| 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 |
2 |
13 |
57 |
3,519 |
| Advisors and Asset Prices: A Model of the Origins of Bubbles |
0 |
0 |
0 |
98 |
1 |
6 |
18 |
412 |
| Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics |
0 |
1 |
2 |
299 |
0 |
5 |
17 |
1,227 |
| Asset Float and Speculative Bubbles |
0 |
0 |
0 |
170 |
3 |
8 |
21 |
776 |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
403 |
2 |
7 |
28 |
1,598 |
| Cattle Cycles |
0 |
1 |
1 |
251 |
1 |
5 |
15 |
1,183 |
| Cattle Cycles |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
682 |
| Competition Among Exchanges |
0 |
0 |
0 |
195 |
0 |
2 |
11 |
553 |
| Competition Among Exchanges |
0 |
0 |
0 |
142 |
1 |
3 |
13 |
729 |
| Cream Skimming in Financial Markets |
0 |
0 |
1 |
140 |
2 |
6 |
20 |
514 |
| Crime and Social Interactions |
0 |
0 |
1 |
1,125 |
0 |
8 |
21 |
4,675 |
| Crime and Social Interactions |
0 |
0 |
0 |
3 |
0 |
18 |
51 |
1,779 |
| Days to Cover and Stock Returns |
0 |
0 |
3 |
55 |
2 |
12 |
37 |
205 |
| Economic Growth in a Cross-Section of Cities |
0 |
1 |
1 |
1,666 |
0 |
14 |
23 |
5,493 |
| Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1 |
0 |
6 |
15 |
905 |
| Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
168 |
0 |
2 |
6 |
413 |
| Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
24 |
0 |
1 |
5 |
187 |
| Estimating the Spatial Amplification of Damage Caused by Degradation in the Amazon |
0 |
0 |
0 |
9 |
0 |
1 |
8 |
31 |
| Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
19 |
2 |
4 |
13 |
224 |
| Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
119 |
1 |
4 |
13 |
604 |
| Financial Constraints on Corporate Goodness |
0 |
2 |
4 |
166 |
5 |
17 |
58 |
677 |
| Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth |
0 |
0 |
1 |
166 |
0 |
3 |
16 |
606 |
| Going-Concern Debt of Financial Intermediaries |
0 |
0 |
0 |
20 |
1 |
5 |
6 |
52 |
| Growth in Cities |
2 |
3 |
7 |
154 |
3 |
15 |
53 |
731 |
| Growth in Cities |
0 |
2 |
3 |
823 |
1 |
9 |
32 |
2,416 |
| Learning-By-Doing, International Trade and Growth: A Note |
0 |
0 |
3 |
454 |
1 |
4 |
15 |
1,024 |
| Long Term Risk |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
19 |
| Long Term Risk: An Operator Approach |
0 |
0 |
0 |
92 |
0 |
7 |
10 |
377 |
| Measuring Social Interactions |
0 |
0 |
0 |
2 |
1 |
6 |
32 |
2,798 |
| Measuring Trust |
1 |
1 |
2 |
128 |
1 |
8 |
28 |
687 |
| Misspecified Recovery |
0 |
0 |
1 |
26 |
0 |
2 |
7 |
211 |
| Misspecified Recovery |
0 |
0 |
0 |
3 |
0 |
6 |
11 |
54 |
| Misspecified Recovery |
0 |
0 |
0 |
42 |
3 |
9 |
21 |
195 |
| 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 |
1 |
9 |
19 |
1,931 |
| Non-Market Interactions |
0 |
0 |
0 |
357 |
0 |
2 |
15 |
1,207 |
| Non-Market Interactions |
0 |
0 |
0 |
236 |
0 |
2 |
11 |
1,228 |
| OUTSIDE AND INSIDE LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Optimal Exercise of American Claims When |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
