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 0 24 0 0 2 18
A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL 0 0 0 14 0 0 0 53
A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal 0 0 0 12 1 1 4 52
A Theory of the Saving Rate of the Rich 0 0 0 2 0 0 1 11
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity 0 0 0 0 1 1 1 53
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity 0 0 0 27 0 2 3 71
Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited 1 1 17 17 1 2 16 16
Asset Pricing and the One Percent 0 0 0 21 1 1 1 57
Asymptotic Linearity of Consumption Functions and Computational Efficiency 0 0 0 10 0 0 2 20
Bayesian general equilibrium 0 0 0 1 0 0 1 15
Bubble Economics 0 3 23 23 2 6 9 9
Bubble Economics 0 1 2 25 0 3 9 26
Bubble Economics 0 0 1 2 0 1 4 13
Bubble Necessity Theorem 1 1 8 8 1 2 17 17
Bubble Necessity Theorem 0 0 2 15 0 1 10 20
Bubble Necessity Theorem 0 1 2 14 0 2 11 23
Bubble economics 0 0 1 23 0 2 10 23
Bursting Bubbles in a Macroeconomic Model 0 1 10 10 0 1 7 7
Bursting Bubbles in a Macroeconomic Model 0 0 1 1 0 0 1 1
Capital and Labor Income Pareto Exponents across Time and Space 1 1 2 4 1 1 3 23
Capital and Labor Income Pareto Exponents across Time and Space 0 0 0 0 1 1 2 15
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 2 10 1 2 8 16
Data-based Automatic Discretization of Nonparametric Distributions 0 0 0 19 0 0 1 26
Determination of Pareto exponents in economic models driven by Markov multiplicative processes 0 0 0 18 0 0 2 59
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis 0 0 0 4 0 1 2 18
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis 0 0 0 0 0 1 2 9
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments 0 0 0 13 0 1 2 40
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments 0 0 1 6 0 0 1 35
Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution 0 0 0 16 0 1 3 36
Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares 0 0 0 19 0 0 1 52
Equilibrium Selection in Pure Bubble Models by Dividend Injection 0 0 0 2 0 0 2 5
Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models 0 0 0 12 0 3 8 42
Fat tails and spurious estimation of consumption-based asset pricing models 0 0 0 18 0 0 0 42
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 0 1 3 37
Growth Effects of Annuities and Government Transfers in Perpetual Youth Models 0 0 0 41 0 3 8 57
Housing Bubbles with Phase Transitions 0 0 0 1 0 0 0 2
Housing Bubbles with Phase Transitions 0 0 2 15 0 0 6 10
Housing Bubbles with Phase Transitions 0 0 13 13 0 0 7 7
Huggett Economies with Multiple Stationary Equilibria 0 0 0 50 0 0 1 41
Incentivizing Hidden Types in Secretary Problem 0 0 1 8 0 1 8 19
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles 0 0 0 8 0 0 4 19
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles 0 1 3 15 0 3 13 33
Linearity of Aggregate Production Functions 1 1 1 7 2 3 5 14
Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions 0 1 1 8 0 1 2 24
Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies 0 0 0 11 1 2 4 24
Note on Bubbles Attached to Real Assets 0 0 3 3 0 0 7 7
On Equilibrium Determinacy in Overlapping Generations Models with Money 0 0 0 8 0 0 2 7
On the Robustness of Theoretical Asset Pricing Models 0 1 1 43 0 3 4 175
On the emergence of a power law in the distribution of COVID-19 cases 0 0 1 9 0 0 1 32
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement 0 0 0 15 0 1 2 16
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement 0 0 0 12 0 0 0 16
Optimal taxation and the Domar-Musgrave effect 0 0 3 11 0 0 4 12
Optimal taxation and the Domar-Musgrave effect 0 0 8 24 0 4 26 44
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality 0 0 0 5 0 0 0 33
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality 0 0 1 2 0 0 1 31
Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965 0 0 12 12 0 1 16 16
Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting 0 0 0 2 1 2 2 13
Rational Bubbles: A Clarification 0 3 23 23 1 6 24 24
Recent Advances on Uniqueness of Competitive Equilibrium 0 0 2 7 0 0 5 15
Robust Asset-Liability Management 0 1 2 6 0 2 6 17
Robust Comparative Statics for the Elasticity of Intertemporal Substitution 0 0 0 4 0 0 0 3
Securitized Markets, International Capital Flows, and Global Welfare 0 0 0 31 0 0 0 182
Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact 0 0 0 99 0 0 5 291
Tail behavior of stopped L\'evy processes with Markov modulation 0 0 0 6 0 0 1 13
The Double Power Law in Consumption and Implications for Testing Euler Equations 0 0 0 3 0 0 1 24
The Effect of Social Distancing on the Reach of an Epidemic in Social Networks 0 0 0 0 0 0 0 5
The Equity Premium and the One Percent 0 0 0 14 0 1 1 60
The Income Fluctuation Problem and the Evolution of Wealth 0 0 0 5 1 2 3 32
The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability 0 0 0 1 0 0 2 20
The effect of social distancing on the reach of an epidemic in social networks 0 0 1 22 0 1 2 27
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 1 1 10
Unbalanced Growth and Land Overvaluation 1 2 16 16 1 2 10 10
Unbalanced Growth and Land Overvaluation 0 0 1 10 0 1 8 17
Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation 0 0 2 6 0 0 4 12
Unbounded Dynamic Programming via the Q-Transform 0 0 0 5 0 0 2 15
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 0 2 5 13
Wealth Distribution with Random Discount Factors 0 0 0 4 0 0 1 24
Zipf's Law: A Microfoundation 0 0 0 24 0 0 2 29
Total Working Papers 5 19 171 1,033 17 79 356 2,456


