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Citations for "Rational Asset Pricing Bubbles"

by Manuel S. Santos & Michael Woodford

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Gadi Barlevy, 2008. "A leverage-based model of speculative bubbles," Working Paper Series WP-08-01, Federal Reserve Bank of Chicago. [Downloadable!]
  2. G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002. "Money and Indeterminacy Over an Infinite Horizon," Working Papers 2002-12, Brown University, Department of Economics. [Downloadable!]
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  3. Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, David K. Levine. [Downloadable!]
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  4. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," Levine's Bibliography 122247000000000861, UCLA Department of Economics. [Downloadable!]
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  5. Earl A. Thompson & Jonathan Treussard & Charles R. Hickson, 2004. "Predicting Bubbles and Bubbles-Substitutes," UCLA Economics Working Papers 836, UCLA Department of Economics. [Downloadable!]
  6. Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil). [Downloadable!]
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  7. 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. [Downloadable!]
  8. Kevin X. D. Huang & Jan Werner, 2000. "Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society. [Downloadable!]
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  9. Yann Algan & Olivier Allais & Eva Carceles-Poveda, 2009. "Macroeconomic Effects of Financial Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 678-696, October. [Downloadable!] (restricted)
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  10. 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!]
  11. Gaetano Bloise & Pietro Reichlin, 2008. "Asset Prices, Debt Constraints And Inefficiency," Departmental Working Papers of Economics - University 'Roma Tre' 0089, Department of Economics - University Roma Tre. [Downloadable!]
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  12. Christian Hellwig, 2003. "Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni)," UCLA Economics Online Papers 229, UCLA Department of Economics. [Downloadable!]
  13. Franklin Allen & Douglas Gale, 1998. "Bubbles and Crises The Economic Journal," Center for Financial Institutions Working Papers 98-01, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  14. John Conlon, 2005. "Should Central Banks Burst Bubbles?," Game Theory and Information 0508007, EconWPA. [Downloadable!]
  15. Michael Woodford, 2001. "Fiscal Requirements for Price Stability," NBER Working Papers 8072, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. Jovanovic, Boyan, 2008. "Bubbles In Prices Of Exhaustible Resources," Working Papers 45830, American Association of Wine Economists. [Downloadable!]
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  17. Peter Temin & Joachim Voth, 2004. "Riding the South Sea Bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  18. Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany, revised Nov 2009. [Downloadable!]
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  19. Fernando Alvarez & Urban J. Jermann, 1998. "Asset Pricing when Risk Sharing is Limited by Default," NBER Working Papers 6476, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  20. Eva Carceles-Poveda & Daniele Coen Pirani, . "Owning Capital or Being Shareholders: An Equivalence Result with Incomplete Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. [Downloadable!] (restricted)
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  21. Dahai Yu, 1998. "Equilibrium liquidity premia," International Finance Discussion Papers 615, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  22. Gaetano Bloise & J. H. Dreze & H. M. Polemarchakis, 2003. "Monetary Equilibria over an Infinite Horizon," Discussion Papers 03-19, University of Copenhagen. Department of Economics. [Downloadable!]
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  23. Gadi Barlevy, 2007. "Economic theory and asset bubbles," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 44-59. [Downloadable!]
  24. Eli Ofek & Matthew Richardson, 2001. "DotCom Mania: The Rise and Fall of Internet Stock Prices," NBER Working Papers 8630, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  25. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Quantitative Finance Papers 0908.4580, arXiv.org. [Downloadable!]
  26. Michael Woodford, 1995. "Price Level Determinacy Without Control of a Monetary Aggregate," NBER Working Papers 5204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  27. Arpad Abraham & Eva Carceles-Poveda, 2006. "Complete Markets, Enforcement Constraints and Intermediation," Computing in Economics and Finance 2006 320, Society for Computational Economics. [Downloadable!]