153 |
| Optimal Exercise of American Claims When Markets Are Not Complete |
0 |
0 |
0 |
14 |
0 |
1 |
4 |
63 |
| Outside and Inside Liquidity |
0 |
0 |
0 |
141 |
2 |
11 |
40 |
543 |
| Overconfidence, Short-Sale Constraints and Bubbles |
0 |
0 |
1 |
350 |
0 |
6 |
25 |
986 |
| Paris-Princeton Lectures on Mathematical Finance |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
115 |
| Pay for Short-Term Performance: Executive Compensation in Speculative Markets |
0 |
0 |
1 |
130 |
0 |
3 |
16 |
484 |
| Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
0 |
1 |
131 |
0 |
3 |
10 |
337 |
| Principal components and the long run |
0 |
0 |
0 |
49 |
0 |
1 |
13 |
136 |
| Recursive utility in a Markov environment with stochastic growth |
0 |
0 |
4 |
19 |
1 |
6 |
20 |
119 |
| Repricing Avalanches |
0 |
1 |
1 |
16 |
0 |
3 |
11 |
75 |
| Repricing Avalanches in the Billion-Prices Data |
0 |
0 |
0 |
6 |
0 |
3 |
15 |
52 |
| Risk Price Dynamics |
0 |
0 |
1 |
83 |
2 |
5 |
18 |
294 |
| Risk Price Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Shock Elasticities and Impulse Responses |
0 |
0 |
0 |
61 |
1 |
5 |
15 |
187 |
| Shorting in Speculative Markets |
0 |
0 |
0 |
12 |
0 |
5 |
18 |
69 |
| Some Remarks on Monetary Policy in an Overlapping Generations Model |
0 |
0 |
1 |
68 |
0 |
3 |
6 |
203 |
| Some Results on Global Asymptotic Stability of Control Systems |
0 |
0 |
0 |
21 |
0 |
2 |
5 |
195 |
| Speculating on Home Improvements |
0 |
0 |
0 |
5 |
1 |
2 |
8 |
90 |
| Speculation, Trading and Bubbles Third Annual Arrow Lecture |
0 |
0 |
0 |
64 |
2 |
10 |
15 |
263 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
1 |
1 |
67 |
2 |
12 |
28 |
698 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
0 |
179 |
1 |
5 |
17 |
930 |
| Stochastic Compounding and Uncertain Valuation |
1 |
1 |
2 |
17 |
1 |
2 |
9 |
102 |
| Supply and Shorting in Speculative Markets |
0 |
0 |
0 |
6 |
0 |
4 |
12 |
40 |
| The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory |
0 |
0 |
0 |
77 |
0 |
6 |
19 |
326 |
| The Informal Sector |
0 |
1 |
1 |
195 |
0 |
7 |
16 |
556 |
| The Informal Sector |
0 |
0 |
0 |
20 |
0 |
3 |
13 |
158 |
| The Informal Sector |
0 |
0 |
0 |
427 |
2 |
10 |
28 |
1,442 |
| The Informal Sector, Second Version |
0 |
0 |
0 |
55 |
2 |
4 |
16 |
178 |
| The Informal Sector, Third Version |
0 |
0 |
0 |
91 |
1 |
3 |
17 |
248 |
| The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil |
0 |
0 |
0 |
200 |
3 |
8 |
16 |
433 |
| The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version |
0 |
0 |
0 |
83 |
0 |
3 |
14 |
197 |
| The Injustice of Inequality |
0 |
0 |
0 |
272 |
1 |
3 |
13 |
1,792 |
| The Social Multiplier |
0 |
0 |
0 |
140 |
1 |
2 |
14 |
539 |
| The Social Multiplier |
0 |
0 |
2 |
49 |
0 |
5 |
19 |
359 |
| The Social Multiplier |
0 |
0 |
3 |
366 |
1 |
8 |
19 |
1,657 |
