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Information about:
Karl Schmedders

Personal Details | Affiliation | Works
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Personal Details

First Name: Karl
Middle Name:
Last Name: Schmedders
Suffix:

RePEc Short-ID: psc9

Email:
Homepage: http://www.kellogg.northwestern.edu/faculty/bio/schmed.htm
Postal Address: KGSM-MEDS 5th floor 2001 Sheridan Rd Evanston, IL 60208
Phone: 847-491-5158

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Felix Kuber & Karl Schmedders, 2007. "Competitive Equilibria in Semi-Algebraic Economies," PIER Working Paper Archive 07-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]

  2. Felix Kubler & Karl Schmedders, 2007. "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:

  3. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2006. "Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model," Discussion Papers 1427, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  4. Karl Schmedders, 2005. "Two-Fund Separation in Dynamic General Equilibrium," 2005 Meeting Papers 148, Society for Economic Dynamics. [Downloadable!]
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    Published as:

  5. Karl Schmedders & Ken Judd, 2005. "A Computational Approach to Proving Uniqueness in Dynamic Games," Computing in Economics and Finance 2005 412, Society for Computational Economics.

  6. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  7. Kenneth Judd & Karl Schmedders, 2002. "Optimal Rules for Patent Races," Discussion Papers 1343, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  8. Robert L. Earle & Karl Schmedders & Tymon Tatur, 2002. "Price Caps and Uncertain Demands," Discussion Papers 1340, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  9. Alessandro, CITANNA & SCHMEDDERS, Karl, 2002. "Controlling price volatility through financial innovation," Les Cahiers de Recherche 749, HEC Paris. [Downloadable!]

  10. Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  11. Ken Judd & Karl Schmedders & Sevin Yeltekin, 2002. "Optimal Policies for Patent Races," Computing in Economics and Finance 2002 253, Society for Computational Economics.

  12. Robert L. Earle & Karl Schmedders, 2001. "Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher Prices," Discussion Papers 1330, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  13. Karl Schmedders, Felix Kubler, 2001. "Asset Pricing in Models with incomplete markets and default," Computing in Economics and Finance 2001 58, Society for Computational Economics.

  14. Felix Kubler & Karl Schmedders, 2001. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Discussion Papers 1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:

  15. P. Jean-Jacques Herings & Karl Schmedders, 2001. "Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs," Discussion Papers 1318, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  16. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine. [Downloadable!]
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  17. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2000. "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Discussion Papers 1294, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:

  18. Karl Schmedders, 2000. "Monopolistic Security Design in Finance Economies," Discussion Papers 1288, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  19. Kenneth L. JUDD & Felix KUBLER & Karl SCHMEDDERS, . "Bond Ladders and Optimal Portfolios," Swiss Finance Institute Research Paper Series 08-32, Swiss Finance Institute. [Downloadable!]

  20. Karl Schmedders, . "Computational General Equilibrium with Incomplete Assets," Computing in Economics and Finance 1997 70, Society for Computational Economics.

Articles

  1. Robert Earle & Karl Schmedders & Tymon Tatur, 2007. "On Price Caps Under Uncertainty," Review of Economic Studies, Blackwell Publishing, vol. 74(1), pages 93-111, 01. [Downloadable!] (restricted)

  2. Schmedders, Karl, 2007. "Two-fund separation in dynamic general equilibrium," Theoretical Economics, Society for Economic Theory, vol. 2(2), pages 135-161, June. [Downloadable!]
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  3. P. Herings & Karl Schmedders, 2006. "Computing equilibria in finance economies with incomplete markets and transaction costs," Economic Theory, Springer, vol. 27(3), pages 493-512, 04. [Downloadable!] (restricted)
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  4. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2006. "Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"," Finance Research Letters, Elsevier, vol. 3(2), pages 102-105, June. [Downloadable!] (restricted)

  5. Alessandro Citanna & Karl Schmedders, 2005. "Excess price volatility and financial innovation," Economic Theory, Springer, vol. 26(3), pages 559-587, October. [Downloadable!] (restricted)

  6. Felix Kubler & Karl Schmedders, 2005. "Approximate versus Exact Equilibria in Dynamic Economies," Econometrica, Econometric Society, vol. 73(4), pages 1205-1235, 07. [Downloadable!] (restricted)

  7. Felix Kubler & Karl Schmedders, 2003. "Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time," Economic Theory, Springer, vol. 22(1), pages 1-15, 08. [Downloadable!] (restricted)

  8. Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2003. "Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents," Journal of Finance, American Finance Association, vol. 58(5), pages 2203-2218, October. [Downloadable!] (restricted)
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  9. Felix Kubler & Karl Schmedders, 2003. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November. [Downloadable!] (restricted)
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  10. Kubler, Felix & Schmedders, Karl, 2002. "Recursive Equilibria In Economies With Incomplete Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 6(02), pages 284-306, April. [Downloadable!]

  11. Felix Kubler & Karl Schmedders, 2001. "Incomplete Markets, Transitory Shocks, and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October. [Downloadable!] (restricted)
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  12. Karl Schmedders, 2001. "symposium articles : Monopolistic security design in finance economies," Economic Theory, Springer, vol. 18(1), pages 37-72. [Downloadable!] (restricted)

  13. Kubler, Felix & Schmedders, Karl, 2000. "Computing Equilibria in Stochastic Finance Economies," Computational Economics, Springer, vol. 15(1-2), pages 145-72, April. [Downloadable!]

  14. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000. "Computing equilibria in infinite-horizon finance economies: The case of one asset," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1047-1078, June. [Downloadable!] (restricted)

  15. Eaves, B. Curtis & Schmedders, Karl, 1999. "General equilibrium models and homotopy methods," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1249-1279, September. [Downloadable!] (restricted)

  16. Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August. [Downloadable!] (restricted)

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2001-09-26 2004-02-23
  2. NEP-DGE: Dynamic General Equilibrium (7) 2000-10-05 2000-10-05 2005-12-01 2007-04-09 2007-04-09 2007-09-30 2009-06-03 Author is listed
  3. NEP-FMK: Financial Markets (3) 2000-10-05 2000-10-05 2001-09-26
  4. NEP-IND: Industrial Organization (1) 2000-10-05
  5. NEP-MAC: Macroeconomics (1) 2007-04-09
  6. NEP-MIC: Microeconomics (2) 2002-04-15 2009-06-03
  7. NEP-REG: Regulation (1) 2002-06-13
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2007-04-09 2007-09-30
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This page was last updated on 2009-11-13.

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