- Crockett, Sean & Spear, Stephen & Sunder, Shyam, 2008.
"Learning competitive equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 44(7-8), pages 651-671, July.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Jamsheed Shorish & Stephen E. Spear, 2005.
"Shaking the tree: an agency-theoretic model of asset pricing,"
Annals of Finance,
Springer, vol. 1(1), pages 51-72, 01.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Spear, Stephen E. & Wang, Cheng, 2005.
"When to fire a CEO: optimal termination in dynamic contracts,"
Journal of Economic Theory,
Elsevier, vol. 120(2), pages 239-256, February.
[Downloadable!] (restricted)
Other versions:
- Stephen Spear & Cheng Wang, .
"When to Fire a CEO: Optimal Termination in Dynamic Contracts,"
GSIA Working Papers
2002-E5, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Spear, Stephen E. & Wang, Cheng, 2004.
"When to Fire a CEO: Optimal Termination in Dynamic Contracts,"
Staff General Research Papers
11443, Iowa State University, Department of Economics.
See citations under working paper version above.
- Spear, Stephen E., 2003.
"The electricity market game,"
Journal of Economic Theory,
Elsevier, vol. 109(2), pages 300-323, April.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Goenka, Aditya & Kelly, David L. & Spear, Stephen E., 1998.
"Endogenous Strategic Business Cycles,"
Journal of Economic Theory,
Elsevier, vol. 81(1), pages 97-125, July.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Marimon Ramon & Spear Stephen E. & Sunder Shyam, 1993.
"Expectationally Driven Market Volatility: An Experimental Study,"
Journal of Economic Theory,
Elsevier, vol. 61(1), pages 74-103, October.
[Downloadable!] (restricted)
Other versions:
- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1993.
"Expectationally-driven Market Volatility: An Experimental Study,"
Economics Working Papers
21, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Marimon, R. & Spear, S. & Sunder, S., 1991.
"Expectationally-Driven Market Volatility: An Experimental Study,"
GSIA Working Papers
1991-3, Carnegie Mellon University, Tepper School of Business.
- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1992.
"Expectationally-driven market volatility: an experimental study,"
Discussion Paper / Institute for Empirical Macroeconomics
73, Federal Reserve Bank of Minneapolis.
[Downloadable!]
See citations under working paper version above.
- Cass, David & Green, Richard C & Spear, Stephen E, 1992.
"Stationary Equilibria with Incomplete Markets and Overlapping Generations,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 495-512, August.
[Downloadable!] (restricted)
Cited by:
- Antonio Jiménez-Martínez & Subir Chattopadhyay, 2000.
"The Unit Root Property When Markets Are Sequentially Incomplete,"
Working Papers. Serie AD
2000-32, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Alessandro Citanna & Paolo Siconolfi, 2008.
"On the nonexistence of recursive equilibrium in stochastic OLG economies,"
Economic Theory,
Springer, vol. 37(3), pages 417-437, December.
[Downloadable!] (restricted)
- Subir Chattopadhyay, 2001.
"Long-Lived Assets, Incomplete Markets, And Optimality,"
Working Papers. Serie AD
2001-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Piero Gottardi & Subir Chattopadhyay, 1999.
"- Stochastic Olg Models, Market Structure And Optimality,"
Working Papers. Serie AD
1999-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions:- Subir Chattopadhyay & Piero Gottardi, 1999.
"Stochastic OLG Models, Market Structure, and Optimality,"
Working Papers
99-12, Brown University, Department of Economics.
- Chattopadhyay, Subir & Gottardi, Piero, 1999.
"Stochastic OLG Models, Market Structure, and Optimality,"
Journal of Economic Theory,
Elsevier, vol. 89(1), pages 21-67, November.
[Downloadable!] (restricted)
- Peck, James & Shell, Karl & Spear, Stephen E., 1992.
"The market game: existence and structure of equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 21(3), pages 271-299.
[Downloadable!] (restricted)
Cited by:
- Leonidas Koutsougeras, 2007.
"From strategic to price taking behavior,"
The School of Economics Discussion Paper Series
0717, Economics, The University of Manchester.
[Downloadable!]
- Gaël GIRAUD & Sonia WEYERS, 2003.
"Strategic Market Games with a Finite Horizon and Incomplete,"
Working Papers of BETA
2003-04, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg.
[Downloadable!]
- Nicholas Ziros, 2008.
"The bargaining set in strategic market games,"
University of Cyprus Working Papers in Economics
8-2008, University of Cyprus Department of Economics.
[Downloadable!]
- Busetto, Francesca & Codognato, Giulio & Ghosal, Sayantan, 2008.
