Journal Publications
ZORA Publication List
Publications
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2005
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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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Computing equilibrium in OLG models with stochastic production Journal of Economic Dynamics and Control, 28(7):1411-1436.
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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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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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Stationary equilibria in asset-pricing models with incomplete markets and collateral Econometrica, 71(6):1767-1795.
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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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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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2000
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Computing equilibria in infinite-horizon finance economies: The case of one asset Journal of Economic Dynamics and Control, 24(5-7):1047-1078.
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Computing Equilibria in Stochastic Finance Economies Computational Economics, 15:145-172.
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