| 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 |
7 |
16 |
61 |
3,517 |
| Advisors and Asset Prices: A Model of the Origins of Bubbles |
0 |
0 |
0 |
98 |
4 |
9 |
17 |
411 |
| Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics |
1 |
2 |
2 |
299 |
4 |
7 |
17 |
1,227 |
| Asset Float and Speculative Bubbles |
0 |
0 |
0 |
170 |
4 |
5 |
18 |
773 |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
403 |
4 |
9 |
26 |
1,596 |
| Cattle Cycles |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
682 |
| Cattle Cycles |
1 |
1 |
1 |
251 |
3 |
7 |
14 |
1,182 |
| Competition Among Exchanges |
0 |
0 |
0 |
142 |
2 |
4 |
12 |
728 |
| Competition Among Exchanges |
0 |
0 |
0 |
195 |
1 |
2 |
11 |
553 |
| Cream Skimming in Financial Markets |
0 |
0 |
1 |
140 |
2 |
4 |
19 |
512 |
| Crime and Social Interactions |
0 |
0 |
2 |
1,125 |
8 |
9 |
23 |
4,675 |
| Crime and Social Interactions |
0 |
0 |
0 |
3 |
14 |
19 |
53 |
1,779 |
| Days to Cover and Stock Returns |
0 |
2 |
3 |
55 |
5 |
19 |
36 |
203 |
| Economic Growth in a Cross-Section of Cities |
0 |
0 |
0 |
1 |
6 |
6 |
15 |
905 |
| Economic Growth in a Cross-Section of Cities |
0 |
1 |
1 |
1,666 |
11 |
17 |
23 |
5,493 |
| Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
168 |
2 |
2 |
6 |
413 |
| Equilibria in Systems of Social Interactions |
0 |
0 |
0 |
24 |
1 |
1 |
5 |
187 |
| Estimating the Spatial Amplification of Damage Caused by Degradation in the Amazon |
0 |
0 |
0 |
9 |
1 |
6 |
9 |
31 |
| Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
19 |
2 |
3 |
11 |
222 |
| Executive Compensation and Short-termist Behavior in Speculative Markets |
0 |
0 |
0 |
119 |
1 |
3 |
12 |
603 |
| Financial Constraints on Corporate Goodness |
1 |
2 |
4 |
166 |
7 |
24 |
54 |
672 |
| Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth |
0 |
1 |
1 |
166 |
2 |
11 |
16 |
606 |
| Going-Concern Debt of Financial Intermediaries |
0 |
0 |
0 |
20 |
3 |
4 |
5 |
51 |
| Growth in Cities |
1 |
2 |
4 |
823 |
7 |
11 |
34 |
2,415 |
| Growth in Cities |
0 |
2 |
7 |
152 |
7 |
18 |
55 |
728 |
| Learning-By-Doing, International Trade and Growth: A Note |
0 |
2 |
4 |
454 |
2 |
6 |
15 |
1,023 |
| Long Term Risk |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
19 |
| Long Term Risk: An Operator Approach |
0 |
0 |
0 |
92 |
6 |
7 |
10 |
377 |
| Measuring Social Interactions |
0 |
0 |
0 |
2 |
5 |
7 |
32 |
2,797 |
| Measuring Trust |
0 |
1 |
1 |
127 |
5 |
14 |
28 |
686 |
| Misspecified Recovery |
0 |
0 |
1 |
26 |
1 |
3 |
7 |
211 |
| Misspecified Recovery |
0 |
0 |
0 |
3 |
5 |
6 |
11 |
54 |
| Misspecified Recovery |
0 |
0 |
0 |
42 |
5 |
8 |
18 |
192 |
| 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 |
5 |
9 |
18 |
1,930 |
| Non-Market Interactions |
0 |
0 |
0 |
236 |
2 |
2 |
11 |
1,228 |
| Non-Market Interactions |
0 |
0 |
0 |
357 |
1 |
2 |
15 |
1,207 |
