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Citations for "Computing Multi-Period, Information Constrained Optima"

by Christopher Phelan & Robert M Townsend

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  1. Gauthier, C. & Poitevin, M., 1994. "Using Ex-ante Payments in Self-Enforcing Risk-Sharing Contracts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9402, Universite de Montreal, Departement de sciences economiques.
  2. Wang, Cheng, 1997. "Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model," Journal of Economic Theory, Elsevier, Elsevier, vol. 76(1), pages 72-105, September.
  3. Daron Acemoglu & Michael Golosov & Aleh Tsyvinski, 2006. "Markets Versus Governments: Political Economy of Mechanisms," NBER Working Papers 12224, National Bureau of Economic Research, Inc.
  4. Rasmus Lentz & Torben Tranæs, 2002. "Job Search and Savings: Wealth Effects and Duration Dependence," CAM Working Papers 2004-11, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Nov 2003.
  5. Ana Fernandes & Christopher Phelan, 1999. "A recursive formulation for repeated agency with history dependence," Staff Report, Federal Reserve Bank of Minneapolis 259, Federal Reserve Bank of Minneapolis.
  6. Radim Bohacek, 2001. "Capital Accumulation in an Economy with Heterogeneous Agents and Moral Hazard," GE, Growth, Math methods, EconWPA 0012001, EconWPA.
  7. George J. Hall & Thomas J. Sargent, 2013. "Fiscal Discriminations in Three Wars," NBER Working Papers 19008, National Bureau of Economic Research, Inc.
  8. Kiley Michael T., 2003. "How Should Unemployment Benefits Respond to the Business Cycle?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, De Gruyter, vol. 3(1), pages 1-22, July.
  9. MUKOYAMA, Toshihiko & SAHIN, Aysegül, 2004. "Repeated Moral Hazard with Persistence," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 01-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  10. Smith, Bruce D. & Wang, Cheng, 1998. "Repeated Insurance Relationships in a Costly State Verification Model: With an Application to Deposit Insurance," Staff General Research Papers, Iowa State University, Department of Economics 5194, Iowa State University, Department of Economics.
  11. George-Marios Angeletos & Alessandro Pavan, 2006. "Socially Optimal Coordination: Characterization and Policy Implications," NBER Working Papers 12778, National Bureau of Economic Research, Inc.
  12. Lim, Y. & Townsend, R.M., 1997. "General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies," Papers, Centro de Estudios Monetarios Y Financieros- 9716, Centro de Estudios Monetarios Y Financieros-.
  13. Stefania Albanesi & Christopher Sleet, 2004. "Dynamic optimal taxation with private information," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 140, Federal Reserve Bank of Minneapolis.
  14. Alessandra Casella, 2002. "Storable votes," Discussion Papers, Columbia University, Department of Economics 0102-71, Columbia University, Department of Economics.
  15. William D. Dupor & Andreas Lehnert, 2002. "Increasing returns and optimal oscillating labor supply," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2002-22, Board of Governors of the Federal Reserve System (U.S.).
  16. 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).
  17. Matthias Messner & Nicola Pavoni, 2004. "On the Recursive Saddle Point Method," Working Papers 255, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  18. Grochulski, Borys & Zhang, Yuzhe, 2013. "Market-based incentives," MPRA Paper 45576, University Library of Munich, Germany.
  19. Cheng Wang & Anthony Smith, . "Dynamic Credit Relationships in General Equilibrium," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2000-27, Carnegie Mellon University, Tepper School of Business.
  20. Temzelides, Ted & Williamson, Stephen D., 2001. "Payments Systems Design in Deterministic and Private Information Environments," Journal of Economic Theory, Elsevier, Elsevier, vol. 99(1-2), pages 297-326, July.
  21. Christopher Phelan, 2003. "Opportunity and Social Mobility," Levine's Bibliography 666156000000000379, UCLA Department of Economics.
  22. Daniel Garrett & Alessandro Pavan, 2009. "Dynamic Managerial Compensation: a Mechanism Design Approach," Carlo Alberto Notebooks, Collegio Carlo Alberto 127, Collegio Carlo Alberto.
  23. Kocherlakota, Narayana R. & Pistaferri, Luigi, 2005. "Asset pricing implications of Pareto optimality with private information," Discussion Paper Series 1: Economic Studies 2005,29, Deutsche Bundesbank, Research Centre.
  24. Daron Acemoglu & Mikhail Golosov & Aleh Tsyvinski, 2007. "Political Economy of Mechanisms," Levine's Bibliography 321307000000000886, UCLA Department of Economics.
  25. Wang, Cheng & Williamson, Stephen D., 2002. "Moral hazard, optimal unemployment insurance, and experience rating," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(7), pages 1337-1371, October.
  26. Gauthier, Celine & Poitevin, Michel & Gonzalez, Patrick, 1997. "Ex Ante Payments in Self-Enforcing Risk-Sharing Contracts," Journal of Economic Theory, Elsevier, Elsevier, vol. 76(1), pages 106-144, September.