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  28. Dahai Yu, 1998. "Two equivalence theorems for government finance," International Finance Discussion Papers 622, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  29. Pablo F. Beker & Subir Chattopadhyay, 2006. "Economic Survival When Markets Are Incomplete," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  30. Takashi Kamihigashi, 2007. "The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations," Discussion Paper Series 205, Research Institute for Economics & Business Administration, Kobe University, revised Oct 2007. [Downloadable!]
  31. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. [Downloadable!]
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  32. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography 122247000000001003, UCLA Department of Economics. [Downloadable!]
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  33. Ricardo J. Caballero & Emmanuel Farhi & Mohamad L. Hammour, 2006. "Speculative Growth: Hints from the U.S. Economy," American Economic Review, American Economic Association, vol. 96(4), pages 1159-1192, September. [Downloadable!]
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  34. Stephen LeRoy, 2001. "Infinite Portfolios," University of California at Santa Barbara, Economics Working Paper Series wp8-01, Department of Economics, UC Santa Barbara. [Downloadable!]
  35. Narayana R. Kocherlakota, 2006. "Injecting Rational Bubbles," Levine's Bibliography 122247000000000905, UCLA Department of Economics. [Downloadable!]
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  36. Kevin J. Lansing, 2007. "Rational and near-rational bubbles without drift," Working Paper Series 2007-10, Federal Reserve Bank of San Francisco. [Downloadable!]
  37. Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Working Papers 0912, University of Miami, Department of Economics. [Downloadable!]
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  38. Michael Woodford, 1997. "Doing Without Money: Controlling Inflation in a Post-Monetary World," NBER Working Papers 6188, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  39. Stephen Clark, 2008. "Competitive prices for a stochastic input–output model with infinite time horizon," Economic Theory, Springer, vol. 35(1), pages 1-17, April. [Downloadable!] (restricted)
  40. Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Welfare-improving debt constraints," Textos para discussão 541, Department of Economics PUC-Rio (Brazil), revised Dec 2007. [Downloadable!]
  41. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics. [Downloadable!]
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  42. Luigi Montrucchio & Fabio Privileggi, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series 05-2001, ICER - International Centre for Economic Research. [Downloadable!]
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  43. 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. [Downloadable!] (restricted)
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    • A. Sandmo & M. Marquardt & H. Gottinger & U. Faigle & H. Kurz & J. Aubin & M. Vivarelli, 1998. "Book reviews," Journal of Economics, Springer, vol. 67(3), pages 338-351, October. [Downloadable!] (restricted)
  44. Timothy Cogley, 1999. "Should the Fed take deliberate steps to deflate asset price bubbles?," Economic Review, Federal Reserve Bank of San Francisco, pages 42-52. [Downloadable!]
  45. Bloise, Gaetano & Reichlin, Pietro, 2006. "Long-Term Public Debt and the Fiscal Theory of the Price Level," CEPR Discussion Papers 5479, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  46. Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics. [Downloadable!]
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  47. Kevin X.D. Huang & Jan Werner, 1997. "Valuation Bubbles and Sequential Bubbles," Economics Working Papers 303, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1997. [Downloadable!]
  48. Junjian Miao & Manuel Santos, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," Boston University - Department of Economics - Working Papers Series WP2005-003, Boston University - Department of Economics. [Downloadable!]
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  49. Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research. [Downloadable!]
  50. 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!]
  51. Takashi Kamihigashi, 2001. "Necessity of Transversality Conditions for Stochastic Problems," Department of Economics Working Papers 01-02, Stony Brook University, Department of Economics. [Downloadable!]
  52. John R. Conlon, 2008. "Should Central Banks Burst Bubbles? Some Microeconomic Issues," Levine's Working Paper Archive 122247000000002330, David K. Levine. [Downloadable!]
  53. 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. [Downloadable!]
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  54. Dahai Yu, 1998. "Rational bubbles under diverse information," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  55. Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany. [Downloadable!]
  56. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

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This page was last updated on 2009-12-8.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.