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Cass transversality condition and sequential asset bubbles

Citations

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Cited by:

  1. Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  2. Tomohiro Hirano & Alexis Akira Toda, 2026. "Land, G versus R, and Infinite Debt Rollover," CIGS Working Paper Series 26-002E, The Canon Institute for Global Studies.
  3. Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  4. Pham, Ngoc-Sang, 2017. "Dividend taxation in an infinite-horizon general equilibrium model," MPRA Paper 80580, University Library of Munich, Germany.
  5. Clain-Chamosset-Yvrard, Lise & Raurich, Xavier & Seegmuller, Thomas, 2025. "Rational bubbles in portfolios with fundamental value," Mathematical Social Sciences, Elsevier, vol. 138(C).
  6. Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 125-139.
  7. Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
  8. Ngoc-Sang Pham, 2024. "The relationship between general equilibrium models with infinite-lived agents and overlapping generations models, and some applications," Working Papers hal-04776166, HAL.
  9. repec:hal:wpaper:halshs-02993656 is not listed on IDEAS
  10. Takashi Kamihigashi, 2015. "A Simple No-Bubble Theorem for Deterministic Sequential Economies," Discussion Paper Series DP2015-38, Research Institute for Economics & Business Administration, Kobe University.
  11. repec:ejw:journl:v:22:y:2025:i:1:p:1-17 is not listed on IDEAS
  12. Stefano Bosi & Thai Ha-Huy & Cao‐tung Pham & Ngoc‐sang Pham, 2021. "Ascendant altruism and asset price bubbles," Post-Print halshs-03409931, HAL.
  13. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Rational Land and Housing Bubbles in Infinite-Horizon Economies," Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 203-230, Springer.
  14. Tomohiro Hirano & Alexis Akira Toda, 2025. "Bubble Necessity Theorem," Journal of Political Economy, University of Chicago Press, vol. 133(1), pages 111-145.
  15. Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2022. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 100(C).
  16. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  17. Takashi Kamihigashi, 2016. "A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies," Discussion Paper Series DP2016-22, Research Institute for Economics & Business Administration, Kobe University.
  18. Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  19. Gerhard Sorger, 2018. "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers 1802, University of Vienna, Department of Economics.
  20. Pham, Ngoc Sang & Le Van, Cuong & Bosi, Stefano, 2025. "To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies," MPRA Paper 125772, University Library of Munich, Germany.
  21. Eduardo Giménez, 2007. "On the positive fundamental value of money with short-sale constraints," Annals of Finance, Springer, vol. 3(4), pages 455-469, October.
  22. Tomohiro Hirano & Alexis Akira Toda, 2024. "Rational Bubbles Attached to Real Assets," Papers 2410.17425, arXiv.org, revised Sep 2025.
  23. Takashi Kamihigashi, 2015. "A Simple No-Bubble Theorem," Discussion Paper Series DP2015-03, Research Institute for Economics & Business Administration, Kobe University.
  24. Kamihigashi, Takashi, 2018. "A Simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences," Mathematical Social Sciences, Elsevier, vol. 91(C), pages 36-41.
  25. Toda, Alexis Akira, 2025. "Land bubbles despite non-vanishing rents," Economics Letters, Elsevier, vol. 257(C).
  26. Lukas Wiechers, 2025. "A Real-Time Analysis of Fundamentals and Bubbles in the S&P 500," Working Papers CIE 163, Paderborn University, CIE Center for International Economics.
  27. Ngoc-Sang Pham & Alexis Akira Toda, 2025. "Long-Run Behavior of Equilibrium in Tirole (1985)'s Model with Dividend-Paying Asset," Papers 2501.16560, arXiv.org, revised Jan 2026.
  28. Stefano Bosi & Thai Ha‐Huy & Cao‐Tung Pham & Ngoc‐Sang Pham, 2022. "Ascendant altruism and asset price bubbles," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 532-551, December.
  29. Tomohiro Hirano & Alexis Akira Toda, 2023. "Housing Bubbles with Phase Transitions," Papers 2303.11365, arXiv.org, revised May 2025.
  30. Wan, Junmin, 2018. "Prevention and landing of bubble," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 190-204.
  31. Wan, Junmin, 2024. "Bubble occurrence and landing," Journal of Financial Stability, Elsevier, vol. 70(C).
  32. Tomohiro Hirano & Alexis Akira Toda, 2024. "Rational Bubbles: A Clarification," Papers 2407.14017, arXiv.org.
  33. 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.
  34. Pham, Ngoc-Sang, 2023. "Intertemporal equilibrium with physical capital and financial asset: Role of dividend taxation," Mathematical Social Sciences, Elsevier, vol. 123(C), pages 95-104.
  35. Guido Cazzavillan & Patrick A. Pintus, 2006. "Endogenous business cycles and dynamic inefficiency," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 279-294, September.
  36. Pham, Ngoc-Sang, 2017. "Assets with possibly negative dividends," MPRA Paper 78193, University Library of Munich, Germany.
  37. repec:hal:wpaper:halshs-03409931 is not listed on IDEAS
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