Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ D: Microeconomics
/ / D5: General Equilibrium and Disequilibrium
/ / / D52: Incomplete Markets
This JEL code is mentioned in the following RePEc Biblio entries:
2020
- Toshihiko Mukoyama, 2020, "MIT Shocks Imply Market Incompleteness," Working Papers, Georgetown University, Department of Economics, number gueconwpa~20-20-04, Nov.
- Mariana Santos, 2020, "The Impact of Labor Income Tax Progressivity on the Fiscal Multipliers in the Context of the Fiscal Consolidation," Notas Económicas, Faculty of Economics, University of Coimbra, issue 51, pages 21-38, December, DOI: 10.14195/2183-203X_51_2.
- Nicole El Karoui & Mohamed Mrad & Caroline Hillairet, 2020, "Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling," Post-Print, HAL, number hal-00974815, Nov.
- Aurélien Eyquem, 2020, "The Macroeconomic Effects of Lockdown policies," Post-Print, HAL, number halshs-02910892, Jun.
- Aurélien Eyquem, 2020, "The Macroeconomic Effects of Lockdown policies," Post-Print, HAL, number halshs-02910895, Jun.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2020, "Taking off into the wind: Unemployment risk and state-Dependent government spending multipliers," Post-Print, HAL, number halshs-03003593, Aug, DOI: 10.1016/j.jmoneco.2020.07.007.
- Stéphane Auray & Aurélien Eyquem, 2020, "The macroeconomic effects of lockdown policies," Post-Print, HAL, number halshs-03031554, DOI: 10.1016/j.jpubeco.2020.104260.
- Stéphane Auray & Aurélien Eyquem, 2020, "The Macroeconomic Effects Of Lockdown Policies," Sciences Po Economics Publications (main), HAL, number hal-03389198, Apr.
- Zoulkiflou Moumouni & Jules Sadefo-Kamdem, 2020, "Agricultural Production Decision using Jumps and Seasonal Volatility in commodities prices dynamics," Working Papers, HAL, number hal-02465046, Jan.
- Stéphane Auray & Aurélien Eyquem, 2020, "The Macroeconomic Effects Of Lockdown Policies," Working Papers, HAL, number hal-03389198, Apr.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2020, "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Working Papers, HAL, number halshs-02452369.
- Tamas Fleiner & Ravi Jagadeesan & Zsuzsanna Janko & Alexander Teytelboym, 2020, "Trading Networks with Frictions," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2008, Feb.
- Digvijay S. Negi & Bharat Ramaswami, 2020, "International risk sharing for food staples," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-002, Jan.
- Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020, "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, volume 16, issue 2, pages 195-218, June, DOI: 10.1007/s10436-020-00362-4.
- Takeki Sunakawa, 2020, "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 845-874, March, DOI: 10.1007/s10614-019-09914-x.
- Karsten O. Chipeniuk, 2020, "Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 883-928, December, DOI: 10.1007/s10614-019-09953-4.
- Shigeto Kitano & Kenya Takaku, 2020, "Financial Market Incompleteness and International Cooperation on Capital Controls," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2020-05, Jan, revised Oct 2021.
- Tomoyuki Nakajima & Shuhei Takahashi, 2020, "On the Non-Existence of a Zero-Tax Steady State with Incomplete Asset Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1025, Mar.
- Tjeerd de Vries & Alexis Akira Toda, 2021, "Capital and Labor Income Pareto Exponents across Time and Space," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 794, Jun.
- Eunseoung Ma, 2020, "Monetary Policy and Inequality: How Does One Affect the Other?," Departmental Working Papers, Department of Economics, Louisiana State University, number 2020-02, Feb.
- Eunseoung Ma, 2020, "Intensive and Extensive Margins of Labor Supply in HANK: Aggregate and Disaggregate Implications," Departmental Working Papers, Department of Economics, Louisiana State University, number 2020-05, Aug.
- Daniel R. LaFave & Evan D. Peet & Duncan Thomas, 2020, "Farm Profits, Prices and Household Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 26636, Jan.
- Marco Cipriani & Ana Fostel & Daniel Houser, 2020, "Leverage and Asset Prices: An Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26701, Jan.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie, 2020, "MPCs, MPEs and Multipliers: A Trilemma for New Keynesian Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 27486, Jul.