"Noncooperative Oligopoly in Markets with a Continuum of Traders,"
The Warwick Economics Research Paper Series (TWERPS)
866, University of Warwick, Department of Economics.
[Downloadable!]
- Sayantan Ghosal & Massimo Morelli, 2002.
"Retrading in Market Games,"
Economics Working Papers
0012, Institute for Advanced Study, School of Social Science.
[Downloadable!]
Other versions:- Massimo Morelli & Sayantan Ghosal, 2001.
"Retrading in Market Games,"
Working Papers
01-09, Ohio State University, Department of Economics.
[Downloadable!]
- Ghosal, Sayantan & Morelli, Massimo, 2004.
"Retrading in market games,"
Journal of Economic Theory,
Elsevier, vol. 115(1), pages 151-181, March.
[Downloadable!] (restricted)
- Pradeep Dubey und Dieter Sondermann, 2008.
"Perfect Competition in an Oligoply (including Bilateral Monopoly),"
Bonn Econ Discussion Papers
bgse9_2008, University of Bonn, Germany.
[Downloadable!]
- David Cass, 2006.
"Compatible Beliefs and Equilibrium,"
PIER Working Paper Archive
06-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions: - Koutsougeras, L.C., 1998.
"On a three way equivalence,"
CORE Discussion Papers
1998009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
- KOUTSOUGERAS, Leonidas, 1999.
"Market games with multiple trading posts,"
CORE Discussion Papers
1999018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
- Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[Downloadable!]
- A. Dickson & R. Hartley, 2005.
"The strategic Marshallian cross and bilateral oligopoly,"
The School of Economics Discussion Paper Series
0523, Economics, The University of Manchester.
[Downloadable!]
- Francis De Morogues, 1999.
"Equilibres moétaires du jeu stratégique de marché dans le modèle à générations imbriquées,"
Annales d'Economie et de Statistique,
ADRES, issue 54, pages 01, Avril-Jui.
[Downloadable!]
- Nicholas Economides, 2003.
"A Parimutuel Market Microstructure for Contingent Claims,"
Working Papers
03-18, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
Other versions: - Alex Dickson & Roger Hartley, 2004.
"Partial Equilibrium Analysis in a Market Game:the Strategic Marshallian Cross,"
Keele Economics Research Papers
KERP 2004/07, Centre for Economic Research, Keele University.
[Downloadable!]
- Jeffrey Lange & Nicholas Economides, 2001.
"A Parimutuel Market Microstructure for Contingent Claims Trading,"
Working Papers
01-13, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
- Leonidas C. Koutsougeras, 2002.
"Convergence to No Arbitrage Equilibria in Market Games,"
Discussion Papers
02-12, University of Copenhagen. Department of Economics.
[Downloadable!]
- Koutsougeras, L.C., 1999.
"Market games with multiple trading posts,"
Discussion Paper
40, Tilburg University, Center for Economic Research.
[Downloadable!]
- Leonidas C. Koutsougeras and & Nicholas Ziros, 2006.
"A three way equivalence,"
The School of Economics Discussion Paper Series
0634, Economics, The University of Manchester.
[Downloadable!]
- Régis Breton & Bertrand Gobillard, 2006.
"Robustness of equilibrium price dispersion in finite market games,"
EconomiX Working Papers
2006-10, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
- Spear, Stephen E., 1991.
"Growth, externalities, and sunspots,"
Journal of Economic Theory,
Elsevier, vol. 54(1), pages 215-223, June.
[Downloadable!] (restricted)
Cited by:
- Jess Benhabib & Roger E.A. Farmer, 1992.
"Indeterminacy and Increasing Returns,"
UCLA Economics Working Papers
646, UCLA Department of Economics.
[Downloadable!]
Other versions:- Benhabib Jess & Farmer Roger E. A., 1994.
"Indeterminacy and Increasing Returns,"
Journal of Economic Theory,
Elsevier, vol. 63(1), pages 19-41, June.
[Downloadable!] (restricted)
- Benhabib, J. & Farmer, R.E.A, 1991.
"Indeterminacy and Increasing Returns,"
Papers
165, Cambridge - Risk, Information & Quantity Signals.
- Benhabib, Jess & Farmer, Roger E.A., 1991.
"Indeterminacy and Increasing Returns,"
Working Papers
91-59, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Luis Carranza & José E. Galdón-Sánchez, 2002.
"Financial Intermediation, Variability and the Development Process,"
Faculty Working Papers
04/02, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions:- Luis Carranza & Jose E. Galdon-Sanchez, 2000.
"Financial Intermediation, Variability and the Development Process,"
STICERD - Development Economics Papers
21, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
- Carranza, Luis & Galdon-Sanchez, Jose E., 2004.
