Access Statistics for Alexis Akira Toda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Ergodicity Economics' is Pseudoscience 0 0 1 25 6 7 17 35
A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL 0 0 0 14 0 0 11 65
A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal 0 0 0 12 0 0 18 71
A Theory of Saving under Risk Preference Dynamics 0 1 6 6 1 4 20 20
A Theory of the Saving Rate of the Rich 0 0 0 2 1 1 9 21
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity 0 0 0 27 2 6 24 95
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity 0 0 0 0 0 0 16 71
Asset Pricing and the One Percent 0 0 0 21 1 1 9 66
Asymptotic Linearity of Consumption Functions and Computational Efficiency 0 0 0 10 1 2 7 27
Bayesian general equilibrium 0 0 0 1 0 0 4 20
Bubble Economics 0 0 1 25 1 1 18 31
Bubble Economics 0 0 0 25 2 3 20 48
Bubble Economics 0 0 0 2 2 3 24 37
Bubble Necessity Theorem 0 0 2 10 2 2 21 38
Bubble Necessity Theorem 0 0 2 16 2 2 16 39
Bubble Necessity Theorem 0 0 0 15 1 2 13 36
Bubble economics 0 0 1 24 0 0 13 37
Bursting Bubbles in a Macroeconomic Model 0 0 3 13 0 2 23 31
Bursting Bubbles in a Macroeconomic Model 0 0 1 1 1 2 19 19
Capital and Labor Income Pareto Exponents across Time and Space 0 0 0 4 5 5 20 44
Capital and Labor Income Pareto Exponents across Time and Space 0 0 0 0 0 0 5 20
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 1 11 0 2 19 35
Comment on 'Asset Bubbles and Overlapping Generations' 0 0 12 13 0 1 22 23
Data-based Automatic Discretization of Nonparametric Distributions 0 0 0 19 0 0 9 35
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 1 1 14 73
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis 0 0 0 0 0 0 10 19
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis 0 0 0 4 0 0 4 22
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments 0 0 0 6 0 0 10 47
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments 0 0 0 13 0 2 24 64
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 21 57
Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares 0 0 0 19 1 2 6 58
Equilibrium Selection in Pure Bubble Models by Dividend Injection 0 0 0 2 3 4 14 19
Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models 0 0 0 12 0 1 16 58
Fat tails and spurious estimation of consumption-based asset pricing models 0 0 0 18 0 0 2 45
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 1 3 20 1 2 16 54
General-Purpose Technologies and Stock Market Bubbles 0 0 1 2 1 1 25 26
Global Characterization of Equilibria in Tirole's (1985) Model with a Dividend-Paying Asset 0 0 1 18 0 2 27 43
Growth Effects of Annuities and Government Transfers in Perpetual Youth Models 0 0 0 41 1 2 20 77
Housing Bubbles with Phase Transitions 0 0 1 2 0 0 10 13
Housing Bubbles with Phase Transitions 0 0 0 15 4 4 16 26
Housing Bubbles with Phase Transitions 0 0 0 14 1 2 13 22
Huggett Economies with Multiple Stationary Equilibria 0 0 1 51 0 0 25 67
Incentivizing Hidden Types in Secretary Problem 0 0 0 8 0 0 7 26
Land and Infinite Debt Rollover 1 1 10 11 1 2 20 21
Land, G versus R, and Infinite Debt Rollover 0 0 12 12 0 11 20 20
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles 0 0 1 16 1 1 15 48
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles 0 0 2 11 0 0 11 31
Linearity, Geometry, and Substitution in Aggregate Production 0 0 0 7 1 1 13 27
Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions 0 0 0 8 2 2 14 38
Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies 0 0 1 12 1 2 14 41
On Equilibrium Determinacy in Overlapping Generations Models with Money 0 0 0 8 1 1 9 16
On the Robustness of Theoretical Asset Pricing Models 0 0 0 43 0 1 12 187
On the emergence of a power law in the distribution of COVID-19 cases 0 0 0 9 0 0 8 40
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement 0 0 0 15 0 3 16 32
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement 0 0 0 12 0 1 9 26
Optimal taxation and the Domar-Musgrave effect 0 0 2 26 5 15 35 80
Optimal taxation and the Domar-Musgrave effect 0 0 0 11 1 3 16 28
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality 0 0 0 5 0 1 10 43
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality 0 0 0 2 1 2 11 42
Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965 0 1 1 13 0 2 10 26
Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting 0 0 0 2 0 0 13 26
Rational Bubbles Attached to Real Assets 0 0 0 3 2 3 9 17
Rational Bubbles: A Clarification 0 0 3 26 2 2 26 50
Recent Advances on Uniqueness of Competitive Equilibrium 0 1 1 8 0 1 8 23
Robust Asset-Liability Management 0 0 0 6 1 1 7 26
Robust Comparative Statics for the Elasticity of Intertemporal Substitution 0 0 0 4 2 2 9 15
Securitized Markets, International Capital Flows, and Global Welfare 0 0 0 31 0 1 5 189
Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact 0 1 2 101 2 4 13 304
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 0 5 19
The Double Power Law in Consumption and Implications for Testing Euler Equations 0 0 0 3 10 10 13 38
The Effect of Social Distancing on the Reach of an Epidemic in Social Networks 0 0 0 0 0 0 8 13
The Equity Premium and the One Percent 0 0 0 14 0 1 10 70
The Income Fluctuation Problem and the Evolution of Wealth 0 0 0 5 2 2 19 51
The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability 0 0 0 1 1 1 10 30
The effect of social distancing on the reach of an epidemic in social networks 0 0 0 22 0 0 15 42
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 3 3 12 23
Unbalanced Growth and Land Overvaluation 0 0 0 10 4 4 16 33
Unbalanced Growth and Land Overvaluation 0 0 2 10 0 3 19 24
Unbalanced Growth and Land Overvaluation 0 0 0 16 1 2 17 29
Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation 0 1 2 8 0 3 12 24
Unbounded Dynamic Programming via the Q-Transform 0 0 0 5 2 2 11 26
Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions 0 0 0 0 0 0 9 10
Unique Equilibria in Models of Rational Asset Price Bubbles 0 0 1 9 2 4 11 24
Wealth Distribution with Random Discount Factors 0 0 0 4 0 0 18 44
Wealth Preferences and the Upper Tail of Consumption 0 0 1 1 1 1 11 11
Zipf's Law: A Microfoundation 0 0 0 24 0 2 13 43
Total Working Papers 1 7 78 1,124 91 170 1,219 3,730

