavior for Investing and Borrowing 0 0 1 23 1 7 8 284
Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete 0 0 0 166 1 1 1 536
Is intertemporal choice theory testable? 0 0 0 65 1 6 7 207
Leveraging Posterity's Prosperity? 0 0 0 7 0 5 7 46
MAKING CARBON TAXATION A GENERATIONAL WIN WIN 0 0 3 47 0 6 16 152
Margin regulation and volatility 0 0 0 26 2 7 13 118
Non-parametric counterfactual analysis in dynamic general equilibrium 0 0 0 15 1 5 10 138
Observable restrictions of general equilibrium models with financial markets 0 0 0 49 1 3 4 152
Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? 0 0 0 195 4 15 20 688
Pareto-improving carbon-risk taxation 0 1 4 7 1 9 20 36
RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS 0 1 4 74 2 7 15 170
Re-use of collateral: Leverage, volatility, and welfare 0 0 0 12 2 12 21 84
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets 0 0 0 88 5 9 14 641
Recursive Equilibria in Dynamic Economies With Stochastic Production 0 0 0 10 1 7 13 84
Regulating collateral-requirements when markets are incomplete 0 0 0 33 1 10 15 146
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment" 0 0 0 45 0 3 5 154
Social security and risk sharing 0 0 1 52 1 8 11 206
Solving the multi-country real business cycle model using a Smolyak-collocation method 1 1 3 148 4 10 16 350
Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral 0 0 0 210 4 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 2 10 11 16
Tackling Multiplicity of Equilibria with Gröbner Bases 0 0 0 2 1 6 10 20
Testable implications of general equilibrium theory: a differentiable approach 0 0 1 56 1 3 4 222
The Identification of Beliefs From Asset Demand 0 0 0 4 0 6 8 60
The Identification of Preferences from Equilibrium Prices under Uncertainty 0 0 0 40 2 7 13 146
Uniformly self-justified equilibria 0 0 0 1 1 4 9 13
Uniqueness of Steady States in Models with Overlapping Generations 0 0 0 28 0 5 7 132
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 4 6 46
When Is a Risky Asset "Urgently Needed"? 0 0 1 12 1 5 8 101
Total Journal Articles 2 7 34 3,441 82 356 546 12,771
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 35 40 72
Total Books 0 0 0 1 1 35 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 2 5 6 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 1 4 6 10
Observable Restrictions of General Equilibrium Models with Financial Markets 0 0 0 0 0 5 8 11
Refutable Theories of Value 0 0 0 0 1 4 5 16
Total Chapters 0 0 0 0 4 21 30 59

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 1 37 0 3 5 82
Total Software Items 0 0 1 37 0 3 5 82

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Statistics updated 2026-03-04