Journal Publications
ZORA Publication List
Publications
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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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Verifying competitive equilibria in dynamic economies Review of Economic Studies, 78(4):1379-1399.
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Social security and risk sharing Journal of Economic Theory, 146(3):1078-1106.
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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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Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory, 45(1-2):181-200.
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Competitive equilibria in semi-algebraic economies Journal of Economic Theory, 145(1):301-330.
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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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