| OUTSIDE AND INSIDE LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Optimal Exercise of American Claims When |
0 |
0 |
0 |
57 |
1 |
1 |
2 |
153 |
| Optimal Exercise of American Claims When Markets Are Not Complete |
0 |
0 |
0 |
14 |
1 |
1 |
4 |
63 |
| Outside and Inside Liquidity |
0 |
0 |
0 |
141 |
1 |
18 |
39 |
541 |
| Overconfidence, Short-Sale Constraints and Bubbles |
0 |
0 |
1 |
350 |
4 |
12 |
25 |
986 |
| Paris-Princeton Lectures on Mathematical Finance |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
115 |
| Pay for Short-Term Performance: Executive Compensation in Speculative Markets |
0 |
0 |
1 |
130 |
3 |
5 |
16 |
484 |
| Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
0 |
1 |
131 |
2 |
3 |
10 |
337 |
| Principal components and the long run |
0 |
0 |
0 |
49 |
1 |
1 |
13 |
136 |
| Recursive utility in a Markov environment with stochastic growth |
0 |
0 |
5 |
19 |
3 |
6 |
20 |
118 |
| Repricing Avalanches |
0 |
1 |
2 |
16 |
2 |
3 |
12 |
75 |
| Repricing Avalanches in the Billion-Prices Data |
0 |
0 |
0 |
6 |
1 |
8 |
15 |
52 |
| Risk Price Dynamics |
0 |
0 |
1 |
83 |
1 |
7 |
16 |
292 |
| Risk Price Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Shock Elasticities and Impulse Responses |
0 |
0 |
0 |
61 |
3 |
9 |
14 |
186 |
| Shorting in Speculative Markets |
0 |
0 |
0 |
12 |
4 |
7 |
18 |
69 |
| Some Remarks on Monetary Policy in an Overlapping Generations Model |
0 |
0 |
1 |
68 |
3 |
3 |
6 |
203 |
| Some Results on Global Asymptotic Stability of Control Systems |
0 |
0 |
0 |
21 |
2 |
2 |
5 |
195 |
| Speculating on Home Improvements |
0 |
0 |
0 |
5 |
1 |
1 |
7 |
89 |
| Speculation, Trading and Bubbles Third Annual Arrow Lecture |
0 |
0 |
1 |
64 |
7 |
8 |
14 |
261 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
0 |
179 |
3 |
5 |
16 |
929 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
1 |
1 |
1 |
67 |
6 |
11 |
26 |
696 |
| Stochastic Compounding and Uncertain Valuation |
0 |
0 |
1 |
16 |
1 |
3 |
8 |
101 |
| Supply and Shorting in Speculative Markets |
0 |
0 |
0 |
6 |
2 |
6 |
12 |
40 |
| The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory |
0 |
0 |
0 |
77 |
6 |
6 |
19 |
326 |
| The Informal Sector |
0 |
1 |
1 |
195 |
5 |
8 |
18 |
556 |
| The Informal Sector |
0 |
0 |
0 |
427 |
8 |
10 |
26 |
1,440 |
| The Informal Sector |
0 |
0 |
0 |
20 |
2 |
4 |
14 |
158 |
| The Informal Sector, Second Version |
0 |
0 |
0 |
55 |
1 |
3 |
14 |
176 |
| The Informal Sector, Third Version |
0 |
0 |
0 |
91 |
2 |
2 |
16 |
247 |
| The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil |
0 |
0 |
0 |
200 |
2 |
5 |
13 |
430 |
| The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version |
0 |
0 |
0 |
83 |
2 |
3 |
14 |
197 |
| The Injustice of Inequality |
0 |
0 |
0 |
272 |
1 |
2 |
12 |
1,791 |
| The Social Multiplier |
0 |
0 |
3 |
366 |
2 |
9 |
19 |
1,656 |
| The Social Multiplier |
0 |
0 |
0 |
140 |
0 |
3 |
