| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 'Ergodicity Economics' is Pseudoscience |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
18 |
| A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
54 |
| A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal |
0 |
0 |
0 |
12 |
3 |
3 |
8 |
56 |
| A Theory of the Saving Rate of the Rich |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
12 |
| An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
55 |
| An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity |
0 |
0 |
0 |
27 |
5 |
5 |
7 |
76 |
| Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited |
1 |
1 |
18 |
18 |
3 |
5 |
21 |
21 |
| Asset Pricing and the One Percent |
0 |
0 |
0 |
21 |
0 |
2 |
3 |
59 |
| Asymptotic Linearity of Consumption Functions and Computational Efficiency |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
20 |
| Bayesian general equilibrium |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| Bubble Economics |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
15 |
| Bubble Economics |
0 |
0 |
2 |
25 |
2 |
3 |
11 |
31 |
| Bubble Economics |
0 |
0 |
24 |
24 |
0 |
1 |
14 |
14 |
| Bubble Necessity Theorem |
1 |
2 |
8 |
10 |
2 |
3 |
15 |
20 |
| Bubble Necessity Theorem |
0 |
0 |
1 |
15 |
1 |
1 |
13 |
24 |
| Bubble Necessity Theorem |
0 |
1 |
3 |
15 |
1 |
2 |
8 |
25 |
| Bubble economics |
0 |
1 |
1 |
24 |
0 |
3 |
9 |
27 |
| Bursting Bubbles in a Macroeconomic Model |
0 |
2 |
12 |
12 |
1 |
3 |
11 |
11 |
| Bursting Bubbles in a Macroeconomic Model |
0 |
1 |
1 |
1 |
4 |
5 |
5 |
5 |
| Capital and Labor Income Pareto Exponents across Time and Space |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
24 |
| Capital and Labor Income Pareto Exponents across Time and Space |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
16 |
| Capital and Labor Income Pareto Exponents in the United States, 1916-2019 |
0 |
0 |
2 |
10 |
0 |
0 |
5 |
16 |
| Data-based Automatic Discretization of Nonparametric Distributions |
0 |
0 |
0 |
19 |
2 |
2 |
2 |
28 |
| Determination of Pareto exponents in economic models driven by Markov multiplicative processes |
0 |
0 |
0 |
18 |
4 |
4 |
4 |
63 |
| Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
18 |
| Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
| Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments |
0 |
0 |
0 |
13 |
3 |
3 |
5 |
43 |
| Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments |
0 |
0 |
0 |
6 |
0 |
3 |
5 |
40 |
| Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution |
0 |
0 |
0 |
16 |
1 |
1 |
4 |
37 |
| Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
53 |
| Equilibrium Selection in Pure Bubble Models by Dividend Injection |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
7 |
| Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
42 |
| Fat tails and spurious estimation of consumption-based asset pricing models |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
43 |
| Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 |
1 |
2 |
2 |
19 |
1 |
4 |
7 |
42 |
| Growth Effects of Annuities and Government Transfers in Perpetual Youth Models |
0 |
0 |
0 |
41 |
1 |
1 |
7 |
58 |
| Housing Bubbles with Phase Transitions |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |
| Housing Bubbles with Phase Transitions |
0 |
0 |
2 |
14 |
3 |
3 |
9 |
12 |
| Housing Bubbles with Phase Transitions |
0 |
0 |
1 |
15 |
1 |
3 |
8 |
13 |
| Huggett Economies with Multiple Stationary Equilibria |
0 |
0 |
0 |
50 |
1 |
3 |
5 |
45 |
| Incentivizing Hidden Types in Secretary Problem |
0 |
0 |
1 |
8 |
2 |
2 |
10 |
21 |
| Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles |
0 |
0 |
1 |
9 |
0 |
1 |
5 |
21 |
| Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles |
0 |
1 |
2 |
16 |
1 |
3 |
10 |
36 |
| Linearity of Aggregate Production Functions |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
15 |
| Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions |
0 |
0 |
1 |
8 |
1 |
1 |
3 |
25 |
| Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies |
0 |
0 |
0 |
11 |
1 |
2 |
8 |
29 |
| On Equilibrium Determinacy in Overlapping Generations Models with Money |
0 |
0 |
0 |
8 |
0 |
2 |
4 |
9 |
| On the Robustness of Theoretical Asset Pricing Models |
0 |
0 |
1 |
43 |
1 |
1 |
4 |
176 |
| On the emergence of a power law in the distribution of COVID-19 cases |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
33 |
| Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement |
0 |
0 |
0 |
12 |
1 |
2 |
3 |
19 |
| Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement |
0 |
0 |
0 |
15 |
0 |
2 |
4 |
18 |
| Optimal taxation and the Domar-Musgrave effect |
0 |
0 |
1 |
11 |
4 |
5 |
7 |
17 |
| Optimal taxation and the Domar-Musgrave effect |
0 |
1 |
6 |
25 |
1 |
6 |
24 |
51 |
| Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
34 |
| Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
33 |
| Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965 |
0 |
0 |
0 |
12 |
0 |
1 |
5 |
17 |
| Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting |
0 |
0 |
0 |
2 |
0 |
3 |
5 |
16 |
| Rational Bubbles Attached to Real Assets |
0 |
0 |
2 |
3 |
0 |
0 |
6 |
8 |
| Rational Bubbles: A Clarification |
0 |
2 |
6 |
25 |
1 |
3 |
16 |
27 |
| Recent Advances on Uniqueness of Competitive Equilibrium |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
15 |
| Robust Asset-Liability Management |
0 |
0 |
1 |
6 |
1 |
2 |
8 |
21 |
| Robust Comparative Statics for the Elasticity of Intertemporal Substitution |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
6 |
| Securitized Markets, International Capital Flows, and Global Welfare |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
184 |
| Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
291 |
| Tail behavior of stopped L\'evy processes with Markov modulation |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
14 |
| Technological Innovation and Bursting Bubbles |
0 |
1 |
2 |
2 |
0 |
3 |
4 |
4 |
| The Double Power Law in Consumption and Implications for Testing Euler Equations |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
25 |
| The Effect of Social Distancing on the Reach of an Epidemic in Social Networks |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
| The Equity Premium and the One Percent |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
61 |
| The Income Fluctuation Problem and the Evolution of Wealth |
0 |
0 |
0 |
5 |
0 |
5 |
7 |
37 |
| The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
20 |
| The effect of social distancing on the reach of an epidemic in social networks |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
27 |
| Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
12 |
| Unbalanced Growth and Land Overvaluation |
0 |
0 |
8 |
8 |
2 |
4 |
9 |
9 |
| Unbalanced Growth and Land Overvaluation |
0 |
0 |
16 |
16 |
2 |
3 |
15 |
15 |
| Unbalanced Growth and Land Overvaluation |
0 |
0 |
0 |
10 |
1 |
2 |
7 |
19 |
| Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
12 |
| Unbounded Dynamic Programming via the Q-Transform |
0 |
0 |
0 |
5 |
1 |
3 |
4 |
18 |
| Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Unique Equilibria in Models of Rational Asset Price Bubbles |
0 |
0 |
1 |
8 |
4 |
4 |
9 |
17 |
| Wealth Distribution with Random Discount Factors |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
26 |
| Zipf's Law: A Microfoundation |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
31 |
| Total Working Papers |
3 |
15 |
129 |
1,059 |
71 |
139 |
433 |
2,648 |