- Eduardo Dávila, 2020, "Using Elasticities to Derive Optimal Bankruptcy Exemptions," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 2, pages 870-913.
- Michael B Devereux & Changhua Yu, 2020, "International Financial Integration and Crisis Contagion," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 3, pages 1174-1212.
- Servaas van Bilsen & Ilja A Boelaars & A. Lans Bovenberg, 2020, "The Duration Puzzle in Life-Cycle Investment," Review of Finance, European Finance Association, volume 24, issue 6, pages 1271-1311.
- 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, volume 33, issue 8, pages 3583-3623.
- Gustavo Mellior, 2020, "Higher education funding, welfare and inequality in equilibrium," Economics Series Working Papers, University of Oxford, Department of Economics, number 908, May.
- Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2020, "Saving Motives over the Life-Cycle," MPRA Paper, University Library of Munich, Germany, number 100208, Apr.
- Osti, Davide, 2020, "microeconomic theory: general equilibrium," MPRA Paper, University Library of Munich, Germany, number 115637, Nov.
- Obregon, Carlos, 2020, "New Economics," MPRA Paper, University Library of Munich, Germany, number 122457, Nov.
- Choonsung Park, 2020, "Online Appendix to "Consumption, Reservation Wages, and Aggregate Labor Supply"," Online Appendices, Review of Economic Dynamics, number 18-261.
- Daniel Carroll & Jim Dolmas & Eric Young, 2020, "Code and data files for "The Politics of Flat Taxes"," Computer Codes, Review of Economic Dynamics, number 18-193, revised .
- Choonsung Park, 2020, "Code and data files for "Consumption, Reservation Wages, and Aggregate Labor Supply"," Computer Codes, Review of Economic Dynamics, number 18-261, revised .
- Markus Hess, 2020, "Pricing electricity forwards under future information on the stochastic mean-reversion level," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 751-767, December, DOI: 10.1007/s10203-020-00307-6.
- Michael R. Tehranchi, 2020, "A Black–Scholes inequality: applications and generalisations," Finance and Stochastics, Springer, volume 24, issue 1, pages 1-38, January, DOI: 10.1007/s00780-019-00410-6.
- Ioannis Karatzas & Donghan Kim, 2020, "Trading strategies generated pathwise by functions of market weights," Finance and Stochastics, Springer, volume 24, issue 2, pages 423-463, April, DOI: 10.1007/s00780-019-00414-2.
- Kim Weston & Gordan Žitković, 2020, "An incomplete equilibrium with a stochastic annuity," Finance and Stochastics, Springer, volume 24, issue 2, pages 359-382, April, DOI: 10.1007/s00780-020-00415-6.
- Camelia Bejan, 2020, "Investment and financing in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 69, issue 1, pages 149-182, February, DOI: 10.1007/s00199-018-1160-6.
- Bar Light, 2020, "Uniqueness of equilibrium in a Bewley–Aiyagari model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 69, issue 2, pages 435-450, March, DOI: 10.1007/s00199-018-1167-z.
- Mário R. Páscoa & Abdelkrim Seghir, 2020, "Recourse loans and Ponzi schemes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 527-550, September, DOI: 10.1007/s00199-019-01218-3.
- Feixue Gong & Gregory Phelan, 2020, "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 579-605, September, DOI: 10.1007/s00199-019-01222-7.
- Angeletos, George-Marios & Collard, Fabrice & Dellas, Harris, 2020, "Public Debt as Private Liquidity: Optimal Policy," TSE Working Papers, Toulouse School of Economics (TSE), number 11-1170, Dec.
- Roozbeh Hosseini & Karen A. Kopecky & Kai Zhao, 2020, "How Important Is Health Inequality for Lifetime Earnings Inequality?," Working papers, University of Connecticut, Department of Economics, number 2020-20, Dec.
- Gustavo Mellior, 2020, "Higher education funding, welfare and inequality in equilibrium," Studies in Economics, School of Economics, University of Kent, number 2005, Oct.
- Feixue Gong & Gregory Phelan, 2020, "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-03, Jan.
- Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2020, "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-04, Apr.
2019
- Emmanuel Farhi & Iván Werning, 2019, "Monetary Policy, Bounded Rationality, and Incomplete Markets," American Economic Review, American Economic Association, volume 109, issue 11, pages 3887-3928, November.