"Financial intermediation, variability and the development process,"
Journal of Development Economics,
Elsevier, vol. 73(1), pages 27-54, February.
[Downloadable!] (restricted)
- Timothy J. Kehoe & David K. Levine & Paul M. Romer, 1990.
"On characterizing equilibria of economies with externalities and taxes as solutions to optimization problems,"
Working Papers
436, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: - Sergey Slobodyan, 1999.
"Sunspot Fluctuations: A Way Out of a Development Trap?,"
Computing in Economics and Finance 1999
922, Society for Computational Economics.
[Downloadable!]
Other versions: - Rizzo, Mario J., 1991.
"Equilibrium Visions,"
Working Papers
91-58, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Fukuda, Shin-ichi, 1997.
"Multiple Equilibria in the Endogenous Economic Growth Model with the Cash-in-Advance Constraint ,"
CIRJE F-Series
97-F-11, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Michael Woodford, 1990.
"Equilibrium Models of Endogenous Fluctuations: an Introduction,"
NBER Working Papers
3360, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Spear, Stephen E. & Srivastava, Sanjay & Woodford, Michael, 1990.
"Indeterminacy of stationary equilibrium in stochastic overlapping generations models,"
Journal of Economic Theory,
Elsevier, vol. 50(2), pages 265-284, April.
[Downloadable!] (restricted)
Cited by:
- Christian Ghiglino & Mich Tvede, .
""Multiplicity of Equilibria'',"
CARESS Working Papres
96-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
[Downloadable!]
Other versions:- Ghiglino, Christian & Tvede, Mich, 1997.
"Multiplicity of Equilibria,"
Journal of Economic Theory,
Elsevier, vol. 75(1), pages 1-15, July.
[Downloadable!] (restricted)
- Christian Ghiglino & Mich Tvede, .
"Multiplicity of Equilibria,"
Penn CARESS Working Papers
50405ce7ef76383c40f86868c, Penn Economics Department.
[Downloadable!]
- Christian Ghiglino & Mich Tvede, 1996.
"Multiplicity of Equilibria,"
Discussion Papers
96-17, University of Copenhagen. Department of Economics.
- Sergey Slobodyan, 1999.
"Sunspot Fluctuations: A Way Out of a Development Trap?,"
Computing in Economics and Finance 1999
922, Society for Computational Economics.
[Downloadable!]
Other versions: - Sergey Slobodyan, 2002.
"Welfare Implications of Sunspot Fluctuations,"
CERGE-EI Working Papers
wp204, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
[Downloadable!]
- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1992.
"Expectationally-driven market volatility: an experimental study,"
Discussion Paper / Institute for Empirical Macroeconomics
73, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1993.
"Expectationally-driven Market Volatility: An Experimental Study,"
Economics Working Papers
21, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Marimon, R. & Spear, S. & Sunder, S., 1991.
"Expectationally-Driven Market Volatility: An Experimental Study,"
GSIA Working Papers
1991-3, Carnegie Mellon University, Tepper School of Business.
- Marimon Ramon & Spear Stephen E. & Sunder Shyam, 1993.
"Expectationally Driven Market Volatility: An Experimental Study,"
Journal of Economic Theory,
Elsevier, vol. 61(1), pages 74-103, October.
[Downloadable!] (restricted)
- Spear, Stephen E, 1989.
"Learning Rational Expectations under Computability Constraints,"
Econometrica,
Econometric Society, vol. 57(4), pages 889-910, July.
[Downloadable!] (restricted)
Cited by:
- K. Vela Velupillai, 2008.
"The Mathematization of Macroeconomics: A Recursive Revolution,"
Department of Economics Working Papers
0807, Department of Economics, University of Trento, Italia.
[Downloadable!]
- Goldberg, M.D. & Frydman, R., 1995.
"Imperfect Knowledge and Behavior in the Foreign Exchange Market,"
Working Papers
95-30, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
- Xiaohong Chen & Halbert White, 2002.
"Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space,"
University of California at San Diego, Economics Working Paper Series
2002-07, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: - Sheri M. Markose, 2004.
"Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation,"
Economics Discussion Papers
575, University of Essex, Department of Economics.
[Downloadable!]
- Koye Somefun, 2001.
"Posted Offer versus Bargaining: An Example of how Institutions can Facilitate Learning,"
Computing in Economics and Finance 2001
79, Society for Computational Economics.
[Downloadable!]
- H. Reiju Mihara, 1997.
"Arrow's Theorem, countably many agents, and more visible invisible dictators,"
Public Economics
9705001, EconWPA, revised 07 May 1997.
[Downloadable!]
