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Citations for "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type"

by Montrucchio, Luigi & Privileggi, Fabio

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  1. Bia, Michela, 2007. "The Propensity Score method in public policy evaluation: a survey," POLIS Working Papers 79, Institute of Public Policy and Public Choice - POLIS.
  2. Kevin X. D. Huang & Jan Werner, 2000. "Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society.
  3. Paolo Ghirardato & Massimo Marinacci, 2000. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Levine's Working Paper Archive 7616, David K. Levine.
  4. Bissey, Marie-Edith & Ortona, Guido, 2002. "A simulative frame to study the integration of defectors in a cooperative setting," POLIS Working Papers 24, Institute of Public Policy and Public Choice - POLIS.
  5. Nicita, Antonio & Ramello, Giovanni B., 2006. "Property, liability and market power: The antitrust side of copyright," POLIS Working Papers 75, Institute of Public Policy and Public Choice - POLIS.
  6. Bernardi, Luigi & Fraschini, Angela, 2005. "Tax system and tax reforms in India," POLIS Working Papers 45, Institute of Public Policy and Public Choice - POLIS.
  7. Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research.
  8. Takashi Kamihigashi, 2007. "The Spirit of Capitalism, Stock Market Bubbles, and Output Fluctuations," Discussion Paper Series 205, Research Institute for Economics & Business Administration, Kobe University, revised Oct 2007.
  9. Ottone, Stefania & Ponzano, Ferruccio, 2005. "An Extension to the Model of Inequity Aversion by Fehr and Schmidt," POLIS Working Papers 51, Institute of Public Policy and Public Choice - POLIS.
  10. Marchese, Carla, 2006. "Rewarding the consumer for curbing the evasion of commodity taxes?," POLIS Working Papers 72, Institute of Public Policy and Public Choice - POLIS.
  11. Yiu, Matthew S. & Yu, Jun & Jin, Lu, 2013. "Detecting bubbles in Hong Kong residential property market," Journal of Asian Economics, Elsevier, vol. 28(C), pages 115-124.
  12. Ortona, Guido, 2004. "Voting for the Electoral System: an Experiment," POLIS Working Papers 42, Institute of Public Policy and Public Choice - POLIS.
  13. Bia, Michela & Mattei, Alessandra, 2007. "Application of the Generalized Propensity Score. Evaluation of public contributions to Piedmont enterprises," POLIS Working Papers 80, Institute of Public Policy and Public Choice - POLIS.
  14. Takashi Kamihigashi, 2015. "A Simple No-Bubble Theorem," Discussion Paper Series DP2015-03, Research Institute for Economics & Business Administration, Kobe University.
  15. Thibault Gadjos & Eric Maurin, 2002. "Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach," Working Papers 2002-32, Centre de Recherche en Economie et Statistique.
  16. Yu Ren & Yufei Yuan & Cong Xiong, 2013. "House Price Bubbles in China," Papers 2013-10-14, Working Paper.
  17. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
  18. Kamihigashi, Takashi, 2003. "Necessity of transversality conditions for stochastic problems," Journal of Economic Theory, Elsevier, vol. 109(1), pages 140-149, March.
  19. Cugno, Franco & Ottoz, Elisabetta, 2006. "Static inefficiency of compulsory licensing: Quantity vs. price competition," POLIS Working Papers 73, Institute of Public Policy and Public Choice - POLIS.
  20. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.
  21. Fernando Díaz & Rodrigo Sánchez, 2001. "Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado?," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 37-82.
  22. Ottone, Stefania, 2006. "fairness: a survey," POLIS Working Papers 57, Institute of Public Policy and Public Choice - POLIS.
  23. Renault, Jérôme & Scarlatti, Sergio & Scarsini, Marco, 2005. "A folk theorem for minority games," Economics Papers from University Paris Dauphine 123456789/6223, Paris Dauphine University.
  24. Ortona, Guido & Ottone, Stefania & Ponzano, Ferruccio & Scacciati, Francesco, 2006. "Labour supply in presence of taxation financing public services. An experimental approach," POLIS Working Papers 71, Institute of Public Policy and Public Choice - POLIS.
  25. Zanola, Roberto, 2000. "Public goods versus publicly provided private goods in a two-class economy," POLIS Working Papers 12, Institute of Public Policy and Public Choice - POLIS.
  26. Ottone, Stefania, 2004. "Transfers and Altruistic Punishments in Third Party Punishment Game Experiments," POLIS Working Papers 41, Institute of Public Policy and Public Choice - POLIS.
  27. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003.
  28. Bissey, Marie-Edith & Carini, Mauro & Ortona, Guido, 2003. "ALEX3: A simulation program to compare electoral systems," POLIS Working Papers 36, Institute of Public Policy and Public Choice - POLIS.
  29. Di Novi, Cinzia, 2003. "Regolazione dei prezzi o razionamento: l'efficacia dei due sistemi di allocazione nella fornitura di risorse scarse a coloro che ne hanno maggiore necessita'.," POLIS Working Papers 35, Institute of Public Policy and Public Choice - POLIS.
  30. Bissey, Marie-Edith & Ortona, Guido, 2007. "The program for the simulation of electoral systems ALEX4.1: what it does and how to use it," POLIS Working Papers 82, Institute of Public Policy and Public Choice - POLIS.
  31. Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
  32. Ottone, Stefania & Ponzano, Ferruccio & Ricciuti, Roberto, 2007. "Simulating voting rule reforms for the Italian parliament. An economic perspective," POLIS Working Papers 88, Institute of Public Policy and Public Choice - POLIS.
  33. Ren, Yu & Xiong, Cong & Yuan, Yufei, 2012. "House price bubbles in China," China Economic Review, Elsevier, vol. 23(4), pages 786-800.
