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Citations for "A law of large numbers for large economies (*)"

by Harald Uhlig

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  1. Roozbeh Hosseini, 2015. "Adverse Selection in the Annuity Market and the Role for Social Security," Journal of Political Economy, University of Chicago Press, vol. 123(4), pages 941-984.
  2. Heifetz, A & Minelli, E, 1997. "Informational Smallness in Rational Expectations Equilibria," Papers 10-97, Tel Aviv.
  3. Ryan Chahrour, 2014. "Public Communication and Information Acquisition," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(3), pages 73-101, July.
  4. Citanna, Alessandro & Villanacci, Antonio, 2002. "Competitive equilibrium with moral hazard in economies with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 117-147, September.
  5. CITANNA, Alessandro, 2000. "Competitive Equilibrium with Moral Hazard in Economies with Multiple Commodities," Les Cahiers de Recherche 700, HEC Paris.
  6. Rabault, Guillaume, 1999. "The Decomposition of Risk in Denumerable Populations with ex ante Identical Individuals," Journal of Economic Theory, Elsevier, vol. 85(1), pages 157-165, March.
  7. Patrizia Berti & Michele Gori & Pietro Rigo, 2009. "A note on the law of large numbers in economics," Working Papers - Mathematical Economics 2009-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Nov 2010.
  8. Costas Arkolakis, 2008. "Market Penetration Costs and the New Consumers Margin in International Trade," NBER Working Papers 14214, National Bureau of Economic Research, Inc.
  9. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Consumption and labor supply with partial insurance: an analytical framework," Staff Report 432, Federal Reserve Bank of Minneapolis.
  10. Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, . "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series 11-41, Swiss Finance Institute.
  11. Prescott, Edward C. & Shell, Karl, 2002. "Introduction to Sunspots and Lotteries," Journal of Economic Theory, Elsevier, vol. 107(1), pages 1-10, November.
  12. Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, vol. 84, pages 985-1046, 05.
  13. Jarrow, Robert & Xu, Liheng, 2015. "Bank runs and self-insured bank deposits," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 180-189.
  14. Jan Wenzelburger & Hans Gersbach, 2007. "Sophistication in Risk Management, Bank Equity, and Stability," Keele Economics Research Papers KERP 2007/08, Centre for Economic Research, Keele University.
  15. Canziani, Patrizia & Petrongolo, Barbara, 2001. "Firing costs and stigma: A theoretical analysis and evidence from microdata," European Economic Review, Elsevier, vol. 45(10), pages 1877-1906, December.
  16. Andreas Hornstein & Edward C. Prescott, 1989. "The firm and the plant in general equilibrium theory," Staff Report 126, Federal Reserve Bank of Minneapolis.
  17. Edward J. Green, 1994. "Individual Level Randomness in a Nonatomic Population," GE, Growth, Math methods 9402001, EconWPA.
  18. Osuna Victoria, 2009. "Taxing Overtime or Subsidizing Employment," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-28, October.
  19. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2014. "Optimal tax progressivity: an analytical framework," IFS Working Papers W14/27, Institute for Fiscal Studies.
  20. Gersbach, Hans & Wenzelburger, Jan, 2005. "Do Risk Premia Protect from Banking Crises?," CEPR Discussion Papers 4935, C.E.P.R. Discussion Papers.
  21. Al-Najjar, Nabil I., 2008. "Large games and the law of large numbers," Games and Economic Behavior, Elsevier, vol. 64(1), pages 1-34, September.
  22. Ebrahimy, Ehsan & Shimer, Robert, 2010. "Stock-flow matching," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1325-1353, July.
  23. Daron Acemoglu & Michael Golosov & Oleg Tsyvinski, 2006. "Markets Versus Governments: Political Economy of Mechanisms," 2006 Meeting Papers 348, Society for Economic Dynamics.
  24. Broer, Tobias, 2012. "The home bias of the poor: Terms of trade effects and portfolios across the wealth distribution," CEPR Discussion Papers 8811, C.E.P.R. Discussion Papers.
  25. Mackowiak, Bartosz Adam & Wiederholt, Mirko, 2007. "Optimal Sticky Prices under Rational Inattention," CEPR Discussion Papers 6243, C.E.P.R. Discussion Papers.
  26. Sun, Yeneng, 2006. "The exact law of large numbers via Fubini extension and characterization of insurable risks," Journal of Economic Theory, Elsevier, vol. 126(1), pages 31-69, January.
  27. Xiaojun Zhao, 2015. "Optimal Income Taxations with Information Asymmetry: The Lagrange Multiplier Approach," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 199-229, May.
  28. Fabien Postel-Vinay & Giuseppe Moscarini, 2013. "Stochastic Search Equilibrium," 2013 Meeting Papers 159, Society for Economic Dynamics.
  29. Alexis Toda, 2015. "Bayesian general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 375-411, February.
  30. Gersbach, Hans, 2005. "Democratic Mechanisms: Double Majority Rules and Flexible Agenda Costs," CEPR Discussion Papers 5013, C.E.P.R. Discussion Papers.
  31. Moro, Alessio & Stucchi, Rodolfo, 2015. "Heterogeneous productivity shocks, elasticity of substitution and aggregate fluctuations," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 45-53.
  32. Jose-Victor Rios-Rull, 1997. "Computation of equilibria in heterogeneous agent models," Staff Report 231, Federal Reserve Bank of Minneapolis.
  33. Marco Bassetto, 2008. "Public investment and budget rules for state vs. local governments," Working Paper Series WP-08-21, Federal Reserve Bank of Chicago.