Other versions: - H. Reiju Mihara, 1994.
"Arrow's Theorem and Turing Computability,"
Public Economics
9408001, EconWPA, revised 23 Aug 1994.
[Downloadable!]
Other versions: - Francesco Luna, .
"Computable Learning, Neural Networks and Institutions,"
Computing in Economics and Finance 1996
_037, Society for Computational Economics.
[Downloadable!]
- Spear, Stephen E, 1989.
"Are Sunspots Necessary?,"
Journal of Political Economy,
University of Chicago Press, vol. 97(4), pages 965-73, August.
[Downloadable!] (restricted)
Cited by:
- Matthew O. Jackson, 1992.
"Proof of the Existence of Speculative Equilibria,"
Discussion Papers
1003, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Todd Keister, 2006.
"Expectations and contagion in self-fulfilling currency attacks,"
Staff Reports
249, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:- Todd Keister, 2006.
"Expectations and Contagion in Self-fulfilling Currency Attacks,"
2006 Meeting Papers
485, Society for Economic Dynamics.
[Downloadable!]
- Todd Keister, 2009.
"Expectations And Contagion In Self-Fulfilling Currency Attacks,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 991-1012, 08.
[Downloadable!] (restricted)
- Tood Keister, 2005.
"Expectations and Contagion in Self-Fulfilling Currency Attacks,"
Working Papers
0501, Centro de Investigacion Economica, ITAM.
[Downloadable!]
- Spear, Stephen E., 1988.
"Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models,"
Journal of Economic Theory,
Elsevier, vol. 44(1), pages 124-155, February.
[Downloadable!] (restricted)
Cited by:
- Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008.
"Asset Pricing and Productivity Growth: The Role of Consumption Scenarios,"
Computational Economics,
Springer, vol. 32(1), pages 163-181, September.
[Downloadable!] (restricted)
- Thomas Steinberger, 2005.
"Pension benefit default risk and welfare effects of funding regulation,"
CSEF Working Papers
147, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
- Alesina, Alberto & Spear, Stephen E., 1988.
"An overlapping generations model of electoral competition,"
Journal of Public Economics,
Elsevier, vol. 37(3), pages 359-379, December.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Spear, Stephen E & Srivastava, Sanjay, 1987.
"On Repeated Moral Hazard with Discounting,"
Review of Economic Studies,
Blackwell Publishing, vol. 54(4), pages 599-617, October.
[Downloadable!] (restricted)
Cited by:
- Marcus Hagedorn & Ashok Kaul & Tim Mennel, .
"An Adverse Selection Model of Optimal Unemployment Insurance,"
IEW - Working Papers
iewwp237, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
- Flavio Toxvaerd, 2004.
"Time of the Essence,"
Discussion Paper Series
dp358, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem.
[Downloadable!]
Other versions: - Emmanuel Farhi & Ivan Werning, 2005.
"Inequality, Social Discounting and Estate Taxation,"
NBER Working Papers
11408, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Alexander Monge-Naranjo & Javier Cascante & Luis J. Hall, 2001.
"Enforcement, Contract Design, and Default: Exploring the Financial Markets of Costa Rica,"
RES Working Papers
3126, Inter-American Development Bank, Research Department.
[Downloadable!]
- Radim Bohacek, 2001.
"Capital Accumulation in an Economy with Heterogeneous Agents and Moral Hazard,"
GE, Growth, Math methods
0012001, EconWPA.
[Downloadable!]
- Harold L. Cole & Narayana Kocherlakota, 1998.
"Dynamic games with hidden actions and hidden states,"
Staff Report
254, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:- Cole, Harold L. & Kocherlakota, Narayana, 2001.
"Dynamic Games with Hidden Actions and Hidden States,"
Journal of Economic Theory,
Elsevier, vol. 98(1), pages 114-126, May.
[Downloadable!] (restricted)
- Harold L. Cole & Narayana R. Kocherlakota, 1997.
"Dynamic games with hidden actions and hidden states,"
Working Papers
583, Federal Reserve Bank of Minneapolis.
[Downloadable!]
- Cheng Wang, 2000.
"Renegotiation-Proof Dynamic Contracts with Private Information,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 396-422, July.
[Downloadable!] (restricted)
- Alvarez-Parra, Fernando A. & Sanchez, Juan M., 2006.
"Unemployment Insurance in an Economy with a Hidden Labor Market,"
MPRA Paper
2531, University Library of Munich, Germany.
[Downloadable!]
- Arantxa Jarque, 2008.
"Repeated moral hazard with effort persistence,"
Working Paper
08-04, Federal Reserve Bank of Richmond.
[Downloadable!]
Other versions: - Abraham Arpad & Nicola Pavoni, 2004.
