Working Paper |
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12 months |
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12 months |
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'Ergodicity Economics' is Pseudoscience |
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0 |
0 |
24 |
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1 |
4 |
18 |
A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL |
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0 |
0 |
14 |
0 |
0 |
1 |
53 |
A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal |
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0 |
0 |
12 |
1 |
3 |
3 |
51 |
A Theory of the Saving Rate of the Rich |
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0 |
0 |
2 |
0 |
0 |
1 |
11 |
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity |
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0 |
0 |
0 |
0 |
0 |
1 |
52 |
An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity |
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0 |
0 |
27 |
0 |
0 |
2 |
69 |
Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited |
15 |
15 |
15 |
15 |
8 |
14 |
14 |
14 |
Asset Pricing and the One Percent |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
56 |
Asymptotic Linearity of Consumption Functions and Computational Efficiency |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
19 |
Bayesian general equilibrium |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
15 |
Bubble Economics |
20 |
20 |
20 |
20 |
3 |
3 |
3 |
3 |
Bubble Economics |
1 |
1 |
2 |
24 |
2 |
3 |
9 |
23 |
Bubble Economics |
0 |
0 |
1 |
2 |
1 |
1 |
7 |
12 |
Bubble Necessity Theorem |
1 |
5 |
7 |
7 |
1 |
8 |
13 |
13 |
Bubble Necessity Theorem |
0 |
1 |
1 |
13 |
0 |
3 |
8 |
20 |
Bubble Necessity Theorem |
0 |
0 |
1 |
14 |
3 |
6 |
8 |
17 |
Bubble economics |
0 |
0 |
22 |
23 |
1 |
3 |
19 |
21 |
Bursting Bubbles in a Macroeconomic Model |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
Bursting Bubbles in a Macroeconomic Model |
8 |
8 |
8 |
8 |
5 |
5 |
5 |
5 |
Capital and Labor Income Pareto Exponents across Time and Space |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
Capital and Labor Income Pareto Exponents across Time and Space |
0 |
0 |
1 |
3 |
0 |
1 |
3 |
22 |
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 |
1 |
2 |
3 |
10 |
2 |
3 |
9 |
14 |
Data-based Automatic Discretization of Nonparametric Distributions |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
26 |
Determination of Pareto exponents in economic models driven by Markov multiplicative processes |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
59 |
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
17 |
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
39 |
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
35 |
Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution |
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0 |
0 |
16 |
0 |
2 |
2 |
35 |
Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares |
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0 |
0 |
19 |
0 |
1 |
1 |
52 |
Equilibrium Selection in Pure Bubble Models by Dividend Injection |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
5 |
Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
12 |
1 |
1 |
5 |
38 |
Fat tails and spurious estimation of consumption-based asset pricing models |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
42 |
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 |
0 |
0 |
1 |
17 |
0 |
1 |
4 |
36 |
Growth Effects of Annuities and Government Transfers in Perpetual Youth Models |
0 |
0 |
0 |
41 |
2 |
3 |
5 |
54 |
Housing Bubbles with Phase Transitions |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
Housing Bubbles with Phase Transitions |
0 |
1 |
13 |
13 |
1 |
4 |
7 |
7 |
Housing Bubbles with Phase Transitions |
1 |
1 |
2 |
15 |
2 |
5 |
6 |
10 |
Huggett Economies with Multiple Stationary Equilibria |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
40 |
Incentivizing Hidden Types in Secretary Problem |
0 |
1 |
1 |
8 |
0 |
6 |
7 |
17 |
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles |
0 |
0 |
3 |
14 |
1 |
3 |
11 |
29 |
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles |
0 |
0 |
0 |
8 |
2 |
2 |
5 |
18 |
Linearity of Aggregate Production Functions |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
9 |
Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
23 |
Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
21 |
Note on Bubbles Attached to Real Assets |
0 |
2 |
3 |
3 |
0 |
5 |
7 |
7 |
On Equilibrium Determinacy in Overlapping Generations Models with Money |
0 |
0 |
8 |
8 |
1 |
2 |
7 |
7 |
On the emergence of a power law in the distribution of COVID-19 cases |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
32 |
Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
14 |
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 |
1 |
1 |
3 |
11 |
2 |
2 |
5 |
12 |
Optimal taxation and the Domar-Musgrave effect |
2 |
4 |
8 |
23 |
4 |
11 |
30 |
38 |
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
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 |
2 |
14 |
14 |
Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
Rational Bubbles: A Clarification |
0 |
0 |
19 |
19 |
0 |
5 |
16 |
16 |
Recent Advances on Uniqueness of Competitive Equilibrium |
0 |
1 |
3 |
7 |
0 |
2 |
6 |
14 |
Robust Asset-Liability Management |
0 |
0 |
4 |
5 |
0 |
1 |
7 |
14 |
Robust Comparative Statics for the Elasticity of Intertemporal Substitution |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
3 |
Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact |
0 |
0 |
1 |
99 |
0 |
1 |
12 |
291 |
Tail behavior of stopped L\'evy processes with Markov modulation |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
13 |
The Double Power Law in Consumption and Implications for Testing Euler Equations |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
24 |
The Effect of Social Distancing on the Reach of an Epidemic in Social Networks |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
The Equity Premium and the One Percent |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
59 |
The Income Fluctuation Problem and the Evolution of Wealth |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
30 |
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 |
2 |
22 |
0 |
0 |
2 |
26 |
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
9 |
Unbalanced Growth and Land Overvaluation |
3 |
14 |
14 |
14 |
1 |
8 |
8 |
8 |
Unbalanced Growth and Land Overvaluation |
0 |
0 |
1 |
10 |
2 |
4 |
7 |
16 |
Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation |
0 |
0 |
2 |
6 |
0 |
2 |
8 |
12 |
Unbounded Dynamic Programming via the Q-Transform |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
14 |
Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Unique Equilibria in Models of Rational Asset Price Bubbles |
1 |
1 |
1 |
8 |
2 |
2 |
2 |
10 |
Wealth Distribution with Random Discount Factors |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
24 |
When Do Punishment Institutions Work? |
0 |
0 |
0 |
114 |
0 |
0 |
2 |
196 |
Zipf's Law: A Microfoundation |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
29 |
Total Working Papers |
54 |
79 |
191 |
1,050 |
53 |
137 |
346 |
2,194 |