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 |
3 |
19 |
93 |
3,108 |
Advisors and Asset Prices: A Model of the Origins of Bubbles |
0 |
0 |
1 |
98 |
0 |
0 |
13 |
360 |
Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics |
1 |
1 |
4 |
292 |
4 |
7 |
24 |
1,172 |
Asset Float and Speculative Bubbles |
0 |
0 |
3 |
170 |
0 |
2 |
21 |
733 |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
1 |
2 |
4 |
399 |
3 |
5 |
19 |
1,547 |
Cattle Cycles |
0 |
0 |
1 |
241 |
1 |
3 |
17 |
1,129 |
Cattle Cycles |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
654 |
Competition Among Exchanges |
0 |
0 |
0 |
142 |
0 |
0 |
6 |
709 |
Competition Among Exchanges |
0 |
0 |
1 |
195 |
1 |
1 |
15 |
533 |
Cream Skimming in Financial Markets |
0 |
0 |
4 |
119 |
5 |
10 |
35 |
388 |
Crime and Social Interactions |
2 |
3 |
11 |
1,108 |
7 |
13 |
47 |
4,455 |
Crime and Social Interactions |
0 |
0 |
0 |
3 |
6 |
9 |
39 |
1,654 |
Days to Cover and Stock Returns |
0 |
0 |
2 |
47 |
1 |
2 |
12 |
127 |
Economic Growth in a Cross-Section of Cities |
0 |
1 |
4 |
1,654 |
5 |
9 |
45 |
5,404 |
Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1 |
1 |
1 |
19 |
868 |
Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
23 |
3 |
4 |
15 |
98 |
Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
166 |
2 |
6 |
17 |
358 |
Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
1 |
18 |
2 |
2 |
17 |
135 |
Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
1 |
117 |
1 |
4 |
19 |
535 |
Financial Constraints on Corporate Goodness |
1 |
6 |
32 |
100 |
4 |
17 |
101 |
311 |
Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth |
0 |
0 |
0 |
161 |
0 |
0 |
4 |
581 |
Going-Concern Debt of Financial Intermediaries |
4 |
5 |
5 |
5 |
14 |
18 |
18 |
18 |
Growth in Cities |
3 |
5 |
12 |
113 |
8 |
21 |
69 |
510 |
Growth in Cities |
1 |
2 |
10 |
797 |
3 |
10 |
46 |
2,281 |
Learning-By-Doing, International Trade and Growth: A Note |
1 |
2 |
11 |
406 |
3 |
5 |
29 |
884 |
Long Term Risk |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
11 |
Long Term Risk: An Operator Approach |
0 |
0 |
0 |
89 |
2 |
4 |
14 |
320 |
Measuring Social Interactions |
0 |
0 |
0 |
2 |
38 |
97 |
400 |
2,520 |
Measuring Trust |
0 |
0 |
4 |
116 |
5 |
9 |
52 |
542 |
Misspecified Recovery |
0 |
0 |
1 |
3 |
0 |
0 |
11 |
28 |
Misspecified Recovery |
0 |
0 |
0 |
41 |
2 |
3 |
12 |
153 |
Misspecified Recovery |
0 |
0 |
0 |
22 |
3 |
8 |
26 |
97 |
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 |
3 |
315 |
3 |
5 |
25 |
1,872 |
Non-Market Interactions |
2 |
3 |
8 |
335 |
7 |
14 |
42 |
1,009 |
Non-Market Interactions |
0 |
0 |
0 |
222 |
0 |
1 |
19 |
1,177 |
OUTSIDE AND INSIDE LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Optimal Exercise of American Claims When |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
148 |
Optimal Exercise of American Claims When Markets Are Not Complete |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
53 |
Outside and Inside Liquidity |
0 |
0 |
0 |
140 |
1 |
4 |
17 |
461 |
Overconfidence, Short-Sale Constraints and Bubbles |
2 |
2 |
3 |
337 |
3 |
5 |
15 |
848 |
Paris-Princeton Lectures on Mathematical Finance |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
62 |
Pay for Short-Term Performance: Executive Compensation in Speculative Markets |
0 |
0 |
0 |
128 |
0 |
0 |
5 |
451 |
Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
1 |
1 |
128 |
1 |
3 |
10 |
317 |
Principal components and the long run |
0 |
0 |
0 |
47 |
0 |
1 |
7 |
115 |
Recursive utility in a Markov environment with stochastic growth |
0 |
2 |
2 |
10 |
4 |
8 |
16 |
47 |
Risk Price Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Risk Price Dynamics |
0 |
0 |
0 |
79 |
2 |
4 |
12 |
256 |
Shock Elasticities and Impulse Responses |
0 |
0 |
