Alexis Akira Toda
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation,"
Papers
2307.00349, arXiv.org, revised Jul 2023.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation," CIGS Working Paper Series 23-014E, The Canon Institute for Global Studies.
Cited by:
- Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," LSE Research Online Documents on Economics 122042, London School of Economics and Political Science, LSE Library.
- Chihiro Shimizu & Yongheng Deng & Tomoo Inoue & Kiyohiko Nishimura, 2024. "Demographics Outlook, Credit Conditions, and Property Prices," Working Papers e198, Tokyo Center for Economic Research.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"A Theory of Rational Housing Bubbles with Phase Transitions,"
Papers
2303.11365, arXiv.org, revised Apr 2023.
Cited by:
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Bubble Necessity Theorem,"
Papers
2305.08268, arXiv.org, revised Dec 2023.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
- Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," LSE Research Online Documents on Economics 122042, London School of Economics and Political Science, LSE Library.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Bubble Necessity Theorem,"
Papers
2305.08268, arXiv.org, revised Dec 2023.
- Gutin, Gregory & Hirano, Tomohiro & Hwang, Sung-Ha & Neary, Philip R & Toda, Alexis Akira, 2021.
"The effect of social distancing on the reach of an epidemic in social networks,"
University of California at San Diego, Economics Working Paper Series
qt7xv4h5qr, Department of Economics, UC San Diego.
- Gregory Gutin & Tomohiro Hirano & Sung-Ha Hwang & Philip R. Neary & Alexis Akira Toda, 2021. "The effect of social distancing on the reach of an epidemic in social networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 629-647, July.
- Gregory Gutin & Tomohiro Hirano & Sung-Ha Hwang & Philip R. Neary & Alexis Akira Toda, 2020. "The Effect of Social Distancing on the Reach of an Epidemic in Social Networks," Discussion Papers 2013, Centre for Macroeconomics (CFM).
Cited by:
- Patrick Mellacher, 2021.
"Endogenous viral mutations, evolutionary selection, and containment policy design,"
Papers
2107.04358, arXiv.org, revised Dec 2021.
- Patrick Mellacher, 2022. "Endogenous viral mutations, evolutionary selection, and containment policy design," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 801-825, July.
- Alexis Akira Toda, 2021.
"Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting,"
Papers
2103.14173, arXiv.org, revised Sep 2021.
Cited by:
- Alexis Akira Toda, 2023. "Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions," Papers 2310.04593, arXiv.org.
- Thomas Phelan & Alexis Akira Toda, 2021.
"Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement,"
Papers
2104.04455, arXiv.org, revised Oct 2022.
- Phelan, Thomas & Toda, Alexis Akira, 2022. "Optimal epidemic control in equilibrium with imperfect testing and enforcement," Journal of Economic Theory, Elsevier, vol. 206(C).
- Tom Phelan & Alexis Toda, 2021. "Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement," Working Papers 21-15, Federal Reserve Bank of Cleveland.
Cited by:
- Yasushi Iwamoto, 2021.
"Welfare economics of managing an epidemic: an exposition,"
The Japanese Economic Review, Springer, vol. 72(4), pages 537-579, October.
- Yasushi Iwamoto, 2021. "Welfare Economics of Managing Epidemic: An Exposition," CIRJE J-Series CIRJE-J-299, CIRJE, Faculty of Economics, University of Tokyo.
- Raouf Boucekkine & Shankha Chakraborty & Aditya Goenka & Lin Liu, 2024. "A Brief Tour of Economic Epidemiology Modelling," LIDAM Discussion Papers IRES 2024002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- So Kubota, 2021. "The macroeconomics of COVID-19 exit strategy: the case of Japan," The Japanese Economic Review, Springer, vol. 72(4), pages 651-682, October.
- Qingyin Ma & Alexis Akira Toda, 2020.
"Asymptotic Linearity of Consumption Functions and Computational Efficiency,"
Papers
2002.09108, arXiv.org, revised Mar 2021.
- Ma, Qingyin & Toda, Alexis Akira, 2022. "Asymptotic linearity of consumption functions and computational efficiency," Journal of Mathematical Economics, Elsevier, vol. 98(C).
Cited by:
- Platell, Monique & Martin, Karen & Fisher, Colleen & Cook, Angus, 2020. "Comparing adolescent and service provider perceptions on the barriers to mental health service use: A sequential mixed methods approach," Children and Youth Services Review, Elsevier, vol. 115(C).
- Yang, C.C. & Zhao, Xueya & Zhu, Shenghao, 2023. "Tax progressivity and the Pareto tail of income distributions," Economics Letters, Elsevier, vol. 231(C).
- Alexis Akira Toda, 2023. "Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions," Papers 2310.04593, arXiv.org.
- Ezra Karger & Aastha Rajan, 2020.
"Heterogeneity in the Marginal Propensity to Consume: Evidence from Covid-19 Stimulus Payments,"
Working Paper Series
WP 2020-15, Federal Reserve Bank of Chicago.
- Ezra Karger & Aastha Rajan, 2020. "Heterogeneity in the Marginal Propensity to Consume: Evidence from Covid-19 Stimulus Payments," Working Paper Series WP-2020-15, Federal Reserve Bank of Chicago, revised 21 Feb 2021.
- Lee, Byoungchan, 2023. "Wealth Inequality and Endogenous Growth," Journal of Monetary Economics, Elsevier, vol. 133(C), pages 132-148.
- Alexis Akira Toda, 2020.
"Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact,"
Papers
2003.11221, arXiv.org, revised Mar 2020.
Cited by:
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Stephen J. Terry, 2020. "COVID-Induced Economic Uncertainty," NBER Working Papers 26983, National Bureau of Economic Research, Inc.
- Altig, Dave & Baker, Scott & Barrero, Jose Maria & Bloom, Nicholas & Bunn, Philip & Chen, Scarlet & Davis, Steven J. & Leather, Julia & Meyer, Brent & Mihaylov, Emil & Mizen, Paul & Parker, Nicholas &, 2020.
"Economic uncertainty before and during the COVID-19 pandemic,"
Journal of Public Economics, Elsevier, vol. 191(C).
- Dave Altig & Scott Baker & Jose Maria Barrero & Nicholas Bloom & Philip Bunn & Scarlet Chen & Steven Davis & Julia Leather & Brent Meyer & Emil Mihaylov & Paul Mizen & Nicholas Parker & Thomas Renault, 2020. "Economic uncertainty before and during the COVID-19 pandemic," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03205118, HAL.
- David Altig & Scott R. Baker & Jose Maria Barrero & Nicholas Bloom & Philip Bunn & Scarlet Chen & Steven J. Davis & Julia Leather & Brent H. Meyer & Emil Mihaylov & Paul Mizen & Nicholas B. Parker & T, 2020. "Economic Uncertainty Before and During the COVID-19 Pandemic," NBER Working Papers 27418, National Bureau of Economic Research, Inc.
- Dave Altig & Scott Baker & Jose Maria Barrero & Nicholas Bloom & Philip Bunn & Scarlet Chen & Steven Davis & Julia Leather & Brent Meyer & Emil Mihaylov & Paul Mizen & Nicholas Parker & Thomas Renault, 2020. "Economic uncertainty before and during the COVID-19 pandemic," Post-Print hal-03205118, HAL.
- David E. Altig & Scott Brent Baker & Jose Maria Barrero & Nick Bloom & Philip Bunn & Scarlet Chen & Steven J. Davis & Brent Meyer & Emil Mihaylov & Paul Mizen & Nicholas B. Parker & Thomas Renault & P, 2020. "Economic Uncertainty before and during the COVID-19 Pandemic," FRB Atlanta Working Paper 2020-9, Federal Reserve Bank of Atlanta.
- Dave Altig & Scott Baker & Jose Maria Barrero & Nick Bloom & Phil Bunn & Scarlet Chen & Steven J. Davis & Brent Meyer & Emil Mihaylov & Paul Mizen & Nick Parker & Thomas Renault & Pawel Smietanka & Gr, 2020. "Economic Uncertainty Before and During the COVID-19 Pandemic," Working Papers 2020-88, Becker Friedman Institute for Research In Economics.
- Altig, Dave & Baker, Scott & Barrero, Jose Maria & Bloom, Nick & Bunn, Philip & Chen, Scarlet & Davis, Steven J & Leather, Julia & Meyer, Brent & Mihaylov, Emil & Mizen, Paul & Parker, Nick & Renault,, 2020. "Economic uncertainty before and during the Covid-19 pandemic," Bank of England working papers 876, Bank of England.
- Dave Altig & Scott Baker & Jose Maria Barrero & Nick Bloom & Phil Bunn & Scarlet Chen & Steven J Davis & Julia Leather & Brent Meyer & Emil Mihaylov & Paul Mizen & Nick Parker & Thomas Renault & Pawel, 2020. "Economic uncertainty before and during the COVID-19 pandemic," Discussion Papers 2020/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Andrew Atkeson & Karen Kopecky & Tao Zha, 2020. "Estimating and Forecasting Disease Scenarios for COVID-19 with an SIR Model," NBER Working Papers 27335, National Bureau of Economic Research, Inc.
- Andy Glover & Jonathan Heathcote & Dirk Krueger & Jose Victor Rios-Rull, 2020.
"Health versus Wealth: On the Distributional Effects of Controlling a Pandemic,"
Working Papers
2020-038, Human Capital and Economic Opportunity Working Group.
- Andrew Glover & Jonathan Heathcote & Dirk Krueger & José-Víctor Ríos-Rull, 2020. "Health versus Wealth: On the Distributional Effects of Controlling a Pandemic," Research Working Paper RWP 20-03, Federal Reserve Bank of Kansas City.
- Andrew Glover & Jonathan Heathcote & Dirk Krueger & José-Víctor Ríos-Rull, 2020. "Health versus Wealth: On the Distributional Effects of Controlling a Pandemic," NBER Working Papers 27046, National Bureau of Economic Research, Inc.
- Glover, Andrew & Heathcote, Jonathan & Krueger, Dirk & Ríos-Rull, José-Víctor, 2023. "Health versus wealth: On the distributional effects of controlling a pandemic," Journal of Monetary Economics, Elsevier, vol. 140(C), pages 34-59.
- Andrew Glover & Jonathan Heathcote & Dirk Krueger & José-Víctor Ríos-Rull, 2020. "Health versus Wealth: On the Distributional Effects of Controlling a Pandemic," Staff Report 600, Federal Reserve Bank of Minneapolis.
- Andrew Glover & Jonathan Heathcote & Dirk Krueger & Jose-Victor Rios-Rull, 2020. "Health versus Wealth: On the Distributional Effects of Controlling a Pandemic," PIER Working Paper Archive 20-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Jul 2020.
- Krueger, Dirk & Glover, Andrew & Heathcote, Jonathan & RÃos-Rull, José-VÃctor, 2020. "Health versus Wealth: On the Distributional Effects of Controlling a Pandemic," CEPR Discussion Papers 14606, C.E.P.R. Discussion Papers.
- M. Hashem Pesaran & Cynthia Fan Yang, 2020.
"Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model,"
CESifo Working Paper Series
8695, CESifo.
- M. Hashem Pesaran & Cynthia Fan Yang, 2021. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers 2109.00321, arXiv.org, revised Jan 2022.
- Pesaran, M. H. & Yang, C. F., 2020. "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Cambridge Working Papers in Economics 20102, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Cynthia Fan Yang, 2022. "Matching theory and evidence on Covid‐19 using a stochastic network SIR model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1204-1229, September.
- Paulo Vitor Souza de Souza & C sar Augusto Tib rcio Silva, 2020. "Effects of COVID-19 Pandemic on International Capital Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 163-171.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2021.
"Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs,"
Working Papers
2021-09, FEDEA.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CESifo Working Paper Series 8977, CESifo.
- Fernández-Villaverde, Jesús & Arias, Jonas & Rubio-RamÃrez, Juan Francisco & Shin, Minchul, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CEPR Discussion Papers 15951, C.E.P.R. Discussion Papers.
- Andrea Aspri & Elena Beretta & Alberto Gandolfi & Etienne Wasmer, 2021.
"Mortality containment vs. Economics Opening: Optimal policies in a SEIARD model,"
Post-Print
hal-03950294, HAL.
- Andrea Aspri & Elena Beretta & Alberto Gandolfi & Etienne Wasmer, 2021. "Mortality containment vs. Economics Opening: Optimal policies in a SEIARD model," SciencePo Working papers Main hal-03950294, HAL.
- Andrea Aspri & Elena Beretta & Alberto Gandolfi & Etienne Wasmer, 2020. "Mortality containment vs. economics opening: optimal policies in a SEIARD model," Papers 2006.00085, arXiv.org.