- Guillermo Jr. Cardenas Salgado & Luis Antonio Espinosa & Juan Jose Li Ng & Carlos Serrano, 2019, "Mexico | The gasoline shortage crisis: A Big Data analysis," Working Papers, BBVA Bank, Economic Research Department, number 19/09, Jul.
- Fernando Arce & Julien Bengui & Javier Bianchi, 2019, "A Macroprudential Theory of Foreign Reserve Accumulation," Staff Working Papers, Bank of Canada, number 19-43, Oct, DOI: 10.34989/swp-2019-43.
- Simshauser, P., 2019, "On the impact of government-initiated CfD’s in Australia’s National Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1901, Jan.
- Simshauser, P., 2019, "Lessons from Australia’s National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1972, Aug.
- Benhima, Kenza, 2019, "Booms and Busts with Dispersed Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 13444, Jan.
- Hagedorn, Marcus & Manovskii, Iourii & Mitman, Kurt, 2019, "The Fiscal Multiplier," CEPR Discussion Papers, Centre for Economic Policy Research, number 13529, Feb.
- Arce, Fernando & Bengui, Julien & Bianchi, Javier, 2019, "A Macroprudential Theory of Foreign Reserve Accumulation," CEPR Discussion Papers, Centre for Economic Policy Research, number 13952, Aug.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2019, "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 14257, Dec.
- Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2169, Feb.
- Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019, "Migration and Informal Insurance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2185, Jul.
- Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019, "Migration and Informal Insurance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2185R, Jul, revised Aug 2020.
- Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019, "Migration and Informal Insurance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2185R2, Jul, revised Dec 2020.
- Costas Meghir & Ahmed Mushfiq Mobarak & Ahmed Corina Mommaerts & Ahmed Melanie Morten, 2019, "Migration and Informal Insurance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2185R2 Publication Status, Jul, revised Jan 2021.
- Sara Eugeni, 2019, "Exchange rate volatility and cooperation in an incomplete markets' economy," Department of Economics Working Papers, Durham University, Department of Economics, number 2019_02, Mar.
- Huber, Samuel & Kim, Jaehong, 2019, "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 1-18, DOI: 10.1016/j.jedc.2018.08.012.
- Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2019, "International risk sharing in overlapping generations models," Economics Letters, Elsevier, volume 174, issue C, pages 157-160, DOI: 10.1016/j.econlet.2018.10.030.
- Phelan, Gregory & Toda, Alexis Akira, 2019, "Securitized markets, international capital flows, and global welfare," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 571-592, DOI: 10.1016/j.jfineco.2018.08.011.
- Mendolicchio, C. & Pietra, T., 2019, "A re-examination of constrained Pareto inefficiency in economies with incomplete markets," Journal of Mathematical Economics, Elsevier, volume 80, issue C, pages 39-55, DOI: 10.1016/j.jmateco.2018.10.006.
- Benhima, Kenza, 2019, "Booms and busts with dispersed information," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 32-47, DOI: 10.1016/j.jmoneco.2018.12.004.
- Cai, Mingchao & Chen, Zhihong, 2019, "Does country background risk matter to the strategic asset allocation of sovereign wealth funds?," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.10.015.
- Phitawat Poonpolkul, 2019, "Risk-Sensitive Preferences and Age-Dependent Risk Aversion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-86, Dec.
- Juan Francisco MartÃnez S. & Dimitrios P. Tsomocos, 2019, "Liquidity and default in an exchange economy," Chapters, Edward Elgar Publishing, chapter 7, "Financial Regulation and Stability".
- Paul Simshauser, 2019, "On the impact of government-initiated CfD's in Australia's National Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1901, Jan.
- Paul Simshauser, 2019, "Lessons from Australia's National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1927, Jul.
- Daniel R. Carroll & Jim Dolmas & Eric Young, 2019, "The Politics of Flat Taxes," Working Papers, Federal Reserve Bank of Cleveland, number 14-42R2, Sep, DOI: 10.26509/frbc-wp-201442r2.
- Matt Darst & Ehraz Refayet, 2019, "Mixed Signals: Investment Distortions with Adverse Selection," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-044, Jun, DOI: 10.17016/FEDS.2019.044.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Post-Print, HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019, "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print, HAL, number halshs-02353453, Sep.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019, "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print, HAL, number halshs-02418060, Oct.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019, "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print, HAL, number halshs-02498579, Nov.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019, "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print, HAL, number halshs-02503455, Sep.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
- James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2019, "International Welfare Spillovers of National Pension Schemes," Working Papers, College of the Holy Cross, Department of Economics, number 1903, Jul.
