All Publications

ZORA Publication List

Publications

• Journal Article

  • 2025

    • Kübler, F., & Scheidegger, S. (2025). Self-justified equilibria: Existence and Computation Journal of the European Economic Association, jvaf062. https://doi.org/10.1093/jeea/jvaf062
    • Eftekhari, A., Folini, D., Friedl, A., Kübler, F., Scheidegger, S., & Schenk, O. (2025). Building Interpretable Climate Emulators for Economics The Economic Journal, ueaf131. https://doi.org/10.1093/ej/ueaf131
    • Kübler, F. (2025). Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing Journal of Economic Theory, 230, 106105. https://doi.org/10.1016/j.jet.2025.106105
    • Folini, D., Friedl, A., Kübler, F., & Scheidegger, S. (2025). The Climate in Climate Economics Review of Economic Studies, 92, 299–338. https://doi.org/10.1093/restud/rdae011

  • 2024

    • Brumm, J., Xiangyu, F., Kotlikoff, L., & Kübler, F. (2024). When Interest Rates Go Low, Should Public Debt Go High? American Economic Journal: Macroeconomics, 16, 432–469. https://doi.org/10.1257/mac.20230154
    • Kotlikoff, L., Kübler, F., Polbin, A., & Scheidegger, S. (2024). Can today’s and tomorrow’s world uniformly gain from carbon taxation? European Economic Review, 168, 104819. https://doi.org/10.1016/j.euroecorev.2024.104819
    • Kübler, F., & Polemarchakis, H. (2024). Identification in general equilibrium Journal of Mathematical Economics, 113, 103017. https://doi.org/10.1016/j.jmateco.2024.103017

  • 2023

    • Kubler, F., & Scheidegger, S. (2023). Uniformly self-justified equilibria Journal of Economic Theory, 212, 105707. https://doi.org/10.1016/j.jet.2023.105707
    • Geng, R., & Kubler, F. (2023). Stochastic overlapping generations with non-convex budget sets Journal of Mathematical Economics, 107, 102866. https://doi.org/10.1016/j.jmateco.2023.102866
    • Riahi, M., Kubler, F., Basiri, A., & Rahmany, S. (2023). Efficient Calculation of all Steady States in large-scale overlapping generations models Journal of Mathematics and Modeling in Finance, 3, 15–48. https://doi.org/10.22054/jmmf.2023.71545.1083
    • Brumm, J., Grill, M., Kubler, F., & Schmedders, K. (2023). Re-use of collateral: Leverage, volatility, and welfare Review of Economic Dynamics, 47, 19–46. https://doi.org/10.1016/j.red.2022.03.003

  • 2022

    • Brumm, J., Feng, X., Kotlikoff, L., & Kübler, F. (2022). Are Deficits free? Journal of Public Economics, 208, 104627. https://doi.org/10.1016/j.jpubeco.2022.104627

  • 2021

    • Kotlikoff, L., Kübler, F., Polbin, A., & Scheidegger, S. (2021). Pareto-Improving Carbon-Risk Taxation Economic Policy, 36, 551–589. https://doi.org/10.1093/epolic/eiab008
    • Kotlikoff, L., Kübler, F., Polbin, A., Sachs, J., & Scheidegger, S. (2021). Making Carbon Taxation a Generational Win Win International Economic Review, 62, 3–46. https://doi.org/10.1111/iere.12483

  • 2020

    • Kübler, F., Selden, L., & Wei, X. (2020). Incomplete market demand tests for Kreps-Porteus-Selden preferences Journal of Economic Theory, 185, 104973. https://doi.org/10.1016/j.jet.2019.104973

  • 2017

    • Kübler, F., & Polemarchakis, H. (2017). The identification of beliefs from asset demand Econometrica, 85, 1219–1238. https://doi.org/10.3982/ECTA13880
    • Kübler, F., Selden, L., & Wei, X. (2017). What are asset demand tests of expected utility really testing? Economic Journal, 127, 784–808. https://doi.org/10.1111/ecoj.12481
    • Brumm, J., Kryczka, D., & Kübler, F. (2017). Recursive equilibria in dynamic economies with stochastic production Econometrica, 85, 1467–1499. https://doi.org/10.3982/ECTA13047

  • 2015

    • Kübler, F., Schmedders, K., Brumm, J., & Grill, M. (2015). Collateral requirements and asset prices International Economic Review, 56, 1–25. https://doi.org/10.1111/iere.12092
    • Brumm, J., Grill, M., Kübler, F., & Schmedders, K. (2015). Margin regulation and volatility Journal of Monetary Economics, 75, 54–68. https://doi.org/10.1016/j.jmoneco.2014.12.007
    • Gottardi, P., & Kübler, F. (2015). Dynamic competitive economies with complete markets and collateral constraints Review of Economic Studies, 82, 1119–1153. https://doi.org/10.1093/restud/rdv002

  • 2014

    • Kübler, F., Selden, L., & Wei, X. (2014). Asset Demand Based Tests of Expected Utility Maximization American Economic Review, 104, 3459–3480. https://doi.org/10.1257/aer.104.11.3459
    • Kübler, F., Selden, L., & Wei, X. (2014). When is a Risky Asset “Urgently Needed”? American Economic Journal: Microeconomics, 6, 131–162. https://doi.org/10.1257/mic.6.2.131

  • 2013

    • Kübler, F., Selden, L., & Wei, X. (2013). Inferior good and Giffen behavior for investing and borrowing American Economic Review, 103, 1034–1053. https://doi.org/10.1257/aer.103.2.1034