- Aspri, Andrea & Beretta, Elena & Gandolfi, Alberto & Wasmer, Etienne, 2021. "Mortality containment vs. Economics Opening: Optimal policies in a SEIARD model," Journal of Mathematical Economics, Elsevier, vol. 93(C).
- Shin-ichi Fukuda, 2022. "Self-fulfilling Lockdowns in a Simple SIR-Macro Model," CIRJE F-Series CIRJE-F-1183, CIRJE, Faculty of Economics, University of Tokyo.
- Ionel Tampu Diana Larisa, 2022. "The Small And Medium Enterprise Sector During The Covid-19 Crisis. Effects And Opportunities – The Case Of Romania," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 203-210, August.
- Antoine Mandel & Vipin Veetil, 2020.
"The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-03043350, HAL.
- Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Post-Print halshs-03043350, HAL.
- Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Economics of Disasters and Climate Change, Springer, vol. 4(3), pages 431-451, October.
- Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," PSE-Ecole d'économie de Paris (Postprint) halshs-03043350, HAL.
- Stefan Pollinger, 2022.
"Optimal Contact Tracing and Social Distancing Policies to Suppress a New Infectious Disease,"
SciencePo Working papers Main
hal-03793909, HAL.
- Stefan Pollinger, 2023. "Optimal Contact Tracing and Social Distancing Policies to Suppress A New Infectious Disease," The Economic Journal, Royal Economic Society, vol. 133(654), pages 2483-2503.
- Stefan Pollinger, 2022. "Optimal Contact Tracing and Social Distancing Policies to Suppress a New Infectious Disease," Working Papers hal-03793909, HAL.
- Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020.
"Sparse HP filter: Finding kinks in the COVID-19 contact rate,"
CeMMAP working papers
CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series no136, Institute of Economic Research, Seoul National University.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers 2020-06, McMaster University.
- Ewen Gallic & Michel Lubrano & Pierre Michel, 2021.
"Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave,"
AMSE Working Papers
2111, Aix-Marseille School of Economics, France.
- Ewen Gallic & Michel Lubrano & Pierre Michel, 2021. "Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave," Working Papers halshs-03145861, HAL.
- Klaus Wälde, 2020.
"How to remove the testing bias in CoV-2 statistics,"
Working Papers
2021, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Wälde, Klaus, 2020. "How to Remove the Testing Bias in CoV-2 Statistics," IZA Discussion Papers 13785, Institute of Labor Economics (IZA).
- Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem, 2021.
"COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing,"
CEPR Discussion Papers
15993, C.E.P.R. Discussion Papers.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," NBER Working Papers 28629, National Bureau of Economic Research, Inc.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," Globalization Institute Working Papers 407, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022.
"Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe,"
Globalization Institute Working Papers
414, Federal Reserve Bank of Dallas, revised 12 Jul 2022.
- Chudik, A. & Pesaran, M. H. & Rebucci, A., 2022. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Cambridge Working Papers in Economics 2230, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2023. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 474-508, June.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022. "Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe," CESifo Working Paper Series 9754, CESifo.
- Jagoda Kaszowska-Mojsa & Przemyslaw Wlodarczyk, 2020. "To freeze or not to freeze? Epidemic prevention and control in the DSGE model with agent-based epidemic component," Lodz Economics Working Papers 3/2020, University of Lodz, Faculty of Economics and Sociology.
- Gillis, Melissa & Urban, Ryley & Saif, Ahmed & Kamal, Noreen & Murphy, Matthew, 2021. "A simulation–optimization framework for optimizing response strategies to epidemics," Operations Research Perspectives, Elsevier, vol. 8(C).
- Massimiliano Ferraresi, 2022. "The regional (re)allocation of migrants during the Great Lockdown in Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(2), pages 403-426, July.
- Harrison Hong & Neng Wang & Jinqiang Yang, 2020. "Implications of Stochastic Transmission Rates for Managing Pandemic Risks," NBER Working Papers 27218, National Bureau of Economic Research, Inc.
- Titan Alon & Minki Kim & David Lagakos & Mitchell VanVuren, 2020.
"How Should Policy Responses to the COVID-19 Pandemic Differ in the Developing World?,"
NBER Working Papers
27273, National Bureau of Economic Research, Inc.
- Titan Alon & Minki Kim & David Lagakos, 2020. "How Should Policy Responses to the COVID-19 Pandemic Differ in the Developing World?," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-350, Boston University - Department of Economics.
- Caperna, Giulio & Colagrossi, Marco & Geraci, Andrea & Mazzarella, Gianluca, 2020. "Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data," Working Papers 2020-04, Joint Research Centre, European Commission.
- Federico, Salvatore & Ferrari, Giorgio, 2021. "Taming the spread of an epidemic by lockdown policies," Journal of Mathematical Economics, Elsevier, vol. 93(C).
- Korolev, Ivan, 2021. "Identification and estimation of the SEIRD epidemic model for COVID-19," Journal of Econometrics, Elsevier, vol. 220(1), pages 63-85.
- Sander Heinsalu, 2020. "Infection arbitrage," Papers 2004.08701, arXiv.org, revised Apr 2020.
- Fernández-Villaverde, Jesús & Jones, Charles I., 2022.
"Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).
- Fernández-Villaverde, Jesús & Jones, Chad, 2020. "Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities," CEPR Discussion Papers 14711, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Charles I. Jones, 2020. "Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities," NBER Working Papers 27128, National Bureau of Economic Research, Inc.
- Abba AHmed, Bello, 2020. "Impact of Covid-19 Pandemic on Global Economy," MPRA Paper 103753, University Library of Munich, Germany.
- Behzad Vahedi & Morteza Karimzadeh & Hamidreza Zoraghein, 2021. "Spatiotemporal prediction of COVID-19 cases using inter- and intra-county proxies of human interactions," Nature Communications, Nature, vol. 12(1), pages 1-15, December.
- Daniel v{S}tifani'c & Jelena Musulin & Adrijana Miov{c}evi'c & Sandi Baressi v{S}egota & Roman v{S}ubi'c & Zlatan Car, 2020. "Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory," Papers 2007.02673, arXiv.org.
- Cottafava, Dario & Gastaldo, Michele & Quatraro, Francesco & Santhiá, Cristina, 2022. "Modeling economic losses and greenhouse gas emissions reduction during the COVID-19 pandemic: Past, present, and future scenarios for Italy," Economic Modelling, Elsevier, vol. 110(C).
- Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023.
"Global models for a global pandemic: The impact of COVID-19 on small euro area economies,"
Journal of Macroeconomics, Elsevier, vol. 77(C).
- Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers 156, Central Bank of Luxembourg.
- Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
- Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Matija Lozej & Kostas Mavromatis, 2023. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Papers 782, DNB.
- Saito, Yuta & Sakamoto, Jun, 2021. "Asset pricing during pandemic lockdown," Research in International Business and Finance, Elsevier, vol. 58(C).
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 21-18, Federal Reserve Bank of Philadelphia.
- Bracarense, Lílian dos Santos Fontes Pereira & Oliveira, Renata Lúcia Magalhães de, 2021. "Access to urban activities during the Covid-19 pandemic and impacts on urban mobility: The Brazilian context," Transport Policy, Elsevier, vol. 110(C), pages 98-111.
- Neetu Yadav & Vandana Bhama, 2023. "Sustainability, Resilience, and Returns During COVID-19: Empirical Evidence from US and Indian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 22(2), pages 215-238, June.
- Stephany Rajeh & Marinette Savonnet & Eric Leclercq & Hocine Cherifi, 2023. "Comparative evaluation of community-aware centrality measures," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1273-1302, April.
- Mohamed R Ibrahim & James Haworth & Aldo Lipani & Nilufer Aslam & Tao Cheng & Nicola Christie, 2021. "Variational-LSTM autoencoder to forecast the spread of coronavirus across the globe," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-22, January.
- Federico, Salvatore & Ferrari, Giorgio, 2020. "Taming the Spread of an Epidemic by Lockdown Policies," Center for Mathematical Economics Working Papers 639, Center for Mathematical Economics, Bielefeld University.
- Acedański, Jan, 2021. "Optimal lockdown policy during the election period," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 102-117.
- Thomas Kruse & Philipp Strack, 2020.
"Optimal Control of an Epidemic through Social Distancing,"
Cowles Foundation Discussion Papers
2229, Cowles Foundation for Research in Economics, Yale University.
- Thomas Kruse & Philipp Strack, 2020. "Optimal Control of an Epidemic through Social Distancing," Cowles Foundation Discussion Papers 2229R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2020.
- Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin, 2021. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," NBER Working Papers 28617, National Bureau of Economic Research, Inc.
- Xu, Dafeng, 2021. "Physical mobility under stay-at-home orders: A comparative analysis of movement restrictions between the U.S. and Europe," Economics & Human Biology, Elsevier, vol. 40(C).
- Celebioglu, Fatih, 2020. "Spatial Spillover Effects of Mega-City Lockdown Due to Covid-19 Outbreak," MPRA Paper 100319, University Library of Munich, Germany.
- Chien-Chiang Lee & Mei-Ping Chen, 2022. "The impact of COVID-19 on the travel and leisure industry returns: Some international evidence," Tourism Economics, , vol. 28(2), pages 451-472, March.
- Victor-Romeo Ionescu & Monica Laura Zlati & Valentin Marian Antohi, 2020. "Covid-19’S Impact On The Nuts2 Economies In Romania," Romanian Journal of Regional Science, Romanian Regional Science Association, vol. 14(1), pages 25-44, JUNE.
- Ding, Haoyuan & Pu, Bo & Ying, Jiezhou, 2023. "Direct and spillover portfolio effects of COVID-19," Research in International Business and Finance, Elsevier, vol. 65(C).
- Andrew Atkeson, 2020.
"How Deadly is COVID-19? Understanding the Difficulties with Estimation of its Fatality Rate,"
Staff Report
598, Federal Reserve Bank of Minneapolis.
- Andrew Atkeson, 2020. "How Deadly Is COVID-19? Understanding The Difficulties With Estimation Of Its Fatality Rate," NBER Working Papers 26965, National Bureau of Economic Research, Inc.
- Shah, Ya. & Liu, Yu. & Shah, Faiza & Shah, Fadia, 2020. "Challenges of small- and medium-sized businesses in Pakistan due to COVID-19 pandemic," R-Economy, Ural Federal University, Graduate School of Economics and Management, vol. 6(3), pages 222-226.
- Eugene Furman & Alex Cressman & Saeha Shin & Alexey Kuznetsov & Fahad Razak & Amol Verma & Adam Diamant, 2021. "Prediction of personal protective equipment use in hospitals during COVID-19," Health Care Management Science, Springer, vol. 24(2), pages 439-453, June.
- Mehmet Ali Balcı & Larissa M. Batrancea & Ömer Akgüller & Lucian Gaban & Mircea-Iosif Rus & Horia Tulai, 2022. "Fractality of Borsa Istanbul during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(14), pages 1-33, July.
- Albuquerque, Rui & Koskinen, Yrjo & Yang, Shuai & Zhang, Chendi, 2020. "Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks," CEPR Discussion Papers 14661, C.E.P.R. Discussion Papers.
- Huberts, Nick F.D. & Thijssen, Jacco J.J., 2023. "Optimal timing of non-pharmaceutical interventions during an epidemic," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1366-1389.
- Qingyin Ma & Alexis Akira Toda, 2020.
"A Theory of the Saving Rate of the Rich,"
Papers
2005.02379, arXiv.org, revised Jan 2021.
- Ma, Qingyin & Toda, Alexis Akira, 2021. "A theory of the saving rate of the rich," Journal of Economic Theory, Elsevier, vol. 192(C).
Cited by:
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Tomohiro HIRANO & Ryo Jinnai & Alexis Akira Toda, 2023. "Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies," CIGS Working Paper Series 23-002E, The Canon Institute for Global Studies.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Bubble Necessity Theorem,"
Papers
2305.08268, arXiv.org, revised Dec 2023.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Marcello D'Amato & Christian Di Pietro & Marco M. Sorge, 2023. "Left and Right: A Tale of Two Tails of the Wealth Distribution," CSEF Working Papers 691, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Yang, C.C. & Zhao, Xueya & Zhu, Shenghao, 2023. "Tax progressivity and the Pareto tail of income distributions," Economics Letters, Elsevier, vol. 231(C).
- Alexis Akira Toda, 2023. "Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions," Papers 2310.04593, arXiv.org.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2020. "Unbounded Dynamic Programming via the Q-Transform," Papers 2012.00219, arXiv.org, revised Mar 2021.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Lee, Byoungchan, 2023. "Wealth Inequality and Endogenous Growth," Journal of Monetary Economics, Elsevier, vol. 133(C), pages 132-148.
- Beare, Brendan K & Toda, Alexis Akira, 2020.
"On the emergence of a power law in the distribution of COVID-19 cases,"
University of California at San Diego, Economics Working Paper Series
qt9k5027d0, Department of Economics, UC San Diego.
