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Michael Magill

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Personal Details

First Name: Michael
Middle Name:
Last Name: Magill
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RePEc Short-ID: pma388

Email: [This author has chosen not to make the email address public]
Homepage: http://www-rcf.usc.edu/~magill/
Postal Address:
Phone:

Affiliation

Department of Economics
University of Southern California
Location: Los Angeles, California (United States)
Homepage: http://www.usc.edu/dept/LAS/economics/
Email:
Phone: (213) 740-8335
Fax: (213) 740-8543
Postal: KAP 300, University Park Campus, Los Angeles, CA-90089
Handle: RePEc:edi:deuscus (more details at EDIRC)

Works

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Working papers

  1. Michael Magill & Martine Quinzii, 2014. "Prices and Investment with Collateral and Default," Working Papers 143, University of California, Davis, Department of Economics.
  2. Martine Quinzii & Michael Magill, 2007. "The Probability Approach To General Equilibrium With Production," Working Papers 83, University of California, Davis, Department of Economics.
  3. Martine Quinzii & Michael Magill, 2007. "A Statitical Approach to General equilibrium with Production," Working Papers 75, University of California, Davis, Department of Economics.
  4. Michael Magill & Martine Quinzii, 2005. "An Equilibrium Model of Managerial Compensation," IEPR Working Papers 05.22, Institute of Economic Policy Research (IEPR).
  5. Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.
  6. John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long Run Behavior of the Stock Market," Levine's Bibliography 122247000000000643, UCLA Department of Economics.
  7. Michael Magill & Martine Quinzii, 2004. "Common Shocks and Relative Compensation Schemes," IEPR Working Papers 05.21, Institute of Economic Policy Research (IEPR).
  8. Klaus Nehring & Michael Magill & Julian R. Betts, 2003. "Capacities And Probabilistic Beliefs: A Precarious Coexistence," Working Papers 978, University of California, Davis, Department of Economics.
  9. Wing Thye Woo & Michael Magill & Julian R. Betts, 2003. "Chinese Economic Growth: Sources and Prospects," Working Papers 968, University of California, Davis, Department of Economics.
  10. Giacomo Bonanno & Michael Magill & Kristin Van Gaasback, 2003. "Branching Time Logic, Perfect Information Games And Backward Induction," Working Papers 9813, University of California, Davis, Department of Economics.
  11. John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
  12. Michael Magill, 2000. "Equity, Options and Efficiency in the Presence of Moral Hazard," Econometric Society World Congress 2000 Contributed Papers 1845, Econometric Society.
  13. Michael Magill & Martine Quinzii, 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Discussion Paper Serie A 511, University of Bonn, Germany.
  14. Magill, M. & Quinzii, M., 1993. "Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles," Papers 9321, Southern California - Department of Economics.
  15. Magill,Michael & Quinzii,Martine, 1992. "Infinite horizon,Incomplete markets," Discussion Paper Serie A 384, University of Bonn, Germany.
  16. Magill,Michael & Quinzii,Martine, 1989. "Real effects of money in general equilibrium," Discussion Paper Serie A 232, University of Bonn, Germany.
  17. Michael Magill & Martine Quinzii, 1989. "The Non-Neutrality of Money in a Production Economy with Nominal Assets," Discussion Paper Serie A 267, University of Bonn, Germany.
  18. Geanakoplos,John Magill,Michael & Shafer,Wayne, 1988. "Lecture notes in incomplete markets II," Discussion Paper Serie A 205, University of Bonn, Germany.
  19. Hirsch, M.D. & Magill, M. & Mas-Colell, A., 1988. "A geometric Approach to a Class of Fixed Point Theorem," Papers 527, Stanford - Institute for Thoretical Economics.
  20. John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze, 1988. "Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete," Cowles Foundation Discussion Papers 863, Cowles Foundation for Research in Economics, Yale University.
  21. Duffie,D. Shafer,W. Cass,D. Magill,M. Quinzii,M Geanakoplos,J., 1988. "Lecture notes in incomplete markets," Discussion Paper Serie A 192, University of Bonn, Germany.
  22. Magill Mjp & Shafer Wj, 1985. "Allocation of aggregate and individual risks through financial markets," CEPREMAP Working Papers (Couverture Orange) 8525, CEPREMAP.
  23. Michael J. P. Magill, 1978. "On Cyclical Motion in Dynamic Economics," Discussion Papers 334, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  24. William A. Brock & Michael J. P. Magill, 1978. "Dynamics Under Uncertainty," Discussion Papers 324, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  25. Michael J.P. Magill, 1977. "The Stability of Equilibrium," Discussion Papers 306, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  26. Michael J. P. Magill, 1977. "The Origin of Cycling in Dynamic Economic Models Arising from Maxamizing Behavior," Discussion Papers 296, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  27. Martine Quinzii & Michael Magill, 1900. "Normative Properties Of Stock Market Equilibrium With Moral Hazard," Working Papers 82, University of California, Davis, Department of Economics.
  28. Michael Magill & Martine Quinzii, . "The Stock Market in the Overlapping Generations," Department of Economics 99-13, California Davis - Department of Economics.
  29. Michael Magill & Martine Quinzii, . "Equity, Bonds, Growth And Inflation In A Quadratic Infinite Horizon Economy," Department of Economics 98-08, California Davis - Department of Economics.
  30. Michael Magill & Martine Quinzii, . "Incentives And Risk Sharing In A Stock Market Equilibrium," Department of Economics 96-12, California Davis - Department of Economics.

