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Kevin Reffett

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This is information that was supplied by Kevin Reffett in registering through RePEc. If you are Kevin Reffett , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Kevin
Middle Name:
Last Name: Reffett
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RePEc Short-ID: pre383

Email: [This author has chosen not to make the email address public]
Homepage: http://wpcarey.asu.edu/directory/people/profile.cfm?person=1039534
Postal Address:
Phone:

Affiliation

Department of Economics
W.P. Carey School of Business
Arizona State University
Location: Tempe, Arizona (United States)
Homepage: http://wpcarey.asu.edu/ecn/
Email:
Phone: (480) 965-5514
Fax: (480) 965-0748
Postal: Box 873806, Tempe, AZ 85287-3806
Handle: RePEc:edi:deasuus (more details at EDIRC)

Works

as in new window

Working papers

  1. Kevin Reffett & Olivier Morand, 2008. "Isotone recursive methods for Stationary Markov Equilibra in OLG models with stochastic nonclassical production," 2008 Meeting Papers 470, Society for Economic Dynamics.
  2. Manjira Datta & Leonard J. Mirman & Olivier F. Morand & Kevin L. Reffett, 2005. "Markovian Equilibrium in Infinite Horizon Economies with Incomplete Markets and Public Policy," Tinbergen Institute Discussion Papers 05-013/2, Tinbergen Institute.
  3. Olivier F. Morand & Kevin L. Reffett, 2005. "Stationary Markovian Equilibrium in Overlapping Generation Models with Stochastic Nonclassical Production," Working papers 2005-52, University of Connecticut, Department of Economics.
  4. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  5. Jaime Erikson & Olivier F. Morand & Kevin L. Reffett, 2005. "Isotone Recursive Methods for Overlapping Generation Models with Stochastic Nonclassical Production," Working papers 2005-51, University of Connecticut, Department of Economics.
  6. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2004. "Some Stability Results for Markovian Economic Semigroups," Department of Economics - Working Papers Series 902, The University of Melbourne.
  7. Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004. "A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital," Levine's Bibliography 122247000000000224, UCLA Department of Economics.
  8. Kevin L. Reffett & Manjira Datta & Leonard J. Mirman, 2003. "Lattice Methods for Computing Markovian Equilibrium in Dynamic Games," Computing in Economics and Finance 2003 127, Society for Computational Economics.
  9. Olivier F. Morand & Kevin L. Reffett, 2002. "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies," Tinbergen Institute Discussion Papers 02-085/2, Tinbergen Institute.
  10. Olivier Morand & Kevin Reffett, 2002. "Smooth Iterative Projection Methods for Recursive Economies," Computing in Economics and Finance 2002 54, Society for Computational Economics.
  11. Manjira Datta & Leonard Mirman & Olivier F. Morand & Kevin Reffett, 2001. "Monotone Methods for Distorted Economies," Working papers 2001-03, University of Connecticut, Department of Economics.
  12. Kevin L. Reffett & Frank Schorfheide, 2000. "Evaluating Asset Pricing Implications of DSGE Models," Econometric Society World Congress 2000 Contributed Papers 1630, Econometric Society.
  13. Norrbin, S.C. & Reffett, K.L., 1993. "Stochastic Trends and Alternative Payments Media," Working Papers 1993_04_01, Department of Economics, Florida State University.
  14. Norrbin, S.C. & Reffett, K.L., 1993. "Exogeneity and the Forward Rate Efficiency Hypothesis," Working Papers 1993_08_01, Department of Economics, Florida State University.
  15. Norrbin, S.C. & Reffett, K.L., 1993. "Trade Credit in a Monetary Economy," Working Papers 1993_06_02, Department of Economics, Florida State University.