Cited by:
- Yekaterina S Pavlova & David Paez-Espino & Andrew Yu Morozov & Ilya S Belalov, 2021. "Searching for fat tails in CRISPR-Cas systems: Data analysis and mathematical modeling," PLOS Computational Biology, Public Library of Science, vol. 17(3), pages 1-21, March.
- Sk, Tahajuddin & Biswas, Santosh & Sardar, Tridip, 2022. "The impact of a power law-induced memory effect on the SARS-CoV-2 transmission," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
- Davis, Richard & Ng, Serena, 2023. "Time series estimation of the dynamic effects of disaster-type shocks," Journal of Econometrics, Elsevier, vol. 235(1), pages 180-201.
- James, Nick, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
- James, Nick & Menzies, Max, 2023. "Collective infectivity of the pandemic over time and association with vaccine coverage and economic development," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Kim Chol-jun, 2023. "Distribution in the Geometrically Growing System and Its Evolution," Papers 2302.13781, arXiv.org.
- Nick James, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Papers 2101.00576, arXiv.org, revised Feb 2021.
- Nick James & Max Menzies, 2021. "Efficiency of communities and financial markets during the 2020 pandemic," Papers 2104.02318, arXiv.org, revised Jul 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2020.
"Capital and Labor Income Pareto Exponents across Time and Space,"
Papers
2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2022. "Capital and Labor Income Pareto Exponents Across Time and Space," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
Cited by:
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
- Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
- Alexis Akira Toda, 2020.
"Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions,"
Papers
2009.13564, arXiv.org, revised Nov 2020.
- Toda, Alexis Akira, 2021. "Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions," Journal of Mathematical Economics, Elsevier, vol. 94(C).
Cited by:
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Liu, Haoyu & Li, Lun, 2023. "On the concavity of consumption function under habit formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
Cited by:
- Yulong Wang & Zhijie Xiao, 2020.
"Estimation and Inference about Tail Features with Tail Censored Data,"
Papers
2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021. "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers 2105.05335, arXiv.org, revised Nov 2021.
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019.
"The Income Fluctuation Problem and the Evolution of Wealth,"
Papers
1905.13045, arXiv.org, revised Feb 2020.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020. "The income fluctuation problem and the evolution of wealth," Journal of Economic Theory, Elsevier, vol. 187(C).
Cited by:
- Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Liu, Haoyu & Li, Lun, 2023. "On the concavity of consumption function under habit formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
- Selahattin Imrohoroglu, 2023. "Mpk," CIGS Working Paper Series 24-002E, The Canon Institute for Global Studies.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2020. "Unbounded Dynamic Programming via the Q-Transform," Papers 2012.00219, arXiv.org, revised Mar 2021.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Alexis Akira Toda, 2018.
"Data-based Automatic Discretization of Nonparametric Distributions,"
Papers
1805.00896, arXiv.org, revised May 2019.
- Alexis Akira Toda, 2021. "Data-Based Automatic Discretization of Nonparametric Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1217-1235, April.
Cited by:
- Konstantinos Angelopoulos & Spyridon Lazarakis & Rebecca Mancy & Dorice Agol & Elissaios Papyrakis, 2023. "Resource Risk and the Origins of Inequality: Evidence from a Pastoralist Economy," CESifo Working Paper Series 10611, CESifo.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
Cited by:
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Fischer, Thomas, 2019. "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers 2019:22, Lund University, Department of Economics.
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2018.
"The Income Fluctuation Problem with Capital Income Risk: Optimality and Stability,"
Papers
1812.01320, arXiv.org.
Cited by:
- Bar Light, 2019. "General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond," Papers 1906.06810, arXiv.org, revised Mar 2021.
- John Stachurski & Alexis Akira Toda, 2018.
"An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity,"
Papers
1807.08404, arXiv.org, revised Jan 2019.
- Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
- John Stachurski & Alexis Akira Toda, 2019. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," 2019 Meeting Papers 151, Society for Economic Dynamics.
Cited by:
- Konstantinos Angelopoulos & Spyridon Lazarakis & Jim Malley, 2019.
"The Distributional Effects of Peer and Aspirational Pressure,"
CESifo Working Paper Series
7838, CESifo.
- Konstantinos Angelopoulos & Spyridon Lazarakis & James Malley, 2019. "The distributional effects of peer and aspirational pressure," Working Papers 2019_06, Business School - Economics, University of Glasgow.
- Toda, Alexis Akira, 2021.
"Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions,"
Journal of Mathematical Economics, Elsevier, vol. 94(C).
- Alexis Akira Toda, 2020. "Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions," Papers 2009.13564, arXiv.org, revised Nov 2020.
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Liu, Haoyu & Li, Lun, 2023. "On the concavity of consumption function under habit formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
- Kaymak, Barıș & Leung, David & Poschke, Markus, 2020. "Accounting for Wealth Concentration in the US," IZA Discussion Papers 13082, Institute of Labor Economics (IZA).
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Shenghao Zhu, 2020. "Existence Of Stationary Equilibrium In An Incomplete‐Market Model With Endogenous Labor Supply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1115-1138, August.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- Matthias Krapf, 2023. "Does Income Risk Affect the Wealth Distribution?," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 49(4), pages 475-515, October.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Konstantinos Angelopoulos & Spyridon Lazarakis & Rebecca Mancy & Dorice Agol & Elissaios Papyrakis, 2023. "Resource Risk and the Origins of Inequality: Evidence from a Pastoralist Economy," CESifo Working Paper Series 10611, CESifo.
- Joachim Hubmer & Per Krusell & Anthony A. Smith Jr., 2020. "Sources of US Wealth Inequality: Past, Present, and Future," NBER Chapters, in: NBER Macroeconomics Annual 2020, volume 35, pages 391-455, National Bureau of Economic Research, Inc.
- Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020.
"Tail behavior of stopped L\'evy processes with Markov modulation,"
Papers
2009.08010, arXiv.org.
- Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
- Suzuki, Tomoya, 2021. "Basic income, wealth inequality and welfare: A proposed case in New Zealand," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 118-128.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Fatih Guvenen & Gueorgui Kambourov & Burhan Kuruscu & Sergio Ocampo & Daphne Chen, 2019.
"Use It or Lose It: Efficiency Gains from Wealth Taxation,"
Working Papers
tecipa-648, University of Toronto, Department of Economics.
- Daphne Chen & Fatih Guvenen & Gueorgui Kambourov & Burhanettin Kuruscu & Sergio Ocampo, 2019. "Use it or Lose it: Efficiency Gains from Wealth Taxation," Working Papers 764, Federal Reserve Bank of Minneapolis.
- Fatih Guvenen & Gueorgui Kambourov & Burhanettin Kuruscu & Sergio Ocampo-Diaz & Daphne Chen, 2019. "Use It or Lose It: Efficiency Gains from Wealth Taxation," NBER Working Papers 26284, National Bureau of Economic Research, Inc.
- Sergio Ocampo & Gueorgui Kambourov & Daphne Chen & Burhanettin Kuruscu & Fatih Guvenen, 2017. "Use It or Lose It: Efficiency Gains from Wealth Taxation," 2017 Meeting Papers 913, Society for Economic Dynamics.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2020. "Unbounded Dynamic Programming via the Q-Transform," Papers 2012.00219, arXiv.org, revised Mar 2021.
- Toda, Alexis Akira, 2017.
"Wealth Distribution with Random Discount Factors,"
University of California at San Diego, Economics Working Paper Series
qt5n29f260, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2019. "Wealth distribution with random discount factors," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
Cited by:
- Yuya Sasaki & Yulong Wang, 2022.
"Fixed-k Inference for Conditional Extremal Quantiles,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
- Yuya Sasaki & Yulong Wang, 2019. "Fixed-k Inference for Conditional Extremal Quantiles," Papers 1909.00294, arXiv.org, revised Jul 2020.
- Jaroslav Borovicka & John Stachurski, 2017.
"Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities,"
Papers
1710.06526, arXiv.org, revised Apr 2019.
- Jaroslav Borovicka & John Stachurski, 2018. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," 2018 Meeting Papers 1275, Society for Economic Dynamics.
- Jaroslav Borovička & John Stachurski, 2017. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," NBER Working Papers 24162, National Bureau of Economic Research, Inc.
- Jaroslav Borovička & John Stachurski, 2020. "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, vol. 75(3), pages 1457-1493, June.
- Juan Carlos Conesa & Bo Li & Qian Li, 2018.
"Welfare Implications of Switching to Consumption Taxation,"
Department of Economics Working Papers
18-09, Stony Brook University, Department of Economics.
- Conesa, Juan Carlos & Li, Bo & Li, Qian, 2020. "Welfare implications of switching to consumption taxation," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Cao, Dan, 2020. "Recursive equilibrium in Krusell and Smith (1998)," Journal of Economic Theory, Elsevier, vol. 186(C).
- Aditya Aladangady & Etienne Gagnon & Benjamin K. Johannsen & William B. Peterman, 2021. "Macroeconomic Implications of Inequality and Income Risk," Finance and Economics Discussion Series 2021-073, Board of Governors of the Federal Reserve System (U.S.).
- Marcello D'Amato & Christian Di Pietro & Marco M. Sorge, 2023. "Left and Right: A Tale of Two Tails of the Wealth Distribution," CSEF Working Papers 691, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- John Stachurski & Alexis Akira Toda, 2019.
"An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity,"
2019 Meeting Papers
151, Society for Economic Dynamics.
- Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
- John Stachurski & Alexis Akira Toda, 2018. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," Papers 1807.08404, arXiv.org, revised Jan 2019.
- Farmer, Leland E. & Toda, Alexis Akira, 2017.
"Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments,"
University of California at San Diego, Economics Working Paper Series
qt4jk1h0kk, Department of Economics, UC San Diego.
- Leland E. Farmer & Alexis Akira Toda, 2017. "Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments," Quantitative Economics, Econometric Society, vol. 8(2), pages 651-683, July.
- Farmer, Leland & Toda, Alexis Akira, 2016. "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," MPRA Paper 78981, University Library of Munich, Germany.
Cited by:
- Gorodnichenko, Yuriy & Maliar, Serguei & Naubert, Christopher, 2020. "Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility," CEPR Discussion Papers 15614, C.E.P.R. Discussion Papers.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- Takefumi Yamazaki, 2018. "Accuracy and speed of the solution methods for sovereign default models: The stable performance of the Tauchen method and cubic spline interpolation," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 641-662, July.
- Angelopoulos, Konstantinos & Lazarakis, Spyridon & Malley, James, 2020. "The distributional implications of asymmetric income dynamics," European Economic Review, Elsevier, vol. 128(C).
- Alexis Akira Toda, 2021.
"Data-Based Automatic Discretization of Nonparametric Distributions,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1217-1235, April.
- Alexis Akira Toda, 2018. "Data-based Automatic Discretization of Nonparametric Distributions," Papers 1805.00896, arXiv.org, revised May 2019.
- Gödl, Maximilian & Gödl-Hanisch, Isabel, 2023. "Wage Setting in Times of High and Low Inflation," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277641, Verein für Socialpolitik / German Economic Association.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Grey Gordon, 2020.
"Efficient VAR Discretization,"
Working Paper
20-06, Federal Reserve Bank of Richmond.
- Gordon, Grey, 2021. "Efficient VAR discretization," Economics Letters, Elsevier, vol. 204(C).
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Aditya Aladangady & Etienne Gagnon & Benjamin K. Johannsen & William B. Peterman, 2021. "Macroeconomic Implications of Inequality and Income Risk," Finance and Economics Discussion Series 2021-073, Board of Governors of the Federal Reserve System (U.S.).
- Jordan Roulleau-Pasdeloup, 2022. "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Papers 2209.05081, arXiv.org, revised Feb 2023.
- Robert Kirkby, 2023. "Quantitative Macroeconomics: Lessons Learned from Fourteen Replications," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 875-896, February.
- Alessandro Barbiero & Asmerilda Hitaj, 2023. "Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances," Statistical Papers, Springer, vol. 64(5), pages 1669-1697, October.
- Timothy McQuade & Arvind Krishnamurthy & Adam Guren, 2016.
"Mortgage Design in an Equilibrium Model of the Housing Market,"
2016 Meeting Papers
371, Society for Economic Dynamics.
- Adam M. Guren & Arvind Krishnamurthy & Timothy J. McQuade, 2018. "Mortgage Design in an Equilibrium Model of the Housing Market," NBER Working Papers 24446, National Bureau of Economic Research, Inc.
- Adam M. Guren & Arvind Krishnamurthy & Timothy J. Mcquade, 2021. "Mortgage Design in an Equilibrium Model of the Housing Market," Journal of Finance, American Finance Association, vol. 76(1), pages 113-168, February.
