Year |
Citation |
Score |
2020 |
Kotlikoff LJ, Kubler F, Polbin A, Scheidegger S. Pareto-Improving Carbon-Risk Taxation National Bureau of Economic Research. DOI: 10.3386/W26919 |
0.309 |
|
2020 |
Kubler F, Selden L, Wei X. Incomplete market demand tests for Kreps-Porteus-Selden preferences Journal of Economic Theory. 185: 104973. DOI: 10.1016/J.Jet.2019.104973 |
0.469 |
|
2019 |
Kotlikoff LJ, Kubler F, Polbin AV, Sachs JD, Scheidegger S. Making Carbon Taxation A Generational Win Win National Bureau of Economic Research. DOI: 10.3386/W25760 |
0.379 |
|
2017 |
Kubler F, Polemarchakis H. The identification of beliefs from asset demand Econometrica. 85: 1219-1238. DOI: 10.3982/Ecta13880 |
0.452 |
|
2017 |
Brumm J, Kryczka D, Kubler F. Recursive Equilibria in Dynamic Economies With Stochastic Production Econometrica. 85: 1467-1499. DOI: 10.3982/Ecta13047 |
0.446 |
|
2017 |
Kubler F, Selden L, Wei X. What Are Asset Demand Tests of Expected Utility Really Testing The Economic Journal. 127: 784-808. DOI: 10.1111/Ecoj.12481 |
0.348 |
|
2015 |
Brumm J, Grill M, Kubler F, Schmedders KH. Collateral Requirements and Asset Prices International Economic Review. 56: 1-25. DOI: 10.1111/Iere.12092 |
0.5 |
|
2015 |
Gottardi P, Kubler F. Dynamic Competitive Economies with Complete Markets and Collateral Constraints The Review of Economic Studies. 82: 1119-1153. DOI: 10.1093/Restud/Rdv002 |
0.553 |
|
2015 |
Brumm J, Grill M, Kubler F, Schmedders KH. Margin regulation and volatility Journal of Monetary Economics. 75: 54-68. DOI: 10.1016/J.Jmoneco.2014.12.007 |
0.507 |
|
2014 |
Kubler F, Selden L, Wei X. When is a Risky Asset "Urgently Needed"? American Economic Journal: Microeconomics. 6: 131-162. DOI: 10.1257/Mic.6.2.131 |
0.446 |
|
2014 |
Kubler F, Selden L, Wei X. Asset Demand Based Tests of Expected Utility Maximization The American Economic Review. 104: 3459-3480. DOI: 10.1257/Aer.104.11.3459 |
0.455 |
|
2014 |
Kubler F, Renner P, Schmedders K. Computing All Solutions to Polynomial Equations in Economics Handbook of Computational Economics. 3: 599-652. DOI: 10.1016/B978-0-444-52980-0.00011-6 |
0.319 |
|
2013 |
Kubler F, Selden L, Wei X. Inferior Good and Giffen Behavior for Investing and Borrowing The American Economic Review. 103: 1034-1053. DOI: 10.1257/Aer.103.2.1034 |
0.359 |
|
2012 |
Kubler F, Schmedders KH. Financial Innovation and Asset Price Volatility The American Economic Review. 102: 147-151. DOI: 10.1257/Aer.102.3.147 |
0.54 |
|
2012 |
Cole HL, Kubler F. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets Review of Economic Dynamics. 15: 479-500. DOI: 10.1016/J.Red.2012.05.001 |
0.372 |
|
2012 |
Araújo APd, Kubler F, Schommer S. Regulating collateral-requirements when markets are incomplete☆ Journal of Economic Theory. 147: 450-476. DOI: 10.1016/J.Jet.2010.09.004 |
0.518 |
|
2011 |
Judd KL, Kubler F, Schmedders K. Bond Ladders and Optimal Portfolios Review of Financial Studies. 24: 4123-4166. DOI: 10.1093/Rfs/Hhr074 |
0.417 |
|
2011 |
Kubler F. Verifying Competitive Equilibria in Dynamic Economies The Review of Economic Studies. 78: 1379-1399. DOI: 10.1093/Restud/Rdr005 |
0.544 |
|
2011 |
Gottardi P, Kubler F. Social Security and Risk Sharing Journal of Economic Theory. 146: 1078-1106. DOI: 10.1016/J.Jet.2010.10.014 |
0.435 |
|
2011 |
Malin BA, Krueger D, Kubler F. Solving the multi-country real business cycle model using a Smolyak-collocation method Journal of Economic Dynamics and Control. 35: 229-239. DOI: 10.1016/J.Jedc.2010.09.015 |
0.448 |
|
2010 |
Kubler F, Schmedders K. Tackling Multiplicity of Equilibria with Gröbner Bases Operations Research. 58: 1037-1050. DOI: 10.1287/Opre.1100.0819 |
0.407 |
|
2010 |
Kubler F, Schmedders KH. Uniqueness of steady states in models with overlapping generations Journal of the European Economic Association. 8: 635-644. DOI: 10.1111/J.1542-4774.2010.Tb00533.X |
0.398 |
|
2010 |
Kubler F, Schmedders KH. Competitive Equilibria in Semi-Algebraic Economies Journal of Economic Theory. 145: 301-330. DOI: 10.1016/J.Jet.2009.10.004 |
0.422 |
|
2010 |
Kubler F, Schmedders KH. Non-Parametric Counterfactual Analysis in Dynamic General Equilibrium Economic Theory. 45: 181-200. DOI: 10.1007/S00199-009-0475-8 |
0.55 |
|
2007 |
Malin B, Krueger D, Kubler F. Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method National Bureau of Economic Research. DOI: 10.3386/W13517 |
0.44 |
|
2007 |
Kubler F. Approximate Generalizations and Computational Experiments Econometrica. 75: 967-992. DOI: 10.1111/J.1468-0262.2007.00779.X |
0.374 |
|
2007 |