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL 0 0 1 8 1 2 15 61
A theory of the saving rate of the rich 0 0 0 8 0 4 14 60
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity 0 1 1 23 0 1 22 147
Asset Prices and Efficiency in a Krebs Economy 0 0 0 59 0 0 13 281
Asymptotic linearity of consumption functions and computational efficiency 0 0 0 0 0 2 11 20
Bayesian general equilibrium 0 0 0 10 0 0 4 53
Bubble Necessity Theorem 0 0 3 6 4 6 31 47
Bubble economics 1 1 6 14 3 7 37 54
Capital and Labor Income Pareto Exponents Across Time and Space 0 0 1 4 0 0 12 23
Data-Based Automatic Discretization of Nonparametric Distributions 0 0 0 4 0 0 8 34
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 1 5 0 1 9 26
Discrete approximations of continuous distributions by maximum entropy 0 0 4 66 0 0 14 296
Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments 0 0 1 6 0 2 15 56
Edgeworth box economies with multiple equilibria 0 0 2 29 0 2 23 159
Efficient minimum distance estimation of Pareto exponent from top income shares 1 1 2 8 1 1 11 31
Existence of a statistical equilibrium for an economy with endogenous offer sets 0 0 1 24 0 1 9 100
Fat tails and spurious estimation of consumption‐based asset pricing models 0 0 0 5 1 1 13 53
Growth effects of annuities and government transfers in perpetual youth models 0 0 0 15 0 0 12 75
Huggett economies with multiple stationary equilibria 0 1 1 16 2 5 25 128
Incentivizing hidden types in secretary problem 0 0 0 2 0 0 10 15
Incomplete market dynamics and cross-sectional distributions 0 0 0 15 2 6 34 136
Is Gibrat’s “Economic Inequality” lognormal? 0 0 2 18 1 4 22 74
Land bubbles despite non-vanishing rents 0 0 0 0 0 0 5 5
Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions 0 0 0 7 0 1 14 36
On equilibrium determinacy in overlapping generations models with money 0 0 1 2 0 0 14 21
Optimal epidemic control in equilibrium with imperfect testing and enforcement 0 0 0 3 0 0 10 14
Optimal taxation and the Domar‐Musgrave effect 0 1 2 2 1 24 46 46
Pareto extrapolation: An analytical framework for studying tail inequality 0 0 0 1 0 1 13 19
Recent advances on uniqueness of competitive equilibrium 0 0 1 7 1 2 21 39
Robust comparative statics for the elasticity of intertemporal substitution 0 0 0 3 0 0 11 24
Securitized markets, international capital flows, and global welfare 0 0 0 12 1 1 14 84
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 0 2 0 0 3 11
The Double Power Law in Consumption and Implications for Testing Euler Equations 1 1 1 39 2 6 17 302
The Equity Premium and the One Percent 0 0 1 10 0 0 15 35
The double power law in income distribution: Explanations and evidence 0 0 2 73 4 6 33 307
The effect of social distancing on the reach of an epidemic in social networks 0 0 0 1 0 0 7 13
The income fluctuation problem and the evolution of wealth 0 0 0 20 0 1 22 123
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 0 0 13 21
Unbalanced growth and land overvaluation 0 0 0 1 0 1 16 18
Unbounded Markov dynamic programming with weighted supremum norm Perov contractions 0 0 0 0 0 0 11 15
Unbounded dynamic programming via the Q-transform 0 1 1 4 0 1 16 24
Wealth distribution with random discount factors 0 0 0 18 0 3 22 119
Total Journal Articles 3 7 35 552 24 92 687 3,205
2 registered items for which data could not be found

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Asset Prices and Efficiency in a Krebs Economy" 0 0 0 55 0 0 8 148
Total Software Items 0 0 0 55 0 0 8 148

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