- Jaroslav Borovicka & John Stachurski, 2019.
"Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition,"
Papers
1910.00778, arXiv.org, revised Feb 2021.
- Borovička, Jaroslav & Stachurski, John, 2021. "Stability of equilibrium asset pricing models: A necessary and sufficient condition," Journal of Economic Theory, Elsevier, vol. 193(C).
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Chen, Zhiyuan & Zhang, Jie & Zi, Yuan, 2021. "A cost-benefit analysis of R&D and patents: Firm-level evidence from China," European Economic Review, Elsevier, vol. 133(C).
- Damba Lkhagvasuren & Erdenebat Bataa, 2023. "Finite-State Markov Chains with Flexible Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 611-644, February.
- Keyvan Eslami & Tom Phelan, 2023. "The Art of Temporal Approximation An Investigation into Numerical Solutions to Discrete and Continuous-Time Problems in Economics," Working Papers 23-10, Federal Reserve Bank of Cleveland.
- Toda, Alexis Akira, 2017.
"Huggett economies with multiple stationary equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
- Toda, Alexis Akira, 2017. "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper 78984, University Library of Munich, Germany.
- Langot, François & Malmberg, Selma & Tripier, Fabien & Hairault, Jean-Olivier, 2023. "The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment," CEPREMAP Working Papers (Docweb) 2305, CEPREMAP.
- Leland E. Farmer, 2021. "The discretization filter: A simple way to estimate nonlinear state space models," Quantitative Economics, Econometric Society, vol. 12(1), pages 41-76, January.
- Toda, Alexis Akira, 2017.
"Huggett Economies with Multiple Stationary Equilibria,"
MPRA Paper
78984, University Library of Munich, Germany.
- Toda, Alexis Akira, 2017. "Huggett economies with multiple stationary equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
Cited by:
- Sushant Acharya & Keshav Dogra, 2020.
"Understanding HANK: Insights From a PRANK,"
Econometrica, Econometric Society, vol. 88(3), pages 1113-1158, May.
- Sushant Acharya & Keshav Dogra, 2018. "Understanding HANK: Insights from a PRANK," 2018 Meeting Papers 539, Society for Economic Dynamics.
- Sushant Acharya & Keshav Dogra, 2018. "Understanding HANK: insights from a PRANK," Staff Reports 835, Federal Reserve Bank of New York.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020.
"Tail behavior of stopped L\'evy processes with Markov modulation,"
Papers
2009.08010, arXiv.org.
- Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
- Bar Light, 2020. "Uniqueness of equilibrium in a Bewley–Aiyagari model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(2), pages 435-450, March.
- Bar Light, 2019. "General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond," Papers 1906.06810, arXiv.org, revised Mar 2021.
- Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric R., 2017.
"Rational inattention and the dynamics of consumption and wealth in general equilibrium,"
Journal of Economic Theory, Elsevier, vol. 172(C), pages 55-87.
- Luo, Yulei & Nie, Jun & Wang, Gaowang & Young, Eric, 2017. "Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium," MPRA Paper 80045, University Library of Munich, Germany.
- John Stachurski & Alexis Akira Toda, 2019.
"An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity,"
2019 Meeting Papers
151, Society for Economic Dynamics.
- Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
- John Stachurski & Alexis Akira Toda, 2018. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," Papers 1807.08404, arXiv.org, revised Jan 2019.
- Lehrer, Ehud & Light, Bar, 2018. "The effect of interest rates on consumption in an income fluctuation problem," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 63-71.
- Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017. "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-501, WZB Berlin Social Science Center.
- Brendan K. Beare & Alexis Akira Toda, 2017.
"Determination of Pareto exponents in economic models driven by Markov multiplicative processes,"
Papers
1712.01431, arXiv.org, revised Jan 2022.
- Brendan K. Beare & Alexis Akira Toda, 2022. "Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes," Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
Cited by:
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation,"
Papers
2307.00349, arXiv.org, revised Jul 2023.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation," CIGS Working Paper Series 23-014E, The Canon Institute for Global Studies.
- Tomohiro HIRANO & Ryo Jinnai & Alexis Akira Toda, 2023. "Necessity of Rational Asset Price Bubbles in Two Sector Growth Economies," CIGS Working Paper Series 23-002E, The Canon Institute for Global Studies.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Bubble Necessity Theorem,"
Papers
2305.08268, arXiv.org, revised Dec 2023.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
- Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2022.
"Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles,"
Papers
2211.13100, arXiv.org, revised Feb 2024.
- Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2023. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," CIGS Working Paper Series 23-015E, The Canon Institute for Global Studies.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Unique Equilibria in Models of Rational Asset Price Bubbles,"
CIGS Working Paper Series
23-005E, The Canon Institute for Global Studies.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Unique Equilibria in Models of Rational Asset Price Bubbles," Papers 2303.05636, arXiv.org.
- ARATA Yoshiyuki, 2023. "Zipf's Law without the Stationarity Assumption," Discussion papers 23085, Research Institute of Economy, Trade and Industry (RIETI).
- Emilien Gouin-Bonenfant, 2018. "Productivity Dispersion, Between-firm Competition and the Labor Share," 2018 Meeting Papers 1171, Society for Economic Dynamics.
- Émilien Gouin‐Bonenfant, 2022. "Productivity Dispersion, Between‐Firm Competition, and the Labor Share," Econometrica, Econometric Society, vol. 90(6), pages 2755-2793, November.
- Toda, Alexis Akira & Walsh, Kieran James, 2017.
"Fat tails and spurious estimation of consumption-based asset pricing models,"
University of California at San Diego, Economics Working Paper Series
qt8df3x7gw, Department of Economics, UC San Diego.
- Alexis Akira Toda & Kieran James Walsh, 2017. "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2016. "Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models," MPRA Paper 78980, University Library of Munich, Germany.
Cited by:
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017.
"Smoothed GMM for quantile models,"
Papers
1707.03436, arXiv.org, revised Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- Wilson, Matthew S., 2020. "Disaggregation and the equity premium puzzle," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 1-18.
- Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020. "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Abootaleb Shirvani & Stoyan V. Stoyanov & Frank J. Fabozzi & Svetlozar T. Rachev, 2021. "Equity premium puzzle or faulty economic modelling?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1329-1342, May.
- Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020.
"Exploiting ergodicity in forecasts of corporate profitability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017.
"Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations,"
Working Papers
1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Warusawitharana, Missaka, 2018.
"Time-varying volatility and the power law distribution of stock returns,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
- Missaka Warusawitharana, 2016. "Time-varying Volatility and the Power Law Distribution of Stock Returns," Finance and Economics Discussion Series 2016-022, Board of Governors of the Federal Reserve System (U.S.).
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Toda, Alexis Akira, 2016.
"A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal,"
University of California at San Diego, Economics Working Paper Series
qt4gm143d8, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2017. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1508-1518, September.
- Toda, Alexis Akira, 2015. "A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal," MPRA Paper 78979, University Library of Munich, Germany.
Cited by:
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2014.
"Optimal Tax Progressivity: An Analytical Framework,"
Staff Report
496, Federal Reserve Bank of Minneapolis.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2014. "Optimal Tax Progressivity: An Analytical Framework," NBER Working Papers 19899, National Bureau of Economic Research, Inc.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2017. "Optimal Tax Progressivity: An Analytical Framework," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1693-1754.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2014. "Optimal tax progressivity: an analytical framework," IFS Working Papers W14/27, Institute for Fiscal Studies.
- Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2014. "Optimal Tax Progressivity: An Analytical Framework," CEPR Discussion Papers 9866, C.E.P.R. Discussion Papers.
- Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & AL-Dhurafi, Nasr Ahmed, 2020. "The power-law distribution for the income of poor households," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
- Toda, Alexis Akira & Walsh, Kieran James, 2016.
"Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models,"
MPRA Paper
78980, University Library of Munich, Germany.
- Alexis Akira Toda & Kieran James Walsh, 2017. "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Akhundjanov, Sherzod B. & Devadoss, Stephen & Luckstead, Jeff, 2017. "Size distribution of national CO2 emissions," Energy Economics, Elsevier, vol. 66(C), pages 182-193.
- Schulz, Jan & Mayerhoffer, Daniel M., 2021.
"A network approach to consumption,"
BERG Working Paper Series
173, Bamberg University, Bamberg Economic Research Group.
- Jan Schulz & Daniel M. Mayerhoffer, 2022. "A Network Approach to Consumption," Papers 2203.14259, arXiv.org, revised Apr 2022.
- Masato Okamoto, 2022. "Lorenz and Polarization Orderings of the Double-Pareto Lognormal Distribution and Other Size Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 548-574, November.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020.
"Exploiting ergodicity in forecasts of corporate profitability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
- William Griffiths & Duangkamon Chotikapanich & Gholamreza Hajargasht, 2022. "A note on inequality measures for mixtures of double Pareto–lognormal distributions," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 280-290, June.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2016. "Zipf's Law: A Microfoundation," MPRA Paper 78985, University Library of Munich, Germany.
- Wang, Frank Xuyan, 2021. "Shape factor asymptotic analysis II," MPRA Paper 110827, University Library of Munich, Germany.
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2023. "Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain," Papers 2301.09438, arXiv.org.
- Staley, Mark, 2018. "The Knowledge-Diffusion Bottleneck in Economic Growth and Development," MPRA Paper 87255, University Library of Munich, Germany.
- Behzod B. Ahundjanov & Sherzod B. Akhundjanov & Botir B. Okhunjanov, 2022. "Power law in COVID‐19 cases in China," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 699-719, April.
- Toda, Alexis Akira, 2015.
"Bayesian general equilibrium,"
University of California at San Diego, Economics Working Paper Series
qt1g6889mk, Department of Economics, UC San Diego.
- Alexis Toda, 2015. "Bayesian general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 375-411, February.
Cited by:
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015.
"Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis,"
University of California at San Diego, Economics Working Paper Series
qt7g23r5kh, Department of Economics, UC San Diego.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt2tc0m67t, Department of Economics, UC San Diego.
- Jangho Yang, 2023. "Information‐theoretic model of induced technical change: Theory and empirics," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 2-39, February.
- Jangho Yang, 2018. "Information Theoretic Approaches In Economics," Journal of Economic Surveys, Wiley Blackwell, vol. 32(3), pages 940-960, July.
- Schmidt, Lawrence & Toda, Alexis Akira, 2015.
"Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution,"
MPRA Paper
78983, University Library of Munich, Germany.
Cited by:
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
- Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Jul 2017.
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
- Gregory Phelan & Alexis Akira Toda, 2015.
"Securitized Markets, International Capital Flows, and Global Welfare,"
Department of Economics Working Papers
2015-14, Department of Economics, Williams College, revised Jul 2017.
- Phelan, Gregory & Toda, Alexis Akira, 2019. "Securitized markets, international capital flows, and global welfare," Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
Cited by:
- Feixue Gong & Gregory Phelan, 2021.
"Collateral Constraints, Tranching, and Price Bases,"
Department of Economics Working Papers
2021-07, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
- Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Chen, William & Phelan, Gregory, 2021.
"International coordination of macroprudential policies with capital flows and financial asymmetries,"
Journal of Financial Stability, Elsevier, vol. 56(C).
- William Chen & Gregory Phelan, 2020. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2020-05, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2017. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2017-05, Department of Economics, Williams College, revised Nov 2018.
- Feixue Gong & Gregory Phelan, 2019.
"Debt Collateralization, Capital Structure, and Maximal Leverage,"
Department of Economics Working Papers
2019-07, Department of Economics, Williams College, revised Jul 2019.
- Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
- Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
- Ana Fostel & John Geanakoplos & Gregory Phelan, 2017.
"Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability,"
Cowles Foundation Discussion Papers
2076, Cowles Foundation for Research in Economics, Yale University.
- Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
- Feixue Gong & Gregory Phelan, 2019.
"Debt Collateralization, Structured Finance, and the CDS Basis,"
Department of Economics Working Papers
2019-18, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2016. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2016-06, Department of Economics, Williams College, revised Aug 2017.
- Zehao Liu & Chengbo Xie, 2023. "Haircuts, interest rates, and credit cycles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(1), pages 69-109, July.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015.
"Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis,"
University of California at San Diego, Economics Working Paper Series
qt2tc0m67t, Department of Economics, UC San Diego.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt7g23r5kh, Department of Economics, UC San Diego.
Cited by:
- Alexis Akira Toda, 2021.
"Data-Based Automatic Discretization of Nonparametric Distributions,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1217-1235, April.
- Alexis Akira Toda, 2018. "Data-based Automatic Discretization of Nonparametric Distributions," Papers 1805.00896, arXiv.org, revised May 2019.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Grey Gordon, 2020.
"Efficient VAR Discretization,"
Working Paper
20-06, Federal Reserve Bank of Richmond.