- Olsson, Maria, 2019, "Business Cycles and Production Networks," Working Paper Series, Uppsala University, Department of Economics, number 2019:6, Feb.
- Brian C. Albrecht, 2019, "Investment without Coordination Failures," 2019 Papers, Job Market Papers, number pal847, Oct.
- Dong Chul Won, 2019, "A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 367-396, January, DOI: 10.1007/s10614-017-9750-0.
- Yu Yu & Weisheng Yu, 2019, "The Complexion of Multi-period Stackelberg Triopoly Game with Bounded Rationality," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 457-478, January, DOI: 10.1007/s10614-018-9834-5.
- Sebestyén, Tamás & Longauer, Dóra, 2019, "Hálózati struktúra és nem teljes információ egy monopolisztikus versenyre épülő modellben
[Network structure and incomplete information in a model of monopolistic competition]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1257-1283, DOI: 10.18414/KSZ.2019.12.1257. - Lionel de Boisdeffre, 2019, "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19010, May.
- Lionel de Boisdeffre, 2019, "Refinements to the generic existence of equilibrium in incomplete markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19011, Jun.
- Marcus Hagedorn & Iourii Manovskii & Kurt Mitman, 2019, "The Fiscal Multiplier," NBER Working Papers, National Bureau of Economic Research, Inc, number 25571, Feb.
- Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Capital Flows and the Global Collateral Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25583, Feb.
- Costas Meghir & Ahmed Mushfiq Mobarak & Corina D. Mommaerts & Melanie Morten, 2019, "Migration and Informal Insurance: Evidence from a Randomized Controlled Trial and a Structural Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 26082, Jul.
- Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019, "Benchmarking Global Optimizers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26340, Oct.
- Zachary Wagner & Somalee Banerjee & Manoj Mohanan & Neeraj Sood, 2019, "Does The Market Reward Quality?: Evidence from India," NBER Working Papers, National Bureau of Economic Research, Inc, number 26460, Nov.
- Marco Cipriani & Ana Fostel & Daniel Houser, 2019, "Endogenous Leverage and Default in the Laboratory," NBER Working Papers, National Bureau of Economic Research, Inc, number 26469, Nov.
- Manoj Atolia & Ryan Chahrour, 2019, "Online Appendix to "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics"," Online Appendices, Review of Economic Dynamics, number 18-248.
- Manoj Atolia & Ryan Chahrour, 2019, "Code and data files for "Intersectoral Linkages, Diverse Information, and Aggregate Dynamics"," Computer Codes, Review of Economic Dynamics, number 18-248, revised .
- Pavel Brendler, 2019, "Code and data files for "Why hasn't Social Security changed since 1977?"," Computer Codes, Review of Economic Dynamics, number 19-49, revised .
- Roozbeh Hosseini & Kai Zhao & Karen Kopecky, 2019, "How Important Is Health Inequality for Lifetime Earnings Inequality?," 2019 Meeting Papers, Society for Economic Dynamics, number 1383.
- Eunseong Ma, 2019, "Monetary Policy and Inequality: How Does One Affect the Other?," 2019 Meeting Papers, Society for Economic Dynamics, number 250.
- Christian Bayer & Ralph Luetticke, 2019, "Shocks, Frictions, and Inequality in US Business Cycles," 2019 Meeting Papers, Society for Economic Dynamics, number 256.
- Juergen Jung & Chung Tran, 2019, "Health Risk, Insurance and Optimal Progressive Income Taxation," 2019 Meeting Papers, Society for Economic Dynamics, number 620.
- Juergen Jung & Chung Tran, 2019, "Social Health Insurance: A Quantitative Exploration," 2019 Meeting Papers, Society for Economic Dynamics, number 690.
- Felix-Benedikt Liebrich & Gregor Svindland, 2019, "Risk sharing for capital requirements with multidimensional security markets," Finance and Stochastics, Springer, volume 23, issue 4, pages 925-973, October, DOI: 10.1007/s00780-019-00402-6.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 2, pages 335-361, September, DOI: 10.1007/s00199-018-1125-9.
- Huanhuan Zheng & Haiqiang Chen, 2019, "Price informativeness and adaptive trading," Journal of Evolutionary Economics, Springer, volume 29, issue 4, pages 1315-1342, September, DOI: 10.1007/s00191-018-0586-0.