"Efficient Allocations, with Moral Hazard and Hidden Borrowing and Lending,"
Levine's Bibliography
122247000000000138, UCLA Department of Economics.
[Downloadable!]
Other versions: - Noah Williams, 2004.
"On Dynamic Principal-Agent Problems in Continuous Time,"
Levine's Bibliography
122247000000000426, UCLA Department of Economics.
[Downloadable!]
- Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean-Charles, 2004.
"Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications,"
IDEI Working Papers
312, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2006.
[Downloadable!]
Other versions: - Mukoyama, Toshihiko & Sahin, Aysegül, 2004.
"Repeated Moral Hazard with Persistence,"
Cahiers de recherche
01-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions: - Shuyun May Li, 2008.
"Costly External Finance, Reallocation, and Aggregate Productivity,"
Department of Economics - Working Papers Series
1044, The University of Melbourne.
[Downloadable!]
- S. Rao Aiyagari & Stephen D. Williamson, 1998.
"Money and dynamic credit arrangements with private information,"
Working Paper
9807, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:- Aiyagari, S. Rao & Williamson, Stephen, 1997.
"Money and Dynamic Credit Arrangements with Private Information,"
Working Papers
97-19, University of Iowa, Department of Economics.
- S. Rao Aiyagari & Stephen D. Williamson, 1998.
"Money and Dynamic Credit Arrangements with Private Information,"
Game Theory and Information
9802002, EconWPA.
[Downloadable!]
- Aiyagari, S. Rao & Williamson, Stephen D., 2000.
"Money and Dynamic Credit Arrangements with Private Information,"
Journal of Economic Theory,
Elsevier, vol. 91(2), pages 248-279, April.
[Downloadable!] (restricted)
- Gian Luca Clementi & Hugo Hopenhayn, 2002.
"A Theory of Financing Constraints and Firm Dynamics,"
RCER Working Papers
492, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions:- Gina Luca Clementi & Hugo A Hopenhayn, 2006.
"A Theory of Financing Constraints and Firm Dynamics,"
The Quarterly Journal of Economics,
MIT Press, vol. 121(1), pages 229-265, 02.
[Downloadable!] (restricted)
- Gian Luca Clementi & Hugo Hopenhayn, .
"A Theory of Financing Constraints and Firm Dynamics,"
GSIA Working Papers
2002-E9, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Gian Luca Clementi & Hugo Hopenhagn, 2004.
"A Theory of Financing Constraints and Firm Dynamics,"
Working Papers
04-25, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
- Wang, Cheng, 2005.
"Termination of Dynamic Contracts in an Equilibrium Labor Market Model (2008 update),"
Staff General Research Papers
12403, Iowa State University, Department of Economics.
[Downloadable!]
- Tongwook Park, 2000.
"Optimal Social Security with Moral Hazard,"
Econometric Society World Congress 2000 Contributed Papers
1265, Econometric Society.
[Downloadable!]
- Williamson, Stephen D. & Wang, Cheng, 1999.
"Moral Hazard, Optimal Unemployment Insurance, and Experience Rating,"
Working Papers
99-03, University of Iowa, Department of Economics.
[Downloadable!]
Other versions:- Wang, Cheng & Williamson, Stephen D., 2002.
"Moral Hazard, Optimal Unemployment Insurance and Experience Rating,"
Staff General Research Papers
10133, Iowa State University, Department of Economics.
- Wang, Cheng & Williamson, Stephen D., 2002.
"Moral hazard, optimal unemployment insurance, and experience rating,"
Journal of Monetary Economics,
Elsevier, vol. 49(7), pages 1337-1371, October.
[Downloadable!] (restricted)
- Dirk Krueger & Harald Uhlig, 2003.
"Competitive Risk Sharing Contracts with One-Sided Commitment,"
Levine's Bibliography
666156000000000407, UCLA Department of Economics.
[Downloadable!]
Other versions:- Dirk Krueger & Harald Uhlig, 2003.
"Competitive Risk Sharing Contracts with One-Sided Commitment,"
NBER Working Papers
10135, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Dirk Krueger & Harald Uhlig, 2005.
"Competitive Risk Sharing Contracts with One-Sided Commitment,"
CFS Working Paper Series
2005/07, Center for Financial Studies.
[Downloadable!]
- Dirk Krueger & Harald Uhlig, 2005.
"Competitive Risk Sharing Contracts with One-Sided Commitment,"
SFB 649 Discussion Papers
SFB649DP2005-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Krüger, Dirk & Uhlig, Harald, 2004.
"Competitive Risk Sharing Contracts with One-Sided Commitment,"
CEPR Discussion Papers
4208, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Krueger, Dirk & Uhlig, Harald, 2006.