- Gordon, Grey, 2021. "Efficient VAR discretization," Economics Letters, Elsevier, vol. 204(C).
- Farmer, Leland E. & Toda, Alexis Akira, 2017.
"Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments,"
University of California at San Diego, Economics Working Paper Series
qt4jk1h0kk, Department of Economics, UC San Diego.
- Leland E. Farmer & Alexis Akira Toda, 2017. "Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments," Quantitative Economics, Econometric Society, vol. 8(2), pages 651-683, July.
- Farmer, Leland & Toda, Alexis Akira, 2016. "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," MPRA Paper 78981, University Library of Munich, Germany.
- Jordan Roulleau-Pasdeloup, 2022. "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Papers 2209.05081, arXiv.org, revised Feb 2023.
- Alessandro Barbiero & Asmerilda Hitaj, 2023. "Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances," Statistical Papers, Springer, vol. 64(5), pages 1669-1697, October.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Fabrice Tourre, 2017. "A Macro-Finance Approach to Sovereign Debt Spreads and Returns," 2017 Meeting Papers 13, Society for Economic Dynamics.
- Toda, Alexis Akira & Walsh, Kieran, 2015.
"The Double Power Law in Consumption and Implications for Testing Euler Equations,"
University of California at San Diego, Economics Working Paper Series
qt1jh2795s, Department of Economics, UC San Diego.
- Alexis Akira Toda & Kieran Walsh, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
Cited by:
- Christian Hellwig & Nicolas Werquin, 2022.
"A Fair Day's Pay for a Fair Day's Work: Optimal Tax Design as Redistributional Arbitrage,"
Working Paper Series
WP 2022-03, Federal Reserve Bank of Chicago.
- Hellwig, Christian & Werquin, Nicolas, 2022. "A Fair Day's Pay for a Fair Day's Work: Optimal Tax Design as Redistributional Arbitrage," TSE Working Papers 22-1284, Toulouse School of Economics (TSE), revised Jan 2023.
- Werquin, Nicolas & Hellwig, Christian, 2022. "A Fair Day's Pay for a Fair Day's Work: Optimal Tax Design as Redistributional Arbitrage," CEPR Discussion Papers 16863, C.E.P.R. Discussion Papers.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017.
"Smoothed GMM for quantile models,"
Papers
1707.03436, arXiv.org, revised Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Igor Fedotenkov, 2020.
"A Review of More than One Hundred Pareto-Tail Index Estimators,"
Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
- Fedotenkov, Igor, 2018. "A review of more than one hundred Pareto-tail index estimators," MPRA Paper 90072, University Library of Munich, Germany.
- Harmenberg, Karl, 2020. "A Simple Theory of Pareto Earnings," Working Papers 21-2020, Copenhagen Business School, Department of Economics.
- Gabaix, Xavier & Moll, Benjamin & Lasry, Jean-Michel & Lions, Pierre-Louis, 2015.
"The Dynamics of Inequality,"
CEPR Discussion Papers
11028, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Jean‐Michel Lasry & Pierre‐Louis Lions & Benjamin Moll, 2016. "The Dynamics of Inequality," Econometrica, Econometric Society, vol. 84, pages 2071-2111, November.
- Gabaix, Xavier & Lasry, Jean-Michel & Lions, Pierre-Louis & Moll, Benjamin, 2016. "The Dynamics of Inequality," Scholarly Articles 34651703, Harvard University Department of Economics.
- Xavier Gabaix & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2015. "The Dynamics of Inequality," NBER Working Papers 21363, National Bureau of Economic Research, Inc.
- Nicolae B. Gârleanu & Stavros Panageas, 2020. "Heterogeneity and Asset Prices: A Different Approach," NBER Working Papers 26607, National Bureau of Economic Research, Inc.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- Toda, Alexis Akira & Walsh, Kieran James, 2016.
"Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models,"
MPRA Paper
78980, University Library of Munich, Germany.
- Alexis Akira Toda & Kieran James Walsh, 2017. "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Akhundjanov, Sherzod B. & Devadoss, Stephen & Luckstead, Jeff, 2017. "Size distribution of national CO2 emissions," Energy Economics, Elsevier, vol. 66(C), pages 182-193.
- Wilson, Matthew S., 2020. "Disaggregation and the equity premium puzzle," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 1-18.
- Keiichi Kishi, 2016. "Technology Diffusion, Pareto Distribution, and Patent Policy," Discussion Papers in Economics and Business 16-31, Osaka University, Graduate School of Economics.
- Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020. "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
- Aurland-Bredesen, Kine Josefine, 2021. "The welfare costs of uncertainty: Cross-country evidence," World Development, Elsevier, vol. 146(C).
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2017.
"Growth effects of annuities and government transfers in perpetual youth models,"
Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 1-6.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2016. "Growth Effects of Annuities and Government Transfers in Perpetual Youth Models," MPRA Paper 78982, University Library of Munich, Germany.
- Olga A. Timoshenko & Erick Sager, 2016. "The EMG Distribution and Aggregate Trade Elasticities," Working Papers 2016-15, The George Washington University, Institute for International Economic Policy.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- Maia, Adriano & Matsushita, Raul & Da Silva, Sergio, 2020. "Earnings distributions of scalable vs. non-scalable occupations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Discussion Paper 2020-025, Tilburg University, Center for Economic Research.
- Einmahl, John & He, Y., 2020. "Unified Extreme Value Estimation for Heterogeneous Data," Other publications TiSEM dfe6c38c-823b-4394-b4fd-a, Tilburg University, School of Economics and Management.
- Corinne Sinner & Yves Dominicy & Julien Trufin & Wout Waterschoot & Patrick Weber & Christophe Ley, 2023. "From Pareto to Weibull – A Constructive Review of Distributions on ℝ+," International Statistical Review, International Statistical Institute, vol. 91(1), pages 35-54, April.
- Abootaleb Shirvani & Stoyan V. Stoyanov & Frank J. Fabozzi & Svetlozar T. Rachev, 2021. "Equity premium puzzle or faulty economic modelling?," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1329-1342, May.
- Xavier Gabaix, 2016.
"Power Laws in Economics: An Introduction,"
Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 185-206, Winter.
- Gabaix, Xavier, 2016. "Power Laws in Economics: An Introduction," Scholarly Articles 34651705, Harvard University Department of Economics.
- Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023. "Pareto extrapolation: An analytical framework for studying tail inequality," Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
- Kishi, Keiichi, 2019. "Technology diffusion, innovation size, and patent policy," European Economic Review, Elsevier, vol. 118(C), pages 382-410.
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020.
"Exploiting ergodicity in forecasts of corporate profitability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
- Piotr Gabrielczak & Tomasz Serwach, 2021. "Firm-Size Distribution in Poland: Is Power Law Applicable?," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 31-49.
- Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2017. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach," NBER Working Papers 23732, National Bureau of Economic Research, Inc.
- Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
- Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020.
"Tail behavior of stopped L\'evy processes with Markov modulation,"
Papers
2009.08010, arXiv.org.
- Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017.
"Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations,"
Working Papers
1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- Piotr Gabrielczak & Tomasz Serwach, 2019. "Firm-size distribution in Poland – is power law applicable?," Lodz Economics Working Papers 3/2019, University of Lodz, Faculty of Economics and Sociology.
- Kazufumi Yamana, 2016. "Structural Household Finance," Discussion papers ron279, Policy Research Institute, Ministry of Finance Japan.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Brendon, C., 2022. "Optimal Nonlinear Savings Taxation," Cambridge Working Papers in Economics 2221, Faculty of Economics, University of Cambridge.
- Buda, G. & Carvalho, V. M. & Hansen, S. & Mora, J. V. R. & Ortiz, Ã . & Rodrigo, T., 2022.
"National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption,"
Cambridge Working Papers in Economics
2244, Faculty of Economics, University of Cambridge.
- Buda, G. & Carvalho, V. M. & Hansen, S. & Mora, J. V. R. & Ortiz, Ã . & Rodrigo, T., 2022. "National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption," Janeway Institute Working Papers 2220, Faculty of Economics, University of Cambridge.
- RodrÃguez Mora, José V & Buda, Gergely & Carvalho, Vasco & Hansen, Stephen & Ortiz, Alvaro & Rodrigo, Tomasa, 2022. "National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption," CEPR Discussion Papers 17519, C.E.P.R. Discussion Papers.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2015.
"A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal,"
MPRA Paper
78979, University Library of Munich, Germany.
- Toda, Alexis Akira, 2017. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1508-1518, September.
- Toda, Alexis Akira, 2016. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," University of California at San Diego, Economics Working Paper Series qt4gm143d8, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2016. "Zipf's Law: A Microfoundation," MPRA Paper 78985, University Library of Munich, Germany.
- Warusawitharana, Missaka, 2018.
"Time-varying volatility and the power law distribution of stock returns,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
- Missaka Warusawitharana, 2016. "Time-varying Volatility and the Power Law Distribution of Stock Returns," Finance and Economics Discussion Series 2016-022, Board of Governors of the Federal Reserve System (U.S.).
- Erick Sager & Olga A. Timoshenko, 2019. "The double EMG distribution and trade elasticities," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1523-1557, November.
- Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song, 2021.
"What Do Data on Millions of U.S. Workers Reveal About Lifecycle Earnings Dynamics?,"
Econometrica, Econometric Society, vol. 89(5), pages 2303-2339, September.
- Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song, 2015. "What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Dynamics?," Staff Reports 710, Federal Reserve Bank of New York.
- Michael Knoblach & Fabian Stöckl, 2020.
"What Determines The Elasticity Of Substitution Between Capital And Labor? A Literature Review,"
Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 847-875, September.
- Michael Knoblach & Fabian Stöckl, 2019. "What Determines the Elasticity of Substitution between Capital and Labor? A Literature Review," Discussion Papers of DIW Berlin 1784, DIW Berlin, German Institute for Economic Research.
- Knoblach, Michael & Stöckl, Fabian, 2019. "What determines the elasticity of substitution between capital and labor? A literature review," CEPIE Working Papers 01/19, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Tetsugen HARUYAMA, 2021. "A Schumpeterian Exploration of Gini and Top/Bottom Income Shares," Discussion Papers 2125, Graduate School of Economics, Kobe University.
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Fatih Guvenen & Fatih Karahan & Serdar Ozkan, 2018. "Consumption and Savings Under Non-Gaussian Income Risk," 2018 Meeting Papers 314, Society for Economic Dynamics.
- John Stachurski & Alexis Akira Toda, 2019.
"An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity,"
2019 Meeting Papers
151, Society for Economic Dynamics.
- Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
- John Stachurski & Alexis Akira Toda, 2018. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," Papers 1807.08404, arXiv.org, revised Jan 2019.
- Lahr, Henry, 2023. "Fat tails in private equity fund returns: The smooth double Pareto distribution," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lionse & Benjamin Moll, 2022. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach [On the Existence and Uniqueness of Stationary Equilibrium in Bewley Economies with Production]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 45-86.
- Achdou, Yves & Han, Jiequn & Lasry, Jean Michel & Lions, Pierre Louis & Moll, Ben, 2022. "Income and wealth distribution in macroeconomics: a continuous-time approach," LSE Research Online Documents on Economics 107422, London School of Economics and Political Science, LSE Library.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Oscar Antonio Cutanda & José María Labeaga & Juan Sanchis-Llopis, 2018.
"Aggregation biases in empirical Euler consumption equations: evidence from Spanish data,"
Working Papers
1801, Department of Applied Economics II, Universidad de Valencia.
- Antonio Cutanda & José M. Labeaga & Juan A. Sanchis-Llopis, 2020. "Aggregation biases in empirical Euler consumption equations: evidence from Spanish data," Empirical Economics, Springer, vol. 58(3), pages 957-977, March.
- Toda, Alexis Akira, 2017.
"Huggett economies with multiple stationary equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
- Toda, Alexis Akira, 2017. "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper 78984, University Library of Munich, Germany.
- Brendon, C., 2022. "Optimal Nonlinear Savings Taxation," Janeway Institute Working Papers 2210, Faculty of Economics, University of Cambridge.
- Staley, Mark, 2018. "The Knowledge-Diffusion Bottleneck in Economic Growth and Development," MPRA Paper 87255, University Library of Munich, Germany.
- Behzod B. Ahundjanov & Sherzod B. Akhundjanov & Botir B. Okhunjanov, 2022. "Power law in COVID‐19 cases in China," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 699-719, April.
- Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020. "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
- Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
Cited by:
- Christos I. Giannikos & Georgios Koimisis, 2021. "Equity Premium with Habits, Wealth Inequality and Background Risk," JRFM, MDPI, vol. 14(7), pages 1-15, July.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
- Matthieu Gomez, 2017. "Asset Prices and Wealth Inequality," 2017 Meeting Papers 1155, Society for Economic Dynamics.