Articles

  1. Magill, Michael & Quinzii, Martine, 2014. "Anchoring expectations of inflation," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 86-105.
  2. Michael Magill & Martine Quinzii, 2010. "A Comoment Criterion For The Choice Of Risky Investment By Firms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(3), pages 723-744, 08.
  3. Michael Magill & Martine Quinzii, 2009. "The probability approach to general equilibrium with production," Economic Theory, Springer, vol. 39(1), pages 1-41, April.
  4. Magill, Michael & Quinzii, Martine, 2008. "Normative properties of stock market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 785-806, July.
  5. Michael Magill & Martine Quinzii, 2006. "Common Shocks and Relative Compensation," Annals of Finance, Springer, vol. 2(4), pages 407-420, October.
  6. Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
  7. Magill, Michael & Quinzii, Martine, 2003. "Nonshiftable capital, affine price expectations and convergence to the Golden Rule," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 239-272, June.
  8. Michael Magill & Martine Quinzii, 2003. "Indeterminacy of equilibrium in stochastic OLG models," Economic Theory, Springer, vol. 21(2), pages 435-454, 03.
  9. Magill, Michael & Quinzii, Martine, 2002. "Capital market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 149-190, September.
  10. Michael Magill & Martine Quinzii, 2000. "Infinite horizon CAPM equilibrium," Economic Theory, Springer, vol. 15(1), pages 103-138.
  11. Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer, vol. 10(1), pages 1-37.
  12. Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.
  13. M. Holler & D. Mueller & H. Kurz & M. Magill & Martine Quinzii & H. Lorenz & D. Schneider, 1996. "Book reviews," Journal of Economics, Springer, vol. 63(1), pages 101-123, February.
  14. Magill, Michael & Quinzii, Martine, 1994. "Infinite Horizon Incomplete Markets," Econometrica, Econometric Society, vol. 62(4), pages 853-80, July.
  15. Magill, M. & Quinzii, M., 1992. "Real effects of money in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 301-342.
  16. Magill, Michael J. P. & Shafer, Wayne J., 1990. "Characterisation of generically complete real asset structures," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 167-194.
  17. Hirsch, M. D. & Magill, M. & Mas-Colell, A., 1990. "A geometric approach to a class of equilibrium existence theorems," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 95-106.
  18. Husseini, S. Y. & Lasry, J. -M. & Magill, M. J. P., 1990. "Existence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 39-67.
  19. Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990. "Generic inefficiency of stock market equilibrium when markets are incomplete," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 113-151.
  20. Cheng, Hsueh-Cheng & Magill, Michael J P & Shafer, Wayne J, 1987. "Some Results on Comparative Statics under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 493-507, June.
  21. Danthine, Jean-Pierre & Magill, Michael J. P., 1985. "Investment in information acquisition," Economics Letters, Elsevier, vol. 19(3), pages 221-225.
  22. Cheng, Hsueh-Cheng & Magill, Michael J. P., 1983. "An asymptotic property of equilibrium on futures markets arising from speculation," Economics Letters, Elsevier, vol. 11(4), pages 371-375.
  23. Magill, Michael J P, 1981. "Infinite Horizon Programs," Econometrica, Econometric Society, vol. 49(3), pages 679-711, May.
  24. Magill, Michael J. P., 1980. "An existence criterion for models of resource allocation over an infinite horizon," Economics Letters, Elsevier, vol. 5(3), pages 209-213.
  25. Brock, William A & Magill, Michael J P, 1979. "Dynamics under Uncertainty," Econometrica, Econometric Society, vol. 47(4), pages 843-68, July.
  26. Magill, Michael J P & Scheinkman, Jose A, 1979. "Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 297-315, June.
  27. Magill, Michael J P, 1979. "The Stability of Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 577-97, October.
  28. Magill, Michael J. P., 1977. "Some new results on the local stability of the process of capital accumulation," Journal of Economic Theory, Elsevier, vol. 15(1), pages 174-210, June.
  29. Magill, Michael J. P., 1977. "A local analysis of N-sector capital accumulation under uncertainty," Journal of Economic Theory, Elsevier, vol. 15(1), pages 211-219, June.
  30. Magill, Michael J. P., 1976. "The preferability of investment through a mutual fund," Journal of Economic Theory, Elsevier, vol. 13(2), pages 264-271, October.
  31. Magill, Michael J. P. & Constantinides, George M., 1976. "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, vol. 13(2), pages 245-263, October.

Chapters

  1. Michael Magill & Martine Quinzii, 2010. "general equilibrium with incomplete markets," The New Palgrave Dictionary of Economics, Palgrave Macmillan.
  2. Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier.

Books

  1. Michael Magill & Martine Quinzii, 2002. "Theory of Incomplete Markets, Volume 1," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262632543, December.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-05-07
  2. NEP-DGE: Dynamic General Equilibrium (1) 2014-03-08
  3. NEP-FIN: Finance (3) 2002-10-18 2004-02-08 2004-11-22. Author is listed
  4. NEP-FMK: Financial Markets (2) 2002-10-18 2004-02-08. Author is listed
  5. NEP-MIC: Microeconomics (1) 2005-05-07

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