"Competitive risk sharing contracts with one-sided commitment,"
Journal of Monetary Economics,
Elsevier, vol. 53(7), pages 1661-1691, October.
[Downloadable!] (restricted)
- Bruce D. Smith & Cheng Wang, 1997.
"Repeated insurance relationships in a costly state verification model: with an application to deposit insurance,"
Working Papers
574, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: - Josepa Miquel-Florensa, 2007.
"Financing Multi-stage projects under moral hazard and limited commitment,"
Working Papers
2007_4, York University, Department of Economics.
[Downloadable!]
- David G. Pearce & Dilip Abreu & Paul R. Milgrom, 1988.
"Information and Timing in Repeated Partnerships,"
Cowles Foundation Discussion Papers
875, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:- Abreu, Dilip & Milgrom, Paul & Pearce, David, 1991.
"Information and Timing in Repeated Partnerships,"
Econometrica,
Econometric Society, vol. 59(6), pages 1713-33, November.
[Downloadable!] (restricted)
- Abreu, D. & Milgrom, P. & Pearce, D., 1990.
"Information And Timing In Repeated Partnerships,"
Papers
e-90-14, Stanford - Hoover Institution.
- Dino Gerardi & Lucas Maestri, 2008.
"A Principal-Agent Model of Sequential Testing,"
Cowles Foundation Discussion Papers
1680, Cowles Foundation, Yale University.
[Downloadable!]
- Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim, 2002.
"An Adverse Selection Model of Optimal Unemployment Insurance,"
IZA Discussion Papers
681, Institute for the Study of Labor (IZA).
[Downloadable!]
- S. Rao Aiyagari & Stephen D. Williamson, 1999.
"Credit in a Random Matching Model with Private Information,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 2(1), pages 36-64, January.
[Downloadable!] (restricted)
Other versions: - Gary Gorton & Ping He, 2006.
"Agency-Based Asset Pricing,"
NBER Working Papers
12084, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2006.
"A dynamic model of settlement,"
Working Paper Series
604, European Central Bank.
[Downloadable!]
Other versions:- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2006.
"A Dynamic Model of Settlement,"
Working Papers
1053, Queen's University, Department of Economics.
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- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2008.
"A dynamic model of settlement,"
Journal of Economic Theory,
Elsevier, vol. 142(1), pages 233-246, September.
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- Narayana Kocherlakota, 1993.
"Efficient Bilateral Risk Sharing Without Commitment,"
Macroeconomics
9311001, EconWPA.
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- Nicola Pavoni & Giovanni L. Violante, 2005.
"Optimal welfare-to-work programs,"
Discussion Paper / Institute for Empirical Macroeconomics
143, Federal Reserve Bank of Minneapolis.
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Other versions:- Nicola Pavoni & Violante, 2007.
"Optimal Welfare-to-Work Programs,"
Review of Economic Studies,
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- Pavoni, Nicola & Violante, Giovanni L, 2006.
"Optimal Welfare-to-Work Programs,"
CEPR Discussion Papers
5937, C.E.P.R. Discussion Papers.
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- Sanchez, Juan M., 2006.
"Optimal State-Contingent Unemployment Insurance,"
MPRA Paper
2535, University Library of Munich, Germany.
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Other versions: - Hairault, Jean-Olivier & Langot, François & Ménard, Sébastien & Sopraseuth, Thepthida, 2009.
"Optimal Unemployment Insurance for Older Workers,"
IZA Discussion Papers
4071, Institute for the Study of Labor (IZA).
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- Matthias Messner & Nicola Pavoni, 2004.
"On the Recursive Saddle Point Method,"
Levine's Bibliography
122247000000000050, UCLA Department of Economics.
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Other versions: - Luis H. B. Braido, 2003.
"Insurance and Incentives in Sharecropping,"
CESifo Working Paper Series
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- Stephen Williamson & Cheng Wang, 1995.
"Unemployment Insurance with Moral Hazard in a Dynamic Economy,"
Macroeconomics
9506002, EconWPA.
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Other versions:- Williamson, S. & Wang, C., 1995.
"Unemployment Insurance with Moral Hazard in a Dynamic Economy,"
Working Papers
95-09, University of Iowa, Department of Economics.
- Wang, Cheng & Williamson, Stephen, 1996.
"Unemployment insurance with moral hazard in a dynamic economy,"
Carnegie-Rochester Conference Series on Public Policy,
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- Wang, C. & Williamson, S., 1995.
"Unemployment Insurance with Moral Hazard in a Dynamic Economy,"
GSIA Working Papers
1995-13, Carnegie Mellon University, Tepper School of Business.