  34. Takashi Kamihigashi, 2015. "A Simple No-Bubble Theorem for Deterministic Dynamic Economies," Discussion Paper Series DP2015-24, Research Institute for Economics & Business Administration, Kobe University.
  35. Manuel Santos & Juan Pablo Rincon-Zapatero, 2007. "Differentiability of the Value Function without Interiority Assumptions," Working Papers 0704, University of Miami, Department of Economics.
  36. Takashi Kamihigashi, 2006. "Transversality Conditions and Dynamic Economic Behavior," Discussion Paper Series 180, Research Institute for Economics & Business Administration, Kobe University.
  37. Ponzano, Ferruccio, 2004. "The allocation of the income tax among different levels of government: a theoretical solution," POLIS Working Papers 40, Institute of Public Policy and Public Choice - POLIS.
  38. Giovanni B. Ramello & Francesco Silva, 2006. "Appropriating signs and meaning: the elusive economics of trademark," Industrial and Corporate Change, Oxford University Press, vol. 15(6), pages 937-963, December.
  39. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research.
  40. Marchese, Carla & Privileggi, Fabio, 2007. "Increasing the efficiency of the 'Studi di Settore' might backfire," POLIS Working Papers 83, Institute of Public Policy and Public Choice - POLIS.
  41. Salvatore Modica & Marco Scarsini, 2003. "The convexity-cone approach to comparative risk and downside risk," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research.
  42. Montefiori, Marcello, 2003. "Hotelling competition on quality in the health care market," POLIS Working Papers 33, Institute of Public Policy and Public Choice - POLIS.
  43. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
  44. Matthew S. Yiu & Lu Jin, 2012. "Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach," Working Papers 012012, Hong Kong Institute for Monetary Research.
  45. Bissey, Marie-Edith & Canegallo, Claudia & Ortona, Guido & Scacciati, Francesco, 2003. "Competition vs. Cooperation. An Experimental Inquiry," POLIS Working Papers 37, Institute of Public Policy and Public Choice - POLIS.
  46. Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002. "Insurance premia consistent with the market," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 267-284, October.
  47. Montrucchio, Luigi & Privileggi, Fabio, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," Journal of Economic Theory, Elsevier, vol. 101(1), pages 158-188, November.
  48. Bejan, Camelia & Bidian, Florin, 2010. "Limited enforcement, bubbles and trading in incomplete markets," MPRA Paper 36819, University Library of Munich, Germany, revised 20 Feb 2012.
  49. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
  50. Mitra, Tapan & Privileggi, Fabio, 2005. "Cantor Type Attractors in Stochastic Growth Models," POLIS Working Papers 43, Institute of Public Policy and Public Choice - POLIS.
  51. Ponzano, Ferruccio, 2005. "Optimal provision of public goods under imperfect intergovernmental competition," POLIS Working Papers 44, Institute of Public Policy and Public Choice - POLIS.
  52. Stefania Ottone, 2008. "Are people Samaritans or Avengers?," Economics Bulletin, AccessEcon, vol. 3(10), pages 1-3.
  53. Ortona, Guido & Ottone, Stefania & Ponzano, Ferruccio, 2005. "A simulative assessment of the Italian electoral system," POLIS Working Papers 53, Institute of Public Policy and Public Choice - POLIS.
  54. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
  55. Ponzano, Ferruccio, 2005. "Competition among different levels of government: the re-election problem," POLIS Working Papers 47, Institute of Public Policy and Public Choice - POLIS.
  56. Ottone, Stefania, 2001. "L'altruismo: atteggiamento irrazionale, strategia vincente o amore per il prossimo?," POLIS Working Papers 19, Institute of Public Policy and Public Choice - POLIS.
  57. repec:wyi:journl:002167 is not listed on IDEAS
  58. Ferruccio Ponzano, 2001. "Efficiency wages and endogenous supervision technology," POLIS Working Papers 23, Institute of Public Policy and Public Choice - POLIS.
  59. Breton, Albert & Fraschini, Angela, 2004. "Intergovernmental equalization grants: some fundamental principles," POLIS Working Papers 39, Institute of Public Policy and Public Choice - POLIS.
  60. Gobbi, Michela, 2003. "A Viable Alternative: the Scandinavian Model of "Social Democracy"," POLIS Working Papers 32, Institute of Public Policy and Public Choice - POLIS.
  61. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003.
  62. Levaggi, Rosella & Montefiori, Marcello, 2005. "It takes three to tango: Soft budget constraint and cream skimming in the hospital care market," POLIS Working Papers 48, Institute of Public Policy and Public Choice - POLIS.
  63. Giovanni B. Ramello, 2006. "What'S In A Sign ? Trademark Law And Economic Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 20(4), pages 547-565, 09.
  64. Guido Ortona, 2000. "On the Xenophobia of non-discriminated Ethnic Minorities," POLIS Working Papers 15, Institute of Public Policy and Public Choice - POLIS.
  65. Ottone, Stefania, 2005. "Transfers and Altruistic Punishments in Solomon's Game experiments," POLIS Working Papers 50, Institute of Public Policy and Public Choice - POLIS.
  66. Breton, Albert & Scott, Anthony & Fraschini, Angela, 2007. "Explaining differences in environmental governance patterns between Canada, Italy and the United States," POLIS Working Papers 87, Institute of Public Policy and Public Choice - POLIS.
  67. Marchese, Carla & Montefiori, Marcello, 2005. "Mean voting rule and strategical behavior: an experiment," POLIS Working Papers 49, Institute of Public Policy and Public Choice - POLIS.
  68. Fabio Maccheroni & William H. Ruckle, 2001. "BV as a dual space," ICER Working Papers - Applied Mathematics Series 29-2001, ICER - International Centre for Economic Research.
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