4 |
60 |
1 |
2 |
17 |
148 |
Shorting in Speculative Markets |
0 |
1 |
2 |
11 |
0 |
2 |
15 |
45 |
Some Remarks on Monetary Policy in an Overlapping Generations Model |
0 |
0 |
2 |
63 |
1 |
1 |
11 |
188 |
Some Results on Global Asymptotic Stability of Control Systems |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
187 |
Speculating on Home Improvements |
0 |
0 |
1 |
5 |
1 |
5 |
27 |
51 |
Speculation, Trading and Bubbles Third Annual Arrow Lecture |
1 |
2 |
10 |
42 |
5 |
12 |
38 |
129 |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
1 |
176 |
2 |
5 |
22 |
850 |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
1 |
4 |
56 |
1 |
6 |
44 |
533 |
Stochastic Compounding and Uncertain Valuation |
0 |
2 |
4 |
10 |
3 |
6 |
17 |
58 |
Supply and Shorting in Speculative Markets |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
20 |
The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory |
0 |
0 |
1 |
76 |
0 |
0 |
6 |
299 |
The Informal Sector |
1 |
1 |
2 |
18 |
1 |
1 |
12 |
120 |
The Informal Sector |
0 |
0 |
3 |
187 |
1 |
5 |
27 |
491 |
The Informal Sector |
1 |
2 |
8 |
400 |
1 |
9 |
45 |
1,300 |
The Informal Sector, Second Version |
0 |
0 |
1 |
55 |
1 |
4 |
14 |
150 |
The Informal Sector, Third Version |
0 |
0 |
0 |
86 |
0 |
1 |
8 |
208 |
The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil |
1 |
2 |
4 |
190 |
2 |
3 |
15 |
380 |
The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version |
1 |
1 |
3 |
78 |
2 |
3 |
12 |
161 |
The Injustice of Inequality |
0 |
0 |
1 |
268 |
1 |
2 |
13 |
1,753 |
The Social Multiplier |
1 |
1 |
3 |
43 |
3 |
9 |
34 |
208 |
The Social Multiplier |
0 |
0 |
0 |
355 |
7 |
15 |
39 |
1,485 |
The Social Multiplier |
0 |
0 |
0 |
139 |
1 |
5 |
20 |
505 |
Value Added Taxes, Chain Effects and Informality |
0 |
2 |
3 |
147 |
1 |
7 |
18 |
383 |
What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
3 |
2 |
4 |
18 |
1,599 |
What is Social Capital? The Determinants of Trust and Trustworthiness |
2 |
2 |
6 |
1,200 |
6 |
14 |
43 |
4,064 |
When a Master Dies: Speculation and Asset Float |
1 |
1 |
6 |
6 |
5 |
9 |
34 |
34 |
Yesterday's Heroes: Compensation and Creative Risk-Taking |
0 |
4 |
8 |
62 |
4 |
12 |
32 |
298 |
“Value Added Taxes, Chain Effects and Informalityâ€, Second Version |
0 |
2 |
3 |
321 |
0 |
4 |
13 |
744 |
Total Working Papers |
27 |
59 |
209 |
12,546 |
202 |
483 |
2,057 |
55,430 |
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 |
0 |
1 |
1 |
183 |
0 |
3 |
14 |
439 |
A limit theorem for systems of social interactions |
0 |
0 |
0 |
23 |
1 |
3 |
7 |
81 |
Advisors and asset prices: A model of the origins of bubbles |
0 |
0 |
0 |
92 |
1 |
3 |
20 |
436 |
Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics |
1 |
2 |
17 |
180 |
5 |
18 |
63 |
526 |
Asset Float and Speculative Bubbles |
0 |
0 |
2 |
160 |
0 |
3 |
31 |
688 |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
2 |
3 |
200 |
1 |
10 |
22 |
654 |
Borrowing Constraints and Aggregate Economic Activity |
2 |
6 |
21 |
446 |
3 |
12 |
57 |
953 |
Cattle Cycles |
0 |
2 |
7 |
274 |
4 |
15 |
48 |
1,164 |
Competition among Exchanges |
0 |
0 |
0 |
109 |
1 |
6 |
14 |
452 |
Cream-Skimming in Financial Markets |
0 |
1 |
2 |
20 |
8 |
32 |
73 |
181 |
Crime and Social Interactions |
5 |
9 |
46 |
2,119 |
20 |
49 |
172 |
10,025 |
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 |
0 |
1 |
5 |
67 |
2 |
3 |
14 |
279 |
Duality theory for dynamic optimization models of economics: The continuous time case |
1 |
1 |
4 |
909 |
4 |
4 |
19 |
2,334 |
Economic growth in a cross-section of cities |
1 |
2 |
7 |
502 |
4 |
19 |
70 |
1,500 |
Equilibria in systems of social interactions |
0 |
1 |
1 |
92 |
3 |
8 |
16 |
238 |
Executive Compensation and Short-Termist Behaviour in Speculative Markets |
0 |
1 |