- Won, Dong Chul, 2023. "A new approach to the uniqueness of equilibrium with CRRA preferences," Journal of Economic Theory, Elsevier, vol. 208(C).
- Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
Articles
- Émilien Gouin‐Bonenfant & Alexis Akira Toda, 2023.
"Pareto extrapolation: An analytical framework for studying tail inequality,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 201-233, January.
Cited by:
- Yang, C.C. & Zhao, Xueya & Zhu, Shenghao, 2023. "Tax progressivity and the Pareto tail of income distributions," Economics Letters, Elsevier, vol. 231(C).
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
See citations under working paper version above.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
See citations under working paper version above.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Phelan, Thomas & Toda, Alexis Akira, 2022.
"Optimal epidemic control in equilibrium with imperfect testing and enforcement,"
Journal of Economic Theory, Elsevier, vol. 206(C).
See citations under working paper version above.
- Tom Phelan & Alexis Toda, 2021. "Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement," Working Papers 21-15, Federal Reserve Bank of Cleveland.
- Thomas Phelan & Alexis Akira Toda, 2021. "Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement," Papers 2104.04455, arXiv.org, revised Oct 2022.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
See citations under working paper version above.
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Alexis Akira Toda & Yulong Wang, 2021.
"Efficient minimum distance estimation of Pareto exponent from top income shares,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
See citations under working paper version above.
- Alexis Akira Toda & Yulong Wang, 2019. "Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares," Papers 1901.02471, arXiv.org, revised Feb 2020.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
See citations under working paper version above.
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Toda, Alexis Akira, 2021.
"Necessity of hyperbolic absolute risk aversion for the concavity of consumption functions,"
Journal of Mathematical Economics, Elsevier, vol. 94(C).
See citations under working paper version above.
- Alexis Akira Toda, 2020. "Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions," Papers 2009.13564, arXiv.org, revised Nov 2020.
- Gregory Gutin & Tomohiro Hirano & Sung-Ha Hwang & Philip R. Neary & Alexis Akira Toda, 2021.
"The effect of social distancing on the reach of an epidemic in social networks,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 629-647, July.
See citations under working paper version above.
- Gregory Gutin & Tomohiro Hirano & Sung-Ha Hwang & Philip R. Neary & Alexis Akira Toda, 2020. "The Effect of Social Distancing on the Reach of an Epidemic in Social Networks," Discussion Papers 2013, Centre for Macroeconomics (CFM).
- Gutin, Gregory & Hirano, Tomohiro & Hwang, Sung-Ha & Neary, Philip R & Toda, Alexis Akira, 2021. "The effect of social distancing on the reach of an epidemic in social networks," University of California at San Diego, Economics Working Paper Series qt7xv4h5qr, Department of Economics, UC San Diego.
- Alexis Akira Toda, 2021.
"Data-Based Automatic Discretization of Nonparametric Distributions,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1217-1235, April.
See citations under working paper version above.
- Alexis Akira Toda, 2018. "Data-based Automatic Discretization of Nonparametric Distributions," Papers 1805.00896, arXiv.org, revised May 2019.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020.
"The Equity Premium and the One Percent,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
See citations under working paper version above.
- Toda, Alexis Akira & Walsh, Kieran James, 2014. "The Equity Premium and the One Percent," MPRA Paper 79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
See citations under working paper version above.
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
See citations under working paper version above.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Stachurski, John & Toda, Alexis Akira, 2019.
"An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity,"
Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
See citations under working paper version above.
- John Stachurski & Alexis Akira Toda, 2019. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," 2019 Meeting Papers 151, Society for Economic Dynamics.
- John Stachurski & Alexis Akira Toda, 2018. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," Papers 1807.08404, arXiv.org, revised Jan 2019.
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
See citations under working paper version above.
- Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Jul 2017.
- Toda, Alexis Akira, 2017.
"A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1508-1518, September.
See citations under working paper version above.
- Toda, Alexis Akira, 2015. "A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal," MPRA Paper 78979, University Library of Munich, Germany.
- Toda, Alexis Akira, 2016. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," University of California at San Diego, Economics Working Paper Series qt4gm143d8, Department of Economics, UC San Diego.
- Alexis Akira Toda & Kieran James Walsh, 2017.
"Edgeworth box economies with multiple equilibria,"
Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(1), pages 65-80, April.
Cited by:
- Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020. "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
- Geanakoplos, John & Walsh, Kieran James, 2018. "Uniqueness and stability of equilibrium in economies with two goods," Journal of Economic Theory, Elsevier, vol. 174(C), pages 261-272.
- Ludovic A. Julien & Cyrinus Elegbede & Louis de Mesnard, 2022.
"On preferences and taxation mechanisms in strategic bilateral exchange,"
Post-Print
hal-03231294, HAL.
- Cyrinus B. Elegbede & Ludovic A. Julien & Louis Mesnard, 2022. "On preferences and taxation mechanisms in strategic bilateral exchange," Review of Economic Design, Springer;Society for Economic Design, vol. 26(1), pages 43-73, March.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- John Geanakoplos & Kieran Walsh, 2016. "Uniqueness and Stability of Equilibrium in Economies with Two Goods," Cowles Foundation Discussion Papers 2050, Cowles Foundation for Research in Economics, Yale University.
- Andrea Loi & Stefano Matta, 2023. "Endowments, patience types, and uniqueness in two-good HARA utility economies," Papers 2308.09347, arXiv.org.
- Bar Light, 2020. "Uniqueness of equilibrium in a Bewley–Aiyagari model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(2), pages 435-450, March.
- Bar Light, 2019. "General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond," Papers 1906.06810, arXiv.org, revised Mar 2021.
- Centeno, Alex, 2020. "A Note on the Application of Schubert Calculus in Heterogeneous Economies With Pure Exchange," MPRA Paper 98944, University Library of Munich, Germany.
- Giménez, Eduardo L., 2022. "Offer curves and uniqueness of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Won, Dong Chul, 2023. "A new approach to the uniqueness of equilibrium with CRRA preferences," Journal of Economic Theory, Elsevier, vol. 208(C).
- Hu, Chunhua & Lai, Shaoyong & Lai, Chong, 2020. "Investigations to the price evolutions of goods exchange with CES utility functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
- Toda, Alexis Akira, 2017.
"Huggett economies with multiple stationary equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
- Toda, Alexis Akira, 2017. "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper 78984, University Library of Munich, Germany.
- Crockett, Sean & Friedman, Daniel & Oprea, Ryan, 2017. "Aggregation and convergence in experimental general equilibrium economies constructed from naturally occurring preferences," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-501, WZB Berlin Social Science Center.
- Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Toda, Alexis Akira, 2017.
"Huggett economies with multiple stationary equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
See citations under working paper version above.
- Toda, Alexis Akira, 2017. "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper 78984, University Library of Munich, Germany.
- Leland E. Farmer & Alexis Akira Toda, 2017.
"Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments,"
Quantitative Economics, Econometric Society, vol. 8(2), pages 651-683, July.
See citations under working paper version above.
- Farmer, Leland E. & Toda, Alexis Akira, 2017. "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," University of California at San Diego, Economics Working Paper Series qt4jk1h0kk, Department of Economics, UC San Diego.
- Farmer, Leland & Toda, Alexis Akira, 2016. "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," MPRA Paper 78981, University Library of Munich, Germany.
- Alexis Akira Toda & Kieran James Walsh, 2017.
"Fat tails and spurious estimation of consumption‐based asset pricing models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
See citations under working paper version above.
- Toda, Alexis Akira & Walsh, Kieran James, 2016. "Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models," MPRA Paper 78980, University Library of Munich, Germany.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Alexis Akira Toda & Kieran Walsh, 2015.
"The Double Power Law in Consumption and Implications for Testing Euler Equations,"
Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
See citations under working paper version above.
- Toda, Alexis Akira & Walsh, Kieran, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," University of California at San Diego, Economics Working Paper Series qt1jh2795s, Department of Economics, UC San Diego.
- Alexis Toda, 2015.
"Bayesian general equilibrium,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 375-411, February.
See citations under working paper version above.
- Toda, Alexis Akira, 2015. "Bayesian general equilibrium," University of California at San Diego, Economics Working Paper Series qt1g6889mk, Department of Economics, UC San Diego.
- Alexis Akira Toda, 2015.
"Asset Prices and Efficiency in a Krebs Economy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 957-978, October.
- Alexis Akira Toda, 2014. "Code and data files for "Asset Prices and Efficiency in a Krebs Economy"," Computer Codes 13-196, Review of Economic Dynamics.
Cited by:
- Toda, Alexis Akira & Walsh, Kieran James, 2016.
"Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models,"
MPRA Paper
78980, University Library of Munich, Germany.
- Alexis Akira Toda & Kieran James Walsh, 2017. "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Krebs, Tom & Scheffel, Martin, 2016. "Quantifizierung der gesamtwirtschaftlichen Effekte ausgewählter Reformvorschläge der Studie "Reforms, Investment and Growth: An Agenda for France, Germany and Europe"," Working Papers 16-04, University of Mannheim, Department of Economics.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Kuhn, Moritz & Krebs, Tom & Wright, Mark L.J., 2016.
"Under-Insurance in Human Capital Models with Limited Enforcement,"
CEPR Discussion Papers
11612, C.E.P.R. Discussion Papers.
- Tom Krebs & Moritz Kuhn & Mark Wright, 2017. "Under-Insurance in Human Capital Models with Limited Enforcement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 121-150, April.
- Krebs, Tom & Scheffel, Martin, 2022. "Optimal Allocations in Growth Models with Private Information," IZA Discussion Papers 15650, Institute of Labor Economics (IZA).
- Sakai Ando, 2017. "Size-Dependent Policies and Efficient Firm Creation," ISER Discussion Paper 1033, Institute of Social and Economic Research, Osaka University, revised Jun 2018.
- Ando, Sakai & Matsumura, Misaki, 2020. "Constrained inefficiency of competitive entrepreneurship," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 98-103.
- Toda, Alexis Akira, 2014.
"Incomplete market dynamics and cross-sectional distributions,"
Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
Cited by:
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Maximiliano Dvorkin, 2023. "Heterogeneous Agents Dynamic Spatial General Equilibrium," Working Papers 2023-005, Federal Reserve Bank of St. Louis.
- Amol Amol & Erzo G. J. Luttmer, 2022. "Permanent Primary Deficits, Idiosyncratic Long-Run Risk, and Growth," Working Papers 794, Federal Reserve Bank of Minneapolis.
- Dan Cao & Wenlan Luo, 2017.
"Persistent Heterogeneous Returns and Top End Wealth Inequality,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 301-326, October.
- Dan Cao & Wenlan Luo, 2017. "Online Appendix to "Persistent Heterogeneous Returns and Top End Wealth Inequality"," Online Appendices 16-223, Review of Economic Dynamics.
- Dan Cao & Wenlan Luo, 2017. "Code and data files for "Persistent Heterogeneous Returns and Top End Wealth Inequality"," Computer Codes 16-223, Review of Economic Dynamics.
- Gouin-Bonenfant, Emilien & Toda, Alexis Akira, 2018.
"Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality,"
University of California at San Diego, Economics Working Paper Series
qt90n2h2bb, Department of Economics, UC San Diego.
- Emilien Gouin-Bonenfant & Alexis Akira Toda, 2019. "Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality," 2019 Meeting Papers 152, Society for Economic Dynamics.
- Toda, Alexis Akira & Walsh, Kieran James, 2016.
"Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models,"
MPRA Paper
78980, University Library of Munich, Germany.
- Alexis Akira Toda & Kieran James Walsh, 2017. "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1156-1177, September.
- Toda, Alexis Akira & Walsh, Kieran James, 2017. "Fat tails and spurious estimation of consumption-based asset pricing models," University of California at San Diego, Economics Working Paper Series qt8df3x7gw, Department of Economics, UC San Diego.
- Jan Schulz & Mishael Milaković, 2023.
"How Wealthy are the Rich?,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(1), pages 100-123, March.
- Schulz, Jan & Milaković, Mishael, 2020. "How wealthy are the rich?," BERG Working Paper Series 166, Bamberg University, Bamberg Economic Research Group.
- Schmidt, Lawrence & Toda, Alexis Akira, 2015. "Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution," MPRA Paper 78983, University Library of Munich, Germany.
- Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2017.
"Growth effects of annuities and government transfers in perpetual youth models,"
Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 1-6.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2016. "Growth Effects of Annuities and Government Transfers in Perpetual Youth Models," MPRA Paper 78982, University Library of Munich, Germany.
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
- Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Jul 2017.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2020.
"The income fluctuation problem and the evolution of wealth,"
Journal of Economic Theory, Elsevier, vol. 187(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2019. "The Income Fluctuation Problem and the Evolution of Wealth," Papers 1905.13045, arXiv.org, revised Feb 2020.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Sherzod B. Akhundjanov & Alexis Akira Toda, 2020. "Is Gibrat’s “Economic Inequality” lognormal?," Empirical Economics, Springer, vol. 59(5), pages 2071-2091, November.