  • 2012

    • Cole, H., & Kübler, F. (2012). Recursive contracts, lotteries and weakly concave pareto sets Review of Economic Dynamics, 15 (4), 479–500. https://doi.org/10.1016/j.red.2012.05.001
    • Schmedders, K., & Kübler, F. (2012). Financial innovation and asset price volatility American Economic Review, 102, 147–151. https://doi.org/10.1257/aer.102.3.147
    • Kübler, F., Araujo, A., & Schommer, S. (2012). Regulating collateral-Requirements when markets are incomplete Journal of Economic Theory, 147, 450–476. https://doi.org/10.1016/j.jet.2010.09.004

  • 2011

    • Judd, K. L., Kübler, F., & Schmedders, K. (2011). Bond ladders and optimal portfolios Review of Financial Studies, 24, 4123–4166. https://doi.org/10.1093/rfs/hhr074
    • Gottardi, P., & Kübler, F. (2011). Social security and risk sharing Journal of Economic Theory, 146, 1078–1106. https://doi.org/10.1016/j.jet.2010.10.014
    • Kubler, F. (2011). Verifying competitive equilibria in dynamic economies Review of Economic Studies, 78, 1379–1399. https://doi.org/10.1093/restud/rdr005

  • 2010

    • Malin, B. A., Krüger, D., & Kübler, F. (2010). Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method Journal of Economic Dynamics and Control, 35, 229–239. https://doi.org/10.1016/j.jedc.2010.09.015
    • Kübler, F., & Schmedders, K. (2010). Tackling multiplicity of equilibria with Gröbner bases Operations Research, 58, 1037–1050. https://doi.org/10.1287/opre.1100.0819
    • Schmedders, K., & Kubler, F. (2010). Uniqueness of steady states in models with overlapping generations Journal of the European Economic Association, 8, 635–644. https://doi.org/10.1111/j.1542-4774.2010.tb00533.x
    • Kubler, F., & Schmedders, K. (2010). Competitive equilibria in semi-algebraic economies Journal of Economic Theory, 145, 301–330. https://doi.org/10.1016/j.jet.2009.10.004
    • Kubler, F., & Schmedders, K. (2010). Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory, 45, 181–200. https://doi.org/10.1007/s00199-009-0475-8

  • 2007

    • Herings, P. J.-J., & Kübler, F. (2007). Approximate CAPM When Preferences are CRRA Computational Economics, 29, 13–31. https://doi.org/10.1007/s10614-006-9061-3
    • Kübler, F. (2007). Approximate generalizations and computational experiments Econometrica, 75, 967–992. https://doi.org/10.1111/j.1468-0262.2007.00779.x

  • 2006

    • Krüger, D., & Kübler, F. (2006). Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!? American Economic Review, 96, 737–755. https://doi.org/10.1257/aer.96.3.737
    • Davis, S. J., Kübler, F., & Willen, P. (2006). Borrowing Costs and the Demand for Equity over the Life Cycle The Review of Economics and Statistics, 88, 348–362. https://doi.org/10.1162/rest.88.2.348
    • Schmedders, K., Judd, K., & Kübler, F. (2006). Reply to “Asset Trading Volume in Innite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment.” Finance Research Letters, 3, 102–105. http://www.sciencedirect.com/science/article/pii/S1544612306000080

  • 2005

    • Kübler, F., & Schmedders, K. (2005). Approximate versus Exact Equilibria in Dynamic Economies Econometrica, 73, 1205–1235. https://doi.org/10.1111/j.1468-0262.2005.00614.x
    • Brown, D., & Kübler, F. (2005). Comment on William C. Brainard and Herbert E. Scarf’s “How to Compute Equilibrium Prices in 1891.” American Journal of Economics and Sociology, 64, 85–87. https://doi.org/10.1111/j.1536-7150.2005.00350.x

  • 2004

    • Kübler, F. (2004). Is intertemporal choice theory testable? Journal of Mathematical Economics, 40, 177–189. https://doi.org/10.1016/S0304-4068(03)00091-0
    • Chiappori, P.-A., Ekeland, I., Kübler, F., & Polemarchakis, H. M. (2004). Testable implications of general equilibrium theory: A differentiable approach Journal of Mathematical Economics, 40, 105–119. https://doi.org/10.1016/j.jmateco.2003.11.002
    • Krueger, D., & Kübler, F. (2004). Computing equilibrium in OLG models with stochastic production Journal of Economic Dynamics and Control, 28, 1411–1436. https://doi.org/10.1016/s0165-1889(03)00111-8
    • Kübler, F., & Polemarchakis, H. (2004). Stationary Markov equilibria for overlapping generations Economic Theory, 24, 623–643. https://doi.org/10.1007/s00199-004-0523-3

  • 2003

    • Kübler, F., & Schmedders, K. (2003). Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time Economic Theory, 22, 1–15. https://doi.org/10.1007/s00199-002-0272-0
    • Kübler, F. (2003). Observable restrictions of general equilibrium models with financial markets Journal of Economic Theory, 110, 137–153. https://doi.org/10.1016/s0022-0531(03)00008-5
    • Judd, K. L., Kübler, F., & Schmedders, K. (2003). Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents Journal of Finance, LVIII, 2203–2218. https://doi.org/10.1111/1540-6261.00602
    • Kübler, F., & Schmedders, K. (2003). Stationary equilibria in asset-pricing models with incomplete markets and collateral Econometrica, 71, 1767–1795. https://doi.org/10.1111/1468-0262.00469

Pagination