6 |
134 |
2 |
14 |
42 |
658 |
Explorations into Factors Explaining Money Market Returns |
0 |
3 |
15 |
552 |
2 |
8 |
42 |
1,302 |
Financial Intermediation without Exclusivity |
0 |
0 |
0 |
39 |
0 |
1 |
7 |
215 |
Global asymptotic stability of optimal control systems with applications to the theory of economic growth |
0 |
1 |
2 |
114 |
0 |
1 |
6 |
344 |
Growth in Cities |
9 |
34 |
118 |
3,519 |
45 |
120 |
437 |
12,640 |
Long-Term Risk: An Operator Approach |
0 |
0 |
0 |
99 |
3 |
6 |
17 |
432 |
Market and Public Liquidity |
0 |
0 |
0 |
37 |
1 |
2 |
4 |
168 |
Maximum principle and transversality condition for concave infinite horizon economic models |
0 |
0 |
0 |
173 |
0 |
0 |
5 |
396 |
Measuring Trust |
2 |
6 |
23 |
2,962 |
7 |
20 |
119 |
7,959 |
Misspecified Recovery |
0 |
0 |
3 |
7 |
2 |
5 |
26 |
84 |
Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
0 |
0 |
5 |
17 |
4 |
9 |
31 |
951 |
Nonlinear Dynamics and Stock Returns |
0 |
2 |
18 |
711 |
20 |
31 |
121 |
1,994 |
Nonlinearities in Economic Dynamics |
0 |
0 |
0 |
200 |
1 |
1 |
7 |
427 |
On optimal steady states of n-sector growth models when utility is discounted |
0 |
0 |
2 |
108 |
0 |
1 |
6 |
243 |
On the Differentiability of the Value Function in Dynamic Models of Economics |
0 |
2 |
11 |
633 |
0 |
8 |
40 |
1,319 |
Optimal Environmental Management in the Presence of Irreversibilities |
0 |
0 |
0 |
17 |
1 |
1 |
5 |
90 |
Optimal employment contracts with bankruptcy constraints |
0 |
0 |
1 |
51 |
1 |
1 |
7 |
247 |
Optimal exercise of executive stock options |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
69 |
Outside and Inside Liquidity |
1 |
1 |
4 |
126 |
5 |
14 |
40 |
513 |
Overconfidence and Speculative Bubbles |
11 |
13 |
31 |
575 |
34 |
53 |
152 |
2,087 |
Price Crashes, Information Aggregation, and Market-Making |
0 |
0 |
0 |
57 |
4 |
5 |
10 |
158 |
Price Setting Supergames with Capacity Constraints |
2 |
2 |
6 |
265 |
4 |
6 |
18 |
606 |
Pricing growth-rate risk |
0 |
0 |
0 |
41 |
0 |
2 |
4 |
130 |
Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes |
1 |
6 |
31 |
1,619 |
8 |
23 |
108 |
4,254 |
Risk-Price Dynamics |
0 |
1 |
2 |
41 |
2 |
7 |
18 |
249 |
Self-Organized Criticality and Economic Fluctuations |
1 |
6 |
11 |
511 |
3 |
11 |
28 |
1,340 |
Smoothness, Comparative Dynamics, and the Turnpike Property |
0 |
0 |
3 |
84 |
0 |
2 |
12 |
262 |
Some results on global asymptotic stability of difference equations |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
105 |
Spectral methods for identifying scalar diffusions |
0 |
0 |
2 |
114 |
0 |
1 |
8 |
266 |
Speculating on home improvements |
0 |
0 |
0 |
14 |
1 |
1 |
10 |
90 |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
1 |
1 |
10 |
97 |
5 |
8 |
55 |
571 |
Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
106 |
Stability of Separable Hamiltonians and Investment Theory |
0 |
0 |
0 |
42 |
0 |
1 |
6 |
123 |
THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
179 |
The Importance of Bundling in a Gorman-Lancaster Model of Earnings |
0 |
3 |
8 |
213 |
5 |
14 |
35 |
806 |
The Relevance of the Two-Sector Production Model in Trade Theory |
0 |
1 |
12 |
298 |
2 |
6 |
24 |
788 |
The Social Multiplier |
0 |
1 |
8 |
250 |
7 |
39 |
77 |
842 |
The Transition to Free Markets: Where to Begin Privatization |
0 |
0 |
0 |
56 |
0 |
1 |
4 |
208 |
The injustice of inequality |
0 |
2 |
4 |
325 |
10 |
14 |
50 |
1,507 |
Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems |
0 |
0 |
0 |
9 |
1 |
2 |
8 |
25 |
Value-Added Taxes, Chain Effects, and Informality |
0 |
2 |
4 |
161 |
2 |
7 |
26 |
531 |
Yesterday's Heroes: Compensation and Risk at Financial Firms |
1 |
2 |
4 |
36 |
2 |
5 |
24 |
194 |
Total Journal Articles |
39 |
118 |
460 |
19,754 |
242 |
642 |
2,300 |
65,428 |