| Value Added Taxes, Chain Effects and Informality |
0 |
0 |
0 |
150 |
0 |
4 |
11 |
426 |
| What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
3 |
1 |
4 |
13 |
1,634 |
| What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
1,214 |
0 |
6 |
25 |
4,174 |
| When a Master Dies: Speculation and Asset Float |
0 |
0 |
0 |
12 |
1 |
6 |
10 |
69 |
| Yesterday's Heroes: Compensation and Creative Risk-Taking |
0 |
0 |
1 |
71 |
1 |
3 |
23 |
364 |
| “Value Added Taxes, Chain Effects and Informalityâ€, Second Version |
0 |
0 |
0 |
328 |
1 |
3 |
19 |
793 |
| Total Working Papers |
4 |
15 |
50 |
13,129 |
62 |
415 |
1,354 |
61,401 |
| 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 |
0 |
3 |
206 |
0 |
5 |
23 |
498 |
| A limit theorem for systems of social interactions |
0 |
0 |
0 |
25 |
0 |
2 |
13 |
164 |
| Advisors and asset prices: A model of the origins of bubbles |
0 |
0 |
1 |
97 |
1 |
4 |
16 |
519 |
| Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics |
0 |
1 |
5 |
225 |
0 |
4 |
24 |
688 |
| Asset Float and Speculative Bubbles |
0 |
0 |
0 |
165 |
0 |
3 |
13 |
769 |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
213 |
0 |
2 |
8 |
731 |
| Borrowing Constraints and Aggregate Economic Activity |
0 |
0 |
1 |
474 |
0 |
1 |
5 |
1,022 |
| Cattle Cycles |
1 |
1 |
11 |
332 |
2 |
12 |
47 |
1,377 |
| Competition among Exchanges |
0 |
0 |
1 |
115 |
1 |
4 |
13 |
560 |
| Cream-Skimming in Financial Markets |
0 |
0 |
0 |
34 |
0 |
6 |
11 |
307 |
| Crime and Social Interactions |
0 |
0 |
7 |
2,272 |
2 |
6 |
55 |
10,627 |
| DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 |
1 |
2 |
5 |
91 |
2 |
5 |
14 |
336 |
| Duality theory for dynamic optimization models of economics: The continuous time case |
0 |
0 |
5 |
942 |
0 |
1 |
26 |
2,432 |
| Economic growth in a cross-section of cities |
0 |
1 |
2 |
516 |
1 |
9 |
42 |
1,628 |
| Equilibria in systems of social interactions |
0 |
0 |
0 |
96 |
1 |
3 |
11 |
368 |
| Executive Compensation and Short-Termist Behaviour in Speculative Markets |
0 |
0 |
1 |
156 |
2 |
4 |
27 |
827 |
| Explorations into Factors Explaining Money Market Returns |
0 |
0 |
3 |
601 |
0 |
2 |
18 |
1,418 |
| Financial Intermediation without Exclusivity |
0 |
0 |
0 |
39 |
0 |
0 |
4 |
231 |
| Global asymptotic stability of optimal control systems with applications to the theory of economic growth |
0 |
0 |
1 |
121 |
1 |
2 |
10 |
368 |
| Growth in Cities |
3 |
12 |
60 |
3,843 |
23 |
62 |
252 |
13,965 |
| Long-Term Risk: An Operator Approach |
0 |
0 |
0 |
102 |
1 |
7 |
28 |
497 |
| Market and Public Liquidity |
0 |
0 |
0 |
38 |
2 |
3 |
11 |
187 |
| Maximum principle and transversality condition for concave infinite horizon economic models |
0 |
0 |
3 |
187 |
1 |
3 |
13 |
436 |
| Measuring Trust |
1 |
1 |
14 |
3,015 |
6 |
18 |
67 |
8,270 |
| Misspecified Recovery |
0 |
0 |
2 |
15 |
0 |
4 |
14 |
141 |
| Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
1 |
1 |
3 |
29 |
3 |
7 |
21 |
1,028 |
| Nonlinear Dynamics and Stock Returns |
1 |
1 |
6 |
744 |
2 |
7 |
34 |
2,156 |
| Nonlinearities in Economic Dynamics |
0 |
0 |
0 |
203 |
0 |
1 |
5 |
448 |
| On optimal steady states of n-sector growth models when utility is discounted |
0 |
0 |
1 |
115 |
1 |
3 |
8 |
276 |
| On the Differentiability of the Value Function in Dynamic Models of Economics |
0 |
0 |
2 |
694 |
1 |
5 |
24 |
1,454 |
| Optimal Environmental Management in the Presence of Irreversibilities |
0 |
0 |
0 |
18 |
0 |
3 |
6 |
145 |
| Optimal employment contracts with bankruptcy constraints |
0 |
0 |
0 |
52 |
1 |
2 |
9 |
266 |
| Optimal exercise of executive stock options |
0 |
0 |
0 |
15 |
0 |
2 |
4 |
77 |
| Outside and Inside Liquidity |
0 |
0 |
0 |
137 |
1 |
5 |
14 |
682 |
| Overconfidence and Speculative Bubbles |
1 |
7 |
22 |
718 |
12 |
43 |
129 |
2,719 |
| Price Crashes, Information Aggregation, and Market-Making |
0 |
0 |
1 |
60 |
0 |
3 |
12 |
235 |
| Price Setting Supergames with Capacity Constraints |
1 |
1 |
1 |
286 |
1 |
3 |
11 |
664 |
| Pricing growth-rate risk |
0 |
0 |
0 |
43 |
0 |
4 |
10 |
150 |
| Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes |
3 |
9 |
21 |
1,754 |
6 |
35 |
93 |
4,696 |
| Risk-Price Dynamics |
0 |
0 |
0 |
43 |
1 |
4 |
17 |
279 |
| Self-Organized Criticality and Economic Fluctuations |
0 |
0 |
4 |
533 |
0 |
1 |
15 |
1,414 |
| Smoothness, Comparative Dynamics, and the Turnpike Property |
1 |
1 |
1 |
93 |
1 |
3 |
10 |
301 |
| Some results on global asymptotic stability of difference equations |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
114 |
| Spectral methods for identifying scalar diffusions |
0 |
0 |
0 |
120 |
0 |
0 |
9 |
294 |
| Speculating on home improvements |
0 |
0 |
0 |
16 |
0 |
1 |
8 |
110 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
0 |
113 |
1 |
4 |
22 |
754 |
| Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems |
0 |
0 |
0 |
19 |
1 |
4 |
9 |
121 |
| Stability of Separable Hamiltonians and Investment Theory |
0 |
0 |
1 |
44 |
0 |
3 |
10 |
140 |
| THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
245 |
| The Importance of Bundling in a Gorman-Lancaster Model of Earnings |
2 |
2 |
2 |
237 |
2 |
2 |
16 |
891 |
| The Relevance of the Two-Sector Production Model in Trade Theory |
0 |
1 |
3 |
343 |
5 |
7 |
33 |
956 |
| The Social Multiplier |
1 |
1 |
4 |
283 |
2 |
4 |
27 |
1,093 |
| The Transition to Free Markets: Where to Begin Privatization |
0 |
0 |
0 |
60 |
0 |
1 |
6 |
224 |
| The injustice of inequality |
1 |
2 |
2 |
357 |
1 |
6 |
39 |
1,706 |
| Value-Added Taxes, Chain Effects, and Informality |
0 |
1 |
2 |
173 |
0 |
4 |
22 |
615 |
| Yesterday's Heroes: Compensation and Risk at Financial Firms |
0 |
0 |
6 |
77 |
1 |
2 |
19 |
295 |
| Total Journal Articles |
18 |
45 |
207 |
21,340 |
89 |
344 |
1,423 |
72,914 |