  16. Reffett, K.L., 1993. "Asset Pricing Anomalies in a Monetary Economy with Transactions Costs," Working Papers 1993_03_2, Department of Economics, Florida State University.
  17. Norrbin, S.C. & Reffett, K.L., 1993. "I(2) Representation of U.S. Money Demand," Working Papers 1993_08_02, Department of Economics, Florida State University.
  18. Marquis, M.H. & Reffett, K.L., 1993. "Equilibrium Growth in a Monetary Economy with Transaction Costs," Working Papers 1993_05_01, Department of Economics, Florida State University.
  19. Reffett, K.L., 1993. "Production-Based Asset Pricing Anomalies in a Monetary Economy," Working Papers 1993_02_1, Department of Economics, Florida State University.
  20. Norrbin, S.C. & Reffett, K.L., 1993. "The Long-Run Stability of Disaggregated Money Demand," Working Papers 1993_07_02, Department of Economics, Florida State University.
  21. Marquis, M.H. & Reffett, K., 1992. "New Technology Spillovers into the Payment System," Working Papers 1992_04_2, Department of Economics, Florida State University.
  22. Marquis, M.H. & Reffett, K.L., 1992. "Endogenous Financial Structure and Inflation Tax in a Model of Equilibrium Growth," Working Papers 1992_05_1, Department of Economics, Florida State University.
  23. Reffett, K.L., 1991. "Arbitarge Pricing in Monetary Economies with Multisector Production," Working Papers 1991_04_12, Department of Economics, Florida State University.
  24. Marquis, M.H. & Reffett, K.L., 1991. "Endogenous Growth with Liquidity-Constrained Human Capital Acquisition," Working Papers 1991_04_07, Department of Economics, Florida State University.
  25. Marquis, M.H. & Reffett, K.L., 1991. "The Inflation Tax in a Convex Model of Endogenous Growth," Working Papers 1991_03_11, Department of Economics, Florida State University.
  26. Marquis, M.H. & Reffett, K.L., 1991. "Real Interest and Endogenous Growth in a Monetary Economy," Working Papers 1991_06_02, Department of Economics, Florida State University.
  27. Manjira Datta & Leonard Mirman & Kevin Reffett, . "Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor," Working Papers 2132846, Department of Economics, W. P. Carey School of Business, Arizona State University.
  28. Manjira Datta & Leonard Mirman & Kevin Reffett, . "Nonclassical Brock-Mirman Economies," Working Papers 2179544, Department of Economics, W. P. Carey School of Business, Arizona State University.
  29. Leonard Mirman & Olivier Morand & Kevin Reffett, . "A Qualitative Theory of Markovian Equilibrium in Infinite Horizon Economies with Capital," Working Papers 2133376, Department of Economics, W. P. Carey School of Business, Arizona State University.
  30. Kevin Reffett & Olivier Morand, . "Existence and Uniqueness of Equilibrium in Nonoptimal Unbounded Infinite Horizon Economies with Capital," Working Papers 2133378, Department of Economics, W. P. Carey School of Business, Arizona State University.
    RePEc:ind:iispdp:11-03 is not listed on IDEAS
  31. Kevin Reffett & Olivier Morand, . "On the Existence and Characterization of Markovian Equilibrium in Models with Simple Non-paternalistic Altruism," Working Papers 2133478, Department of Economics, W. P. Carey School of Business, Arizona State University.
  32. Kevin Reffett & Manjira Datta & Leonard Mirman & Olivier Morand, . "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Working Papers 2133476, Department of Economics, W. P. Carey School of Business, Arizona State University.
  33. Manjira Datta & Leonard Mirman & Olivier Morand & Kevin Reffett, . "Lattice Methods in Computation of Sequential Markov Equilibrium in Dynamic Games," Working Papers 2179545, Department of Economics, W. P. Carey School of Business, Arizona State University.

