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Number of items: 38.

Brumm, Johannes; Kübler, Felix; Scheidegger, Simon (2017). Computing equilibria in dynamic stochastic macro-models with heterogeneous agents. In: Honoré, Bo; Pakes, Ariel; Piazzesi, Monika; Samuelson, Larry. Advances in Economics and Econometrics: Theory and Applications, Eleventh World Congress. Cambridge: Cambridge University Press, Epub ahead of print.

Brumm, Johannes; Kübler, Felix; Scheidegger, Simon (2015). Computing equilibria in dynamic stochastic macromodels with heterogeneous agents. - -, University of Zurich.

Kübler, Felix (2015). Simple ε-equilibria in stochastic economies with overlapping generations. - -, University of Zurich.

Kübler, Felix; Polemarchakis, Herakles (2015). The identification of beliefs from asset demand. Warwick Economics Research Paper Series 1087, University of Zurich.

Kübler, Felix; Schmedders, Karl; Brumm, Johannes; Grill, Michael (2015). Collateral requirements and asset prices. International Economic Review, 56(1):1-25.

Gottardi, Piero; Kübler, Felix (2015). Dynamic competitive economies with complete markets and collateral constraints. The Review of Economic Studies, 82(3):1119-1153.

Brumm, Johannes; Grill, Michael; Kübler, Felix; Schmedders, Karl (2015). Margin regulation and volatility. Journal of Monetary Economics, 75:54-68.

Brumm, Johannes; Kryczka, Dominika; Kübler, Felix (2014). Recursive equilibria in dynamic economies with stochastic production. s.n. n/a, University of Zurich.

Kübler, Felix; Selden, Larry; Wei, Xiao (2014). Asset Demand Based Tests of Expected Utility Maximization. American Economic Review, 104(11):3459-3480.

Kübler, Felix; Selden, Larry; Wei, Xiao (2014). When is a Risky Asset "Urgently Needed"? American Economic Journal: Microeconomics, 6(2):131-162.

Kübler, Felix; Selden, Larry; Wei, Xiao (2014). Expected utility preferences for contingent claims and lotteries. SSRN 2473611, University of Zurich.

Brumm, Johannes; Kübler, Felix (2013). Applying Negishi’s method to stochastic models with overlapping generations. NCCR FINRISK Working Paper Series 851, University of Zurich.

Kübler, Felix; Schmedders, Karl; Renner, Philipp Johannes (2013). Computing all solutions to polynomial equations in economics. In: Schmedders, Karl; Judd, Kenneth. Handbook of Computational Economics. Amsterdam: Elsevier, 600-645.

Kübler, Felix; Seldon, Larry; Wei, Xiao (2013). Inferior good and Giffen behavior for investing and borrowing. American Economic Review, 103(2):1034-1053.

Brumm, Johannes; Grill, Michael; Kübler, Felix; Schmedders, Karl (2013). Margin Regulation and Volatility. Swiss Finance Institute Research Paper 13-59, University of Zurich.

Cole, Harold; Kübler, Felix (2012). Recursive contracts, lotteries and weakly concave pareto sets. Review of Economic Dynamics, 15 (4)(10-038):479-500.

Gottardi, Piero; Kübler, Felix (2012). Dynamic competitive economies with complete markets and collateral constraints. NCCR 750, University of Zurich.

Schmedders, Karl; Kübler, Felix (2012). Financial innovation and asset price volatility. American Economic Review, 102(3):147-151.

Kübler, Felix; Araujo, Aloisio; Schommer, Susan (2012). Regulating collateral-Requirements when markets are incomplete. Journal of Economic Theory, 147(2):450-476.

Kübler, Felix; Selden, Larry; Wei, Xiao (2012). When is a Risky Asset "Urgently Needed"? NCCR 828, University of Zurich.

Kübler, Felix; Selden, Larry; Wei, Xiao (2011). Theory of Inverse Demand: Financial Assets. Finrisk Working Paper Series 721, University of Zurich.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2011). Bond ladders and optimal portfolios. Review of Financial Studies, 24(12):4123-4166.

Gottardi, Piero; Kübler, Felix (2011). Social security and risk sharing. Journal of Economic Theory, 146(3):1078-1106.

Kübler, Felix. Wealth Management in turbulenten Zeiten. In: Tages Anzeiger, 26 November 2010, p.1.

Kübler, Felix. Fünf Fragen zu Obligationen. In: Neue Zürcher Zeitung, 26 October 2010, p.1.

Malin, Benjamin A; Krüger, Dirk; Kübler, Felix (2010). Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method. Journal of Economic Dynamics and Control, 35(2):229-239.

Kübler, Felix; Schmedders, Karl (2010). Tackling multiplicity of equilibria with Gröbner bases. Operations Research, 58(4):1037-1050.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2009). Bond ladders and optimal portfolios. Swiss Finance Institute Research Paper Series 12, University of Zurich.

Kübler, Felix (2008). Computation of general equilibria (new developments). In: Durlauf, Steven N; Blume, Lawrence E. The New Palgrave Dictionary of Economics (Vol. 5). Basingstoke: Palgrave Macmillan, Published online.

Kübler, Felix (2007). Approximate generalizations and computational experiments. Econometrica, 75(4):967-992.

Krüger, Dirk; Kübler, Felix (2006). Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!? American Economic Review, 96(3):737-755.

Schmedders, Karl; Judd, Kenneth; Kübler, Felix (2006). Reply to 'Asset Trading Volume in Innite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment'. Finance Research Letters, 3(2):102-105.

Kübler, Felix; Brown, D J (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(1):85-87.

Kübler, Felix (2004). Is intertemporal choice theory testable? Journal of Mathematical Economics, 40(1-2):177-189.

Kübler, Felix; Chiappori, Pierre-Andre; Ekeland, I; Polemarchakis, Herakles (2004). Testable implications of general equilibrium theory: A differentiable approach. Journal of Mathematical Economics, 40(1-2):105-119.

Kübler, Felix; Polemarchakis, Herakles (2004). Stationary Markov equilibria for overlapping generations. Economic Theory, 24(3):623-643.

Judd, Kenneth; Kübler, Felix; Schmedders, Karl (2003). Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents. Journal of Finance, LVIII(5):2203-2218.

Kübler, Felix; Schmedders, Karl (2003). Stationary equilibria in asset-pricing models with incomplete markets and collateral. Econometrica, 71(6):1767-1795.

This list was generated on Tue Jul 25 19:22:53 2017 CEST.