- Mario R. Pascoa & Abdelkrim Seghir, 2019, "Recourse Loans and Ponzi Schemes," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0719, Mar.
- Mario R. Pascoa & Abdelkrim Seghir, 2019, "No-trade and Refined Equilibria for Secured Loans in Infinite Horizon," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0919, Mar.
- Szabolcs Deák & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2019, "Designing Robust Monetary Policy Using Prediction Pools," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1219, Jun.
- Herings, P. Jean-Jacques & Zhou, Yu, 2019, "Competitive Equilibria in Matching Models with Financial Constraints," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 007, Apr, DOI: 10.26481/umagsb.2019007.
- Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-01, Feb.
- Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019, "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-02, Mar.
- Jason Delaney & Sarah Jacobson & Thorsten Moenig, 2019, "Preference Discovery," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-08, Jul, revised Jul 2019.
- Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-18, Sep.
- Kate Ambler & Alan de Brauw & Susan Godlonton, 2019, "Lump-sum Transfers for Agriculture and Household Decision Making," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-19, Sep.
- Tamás Fleiner & Ravi Jagadeesan & Zsuzsanna Jankó & Alexander Teytelboym, 2019, "Trading Networks With Frictions," Econometrica, Econometric Society, volume 87, issue 5, pages 1633-1661, September, DOI: 10.3982/ECTA14159.
- Demary, Vera, 2019, "Homesharing in Nordrhein-Westfalen: Stellungnahme für die Anhörung des Ausschusses für Heimat, Kommunales, Bauen und Wohnen des Landtags Nordrhein-Westfalen, Antrag der Fraktion der SPD, Drucksache 17/3596," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 3/2019.
- Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019, "Optimists and pessimists in (in)complete markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 252, DOI: 10.2139/ssrn.2356502.
2018
- Juergen Jung & Chung Tran, 2018, "Optimal Progressive Income Taxation in a Bewley-Grossman Framework," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2018-662, Jun.
- Yena Park, 2018, "Constrained Efficiency in a Human Capital Model," American Economic Journal: Macroeconomics, American Economic Association, volume 10, issue 3, pages 179-214, July.
- Veronica Guerrieri & Robert Shimer, 2018, "Markets with Multidimensional Private Information," American Economic Journal: Microeconomics, American Economic Association, volume 10, issue 2, pages 250-274, May.
- Jan Christoph Schlegel, 2018, "The Structure of Equilibria in Trading Networks with Frictions," Papers, arXiv.org, number 1808.07924, Aug, revised Jun 2020.
- Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
- William B. Peterman & Erick Sager, 2018, "Optimal Public Debt with Life Cycle Motives," Economic Working Papers, Bureau of Labor Statistics, number 507.
- Oikonomou Rigas, 2018, "Unemployment insurance with limited commitment wage contracts and savings," The B.E. Journal of Macroeconomics, De Gruyter, volume 18, issue 1, pages 1-21, January, DOI: 10.1515/bejm-2014-0162.
- Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
- Hoelle Matthew, 2018, "Optimal Term Structure in a Monetary Economy with Incomplete Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-26, January, DOI: 10.1515/bejte-2016-0158.
- Hagedorn, Marcus, 2018, "Prices and Inflation when Government Bonds are Net Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 12769, Mar.
- Julien ALBERTINI & Stéphane AURAY & Hafedh BOUAKEZ & Aurélien EYQUEM, 2020, "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Working Papers, Center for Research in Economics and Statistics, number 2020-05, Mar.
- John Geanakoplos & Kieran Haobin Wang, 2018, "Quantitative Easing, Collateral Constraints, and Financial Spillovers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2154, Dec.
- Jiang, Lunan, 2018, "Dividend taxes and investment during the U.S. Great Depression," Economics Letters, Elsevier, volume 167, issue C, pages 147-151, DOI: 10.1016/j.econlet.2018.03.024.
- Park, Seyoung, 2018, "A generalization of Ramsey rule on discount rate with regime switching," Economics Letters, Elsevier, volume 170, issue C, pages 147-150, DOI: 10.1016/j.econlet.2018.06.011.
- Won, Dong Chul, 2018, "One-fund separation in incomplete markets with two assets," Finance Research Letters, Elsevier, volume 24, issue C, pages 168-174, DOI: 10.1016/j.frl.2017.09.003.
- Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018, "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 192-214, DOI: 10.1016/j.jfs.2016.10.010.
- Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 257-288, DOI: 10.1016/j.jet.2017.11.002.
- Blume, Lawrence E. & Cogley, Timothy & Easley, David A. & Sargent, Thomas J. & Tsyrennikov, Viktor, 2018, "A case for incomplete markets," Journal of Economic Theory, Elsevier, volume 178, issue C, pages 191-221, DOI: 10.1016/j.jet.2018.09.004.
- Fan, Gang-Zhi & Pu, Ming & Deng, Xiaoying & Ong, Seow Eng, 2018, "Optimal portfolio choices and the determination of housing rents under housing market uncertainty," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 200-217, DOI: 10.1016/j.jhe.2018.06.003.
- Carroll, Daniel R. & Young, Eric R., 2018, "Neoclassical inequality," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 83-109, DOI: 10.1016/j.jmacro.2018.05.004.
- Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, volume 76, issue C, pages 1-20, DOI: 10.1016/j.jmateco.2018.01.006.
- Nishizaki, Katsuhiko, 2018, "Secure implementability under Pareto-efficient rules in linear production economies with classical preferences," Research in Economics, Elsevier, volume 72, issue 3, pages 379-383, DOI: 10.1016/j.rie.2018.07.003.
- Dan Cao, 2018, "Recursive Equilibrium in Krusell and Smith (1998)," Working Papers, Georgetown University, Department of Economics, number gueconwpa~18-18-13, Sep.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print, HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," Post-Print, HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
- James Staveley-O'Carroll & Olena Staveley-O'Carroll, 2018, "International Risk Sharing in Overlapping Generations Models," Working Papers, College of the Holy Cross, Department of Economics, number 1806, Jul.
- Svetlana Pashchenko & Ponpoje Porapakkarm, 2018, "Reducing Medical Spending of the Publicly Insured: The Case for a Cash-Out Option," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-080, Nov.
- Mendolicchio, Concetta & Pietra, Tito, 2018, "Full and constrained pareto optimality with incomplete financial markets," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201822, Nov.
- Chiaki Hara, 2018, "Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1005, Oct.
- Swapnil Singh, 2018, "Public insurance of married versus single households in the US: trends and welfare consequences," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 54, Nov.
- Swapnil Singh & Christian A. Stoltenbergz, 2018, "How Much Do Households Really Know About Their Future Income?," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 55, Dec.
- Luciana Fiorini & Wilfredo Maldonado & José Rodrigues-Neto, 2018, "Competitive Equilibrium with Restricted Participation: The Case of Circular Trade," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 174, issue 3, pages 514-547, September, DOI: 10.1628/093245617X15096094637995.
- Lionel de Boisdeffre, 2018, "Extending the Cass Trick," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18025, Sep.
- Lionel de Boisdeffre, 2018, "Dropping Rational Expectations," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18026, Sep.
- Lionel de Boisdeffre, 2018, "Circumventing the Hart Puzzle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18027, Sep.
- Adrien Auclert & Matthew Rognlie, 2018, "Inequality and Aggregate Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 24280, Feb.
- Christopher Busch & David Domeij & Fatih Guvenen & Rocio Madera, 2018, "Asymmetric Business-Cycle Risk and Social Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 24569, May.
- Juan Carlos Conesa & Bo Li & Qian Li, 2018, "Welfare Implications of Switching to Consumption Taxation," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 18-09.
- Weiye Cheny, 2018, "Credit and Bankruptcy in a Temporary Equilibrium Model," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-23, Jul.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, volume 13, issue 9, pages 1-10, September, DOI: 10.1371/journal.pone.0203814.
- Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper, University Library of Munich, Germany, number 84905, Mar, revised 11 Mar 2018.
- Suzuki, Shiba, 2018, "Inequality and asset fire sales," MPRA Paper, University Library of Munich, Germany, number 90906, Dec.
- Roozbeh Hosseini & Kai Zhao & Karen Kopecky, 2018, "How Important Is Health Inequality for Lifetime Earnings Inequality?," 2018 Meeting Papers, Society for Economic Dynamics, number 1093.
- Cyril Monnet & Erwan Quintin, 2018, "Optimal Exclusion," 2018 Meeting Papers, Society for Economic Dynamics, number 181.
