| “A solution method for incomplete asset markets with heterogeneous agents,” (with Felix Kubler and Karl Schmedders) |
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| “Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents,” (with Felix Kubler and Karl Schmedders) |
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| “Capital Gains Taxation by Realization in Dynamic General Equilibrium,” Hoover Institution Working Paper in Economics E-87-4 (February 1987) |
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| “Cost-Benefit Analysis in a Dynamic General Equilibrium Model” |
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| “Cournot vs. Bertrand: A Dynamic Resolution” (postscript) |
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| “Efficiency, Adverse Selection, and Production,” Northwestern Center for Mathematical Studies in Economics and Management Sciences Working Paper 606 (June 1984) |
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| “Equilibrium Open Interest” (with Dietmar Leisen) |
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| “Existence, Uniqueness, and Computational Theory for Time Consistent Equilibria: A Hyperbolic Discounting Example” |
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| “Finite Sample Bias of Generalized Method of Moments Estimation,” with Pamela H. Chang, University of Southampton Discussion Paper in Economics and Econometrics: 9213 (May 1992) (Dissertation chapter version) |
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| “Is Education as Good as Gold? A Portfolio Analysis of Human Capital Investment” |
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| “Mergers and Dynamic Oligopoly,” (with Kwang-Soo Cheong) (postscript) |
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| “Numerical Dynamic Programming with Shape-Preserving Splines,” with Andrew Solnick |
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| “Optimal Consumption Plans and Portfolio Management with Duration-Dependent Returns,” with Yves Balcer, Northwestern Center for Mathematical Studies in Economics and Management Science Working Paper 673 (September 1985) |
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| “Optimal Dynamic Stochastic Fiscal Policy with Endogenous Debt Limits” (with Alice Feng, Sevin Yeltekin, and Philipp Mueller). |
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| “Optimal Rules for Patent Races” (with K. Schmedders and S. Yeltekin) |
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| “Optimal Taxation in Dynamic Stochastic Economies: Theory and Evidence” |
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| “Perturbation Methods for General Dynamic Stochastic Models” (with Hehui Jin) |
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| “Perturbation Methods with Nonlinear Changes of Variables” |
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| “Redistribution and Efficiency Effects of Capital Tax Changes in a Dynamic Model” (postscript) |
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| “Solving Continuous-Time, Jump Process Games with Discrete States”, (with Uli Doraszelski) |
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| “Solving Dynamic Stochastic Competitive General Equilibrium Models” |
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| “Strategic Incentive Manipulation in Rivalrous Agency”, (with Chaim Fershtman) |
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| “The Dynamic Effects of Taxation and Monetary Policies,” with Y. Balcer. |
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| “The Economic Effects of New Assets: An Asymptotic Approach” (with Sy-Ming Guu) |
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| “The Optimal Tax on Capital Income is Negative” |
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| “Volume and Price Formation in an Asset Trading Model with Asymmetric Information,” (with Antonio Bernardo) |
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