  34. Richard A. Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2013. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers e07-43, Virginia Polytechnic Institute and State University, Department of Economics.
  35. Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers 786.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  36. Williamson, S. & Wright, R., 1991. "Barter and Monetary Exchange Under Private Information," University of Western Ontario, The Centre for the Study of International Economic Relations Working Papers 9107, University of Western Ontario, The Centre for the Study of International Economic Relations.
  37. Timothy J. Kehoe & David K. Levine & Edward Prescott, 2000. "Lotteries, Sunspots and Incentive Constraints," Levine's Working Paper Archive 1974, David K. Levine.
  38. Hahn, Volker, 2014. "Transparency In Monetary Policy, Signaling, And Heterogeneous Information," Macroeconomic Dynamics, Cambridge University Press, vol. 18(02), pages 369-394, March.
  39. Hanno Lustig & Stijn Van Nieuwerburgh, 2010. "How Much Does Household Collateral Constrain Regional Risk Sharing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 265-294, April.
  40. M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
  41. Victoria Osuna Padilla & José-Víctor Ríos-Rull, 2002. "Implementing the 35 Hour Workweek by Means of Overtime Taxation," Economic Working Papers at Centro de Estudios Andaluces E2002/04, Centro de Estudios Andaluces.
  42. Tobias Broer, 2009. "Stationary equilibrium distributions in economies with limited commitment," Economics Working Papers ECO2009/39, European University Institute.
  43. Al-Najjar, Nabil I. & Casadesus-Masanell, Ramon & Ozdenoren, Emre, 2003. "Probabilistic representation of complexity," Journal of Economic Theory, Elsevier, vol. 111(1), pages 49-87, July.
  44. Tobias Broer, 2008. "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," Economics Working Papers ECO2008/28, European University Institute.
  45. repec:gnv:wpaper:unige:76321 is not listed on IDEAS
  46. Molzon, Robert & Puzzello, Daniela, 2010. "On the observational equivalence of random matching," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1283-1301, May.
  47. Marcus Asplund & Volker Nocke, 2003. "Firm Turnover in Imperfectly Competitive Markets," PIER Working Paper Archive 03-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  48. Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
  49. Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
  50. Karavaev, Andrei, 2008. "A Theory of Continuum Economies with Idiosyncratic Shocks and Random Matchings," MPRA Paper 7445, University Library of Munich, Germany.
  51. Hanno Lustig & Stijn Van Nieuwerburgh, 2006. "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers 12766, National Bureau of Economic Research, Inc.
  52. Tobias Broer, 2013. "The home bias of the poor: terms of trade effects and portfolios across the wealth distribution," 2013 Meeting Papers 618, Society for Economic Dynamics.
  53. José Victor Rios-Rull, 2002. "Desigualdad, ¿qué sabemos?," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 221-254, May.
  54. Attanasio, Orazio & Rios-Rull, Jose-Victor, 2000. "Consumption smoothing in island economies: Can public insurance reduce welfare?," European Economic Review, Elsevier, vol. 44(7), pages 1225-1258, June.
  55. Pierpaolo Benigno & Anastasios Karantounias, 2006. "Overconfidence, Subjective Perception and Pricing Behavior," NBER Working Papers 11922, National Bureau of Economic Research, Inc.
  56. Volker Hahn, 2013. "Committee Design with Endogenous Participation," Working Paper Series of the Department of Economics, University of Konstanz 2013-12, Department of Economics, University of Konstanz.
  57. Broer, Tobias, 2014. "Domestic or global imbalances? Rising income risk and the fall in the US current account," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 47-67.
  58. Kamada, Yuichiro & Kojima, Fuhito, 2013. "The equivalence between costly and probabilistic voting models," Games and Economic Behavior, Elsevier, vol. 80(C), pages 179-185.
  59. Carlos Alós-Ferrer & Klaus Ritzberger, 2013. "Large extensive form games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 75-102, January.
  60. CITANNA, Alessandro, 2000. "Moral hazard and linear contracts : Economies with idiosyncratic risks," Les Cahiers de Recherche 699, HEC Paris.
  61. Maki, Taichi & Yotsuya, Koichi & Yagi, Tadashi, 2005. "Economic growth and the riskiness of investment in firm-specific skills," European Economic Review, Elsevier, vol. 49(4), pages 1033-1049, May.
  62. Nan-Kuang Chen & Charles Leung, 2008. "Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 351-385, November.
  63. Isaac, R. Mark & P. Lightle, John & A. Norton, Douglas, 2015. "The pay-what-you-want business model: Warm glow revenues and endogenous price discrimination," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 57(C), pages 215-223.
  64. Christensen, Peter Ove & Larsen, Kasper & Munk, Claus, 2012. "Equilibrium in securities markets with heterogeneous investors and unspanned income risk," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1035-1063.
  65. Zaffaroni, Paolo, 2004. "Contemporaneous aggregation of linear dynamic models in large economies," Journal of Econometrics, Elsevier, vol. 120(1), pages 75-102, May.
  66. Nabil Al-Najjar, 1996. "Aggregation and the Law of Large Numbers in Economies with a Continuum of Agents," Discussion Papers 1160, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  67. Kam, Timothy & Stauber, Ronald, 2016. "Solving dynamic public insurance games with endogenous agent distributions: Theory and computational approximation," Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 77-98.
  68. Al-Najjar, Nabil I., 2004. "Aggregation and the law of large numbers in large economies," Games and Economic Behavior, Elsevier, vol. 47(1), pages 1-35, April.
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