Herings PJ, Kubler F. Approximate CAPM When Preferences are CRRA Computing in Economics and Finance. 29: 13-31. DOI: 10.1007/S10614-006-9061-3 |
0.553 |
|
2006 |
Willen PS, Kubler F. Collateralized Borrowing And Life-Cycle Portfolio Choice National Bureau of Economic Research. DOI: 10.2139/Ssrn.891406 |
0.406 |
|
2006 |
Davis SJ, Kubler F, Willen PS. Borrowing Costs and the Demand for Equity Over the Life Cycle The Review of Economics and Statistics. 88: 348-362. DOI: 10.2139/Ssrn.483582 |
0.377 |
|
2006 |
Krueger D, Kubler F. Pareto-improving social security reform when financial markets are incomplete!? American Economic Review. 96: 737-755. DOI: 10.1257/Aer.96.3.737 |
0.482 |
|
2006 |
Judd KL, Kubler F, Schmedders KH. Reply to “Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment” ☆ Finance Research Letters. 3: 102-105. DOI: 10.1016/J.Frl.2006.02.001 |
0.437 |
|
2005 |
Brown D, Kubler F. Comment on William C. Brainard and Herbert E. Scarf's “How to Compute Equilibrium Prices in 1891” The American Journal of Economics and Sociology. 64: 85-87. DOI: 10.1111/J.1536-7150.2005.00350.X |
0.345 |
|
2005 |
Kubler F, Schmedders KH. Approximate versus Exact Equilibria in Dynamic Economies Econometrica. 73: 1205-1235. DOI: 10.1111/J.1468-0262.2005.00614.X |
0.545 |
|
2004 |
Kubler F, Polemarchakis H. Taxation, Incomplete Markets, and Social Security: Munich Lectures in Economics The Economic Journal. 114. DOI: 10.1111/J.1468-0297.2004.00258_1.X |
0.425 |
|
2004 |
Kubler F. Is intertemporal choice theory testable Journal of Mathematical Economics. 40: 177-189. DOI: 10.1016/S0304-4068(03)00091-0 |
0.449 |
|
2004 |
Krueger D, Kubler F. Computing equilibrium in OLG models with stochastic production Journal of Economic Dynamics and Control. 28: 1411-1436. DOI: 10.1016/S0165-1889(03)00111-8 |
0.406 |
|
2004 |
Chiappori PA, Ekeland I, Kübler F, Polemarchakis HM. Testable implications of general equilibrium theory: A differentiable approach Journal of Mathematical Economics. 40: 105-119. DOI: 10.1016/J.Jmateco.2003.11.002 |
0.474 |
|
2004 |
Kubler F, Polemarchakis H. Stationary Markov equilibria for overlapping generations Economic Theory. 24: 623-643. DOI: 10.1007/S00199-004-0523-3 |
0.509 |
|
2003 |
Judd KL, Kubler F, Schmedders KH. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents Journal of Finance. 58: 2203-2218. DOI: 10.1111/1540-6261.00602 |
0.541 |
|
2003 |
Kubler F, Schmedders K. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral Econometrica. 71: 1767-1793. DOI: 10.1111/1468-0262.00469 |
0.508 |
|
2003 |
Kubler F. Observable restrictions of general equilibrium models with financial markets Journal of Economic Theory. 110: 137-153. DOI: 10.1016/S0022-0531(03)00008-5 |
0.537 |
|
2003 |
Aliprantis CD, Arrow KJ, Hammond PJ, Kubler F, Wu HM, Yannelis NC. Foreword to the symposium in honor of Mordecai Kurz Economic Theory. 21: 215-216. DOI: 10.1007/S001990200329 |
0.502 |
|
2003 |
Kubler F, Schmedders K. Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time Economic Theory. 22: 1-15. DOI: 10.1007/S00199-002-0272-0 |
0.523 |
|
2002 |
Herings PJ, Kubler F. Computing Equilibria in Finance Economies Mathematics of Operations Research. 27: 637-646. DOI: 10.1287/Moor.27.4.637.296 |
0.404 |
|
2002 |
Krueger D, Kubler F. Intergenerational Risk-sharing via Social Security when Financial Markets Are Incomplete American Economic Review. 92: 407-410. DOI: 10.1257/000282802320191705 |
0.504 |
|
2002 |
Kubler F. Computational Methods for the Study of Dynamic Economies The Economic Journal. 112. DOI: 10.1111/1468-0297.T01-7-00083 |
0.32 |
|
2002 |
Kubler F, Schmedders K. Recursive Equilibria In Economies With Incomplete Markets Macroeconomic Dynamics. 6: 284-306. DOI: 10.1017/S136510050203105X |
0.52 |
|
2002 |
Kübler F, Chiappori PA, Ekeland I, Polemarchakis HM. The identification of preferences from equilibrium prices under uncertainty Journal of Economic Theory. 102: 403-420. DOI: 10.1006/Jeth.2000.2773 |
0.488 |
|
2001 |
Kubler F. Computable general equilibrium with financial markets Economic Theory. 18: 73-96. DOI: 10.1007/Pl00004136 |
0.529 |
|
2001 |
Kubler F, Schmedders KH. Incomplete Markets, Transitory Shocks and Welfare Review of Economic Dynamics. 4: 747-766. DOI: 10.1006/Redy.2001.0134 |
0.528 |
|
2000 |
Judd KL, Kubler F, Schmedders KH. Computing equilibria in infinite-horizon finance economies: The case of one asset Journal of Economic Dynamics and Control. 24: 1047-1078. DOI: 10.1016/S0165-1889(99)00036-6 |
0.471 |
|
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