  27. Espino, Emilio, 2005. "On Ramsey's conjecture: efficient allocations in the neoclassical growth model with private information," Journal of Economic Theory, Elsevier, Elsevier, vol. 121(2), pages 192-213, April.
  28. David G. Pearce, 1991. "Repeated Games: Cooperation and Rationality," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 983, Cowles Foundation for Research in Economics, Yale University.
  29. Prescott, Edward Simpson & Townsend, Robert M., 2002. "Collective Organizations versus Relative Performance Contracts: Inequality, Risk Sharing, and Moral Hazard," Journal of Economic Theory, Elsevier, Elsevier, vol. 103(2), pages 282-310, April.
  30. S. Rao Aiyagari, 1994. "Macroeconomics with frictions," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Sum, pages 24-40.
  31. Stephen Williamson & Cheng Wang, 1995. "Unemployment Insurance with Moral Hazard in a Dynamic Economy," Macroeconomics, EconWPA 9506002, EconWPA.
  32. Mikhail Golosov & Narayana Kocherlakota & Aleh Tsyvinski, 2002. "Optimal Indirect and Capital Taxation," NajEcon Working Paper Reviews, www.najecon.org 391749000000000449, www.najecon.org.
  33. Attanasio, Orazio & Davis, Steven J, 1996. "Relative Wage Movements and the Distribution of Consumption," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 104(6), pages 1227-62, December.
  34. Pavoni, Nicola, 2007. "On optimal unemployment compensation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(6), pages 1612-1630, September.
  35. Manuel Santos & Jorge Aseff, . "Stock Options and Managerial Optimal Contracts," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University 2133304, Department of Economics, W. P. Carey School of Business, Arizona State University.
  36. Pearce, David & Stacchetti, Ennio, 1997. "Time Consistent Taxation by a Government with Redistributive Goals," Journal of Economic Theory, Elsevier, Elsevier, vol. 72(2), pages 282-305, February.
  37. Judd, Kenneth L., 1997. "Computational economics and economic theory: Substitutes or complements?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(6), pages 907-942, June.
  38. YiLi Chien & Hanno Lustig, 2010. "The Market Price of Aggregate Risk and the Wealth Distribution," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
  39. Yuichiro Waki & Kenichi Fukushima, 2011. "A polyhederal approximation approach to concave numerical dynamic programming," 2011 Meeting Papers 689, Society for Economic Dynamics.
  40. Abraham Arpad & Nicola Pavoni, 2004. "Efficient Allocations, with Moral Hazard and Hidden Borrowing and Lending," Levine's Bibliography 122247000000000138, UCLA Department of Economics.
  41. Edward S. Prescott, 1997. "The pre-commitment approach in a model of regulatory banking capital," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Win, pages 23-50.
  42. Alexander Karaivanov, 2002. "Computing Moral Hazard Programs With Lotteries Using Matlab," Computational Economics, EconWPA 0201001, EconWPA.
  43. S. Rao Aiyagari, 1993. "Explaining financial market facts: the importance of incomplete markets and transaction costs," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Win, pages 17-31.
  44. Aubhik Khan & B. Ravikumar, 1998. "Growth and Risk-Sharing with Private Information," Macroeconomics, EconWPA 9802003, EconWPA.
  45. Pavoni, Nicola & Violante, Giovanni L, 2006. "Optimal Welfare-to-Work Programs," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5937, C.E.P.R. Discussion Papers.
  46. 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.
  47. Alexander Karaivanov, 2003. "Financial Contracts and Occupational Choice," Computing in Economics and Finance 2003, Society for Computational Economics 25, Society for Computational Economics.
  48. Pricila Maziero & Laurence Ales, 2008. "Accounting for private information," Working Papers, Federal Reserve Bank of Minneapolis 663, Federal Reserve Bank of Minneapolis.
  49. Kyna Fong, 2007. "Evaluating Skilled Experts: Optimal Scoring Rules for Surgeons," Discussion Papers, Stanford Institute for Economic Policy Research 07-043, Stanford Institute for Economic Policy Research.
  50. Arantxa Jarque, 2008. "Repeated moral hazard with effort persistence," Working Paper, Federal Reserve Bank of Richmond 08-04, Federal Reserve Bank of Richmond.
  51. Aiyagari, S. Rao & Williamson, Stephen, 1997. "Money and Dynamic Credit Arrangements with Private Information," Working Papers, University of Iowa, Department of Economics 97-19, University of Iowa, Department of Economics.
  52. Christopher Phelan, 2002. "Inequality and fairness," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Spr.
  53. Menard, Sebastien, 2006. "Optimal unemployment insurance with non-separable preferences," Economics Letters, Elsevier, Elsevier, vol. 93(2), pages 267-271, November.
  54. Zhao, Rui R., 2006. "Renegotiation-proof contract in repeated agency," Journal of Economic Theory, Elsevier, Elsevier, vol. 131(1), pages 263-281, November.
  55. Alexander Monge-Naranjo & Javier Cascante & Luis J. Hall, 2001. "Enforcement, Contract Design, and Default: Exploring the Financial Markets of Costa Rica," Research Department Publications, Inter-American Development Bank, Research Department 3126, Inter-American Development Bank, Research Department.