- R. Anton Braun & Tomoyuki Nakajima, 2016. "Uninsured risk, stagnation, and fiscal policy," FRB Atlanta Working Paper 2016-4, Federal Reserve Bank of Atlanta.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Alexis Akira Toda, 2015.
"Asset Prices and Efficiency in a Krebs Economy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 957-978, October.
- Alexis Akira Toda, 2014. "Code and data files for "Asset Prices and Efficiency in a Krebs Economy"," Computer Codes 13-196, Review of Economic Dynamics.
- Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
- Joachim Hubmer & Per Krusell & Anthony A. Smith Jr., 2020. "Sources of US Wealth Inequality: Past, Present, and Future," NBER Chapters, in: NBER Macroeconomics Annual 2020, volume 35, pages 391-455, National Bureau of Economic Research, Inc.
- Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020.
"Tail behavior of stopped L\'evy processes with Markov modulation,"
Papers
2009.08010, arXiv.org.
- Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
- Tomohiro Hirano & Alexis Akira Toda, 2023.
"Unique Equilibria in Models of Rational Asset Price Bubbles,"
CIGS Working Paper Series
23-005E, The Canon Institute for Global Studies.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Unique Equilibria in Models of Rational Asset Price Bubbles," Papers 2303.05636, arXiv.org.
- Shuhei Aoki & Makoto Nirei, 2017. "Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(3), pages 36-71, July.
- Shuhei Aoki & Makoto Nirei & Kazufumi Yamana, 2018. "Risk-Taking, Inequality and Output in the Long-Run," Bank of Japan Working Paper Series 18-E-4, Bank of Japan.
- Aoki, Shuhei & Nirei, Makoto, 2016.
"Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the U.S,"
MPRA Paper
73896, University Library of Munich, Germany.
- Shuhei Aoki & Makoto Nirei, 2014. "Zipf’s Law, Pareto’s Law, and the Evolution of Top Incomes in the U.S," UTokyo Price Project Working Paper Series 023, University of Tokyo, Graduate School of Economics.
- Shuhei Aoki & Makoto Nirei, 2014. "Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the U.S," Working Papers e074, Tokyo Center for Economic Research.
- Makoto Nirei & Shuhei Aoki, 2015. "Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the U.S," 2015 Meeting Papers 926, Society for Economic Dynamics.
- Kasa, Kenneth & Lei, Xiaowen, 2018.
"Risk, uncertainty, and the dynamics of inequality,"
Journal of Monetary Economics, Elsevier, vol. 94(C), pages 60-78.
- Kenneth Kasa & Xiaowen Lei, 2017. "Risk, Uncertainty, and the Dynamics of Inequality," Discussion Papers dp17-06, Department of Economics, Simon Fraser University.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2015.
"A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal,"
MPRA Paper
78979, University Library of Munich, Germany.
- Toda, Alexis Akira, 2017. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1508-1518, September.
- Toda, Alexis Akira, 2016. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," University of California at San Diego, Economics Working Paper Series qt4gm143d8, Department of Economics, UC San Diego.
- Kieran Walsh, 2014. "Portfolio Choice and Partial Default in Emerging Markets: a quantitative analysis," 2014 Meeting Papers 789, Society for Economic Dynamics.
- Fischer, Thomas, 2017.
"Thomas Piketty and the rate of time preference,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 111-133.
- Fischer, Thomas, 2017. "Thomas Piketty and the Rate of Time Preference," Working Papers 2017:1, Lund University, Department of Economics.
- John Stachurski & Alexis Akira Toda, 2019.
"An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity,"
2019 Meeting Papers
151, Society for Economic Dynamics.
- Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
- John Stachurski & Alexis Akira Toda, 2018. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," Papers 1807.08404, arXiv.org, revised Jan 2019.
- Joel P. Flynn & Lawrence D. W. Schmidt & Alexis Akira Toda, 2022.
"Robust Comparative Statics for the Elasticity of Intertemporal Substitution,"
Papers
2201.10673, arXiv.org.
- Flynn, Joel P. & Schmidt, Lawrence D. W. & Toda, Alexis Akira, 2023. "Robust comparative statics for the elasticity of intertemporal substitution," Theoretical Economics, Econometric Society, vol. 18(1), January.
- Shuhei Aoki & Makoto Nirei, 2016.
"Pareto Distribution of Income in Neoclassical Growth Models,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 25-42, April.
- Shuhei Aoki & Makoto Nirei, 2015. "Code and data files for "Pareto Distribution of Income in Neoclassical Growth Models"," Computer Codes 13-26, Review of Economic Dynamics.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2020. "Unbounded Dynamic Programming via the Q-Transform," Papers 2012.00219, arXiv.org, revised Mar 2021.
- Krebs, Tom & Scheffel, Martin, 2022. "Optimal Allocations in Growth Models with Private Information," IZA Discussion Papers 15650, Institute of Labor Economics (IZA).
- Toda, Alexis Akira, 2017.
"Huggett economies with multiple stationary equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
- Toda, Alexis Akira, 2017. "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper 78984, University Library of Munich, Germany.
- Lei, Xiaowen, 2019. "Information and Inequality," Journal of Economic Theory, Elsevier, vol. 184(C).
- Staley, Mark, 2018. "The Knowledge-Diffusion Bottleneck in Economic Growth and Development," MPRA Paper 87255, University Library of Munich, Germany.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Tanaka, Ken’ichiro & Toda, Alexis Akira, 2013.
"Discrete approximations of continuous distributions by maximum entropy,"
Economics Letters, Elsevier, vol. 118(3), pages 445-450.
Cited by:
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015.
"Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis,"
University of California at San Diego, Economics Working Paper Series
qt7g23r5kh, Department of Economics, UC San Diego.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt2tc0m67t, Department of Economics, UC San Diego.
- Sergey Badikov & Antoine Jacquier & Daphne Qing Liu & Patrick Roome, 2016. "No-arbitrage bounds for the forward smile given marginals," Papers 1603.06389, arXiv.org, revised Oct 2016.
- Alexis Akira Toda, 2021.
"Data-Based Automatic Discretization of Nonparametric Distributions,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1217-1235, April.
- Alexis Akira Toda, 2018. "Data-based Automatic Discretization of Nonparametric Distributions," Papers 1805.00896, arXiv.org, revised May 2019.
- Ma, Qingyin & Toda, Alexis Akira, 2022.
"Asymptotic linearity of consumption functions and computational efficiency,"
Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "Asymptotic Linearity of Consumption Functions and Computational Efficiency," Papers 2002.09108, arXiv.org, revised Mar 2021.
- Grey Gordon, 2020.
"Efficient VAR Discretization,"
Working Paper
20-06, Federal Reserve Bank of Richmond.
- Gordon, Grey, 2021. "Efficient VAR discretization," Economics Letters, Elsevier, vol. 204(C).
- Farmer, Leland E. & Toda, Alexis Akira, 2017.
"Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments,"
University of California at San Diego, Economics Working Paper Series
qt4jk1h0kk, Department of Economics, UC San Diego.
- Leland E. Farmer & Alexis Akira Toda, 2017. "Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments," Quantitative Economics, Econometric Society, vol. 8(2), pages 651-683, July.
- Farmer, Leland & Toda, Alexis Akira, 2016. "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," MPRA Paper 78981, University Library of Munich, Germany.
- Jordan Roulleau-Pasdeloup, 2022. "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Papers 2209.05081, arXiv.org, revised Feb 2023.
- Alessandro Barbiero & Asmerilda Hitaj, 2023. "Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances," Statistical Papers, Springer, vol. 64(5), pages 1669-1697, October.
- Douglas J. Miller & George Judge, 2015. "Information Recovery in a Dynamic Statistical Markov Model," Econometrics, MDPI, vol. 3(2), pages 1-12, March.
- Jianxiong Gao & Zongwen An & Xuezong Bai, 2022. "A new representation method for probability distributions of multimodal and irregular data based on uniform mixture model," Annals of Operations Research, Springer, vol. 311(1), pages 81-97, April.
- Ma, Qingyin & Toda, Alexis Akira, 2021.
"A theory of the saving rate of the rich,"
Journal of Economic Theory, Elsevier, vol. 192(C).
- Qingyin Ma & Alexis Akira Toda, 2020. "A Theory of the Saving Rate of the Rich," Papers 2005.02379, arXiv.org, revised Jan 2021.
- Sergey Badikov & Antoine Jacquier & Daphne Qing Liu & Patrick Roome, 2017. "No-arbitrage bounds for the forward smile given marginals," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1243-1256, August.
- Alessandro Barbiero & Asmerilda Hitaj, 2022. "Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress–strength models," Annals of Operations Research, Springer, vol. 315(2), pages 1573-1598, August.
- Fabrice Tourre, 2017. "A Macro-Finance Approach to Sovereign Debt Spreads and Returns," 2017 Meeting Papers 13, Society for Economic Dynamics.
- Leland E. Farmer, 2021. "The discretization filter: A simple way to estimate nonlinear state space models," Quantitative Economics, Econometric Society, vol. 12(1), pages 41-76, January.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015.
"Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis,"
University of California at San Diego, Economics Working Paper Series
qt7g23r5kh, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2012.
"The double power law in income distribution: Explanations and evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 364-381.
Cited by:
- Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015.
"A spectral perspective on excess volatility,"
Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 745-750, June.
- Livan, Giacomo & Alfarano, Simone & Milakovic, Mishael & Scalas, Enrico, 2014. "A spectral perspective on excess volatility," FinMaP-Working Papers 12, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Giacomo Livan & Simone Alfarano & Mishael Milakovic & Enrico Scalas, 2014. "A spectral perspective on excess volatility," Working Papers 2014/13, Economics Department, Universitat Jaume I, Castellón (Spain).
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Marat Ibragimov & Rustam Ibragimov, 2018. "Heavy tails and upper-tail inequality: The case of Russia," Empirical Economics, Springer, vol. 54(2), pages 823-837, March.
- Igor Fedotenkov, 2020.
"A Review of More than One Hundred Pareto-Tail Index Estimators,"
Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
- Fedotenkov, Igor, 2018. "A review of more than one hundred Pareto-tail index estimators," MPRA Paper 90072, University Library of Munich, Germany.
- Gabaix, Xavier & Moll, Benjamin & Lasry, Jean-Michel & Lions, Pierre-Louis, 2015.
"The Dynamics of Inequality,"
CEPR Discussion Papers
11028, C.E.P.R. Discussion Papers.
- Xavier Gabaix & Jean‐Michel Lasry & Pierre‐Louis Lions & Benjamin Moll, 2016. "The Dynamics of Inequality," Econometrica, Econometric Society, vol. 84, pages 2071-2111, November.
- Gabaix, Xavier & Lasry, Jean-Michel & Lions, Pierre-Louis & Moll, Benjamin, 2016. "The Dynamics of Inequality," Scholarly Articles 34651703, Harvard University Department of Economics.
- Xavier Gabaix & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2015. "The Dynamics of Inequality," NBER Working Papers 21363, National Bureau of Economic Research, Inc.
- Michal Fabinger & E. Glen Weyl, 2016. "The Average-Marginal Relationship and Tractable Equilibrium Forms," CIRJE F-Series CIRJE-F-1028, CIRJE, Faculty of Economics, University of Tokyo.
- E. Weyl & Michal Fabinger, 2015. "A Tractable Approach to Pass-Through Patterns," 2015 Meeting Papers 747, Society for Economic Dynamics.
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"Estimation and Inference about Tail Features with Tail Censored Data,"
Papers
2002.09982, arXiv.org.
- Yulong Wang & Zhijie Xiao, 2020. "Estimation and Inference about Tail Features with Tail Censored Data," Boston College Working Papers in Economics 994, Boston College Department of Economics.
- Rafael González-Val & Arturo Ramos & Fernando Sanz-Gracia, 2014.
"A new framework for US city size distribution: Empirical evidence and theory,"
ERSA conference papers
ersa14p633, European Regional Science Association.
- Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael, 2013. "A new framework for the US city size distribution: Empirical evidence and theory," MPRA Paper 52190, University Library of Munich, Germany.
- Tjeerd de Vries & Alexis Akira Toda, 2022.
"Capital and Labor Income Pareto Exponents Across Time and Space,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(4), pages 1058-1078, December.
- Tjeerd de Vries & Alexis Akira Toda, 2020. "Capital and Labor Income Pareto Exponents across Time and Space," Papers 2006.03441, arXiv.org, revised Jun 2021.
- Tjeerd de Vries & Alexis Akira Toda, 2021. "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers 794, LIS Cross-National Data Center in Luxembourg.
