Access Statistics for Pamela Labadie

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
Allocation of Individual Risks in a Market Economy 0 0 0 0 0 0 1 248
Anonymity and Individual Risk 0 0 0 2 0 0 0 28
Asset Prices and Interest Rates in Cash-In-Advance Models 0 0 0 65 0 0 0 274
Credit Market Imperfections and International Capital Market Flows 0 0 0 1 0 0 0 585
ESSET PRICES AND INTEREST RATES IN CASH-IN-ADVANCE MODELS 0 0 0 0 0 0 1 380
Financial intermediation and monetary policy in a general equilibrium banking model 0 0 0 0 0 0 0 249
Identifying monetary policy with a model of the federal funds rate 0 0 0 0 0 1 2 385
Retrading in Competitive Equilibria with Adverse Selection 0 0 0 8 0 0 1 30
Stochastic inflation and the equity premium 0 0 0 83 1 1 3 562
The effects of stochastic inflation on asset prices 0 0 1 39 0 1 2 499
The liquidity premium in average interest rates 0 0 0 92 0 0 2 1,106
The term structure of interest rates over the business cycle 0 0 0 0 0 0 0 497
Total Working Papers 0 0 1 290 1 3 12 4,843

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of the Federal Funds Market 0 0 0 0 0 0 0 477
A model of the federal funds market 0 0 0 0 0 1 2 858
ASSET PRICING WITH BORROWING CONSTRAINTS AND EX ANTE HETEROGENEITY 0 0 0 15 0 0 0 50
Aggregate fluctuations, financial constraints and risk sharing 0 0 1 54 1 2 5 202
Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation 0 0 0 23 1 1 2 189
An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility: Comment 0 0 0 6 0 0 0 62
Anonymity and individual risk 0 0 0 49 2 2 2 128
Asset Prices and Interest Rates in Cash-in-Advance Models 0 0 0 89 3 3 4 330
Commentary on \\"Arbitrage-free bond pricing with dynamic macroeconomic models\\" 0 0 0 18 0 0 0 65
Comparative Dynamics and Risk Premia in an Overlapping Generations Model 0 0 0 26 3 3 5 80
Discount window borrowing and liquidity 0 0 0 9 0 1 2 403
Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model 0 0 0 71 1 1 2 144
Financial intermediation and monetary policy in a general equilibrium banking model 0 0 0 0 0 0 2 216
Inflation, financial markets and capital formation - commentary 0 0 0 0 0 0 0 3
Inflation, financial markets and capital formation - commentary 0 0 0 3 1 1 1 46
Solving the Stochastic Growth Model by Using a Recursive Mapping Based on Least Squares Projection 0 0 0 0 0 0 1 120
Stochastic inflation and the equity premium 0 0 0 73 1 1 2 175
The liquidity premium in average interest rates 0 0 0 80 2 2 4 305
The term structure of interest rates over the business cycle 0 0 0 169 0 0 1 340
Total Journal Articles 0 0 1 685 15 18 35 4,193

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing for Dynamic Economies 0 0 0 0 1 1 7 255
Asset Pricing for Dynamic Economies 0 0 0 0 0 0 8 244
Total Books 0 0 0 0 1 1 15 499

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Risk Sharing and Equivalent Financial Mechanisms in an Endowment Economy of Incomplete Participation 0 0 0 0 0 0 2 10
Asset pricing implications of efficient risk sharing in an endowment economy 0 0 0 0 0 0 0 3
Insurance and Asset Prices in Constrained Markets 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 2 13

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05