13 |
538 |
| The Social Multiplier |
0 |
0 |
2 |
49 |
4 |
5 |
19 |
359 |
| Value Added Taxes, Chain Effects and Informality |
0 |
0 |
0 |
150 |
3 |
5 |
11 |
426 |
| What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
1,214 |
4 |
12 |
26 |
4,174 |
| What is Social Capital? The Determinants of Trust and Trustworthiness |
0 |
0 |
0 |
3 |
3 |
3 |
12 |
1,633 |
| When a Master Dies: Speculation and Asset Float |
0 |
0 |
0 |
12 |
2 |
6 |
9 |
68 |
| Yesterday's Heroes: Compensation and Creative Risk-Taking |
0 |
0 |
1 |
71 |
2 |
8 |
22 |
363 |
| “Value Added Taxes, Chain Effects and Informalityâ€, Second Version |
0 |
0 |
0 |
328 |
1 |
2 |
18 |
792 |
| Total Working Papers |
5 |
19 |
54 |
13,125 |
251 |
502 |
1,327 |
61,339 |
| 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 |
4 |
8 |
23 |
498 |
| A limit theorem for systems of social interactions |
0 |
0 |
0 |
25 |
1 |
2 |
13 |
164 |
| Advisors and asset prices: A model of the origins of bubbles |
0 |
0 |
1 |
97 |
3 |
4 |
15 |
518 |
| Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics |
1 |
3 |
5 |
225 |
2 |
6 |
24 |
688 |
| Asset Float and Speculative Bubbles |
0 |
0 |
0 |
165 |
3 |
3 |
13 |
769 |
| Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes |
0 |
0 |
0 |
213 |
2 |
3 |
8 |
731 |
| Borrowing Constraints and Aggregate Economic Activity |
0 |
0 |
2 |
474 |
1 |
2 |
6 |
1,022 |
| Cattle Cycles |
0 |
2 |
10 |
331 |
6 |
15 |
46 |
1,375 |
| Competition among Exchanges |
0 |
0 |
1 |
115 |
2 |
4 |
12 |
559 |
| Cream-Skimming in Financial Markets |
0 |
0 |
0 |
34 |
6 |
6 |
12 |
307 |
| Crime and Social Interactions |
0 |
0 |
9 |
2,272 |
3 |
4 |
63 |
10,625 |
| DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 |
0 |
2 |
4 |
90 |
2 |
4 |
12 |
334 |
| Duality theory for dynamic optimization models of economics: The continuous time case |
0 |
0 |
5 |
942 |
1 |
2 |
26 |
2,432 |
| Economic growth in a cross-section of cities |
0 |
1 |
2 |
516 |
5 |
11 |
41 |
1,627 |
| Equilibria in systems of social interactions |
0 |
0 |
0 |
96 |
2 |
3 |
10 |
367 |
| Executive Compensation and Short-Termist Behaviour in Speculative Markets |
0 |
0 |
2 |
156 |
2 |
3 |
26 |
825 |
| Explorations into Factors Explaining Money Market Returns |
0 |
1 |
3 |
601 |
1 |
4 |
18 |
1,418 |
| Financial Intermediation without Exclusivity |
0 |
0 |
0 |
39 |
0 |
0 |
5 |
231 |
| Global asymptotic stability of optimal control systems with applications to the theory of economic growth |
0 |
0 |
1 |
121 |
1 |
3 |
9 |
367 |
| Growth in Cities |
6 |
16 |
64 |
3,840 |
22 |
60 |
249 |
13,942 |
| Long-Term Risk: An Operator Approach |
0 |
0 |
0 |
102 |
3 |
13 |
28 |
496 |
| Market and Public Liquidity |
0 |
0 |
0 |
38 |
0 |
1 |
9 |
185 |
| Maximum principle and transversality condition for concave infinite horizon economic models |
0 |
1 |
3 |
187 |
2 |
3 |
13 |
435 |
| Measuring Trust |