- Akhundjanov, Sherzod B. & Devadoss, Stephen & Luckstead, Jeff, 2017. "Size distribution of national CO2 emissions," Energy Economics, Elsevier, vol. 66(C), pages 182-193.
- Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023. "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers 2306.12271, arXiv.org, revised Jul 2023.
- Vladimir Hlasny, 2020.
"Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection,"
Commitment to Equity (CEQ) Working Paper Series
90, Tulane University, Department of Economics.
- Vladimir Hlasny, 2021. "Parametric representation of the top of income distributions: Options, historical evidence, and model selection," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 1217-1256, September.
- Vladimir Hlasny, 2020. "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Working Papers 547, ECINEQ, Society for the Study of Economic Inequality.
- Yongli Li & Tianchen Wang & Baiqing Sun & Chao Liu, 2022. "Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-36, December.
- William Griffiths & Duangkamon Chotikapanich & Gholamreza Hajargasht, 2021. "A Note on Inequality Measures for Mixtures of Double Pareto-Lognormal Distributions," Monash Econometrics and Business Statistics Working Papers 14/21, Monash University, Department of Econometrics and Business Statistics.
- Arturo, Ramos, 2019. "Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century," MPRA Paper 93562, University Library of Munich, Germany.
- Arthur Charpentier & Emmanuel Flachaire, 2022.
"Pareto models for top incomes and wealth,"
Post-Print
hal-03649428, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2022. "Pareto models for top incomes and wealth," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 1-25, March.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
- Masato Okamoto, 2022. "Lorenz and Polarization Orderings of the Double-Pareto Lognormal Distribution and Other Size Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 548-574, November.
- Toda, Alexis Akira, 2019.
"Wealth distribution with random discount factors,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 101-113.
- Toda, Alexis Akira, 2017. "Wealth Distribution with Random Discount Factors," University of California at San Diego, Economics Working Paper Series qt5n29f260, Department of Economics, UC San Diego.
- Sherzod B. Akhundjanov & Alexis Akira Toda, 2020. "Is Gibrat’s “Economic Inequality” lognormal?," Empirical Economics, Springer, vol. 59(5), pages 2071-2091, November.
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020.
"Exploiting ergodicity in forecasts of corporate profitability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
- Higbee, Joshua D. & Jensen, Jonathan E. & McDonald, James B., 2019. "The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution," Statistics & Probability Letters, Elsevier, vol. 151(C), pages 73-78.
- Toda, Alexis Akira & Walsh, Kieran, 2015.
"The Double Power Law in Consumption and Implications for Testing Euler Equations,"
University of California at San Diego, Economics Working Paper Series
qt1jh2795s, Department of Economics, UC San Diego.
- Alexis Akira Toda & Kieran Walsh, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
- Fix, Blair, 2019. "How the rich are different: Hierarchical power as the basis of income and class," Working Papers on Capital as Power 2019/02, Capital As Power - Toward a New Cosmology of Capitalism.
- Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva, 2012. "Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches," wiiw Balkan Observatory Working Papers 105, The Vienna Institute for International Economic Studies, wiiw.
- Masato Okamoto, 2012. "Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation," Economics Bulletin, AccessEcon, vol. 32(4), pages 2969-2982.
- William Griffiths & Duangkamon Chotikapanich & Gholamreza Hajargasht, 2022. "A note on inequality measures for mixtures of double Pareto–lognormal distributions," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 280-290, June.
- Alexis Akira Toda & Yulong Wang, 2019.
"Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares,"
Papers
1901.02471, arXiv.org, revised Feb 2020.
- Alexis Akira Toda & Yulong Wang, 2021. "Efficient minimum distance estimation of Pareto exponent from top income shares," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(2), pages 228-243, March.
- Michal Fabinger & E. Glen Weyl, 2018. "Functional Forms for Tractable Economic Models and the Cost Structure of International Trade," CIRJE F-Series CIRJE-F-1092, CIRJE, Faculty of Economics, University of Tokyo.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Philipp Mundt & Mishael Milakovic & Simone Alfarano, 2014.
"Gibrat's law redux: Think profitability instead of growth,"
Working Papers
2014/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Mundt, Philipp & Milakovic, Mishael & Alfarano, Simone, 2014. "Gibrat's law redux: Think profitability instead of growth," BERG Working Paper Series 92, Bamberg University, Bamberg Economic Research Group.
- Philipp Mundt & Simone Alfarano & Mishael Milakovic, 2016. "Gibrat’s Law Redux: think profitability instead of growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 25(4), pages 549-571.
- Toda, Alexis Akira, 2015.
"A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal,"
MPRA Paper
78979, University Library of Munich, Germany.
- Toda, Alexis Akira, 2017. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," Macroeconomic Dynamics, Cambridge University Press, vol. 21(6), pages 1508-1518, September.
- Toda, Alexis Akira, 2016. "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," University of California at San Diego, Economics Working Paper Series qt4gm143d8, Department of Economics, UC San Diego.
- Toda, Alexis Akira, 2016. "Zipf's Law: A Microfoundation," MPRA Paper 78985, University Library of Munich, Germany.
- Warusawitharana, Missaka, 2018.
"Time-varying volatility and the power law distribution of stock returns,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
- Missaka Warusawitharana, 2016. "Time-varying Volatility and the Power Law Distribution of Stock Returns," Finance and Economics Discussion Series 2016-022, Board of Governors of the Federal Reserve System (U.S.).
- Tetsugen HARUYAMA, 2021. "A Schumpeterian Exploration of Gini and Top/Bottom Income Shares," Discussion Papers 2125, Graduate School of Economics, Kobe University.
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Ramos, Arturo, 2015. "Log-growth distributions of US city sizes and non-Lévy processes," MPRA Paper 66561, University Library of Munich, Germany.
- Johan Fellman, 2021. "Aspects of Pareto distributions," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(1), pages 1-4.
- Fix, Blair, 2019. "How the Rich Are Different: Hierarchical Power as the Basis of Income Size and Class," SocArXiv t8muy, Center for Open Science.
- John Stachurski & Alexis Akira Toda, 2019.
"An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity,"
2019 Meeting Papers
151, Society for Economic Dynamics.
- Stachurski, John & Toda, Alexis Akira, 2019. "An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity," Journal of Economic Theory, Elsevier, vol. 182(C), pages 1-24.
- John Stachurski & Alexis Akira Toda, 2018. "An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity," Papers 1807.08404, arXiv.org, revised Jan 2019.
- Fix, Blair, 2021. "Redistributing Income Through Hierarchy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 98, pages 58-86.
- Blair Fix, 2021. "How the rich are different: hierarchical power as the basis of income size and class," Journal of Computational Social Science, Springer, vol. 4(2), pages 403-454, November.
- Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020.
"Survival and the ergodicity of corporate profitability,"
BERG Working Paper Series
162, Bamberg University, Bamberg Economic Research Group.
- Philipp Mundt & Simone Alfarano & Mishael Milaković, 2022. "Survival and the Ergodicity of Corporate Profitability," Management Science, INFORMS, vol. 68(5), pages 3726-3734, May.
- Michal Fabinger & E. Glen Weyl, 2016. "Functional Forms for Tractable Economic Models and the Cost Structure of International Trade," Papers 1611.02270, arXiv.org, revised Aug 2018.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
- Fix, Blair, 2019. "How the rich are different: Hierarchical power as the basis of income size and class," Working Papers on Capital as Power 2019/02 (v.2), Capital As Power - Toward a New Cosmology of Capitalism.
- Li, Mu-Yao & Cai, Qing & Gu, Gao-Feng & Zhou, Wei-Xing, 2019. "Exponentially decayed double power-law distribution of Bitcoin trade sizes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Toda, Alexis Akira, 2014. "Incomplete market dynamics and cross-sectional distributions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 310-348.
- Blair Fix, 2018. "Hierarchy and the power-law income distribution tail," Journal of Computational Social Science, Springer, vol. 1(2), pages 471-491, September.
- Noe Wiener, 2018. "Measuring Labor Market Segmentation from Incomplete Data," UMASS Amherst Economics Working Papers 2018-01, University of Massachusetts Amherst, Department of Economics.
- Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021. "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers 2105.05335, arXiv.org, revised Nov 2021.
- Staley, Mark, 2018. "The Knowledge-Diffusion Bottleneck in Economic Growth and Development," MPRA Paper 87255, University Library of Munich, Germany.
- Jangho Yang, 2018. "Information Theoretic Approaches In Economics," Journal of Economic Surveys, Wiley Blackwell, vol. 32(3), pages 940-960, July.
- Behzod B. Ahundjanov & Sherzod B. Akhundjanov & Botir B. Okhunjanov, 2022. "Power law in COVID‐19 cases in China," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(2), pages 699-719, April.
- Giacomo Livan & Simone Alfarano & Mishael Milaković & Enrico Scalas, 2015.
"A spectral perspective on excess volatility,"
Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 745-750, June.
- Alexis Toda, 2010.
"Existence of a statistical equilibrium for an economy with endogenous offer sets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(3), pages 379-415, December.
Cited by:
- Sylvain Barde, 2012.
"Of ants and voters: maximum entropy prediction and agent based models with recruitment,"
SciencePo Working papers Main
hal-01071853, HAL.
- Sylvain Barde, 2012. "Of ants and voters: maximum entropy prediction and agent based models with recruitment," Post-Print hal-01071853, HAL.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015.
"Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis,"
University of California at San Diego, Economics Working Paper Series
qt7g23r5kh, Department of Economics, UC San Diego.
- Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt2tc0m67t, Department of Economics, UC San Diego.
- Sylvain Barde, 2011.
"Ignorance is bliss: rationality, information and equilibrium,"
Working Papers
hal-01069478, HAL.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Studies in Economics 1103, School of Economics, University of Kent.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Sciences Po publications 2011-04, Sciences Po.
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," Documents de Travail de l'OFCE 2011-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2011. "Ignorance is bliss: rationality, information and equilibrium," SciencePo Working papers Main hal-01069478, HAL.
- Sylvain Barde, 2011.
"Back to the future: a simple solution to schelling segregation,"
Sciences Po publications
2011-05, Sciences Po.
- Sylvain Barde, 2011. "Back to the future: a simple solution to schelling segregation," Working Papers hal-01069479, HAL.
- Sylvain Barde, 2011. "Back to the Future: A Simple Solution to Schelling Segregation," ERSA conference papers ersa11p862, European Regional Science Association.
- Sylvain Barde, 2011. "Back to the future: a simple solution to schelling segregation," Documents de Travail de l'OFCE 2011-05, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde, 2011. "Back to the Future: A Simple Solution to Schelling Segregation," Studies in Economics 1104, School of Economics, University of Kent.
- Sylvain Barde, 2011. "Back to the future: a simple solution to schelling segregation," SciencePo Working papers Main hal-01069479, HAL.
- Caticha, Ariel & Golan, Amos, 2014. "An entropic framework for modeling economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 149-163.
- Eric Smith & Duncan Foley & Benjamin Good, 2013. "Unhedgeable shocks and statistical economic equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 187-235, January.
- Jangho Yang, 2023. "Information‐theoretic model of induced technical change: Theory and empirics," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 2-39, February.
- Tanaka, Ken’ichiro & Toda, Alexis Akira, 2013. "Discrete approximations of continuous distributions by maximum entropy," Economics Letters, Elsevier, vol. 118(3), pages 445-450.
- Sylvain Barde, 2012. "Back to the future: economic rationality and maximum entropy prediction," Studies in Economics 1202, School of Economics, University of Kent.
- Sylvain Barde, 2012.
"Of Ants and Voters. Maximum Entropy Prediction of Agent-Based Models with Recruitment,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 147-175.
- Sylvain Barde, 2012. "Of Ants and Voters: Maximum Entropy Prediction of Agent-Based Models with Recruitment," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
- Toda, Alexis Akira, 2015.
"Bayesian general equilibrium,"
University of California at San Diego, Economics Working Paper Series
qt1g6889mk, Department of Economics, UC San Diego.
- Alexis Toda, 2015. "Bayesian general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 375-411, February.
- Carl Chiarella & Corrado Di Guilmi, 2011.
"Limit Distribution of Evolving Strategies in Financial Markets,"
Research Paper Series
294, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella Carl & Di Guilmi Corrado, 2015. "The limit distribution of evolving strategies in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
- Sylvain Barde, 2015. "Back to the Future: Economic Self-Organisation and Maximum Entropy Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 337-358, February.
- Toda, Alexis Akira, 2012. "The double power law in income distribution: Explanations and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 364-381.
- Jangho Yang, 2018. "Information Theoretic Approaches In Economics," Journal of Economic Surveys, Wiley Blackwell, vol. 32(3), pages 940-960, July.
- Sylvain Barde, 2012.
"Of ants and voters: maximum entropy prediction and agent based models with recruitment,"
SciencePo Working papers Main
hal-01071853, HAL.
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