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CeNDEF Workshop Papers, January 2001
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"Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk,"
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"Asset Based Unemployment Insurance,"
Economics Working Papers
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- Thorsten Koeppl, 2005.
"Optimal Dynamic Risk Sharing when Enforcement is a Decision Variable,"
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Other versions:- Koeppl, Thorsten V., 2007.
"Optimal dynamic risk sharing when enforcement is a decision variable,"
Journal of Economic Theory,
Elsevier, vol. 134(1), pages 34-60, May.
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- Thorsten V. Koeppl, 2003.
"Optimal dynamic risk sharing when enforcement is a decision variable,"
Working Paper Series
282, European Central Bank.
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- Christopher Phelan, 2002.
"Inequality and fairness,"
Quarterly Review,
Federal Reserve Bank of Minneapolis, issue Spr.
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- Richard T. Boylan & Bente Villadsen, .
"A Bellman's Equation for the Study of Income Smoothing,"
Computing in Economics and Finance 1996
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- J. C. Parra & M. Huggett, 2005.
"Quantifying the Inefficiency of the US Social Security System,"
Computing in Economics and Finance 2005
70, Society for Computational Economics.
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"Persistent Private Information,"
NBER Working Papers
13894, National Bureau of Economic Research, Inc.
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- Sevin Yeltekin, 1998.
"Dynamic Principal-Multiple Agent Contracts,"
Computational Economics
9807001, EconWPA.
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- Ethan Ligon, 1996.
"Risk-Sharing and Information: Theory and Measurement in Village Economies,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
824, Department of Agricultural & Resource Economics, UC Berkeley.
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- Robert Townsend & Rolf Mueller, 1998.
"Mechanism Design and Village Economies: From Credit, to Tenancy, to Cropping Groups,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 1(1), pages 119-172, January.
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- Ana Fernandes & Christopher Phelan, 1999.
"A recursive formulation for repeated agency with history dependence,"
Staff Report
259, Federal Reserve Bank of Minneapolis.
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Other versions: - Robert Shimer, 2002.
"The Research Agenda: Labor Market Frictions and Business Cycles,"
EconomicDynamics Newsletter,
Review of Economic Dynamics, vol. 4(1), November.
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- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2007.
"A dynamic model of the payment system,"
Working Papers
07-22, Federal Reserve Bank of Philadelphia.
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- Erwan Quintin, 2001.
"Limited enforcement and the organization of production,"
Center for Latin America Working Papers
0601, Federal Reserve Bank of Dallas.
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Other versions: - Borys Grochulski, 2008.
"Optimal personal bankruptcy design : A Mirrlees approach,"
Working Paper
08-05, Federal Reserve Bank of Richmond.
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- Ethan Ligon, 2002.
"Dynamic bargaining in households (with application to Bangladesh),"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
972, Department of Agricultural & Resource Economics, UC Berkeley.
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- Robert Shimer & Iván Werning, 2005.
"Liquidity and insurance for the unemployed,"
Staff Report
366, Federal Reserve Bank of Minneapolis.
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Other versions:- Robert Shimer & Ivan Werning, 2005.
"Liquidity and Insurance for the Unemployed,"
NBER Working Papers
11689, National Bureau of Economic Research, Inc.
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- Robert Shimer & Ivan Werning, 2008.
"Liquidity and Insurance for the Unemployed,"
American Economic Review,
American Economic Association, vol. 98(5), pages 1922-42, December.
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- Jianjun Miao, 2003.
"Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks,"
Macroeconomics
0310001, EconWPA.
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Other versions: - Luis Rayo, 2002.
"Relational Team Incentives and Ownership,"
Theory workshop papers
357966000000000087, UCLA Department of Economics.
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- Radim Bohacek, 2000.
"Capital Accumulation in an Economy with Heterogeneous Agents and Moral Hazard,"
CERGE-EI Working Papers
wp165, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
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- Wang, Cheng, 2006.
"Equilibrium Layoff as Termination of a Dynamic Contract,"
Staff General Research Papers
12704, Iowa State University, Department of Economics.
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- Thor Koeppl & Cyril Monnet & Ted Temzelides, 2007.
"Payments and Mechanism Design,"
Working Papers
1124, Queen's University, Department of Economics.
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- Narayana Kocherlakota, 2004.
"Figuring out the Impact of Hidden Savings on Optimal Unemployment Insurance,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 7(3), pages 541-554, July.
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- Arpad Abraham & Nicola Pavoni, 2008.
"Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending: A Recursive Formulation,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 781-803, October.
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Other versions: - Josepa Miquel-Florensa, 2007.