0 |
2 |
13 |
3,014 |
10 |
16 |
64 |
8,264 |
| Misspecified Recovery |
0 |
0 |
2 |
15 |
4 |
5 |
14 |
141 |
| Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws |
0 |
0 |
2 |
28 |
1 |
5 |
18 |
1,025 |
| Nonlinear Dynamics and Stock Returns |
0 |
0 |
6 |
743 |
5 |
6 |
36 |
2,154 |
| Nonlinearities in Economic Dynamics |
0 |
0 |
0 |
203 |
1 |
3 |
5 |
448 |
| On optimal steady states of n-sector growth models when utility is discounted |
0 |
0 |
1 |
115 |
2 |
2 |
8 |
275 |
| On the Differentiability of the Value Function in Dynamic Models of Economics |
0 |
0 |
2 |
694 |
3 |
7 |
24 |
1,453 |
| Optimal Environmental Management in the Presence of Irreversibilities |
0 |
0 |
0 |
18 |
2 |
4 |
6 |
145 |
| Optimal employment contracts with bankruptcy constraints |
0 |
0 |
0 |
52 |
1 |
3 |
8 |
265 |
| Optimal exercise of executive stock options |
0 |
0 |
0 |
15 |
1 |
3 |
4 |
77 |
| Outside and Inside Liquidity |
0 |
0 |
0 |
137 |
3 |
5 |
13 |
681 |
| Overconfidence and Speculative Bubbles |
4 |
9 |
21 |
717 |
24 |
43 |
124 |
2,707 |
| Price Crashes, Information Aggregation, and Market-Making |
0 |
0 |
1 |
60 |
3 |
3 |
12 |
235 |
| Price Setting Supergames with Capacity Constraints |
0 |
0 |
1 |
285 |
1 |
2 |
11 |
663 |
| Pricing growth-rate risk |
0 |
0 |
0 |
43 |
3 |
5 |
10 |
150 |
| Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes |
3 |
7 |
24 |
1,751 |
15 |
34 |
96 |
4,690 |
| Risk-Price Dynamics |
0 |
0 |
0 |
43 |
3 |
4 |
16 |
278 |
| Self-Organized Criticality and Economic Fluctuations |
0 |
0 |
4 |
533 |
0 |
1 |
15 |
1,414 |
| Smoothness, Comparative Dynamics, and the Turnpike Property |
0 |
0 |
0 |
92 |
2 |
3 |
9 |
300 |
| 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 |
1 |
9 |
294 |
| Speculating on home improvements |
0 |
0 |
0 |
16 |
1 |
1 |
8 |
110 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
0 |
113 |
2 |
4 |
21 |
753 |
| Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems |
0 |
0 |
0 |
19 |
3 |
4 |
8 |
120 |
| Stability of Separable Hamiltonians and Investment Theory |
0 |
0 |
1 |
44 |
3 |
3 |
10 |
140 |
| THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
245 |
| The Importance of Bundling in a Gorman-Lancaster Model of Earnings |
0 |
0 |
0 |
235 |
0 |
2 |
14 |
889 |
| The Relevance of the Two-Sector Production Model in Trade Theory |
0 |
1 |
3 |
343 |
1 |
2 |
30 |
951 |
| The Social Multiplier |
0 |
0 |
4 |
282 |
1 |
3 |
26 |
1,091 |
| The Transition to Free Markets: Where to Begin Privatization |
0 |
0 |
0 |
60 |
1 |
1 |
6 |
224 |
| The injustice of inequality |
0 |
1 |
1 |
356 |
4 |
9 |
38 |
1,705 |
| Value-Added Taxes, Chain Effects, and Informality |
0 |
1 |
2 |
173 |
2 |
6 |
22 |
615 |
| Yesterday's Heroes: Compensation and Risk at Financial Firms |
0 |
0 |
7 |
77 |
1 |
3 |
20 |
294 |
| Total Journal Articles |
14 |
47 |
210 |
21,322 |
178 |
360 |
1,402 |
72,825 |