Articles

  1. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2013. "Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information," Dynamic Games and Applications, Springer, vol. 3(2), pages 187-206, June.
  2. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2013. "A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism," Journal of Economic Dynamics and Control, Elsevier, vol. 37(5), pages 1019-1039.
  3. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2012. "Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment," Journal of Mathematical Economics, Elsevier, vol. 48(2), pages 115-132.
  4. Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2008. "A qualitative approach to Markovian equilibrium in infinite horizon economies with capital," Journal of Economic Theory, Elsevier, vol. 139(1), pages 75-98, March.
  5. Morand, Olivier F. & Reffett, Kevin L., 2007. "Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 501-522, April.
  6. Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005. "Markovian equilibrium in infinite horizon economies with incomplete markets and public policy," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.
  7. Leonard J. Mirman & Kevin Reffett & John Stachurski, 2005. "Some stability results for Markovian economic semigroups," International Journal of Economic Theory, The International Society for Economic Theory, vol. 1(1), pages 57-72.
  8. Morand, Olivier F. & Reffett, Kevin L., 2003. "Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1351-1373, September.
  9. Datta, Manjira & Mirman, Leonard J. & Reffett, Kevin L., 2002. "Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor," Journal of Economic Theory, Elsevier, vol. 103(2), pages 377-410, April.
  10. Norrbin, Stefan C. & Reffett, Kevin L., 1997. "The Disaggregated Money Demand in the Long Run," Journal of Macroeconomics, Elsevier, vol. 19(3), pages 495-507, July.
  11. Stefan Norrbin & Kevin Reffett & Yaohua Ji, 1997. "Using a VECM to test exogeneity and forecastability in the PPP condition," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 87-95.
  12. Norrbin, Stefan C. & Reffett, Kevin L., 1996. "Exogeneity and forward rate unbiasedness," Journal of International Money and Finance, Elsevier, vol. 15(2), pages 267-274, April.
  13. Norrbin, Stefan C. & Reffett, Kevin L., 1996. "A substitution test of long-run money demand," Journal of Macroeconomics, Elsevier, vol. 18(2), pages 253-270.
  14. Reffett, Kevin, 1996. "LL. Pand RM. S, Eds.,Economic Growth and the Structure of Long-Term Development," Journal of Comparative Economics, Elsevier, vol. 23(1), pages 110-115, August.
  15. Reffett, Kevin L, 1996. "Production-Based Asset Pricing in Monetary Economies with Transactions Costs," Economica, London School of Economics and Political Science, vol. 63(251), pages 427-43, August.
  16. Norrbin, Stefan C. & Reffett, Kevin L., 1995. "Trade credit in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 413-430, June.
  17. Reffett, Kevin L., 1995. "Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 569-597, April.
  18. Marquis, Milton H & Reffett, Kevin L, 1995. "Equilibrium Growth in a Monetary Economy with Transactions Costs," Bulletin of Economic Research, Wiley Blackwell, vol. 47(3), pages 233-51, July.
  19. Marquis, Milton H & Reffett, Kevin L, 1995. "The Inflation Tax in a Convex Model of Equilibrium Growth," Economica, London School of Economics and Political Science, vol. 62(245), pages 109-21, February.
  20. Norrbin, Stefan C. & Reffett, Kevin L., 1995. "I(2) representations of US money demand," Economics Letters, Elsevier, vol. 49(4), pages 415-423, October.
  21. Marquis, Milton H & Reffett, Kevin L, 1994. "New Technology Spillovers into the Payment System," Economic Journal, Royal Economic Society, vol. 104(426), pages 1123-38, September.
  22. Marquis, Milton H. & Reffett, Kevin L., 1993. "Anticipated inflation and capital in a multisector monetary economy," International Review of Economics & Finance, Elsevier, vol. 2(2), pages 129-147.
  23. Marquis, Milton H & Reffett, Kevin L, 1992. "Capital in the Payments System," Economica, London School of Economics and Political Science, vol. 59(235), pages 351-64, August.
  24. Marquis, Milton H. & Reffett, Kevin L., 1991. "Real interest rates and endogenous growth in a monetary economy," Economics Letters, Elsevier, vol. 37(2), pages 105-109, October.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2005-05-14 2005-06-14
  2. NEP-DGE: Dynamic General Equilibrium (5) 2002-10-18 2002-10-18 2002-10-18 2005-12-14 2005-12-14. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2005-02-06 2005-05-14
  4. NEP-MIC: Microeconomics (1) 2002-10-18

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