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 0 7 0 0 0 46
A theory of the saving rate of the rich 0 0 0 8 3 5 11 44
An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity 0 0 3 21 2 4 23 122
Asset Prices and Efficiency in a Krebs Economy 0 0 1 59 1 1 2 266
Asymptotic linearity of consumption functions and computational efficiency 0 0 0 0 1 1 2 5
Bayesian general equilibrium 0 0 1 10 0 1 3 49
Bubble Necessity Theorem 0 2 3 3 1 5 13 13
Bubble economics 0 1 8 8 0 3 14 16
Capital and Labor Income Pareto Exponents Across Time and Space 1 1 2 3 3 3 8 9
Data-Based Automatic Discretization of Nonparametric Distributions 0 0 0 4 0 0 2 26
Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes 0 0 0 4 0 1 3 17
Discrete approximations of continuous distributions by maximum entropy 0 1 1 61 0 1 4 279
Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments 0 0 0 5 0 0 0 41
Edgeworth box economies with multiple equilibria 0 1 1 27 1 2 4 134
Efficient minimum distance estimation of Pareto exponent from top income shares 0 0 1 5 1 1 2 18
Existence of a statistical equilibrium for an economy with endogenous offer sets 0 0 0 23 0 0 4 91
Fat tails and spurious estimation of consumption‐based asset pricing models 0 0 0 5 0 0 1 38
Growth effects of annuities and government transfers in perpetual youth models 0 0 0 15 0 0 3 63
Huggett economies with multiple stationary equilibria 0 0 0 15 1 2 12 101
Incomplete market dynamics and cross-sectional distributions 0 0 0 15 0 0 6 101
Is Gibrat’s “Economic Inequality” lognormal? 0 1 2 15 0 2 5 49
Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions 0 0 2 6 0 0 3 21
On equilibrium determinacy in overlapping generations models with money 0 0 0 0 0 1 4 5
Optimal epidemic control in equilibrium with imperfect testing and enforcement 0 0 1 3 0 0 2 4
Pareto extrapolation: An analytical framework for studying tail inequality 0 1 1 1 0 2 4 5
Publications, Citations, Position, and Compensation of Economics Professors 1 2 6 13 3 5 14 64
Recent advances on uniqueness of competitive equilibrium 1 3 5 5 2 7 15 15
Robust comparative statics for the elasticity of intertemporal substitution 0 0 0 3 0 2 4 11
Securitized markets, international capital flows, and global welfare 0 0 1 12 0 1 4 70
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION 0 0 1 2 0 0 3 6
The Double Power Law in Consumption and Implications for Testing Euler Equations 0 0 1 38 1 1 8 283
The Equity Premium and the One Percent 0 0 0 9 0 0 1 18
The double power law in income distribution: Explanations and evidence 1 1 3 71 1 1 8 271
The effect of social distancing on the reach of an epidemic in social networks 0 0 0 1 0 0 1 6
The income fluctuation problem and the evolution of wealth 0 0 2 20 2 2 7 99
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 0 0 3 7
Unbounded Markov dynamic programming with weighted supremum norm Perov contractions 0 0 0 0 0 0 3 3
Unbounded dynamic programming via the Q-transform 0 0 1 3 0 0 1 7
Wealth distribution with random discount factors 0 0 0 18 0 1 7 94
Total Journal Articles 4 14 48 520 23 55 214 2,517


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 1 139
Total Software Items 0 0 0 55 0 0 1 139


Statistics updated 2025-07-04