"Optimal Incentives in Dynamic Multiple Project Contracts,"
Working Papers
2007_2, York University, Department of Economics.
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- Harrison Cheng, 2000.
"Folk Theorem with One-sided Information,"
Review of Economic Dynamics,
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- Hisahiro Naito, 2003.
"Optimal Nonlinear Income and Inheritance Taxation in an Infinite Horizon Model with Quasi-linear Preference,"
ISER Discussion Paper
0595, Institute of Social and Economic Research, Osaka University.
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- Pricila Maziero & Laurence Ales, 2008.
"Accounting for private information,"
Working Papers
663, Federal Reserve Bank of Minneapolis.
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6857, C.E.P.R. Discussion Papers.
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- Dino Gerardi & Lucas Maestri, 2009.
"A Principal-Agent Model of Sequential Testing,"
Levine's Working Paper Archive
814577000000000076, David K. Levine.
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126, European Central Bank.
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- Spear, Stephen E. & Srivastava, Sanjay, 1986.
"Markov rational expectations equilibria in an overlapping generations model,"
Journal of Economic Theory,
Elsevier, vol. 38(1), pages 35-62, February.
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Cited by:
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iewwp067, Institute for Empirical Research in Economics - IEW.
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"Transformations of the State Variable and Learning Dynamics,"
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- Spear, Stephen E., 1985.
"Rational expectations in the overlapping generations model,"
Journal of Economic Theory,
Elsevier, vol. 35(2), pages 251-275, August.
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- Shurojit Chatterji & Ignacio Lobato, 2007.
"Transformations of the State Variable and Learning Dynamics,"
Working Papers
0708, Centro de Investigacion Economica, ITAM.
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Other versions: - S. Rao Aiyagari, 1987.
"Nonmonetary steady states in stationary overlapping generations models with long lived agents and discounting: multiplicity, optimality, and consumption smoothing,"
Working Papers
325, Federal Reserve Bank of Minneapolis.
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Other versions: - David K. Levine, 1986.
"Infinite Horizon Equilibrium with Incomplete Markets,"
UCLA Economics Working Papers
418, UCLA Department of Economics.
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- Piero Gottardi & Subir Chattopadhyay, 1999.
"- Stochastic Olg Models, Market Structure And Optimality,"
Working Papers. Serie AD
1999-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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Other versions:- Subir Chattopadhyay & Piero Gottardi, 1999.
"Stochastic OLG Models, Market Structure, and Optimality,"
Working Papers
99-12, Brown University, Department of Economics.
- Chattopadhyay, Subir & Gottardi, Piero, 1999.
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Journal of Economic Theory,
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- Tom Krebs, 2002.
"Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete,"
Working Papers
2002-17, Brown University, Department of Economics.
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Other versions: - Espen Henriksen & Steve Spear, 2006.
"Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies,"
Computing in Economics and Finance 2006
223, Society for Computational Economics.
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Other versions: - David K. Levine, 1993.
"Trembling Invisible Hand Equilibrium,"
Levine's Working Paper Archive
189, David K. Levine.
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- Spear, Stephen E., 1984.
"Sufficient conditions for the existence of sunspot equilibria,"
Journal of Economic Theory,
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- Satyajit Chatterjee & Russell Cooper & B. Ravikumar, 1993.
"Participation Dynamics: Sunspots and Cycles,"
NBER Working Papers
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- Hashimzade, Nigar & Majumdar, Mukul, 2002.
"Survival under Uncertainty in an Exchange Economy,"
Working Papers
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- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1992.
"Expectationally-driven market volatility: an experimental study,"
Discussion Paper / Institute for Empirical Macroeconomics
73, Federal Reserve Bank of Minneapolis.
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Other versions:- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1993.
"Expectationally-driven Market Volatility: An Experimental Study,"
Economics Working Papers
21, Department of Economics and Business, Universitat Pompeu Fabra.
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"Expectationally-Driven Market Volatility: An Experimental Study,"
GSIA Working Papers
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- S. Rao Aiyagari, 1988.
"Can there be short-period deterministic cycles when people are long lived?,"
Staff Report
114, Federal Reserve Bank of Minneapolis.
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Other versions: - Julio Dávila, .
"Time and Uncertainty in Overlapping Generations Economies,"
Penn CARESS Working Papers
f4274aafd97bb75e2364542f8, Penn Economics Department.
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Other versions:- Julio Dávila, .
"Time and Uncertainty in Overlapping Generations Economies,"
CARESS Working Papres
00-09, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
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- Davila, Julio, 2001.
"Time and Uncertainty in Overlapping Generations Economies,"
Journal of Economic Theory,
Elsevier, vol. 100(2), pages 356-386, October.
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