  56. Sleet, Christopher, 2001. "On Credible Monetary Policy and Private Government Information," Journal of Economic Theory, Elsevier, Elsevier, vol. 99(1-2), pages 338-376, July.
  57. 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.
  58. Alexei Tchistyi & Tomasz Piskorski, 2008. "Stochastic House Appreciation and Optimal Mortgage Lending," 2008 Meeting Papers 938, Society for Economic Dynamics.
  59. Williamson, Stephen, 1997. "Payments Systems with Random Matching and Private Information," Working Papers, University of Iowa, Department of Economics 97-21, University of Iowa, Department of Economics.
  60. Santos Monteiro, Paulo, 2008. "Family Labor Supply and Aggregate Saving," The Warwick Economics Research Paper Series (TWERPS) 875, University of Warwick, Department of Economics.
  61. David A. Marshall & Edward Simpson Prescott, 2002. "State-contingent bank regulation with unobserved action and unobserved characteristics," Working Paper Series, Federal Reserve Bank of Chicago WP-02-24, Federal Reserve Bank of Chicago.
  62. John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Working Papers 4088, National Bureau of Economic Research, Inc.
  63. Marco LiCalzi & Alessandro Pavan, 2003. "Tilting the Supply Schedule to Enhance Competition in Uniform-Price Auctions," Working Papers, Fondazione Eni Enrico Mattei 2003.22, Fondazione Eni Enrico Mattei.
  64. Mele, Antonio, 2014. "Repeated moral hazard and recursive Lagrangeans," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 42(C), pages 69-85.
  65. Andreas Lehnert, 1998. "Asset pooling, credit rationing, and growth," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1998-52, Board of Governors of the Federal Reserve System (U.S.).
  66. 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.
  67. Larry E. Jones & Ali Shourideh & Roozbeh Hosseini, 2010. "Risk Sharing, Inequality, and Fertility," 2010 Meeting Papers, Society for Economic Dynamics 948, Society for Economic Dynamics.
  68. Jean-Olivier Hairault & François Langot & Sébastien Ménard & Thepthida Sopraseuth, 2012. "Optimal Unemployment Insurance for Older Workers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00668989, HAL.
  69. Wen-Fang Liu, 1998. "Heterogeneous Agent Economies with Knightian Uncertainty," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington 0053, Department of Economics at the University of Washington.
  70. Christopher Phelan, 2005. "Opportunity and social mobility," Staff Report, Federal Reserve Bank of Minneapolis 323, Federal Reserve Bank of Minneapolis.
  71. Borys Grochulski, 2008. "Optimal personal bankruptcy design : A Mirrlees approach," Working Paper, Federal Reserve Bank of Richmond 08-05, Federal Reserve Bank of Richmond.
  72. Huang, Pidong, 2013. "Optimal Unemployment Insurance With Different Types of Job," MPRA Paper 46626, University Library of Munich, Germany.
  73. Zhao, Rui R., 2007. "Dynamic risk-sharing with two-sided moral hazard," Journal of Economic Theory, Elsevier, Elsevier, vol. 136(1), pages 601-640, September.
  74. Robert J. Shiller, 1997. "Expanding the Scope of Individual Risk Management: Moral Hazard and Other Behavioral Considerations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1145, Cowles Foundation for Research in Economics, Yale University.
  75. Peter M. DeMarzo & Yuliy Sannikov, 2004. "A Continuous-Time Agency Model of Optimal Contracting and Capital Structure," NBER Working Papers 10615, National Bureau of Economic Research, Inc.
  76. Mason, Robin & Välimäki, Juuso, 2008. "Dynamic Moral Hazard and Project Completion," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6857, C.E.P.R. Discussion Papers.
  77. Liu, Xuemei, 2008. "The monetary compensation mechanism: An alternative to the clean development mechanism," Ecological Economics, Elsevier, Elsevier, vol. 66(2-3), pages 289-297, June.
  78. John Rust & Richard Staelin, 2011. "Rust’s and Staelin’s Comments on: “A structural model of sales force compensation dynamics: estimation and field implementation” by Sanjog Misra and Harikesh Nair," Quantitative Marketing and Economics, Springer, Springer, vol. 9(3), pages 259-265, September.
  79. 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.
  80. Edward S. Prescott, 1999. "A primer on moral-hazard models," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Win, pages 47-78.
  81. Anna L. Paulson & Robert Townsend, 2003. "Distinguishing limited commitment from moral hazard in models of growth with inequality," Working Paper Series, Federal Reserve Bank of Chicago WP-03-06, Federal Reserve Bank of Chicago.
  82. Alessandro Dovis, 2013. "Efficient Sovereign Default," 2013 Meeting Papers, Society for Economic Dynamics 293, Society for Economic Dynamics.
  83. Dubois, Pierre, 2002. "Consommation, partage de risque et assurance informelle : développements théoriques et tests empiriques récents," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 78(1), pages 115-149, Mars.
  84. Radim Bohacek, 2001. "Capital Accumulation And Moral Hazard In An Economy With Heterogeneous Agents," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 1B.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.