| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Test for Independence Based on the Correlation Dimension |
0 |
0 |
0 |
7 |
5 |
13 |
52 |
3,493 |
| Advisors and Asset Prices: A Model of the Origins of Bubbles |
0 |
0 |
0 |
98 |
2 |
2 |
2 |
396 |
| Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics |
0 |
0 |
0 |
297 |
3 |
5 |
6 |
1,216 |
| Asset Float and Speculative Bubbles |
0 |
0 |
0 |
170 |
2 |
2 |
2 |
757 |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
403 |
4 |
6 |
7 |
1,576 |
| Cattle Cycles |
0 |
0 |
0 |
250 |
2 |
2 |
7 |
1,170 |
| Cattle Cycles |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
679 |
| Competition Among Exchanges |
0 |
0 |
0 |
195 |
3 |
5 |
5 |
547 |
| Competition Among Exchanges |
0 |
0 |
0 |
142 |
4 |
4 |
6 |
721 |
| Cream Skimming in Financial Markets |
0 |
1 |
2 |
140 |
0 |
6 |
8 |
500 |
| Crime and Social Interactions |
0 |
0 |
1 |
1,124 |
2 |
6 |
13 |
4,661 |
| Crime and Social Interactions |
0 |
0 |
0 |
3 |
2 |
12 |
19 |
1,743 |
| Days to Cover and Stock Returns |
1 |
1 |
1 |
53 |
4 |
9 |
16 |
179 |
| Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1,665 |
0 |
0 |
3 |
5,471 |
| Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
894 |
| Equilibria in Systems of Social Interactions |
0 |
0 |
1 |
168 |
0 |
3 |
5 |
410 |
| Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
184 |
| Estimating the Spatial Amplification of Damage Caused by Degradation in the Amazon |
0 |
0 |
2 |
9 |
0 |
1 |
4 |
24 |
| Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
19 |
3 |
4 |
5 |
216 |
| Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
119 |
1 |
5 |
7 |
597 |
| Financial Constraints on Corporate Goodness |
0 |
0 |
3 |
164 |
5 |
8 |
29 |
636 |
| Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth |
0 |
0 |
0 |
165 |
0 |
2 |
3 |
592 |
| Going-Concern Debt of Financial Intermediaries |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
46 |
| Growth in Cities |
0 |
1 |
3 |
821 |
4 |
13 |
25 |
2,400 |
| Growth in Cities |
1 |
2 |
9 |
150 |
6 |
22 |
47 |
707 |
| Learning-By-Doing, International Trade and Growth: A Note |
0 |
0 |
4 |
452 |
1 |
4 |
12 |
1,016 |
| Long Term Risk |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
| Long Term Risk: An Operator Approach |
0 |
0 |
0 |
92 |
0 |
1 |
3 |
368 |
| Measuring Social Interactions |
0 |
0 |
0 |
2 |
2 |
11 |
21 |
2,784 |
| Measuring Trust |
0 |
0 |
0 |
126 |
1 |
5 |
13 |
665 |
| Misspecified Recovery |
0 |
0 |
1 |
26 |
0 |
2 |
5 |
207 |
| Misspecified Recovery |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
47 |
| Misspecified Recovery |
0 |
0 |
0 |
42 |
4 |
5 |
6 |
180 |
| Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
0 |
0 |
0 |
317 |
2 |
4 |
5 |
1,916 |
| Non-Market Interactions |
0 |
0 |
0 |
357 |
2 |
7 |
9 |
1,200 |
| Non-Market Interactions |
0 |
0 |
1 |
236 |
0 |
4 |
11 |
1,224 |
| OUTSIDE AND INSIDE LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Optimal Exercise of American Claims When |
0 |
0 |
1 |
57 |
1 |
1 |
3 |
152 |
| Optimal Exercise of American Claims When Markets Are Not Complete |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
61 |
| Outside and Inside Liquidity |
0 |
0 |
0 |
141 |
1 |
6 |
8 |
510 |
| Overconfidence, Short-Sale Constraints and Bubbles |
0 |
0 |
3 |
349 |
3 |
7 |
13 |
970 |
| Paris-Princeton Lectures on Mathematical Finance |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
113 |
| Pay for Short-Term Performance: Executive Compensation in Speculative Markets |
0 |
1 |
1 |
130 |
4 |
6 |
8 |
476 |
| Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
0 |
1 |
131 |
2 |
3 |
5 |
332 |
| Principal components and the long run |
0 |
0 |
0 |
49 |
4 |
7 |
8 |
130 |
| Recursive utility in a Markov environment with stochastic growth |
0 |
0 |
6 |
19 |
2 |
6 |
12 |
109 |
| Repricing Avalanches |
0 |
0 |
2 |
15 |
1 |
3 |
6 |
68 |
| Repricing Avalanches in the Billion-Prices Data |
