All Publications
ZORA Publication List
Publications
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Journal Article
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2025
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The Climate in Climate Economics Review of Economic Studies, 92(1):299-338.
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2024
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Identification in general equilibrium Journal of Mathematical Economics, 113:103017.
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2023
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Uniformly self-justified equilibria Journal of Economic Theory, 212:105707.
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Stochastic overlapping generations with non-convex budget sets Journal of Mathematical Economics, 107:102866.
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Efficient Calculation of all Steady States in large-scale overlapping generations models Journal of Mathematics and Modeling in Finance, 3(1):15-48.
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Re-use of collateral: Leverage, volatility, and welfare Review of Economic Dynamics, 47:19-46.
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2022
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2021
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Pareto-Improving Carbon-Risk Taxation Economic Policy, 36(107):551-589.
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Making Carbon Taxation a Generational Win Win International Economic Review, 62(1):3-46.
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2020
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Incomplete market demand tests for Kreps-Porteus-Selden preferences Journal of Economic Theory, 185:104973.
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2017
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The identification of beliefs from asset demand Econometrica, 85(4):1219 -1238.
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Recursive equilibria in dynamic economies with stochastic production Econometrica, 85(5):1467-1499.
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2015
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Collateral requirements and asset prices International Economic Review, 56(1):1-25.
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Margin regulation and volatility Journal of Monetary Economics, 75:54-68.
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Dynamic competitive economies with complete markets and collateral constraints Review of Economic Studies, 82(3):1119-1153.
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2014
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Asset Demand Based Tests of Expected Utility Maximization American Economic Review, 104(11):3459-3480.
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2013
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Inferior good and Giffen behavior for investing and borrowing American Economic Review, 103(2):1034-1053.
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2012
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Recursive contracts, lotteries and weakly concave pareto sets Review of Economic Dynamics, 15 (4)(10-038):479-500.
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Financial innovation and asset price volatility American Economic Review, 102(3):147-151.
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Regulating collateral-Requirements when markets are incomplete Journal of Economic Theory, 147(2):450-476.
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2011
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Bond ladders and optimal portfolios Review of Financial Studies, 24(12):4123-4166.
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Social security and risk sharing Journal of Economic Theory, 146(3):1078-1106.
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Verifying competitive equilibria in dynamic economies Review of Economic Studies, 78(4):1379-1399.
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2010
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Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method Journal of Economic Dynamics and Control, 35(2):229-239.
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Tackling multiplicity of equilibria with Gröbner bases Operations Research, 58(4):1037-1050.
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Uniqueness of steady states in models with overlapping generations Journal of the European Economic Association, 8(2-3):635-644.
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Competitive equilibria in semi-algebraic economies Journal of Economic Theory, 145(1):301-330.
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Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory, 45(1-2):181-200.
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2007
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Approximate CAPM When Preferences are CRRA Computational Economics, 29(1):13-31.
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Approximate generalizations and computational experiments Econometrica, 75(4):967-992.
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2006
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Borrowing Costs and the Demand for Equity over the Life Cycle The Review of Economics and Statistics, 88(2):348-362.
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Reply to 'Asset Trading Volume in Innite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment' Finance Research Letters, 3(2):102-105.
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2005
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Approximate versus Exact Equilibria in Dynamic Economies Econometrica, 73(4):1205-1235.
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Comment on William C. Brainard and Herbert E. Scarf's "How to Compute Equilibrium Prices in 1891" American Journal of Economics and Sociology, 64(1):85-87.
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2004
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Testable implications of general equilibrium theory: A differentiable approach Journal of Mathematical Economics, 40(1-2):105-119.
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Computing equilibrium in OLG models with stochastic production Journal of Economic Dynamics and Control, 28(7):1411-1436.
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Stationary Markov equilibria for overlapping generations Economic Theory, 24(3):623-643.
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2003
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Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time Economic Theory, 22(1):1-15.
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Observable restrictions of general equilibrium models with financial markets Journal of Economic Theory, 110(1):137-153.
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Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents Journal of Finance, LVIII(5):2203-2218.
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Stationary equilibria in asset-pricing models with incomplete markets and collateral Econometrica, 71(6):1767-1795.
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2002
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Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete American Economic Review, 92(2):407-410.
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Recursive equilibria in economies with incomplete markets Macroeconomic Dynamics, 6(2):284-306.
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2001
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Incomplete Markets, Transitory Shocks, and Welfare Review of Economic Dynamics, 4(4):747-766.
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