- Emmanuel Farhi & Ivan Werning, 2018, "Monetay Policy, Bounded Rationality, and Incomplete Markets," 2018 Meeting Papers, Society for Economic Dynamics, number 768.
- Yena Park & Yongsung Chang, 2018, "Optimal Taxation with Private Insurance," Working Paper Series, Institute of Economic Research, Seoul National University, number no117, Nov.
- Egbert Dierker, 2018, "Initial shares can cause Pareto improvements when markets are incomplete," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 6, issue 2, pages 171-181, October, DOI: 10.1007/s40505-018-0135-x.
- Martin Herdegen & Johannes Muhle-Karbe, 2018, "Stability of Radner equilibria with respect to small frictions," Finance and Stochastics, Springer, volume 22, issue 2, pages 443-502, April, DOI: 10.1007/s00780-018-0354-x.
- Johannes Muhle-Karbe & Marcel Nutz, 2018, "A risk-neutral equilibrium leading to uncertain volatility pricing," Finance and Stochastics, Springer, volume 22, issue 2, pages 281-295, April, DOI: 10.1007/s00780-018-0356-8.
- Maximilian Gaß & Kathrin Glau & Mirco Mahlstedt & Maximilian Mair, 2018, "Chebyshev interpolation for parametric option pricing," Finance and Stochastics, Springer, volume 22, issue 3, pages 701-731, July, DOI: 10.1007/s00780-018-0361-y.
- Bruno Bouchard & Masaaki Fukasawa & Martin Herdegen & Johannes Muhle-Karbe, 2018, "Equilibrium returns with transaction costs," Finance and Stochastics, Springer, volume 22, issue 3, pages 569-601, July, DOI: 10.1007/s00780-018-0366-6.
- Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 2, pages 407-447, August, DOI: 10.1007/s00199-017-1066-8.
- Koskinen Hannu & Vilmunen Jouko, 2018, "Implications for Aggregate Inflation of Sectoral Asymmetries: An Empirical Implication," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1818, Feb.
- Shantanu Bagchi & James Feigenbaum, 2018, "Annuity Markets and Capital Accumulation," Working Papers, Towson University, Department of Economics, number 2018-02, Apr, revised Apr 2018.
- Cyril Monnet & Erwan Quintin, 2018, "Optimal Exclusion," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1814, Jun.
- Marco Cozzi, 2018, "Efficiency Units of Labor: Life-Cycle Profiles Estimates from the CPS 1987-2017," Department Discussion Papers, Department of Economics, University of Victoria, number 1804, Apr.
2017
- Dan Cao & Guangyu Nie, 2017, "Amplification and Asymmetric Effects without Collateral Constraints," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 3, pages 222-266, July.
- George M. Constantinides & Anisha Ghosh, 2017, "Asset Pricing with Countercyclical Household Consumption Risk," Journal of Finance, American Finance Association, volume 72, issue 1, pages 415-460, February.
- Newbery, D., 2017, "Designing an electricity wholesale market to accommodate significant renewables penetration: Lessons from Britain," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1756, Dec.
- 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, Department of Economics, UC San Diego, number qt8df3x7gw, Jan.
- Adrien Auclert, 2017, "Monetary Policy and the Redistribution Channel," Working Papers, Council on Economic Policies, number 1706, Jun.
- Marcus Miller & Lei Zhang & Songklod Rastapana, 2017, "Subprime assets and financial crisis: theory, policy and the law," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 340.
- Ally Quan Zhang, 2017, "Recovery is Never Easy - Dynamics and Multiple Equilibria with Financial Arbitrage, Production and Collateral Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-02, Jan.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-17, Aug.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-26, Sep.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "An Evolutionary Finance Model with a Risk-Free Asset," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-28, Nov.
- Ally Zhang, 2017, "Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-62, Nov, revised Jan 2018.
- De Nardi, Mariacristina & Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2017, "The Lifetime Costs of Bad Health," CEPR Discussion Papers, Centre for Economic Policy Research, number 12386, Oct.
- Auray Stéphane & Eyquem Aurélien, 2017, "Unemployment, Borrowing Constraints and Stabilization Policies," Working Papers, Center for Research in Economics and Statistics, number 2017-63, Sep.
- Ana Fostel & John Geanakoplos & Gregory Phelan, 2017, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2076, Feb.
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