0 |
0 |
0 |
6 |
5 |
5 |
5 |
42 |
| Risk Price Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Risk Price Dynamics |
0 |
0 |
1 |
83 |
0 |
4 |
9 |
283 |
| Shock Elasticities and Impulse Responses |
0 |
0 |
0 |
61 |
2 |
3 |
3 |
175 |
| Shorting in Speculative Markets |
0 |
0 |
0 |
12 |
5 |
6 |
9 |
59 |
| Some Remarks on Monetary Policy in an Overlapping Generations Model |
1 |
1 |
2 |
68 |
2 |
3 |
5 |
200 |
| Some Results on Global Asymptotic Stability of Control Systems |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
191 |
| Speculating on Home Improvements |
0 |
0 |
0 |
5 |
1 |
3 |
3 |
85 |
| Speculation, Trading and Bubbles Third Annual Arrow Lecture |
0 |
0 |
3 |
64 |
1 |
2 |
6 |
251 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
2 |
66 |
2 |
2 |
14 |
677 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
0 |
179 |
2 |
3 |
12 |
921 |
| Stochastic Compounding and Uncertain Valuation |
0 |
0 |
2 |
16 |
1 |
3 |
5 |
97 |
| Supply and Shorting in Speculative Markets |
0 |
0 |
0 |
6 |
2 |
3 |
3 |
31 |
| The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory |
0 |
0 |
0 |
77 |
3 |
7 |
8 |
315 |
| The Informal Sector |
0 |
0 |
0 |
20 |
4 |
8 |
11 |
153 |
| The Informal Sector |
0 |
0 |
0 |
194 |
1 |
3 |
7 |
544 |
| The Informal Sector |
0 |
0 |
1 |
427 |
6 |
8 |
15 |
1,425 |
| The Informal Sector, Second Version |
0 |
0 |
0 |
55 |
2 |
6 |
8 |
170 |
| The Informal Sector, Third Version |
0 |
0 |
0 |
91 |
2 |
10 |
11 |
242 |
| The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil |
0 |
0 |
0 |
200 |
3 |
5 |
7 |
422 |
| The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version |
0 |
0 |
0 |
83 |
3 |
5 |
9 |
190 |
| The Injustice of Inequality |
0 |
0 |
0 |
272 |
1 |
2 |
4 |
1,782 |
| The Social Multiplier |
1 |
2 |
3 |
365 |
3 |
6 |
12 |
1,645 |
| The Social Multiplier |
0 |
0 |
2 |
49 |
2 |
5 |
11 |
349 |
| The Social Multiplier |
0 |
0 |
0 |
140 |
1 |
4 |
8 |
532 |
| Value Added Taxes, Chain Effects and Informality |
0 |
0 |
0 |
150 |
3 |
3 |
7 |
420 |
| What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
1,625 |
| What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
1 |
1,214 |
3 |
4 |
8 |
4,155 |
| When a Master Dies: Speculation and Asset Float |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
61 |
| Yesterday's Heroes: Compensation and Creative Risk-Taking |
0 |
0 |
1 |
71 |
3 |
5 |
8 |
347 |
| “Value Added Taxes, Chain Effects and Informalityâ€, Second Version |
0 |
0 |
0 |
328 |
7 |
10 |
14 |
787 |
| Total Working Papers |
4 |
9 |
60 |
13,103 |
158 |
353 |
676 |
60,533 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Simple Competitive Model with Production and Storage |
1 |
1 |
4 |
205 |
1 |
6 |
16 |
487 |
| A limit theorem for systems of social interactions |
0 |
0 |
0 |
25 |
2 |
3 |
6 |
157 |
| Advisors and asset prices: A model of the origins of bubbles |
0 |
1 |
1 |
97 |
1 |
3 |
6 |
508 |
| Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics |
0 |
1 |
2 |
222 |
2 |
7 |
13 |
675 |
| Asset Float and Speculative Bubbles |
0 |
0 |
0 |
165 |
0 |
3 |
8 |
761 |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
213 |
1 |
3 |
5 |
726 |
| Borrowing Constraints and Aggregate Economic Activity |
0 |
1 |
2 |
474 |
0 |
3 |
5 |
1,020 |
| Cattle Cycles |
1 |
4 |
11 |
328 |
7 |
15 |
40 |
1,354 |
| Competition among Exchanges |
0 |
0 |
2 |
115 |
1 |
2 |
5 |
551 |
| Cream-Skimming in Financial Markets |
0 |
0 |
0 |
34 |
0 |
2 |
6 |
300 |
| Crime and Social Interactions |
0 |
1 |
11 |
2,270 |
8 |
25 |
68 |
10,614 |
| DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 |
0 |
0 |
3 |
87 |
1 |
3 |
9 |
327 |
| Duality theory for dynamic optimization models of economics: The continuous time case |
0 |
0 |
7 |
942 |
1 |
3 |
18 |
2,419 |
| Economic growth in a cross-section of cities |
0 |
0 |
1 |
515 |
6 |
15 |
28 |
1,611 |
| Equilibria in systems of social interactions |
0 |
0 |
0 |
96 |
1 |
2 |
2 |
359 |
| Executive Compensation and Short-Termist Behaviour in Speculative Markets |
0 |
0 |
3 |
156 |
6 |
9 |
24 |
819 |
| Explorations into Factors Explaining Money Market Returns |
0 |
1 |
2 |
600 |
1 |
6 |
13 |
1,410 |
| Financial Intermediation without Exclusivity |
0 |
0 |
0 |
39 |
1 |
2 |
3 |
229 |
| Global asymptotic stability of optimal control systems with applications to the theory of economic growth |
0 |
0 |
0 |
120 |
2 |
2 |
3 |
361 |
| Growth in Cities |
12 |
24 |
54 |
3,820 |
44 |
90 |
205 |
13,858 |
| Long-Term Risk: An Operator Approach |
0 |
0 |
1 |
102 |
0 |
1 |
5 |
471 |
| Market and Public Liquidity |
0 |
0 |
0 |
38 |
2 |
3 |
4 |
180 |
| Maximum principle and transversality condition for concave infinite horizon economic models |
0 |
1 |
2 |
185 |
1 |
3 |
8 |
427 |
| Measuring Trust |
1 |
2 |
12 |
3,010 |
3 |
15 |
50 |
8,239 |
| Misspecified Recovery |
0 |
1 |
1 |
14 |
2 |
4 |
5 |
131 |
| Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
0 |
1 |
4 |
28 |
3 |
5 |
11 |
1,014 |
| Nonlinear Dynamics and Stock Returns |
0 |
2 |
7 |
743 |
3 |
12 |
25 |
2,140 |
| Nonlinearities in Economic Dynamics |
0 |
0 |
0 |
203 |
0 |
0 |
0 |
443 |
| On optimal steady states of n-sector growth models when utility is discounted |
0 |
0 |
0 |
114 |
0 |
0 |
2 |
269 |
| On the Differentiability of the Value Function in Dynamic Models of Economics |
0 |
1 |
4 |
694 |
0 |
6 |
12 |
1,438 |
| Optimal Environmental Management in the Presence of Irreversibilities |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
140 |
| Optimal employment contracts with bankruptcy constraints |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
259 |
| Optimal exercise of executive stock options |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
74 |
| Outside and Inside Liquidity |
0 |
0 |
0 |
137 |
1 |
4 |
7 |
674 |
| Overconfidence and Speculative Bubbles |
3 |
6 |
21 |
707 |
17 |
32 |
101 |
2,655 |
| Price Crashes, Information Aggregation, and Market-Making |
0 |
0 |
2 |
60 |
2 |
3 |
9 |
230 |
| Price Setting Supergames with Capacity Constraints |
0 |
0 |
1 |
285 |
0 |
0 |
7 |
656 |
| Pricing growth-rate risk |
0 |
0 |
0 |
43 |
2 |
2 |
3 |
142 |
| Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes |
3 |
6 |
27 |
1,743 |
11 |
29 |
78 |
4,643 |
| Risk-Price Dynamics |
0 |
0 |
0 |
43 |
1 |
6 |
7 |
268 |
| Self-Organized Criticality and Economic Fluctuations |
3 |
3 |
4 |
533 |
4 |
5 |
12 |
1,410 |
| Smoothness, Comparative Dynamics, and the Turnpike Property |
0 |
0 |
2 |
92 |
2 |
2 |
7 |
295 |
| Some results on global asymptotic stability of difference equations |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
110 |
| Spectral methods for identifying scalar diffusions |
0 |
0 |
1 |
120 |
1 |
5 |
7 |
291 |
| Speculating on home improvements |
0 |
0 |
0 |
16 |
2 |
5 |
5 |
107 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
1 |
113 |
2 |
4 |
11 |
739 |
| Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
113 |
| Stability of Separable Hamiltonians and Investment Theory |
0 |
0 |
1 |
44 |
1 |
2 |
5 |
134 |
| THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL |
0 |
0 |
0 |
0 |
2 |
4 |
12 |
241 |
| The Importance of Bundling in a Gorman-Lancaster Model of Earnings |
0 |
0 |
0 |
235 |
2 |
5 |
8 |
882 |
| The Relevance of the Two-Sector Production Model in Trade Theory |
0 |
0 |
6 |
341 |
1 |
4 |
38 |
937 |
| The Social Multiplier |
0 |
0 |
5 |
282 |
2 |
6 |
26 |
1,085 |
| The Transition to Free Markets: Where to Begin Privatization |
0 |
0 |
0 |
60 |
2 |
3 |
5 |
222 |
| The injustice of inequality |
0 |
0 |
1 |
355 |
6 |
18 |
30 |
1,689 |
| Value-Added Taxes, Chain Effects, and Informality |
0 |
1 |
1 |
172 |
2 |
6 |
15 |
603 |
| Yesterday's Heroes: Compensation and Risk at Financial Firms |
0 |
3 |
9 |
77 |
4 |
8 |
21 |
289 |
| Total Journal Articles |
24 |
61 |
216 |
21,257 |
168 |
409 |
1,025 |
72,186 |