E-mail me at judd(at)stanford.edu for current versions of papers not available below. Also e-mail me if you have problems with the downloaded files. Some papers are listed under two categories.
Computational Papers:
“Existence, Uniqueness, and Computational Theory for Time Consistent Equilibria: A Hyperbolic Discounting Example” (pdf)
“Solving Continuous-Time, Jump Process Games with Discrete States”, (with Uli Doraszelski), (pdf)
“Perturbation Methods with Nonlinear Changes of Variables” (pdf)
“Solving Dynamic Stochastic Competitive General Equilibrium Models” (pdf)
“Perturbation Methods for General Dynamic Stochastic Models” (with Hehui Jin) (pdf)
“The Economic Effects of New Assets: An Asymptotic Approach” (with Sy-Ming Guu) (pdf)
“A solution method for incomplete asset markets with heterogeneous agents,” (with Felix Kubler and Karl Schmedders) (pdf)
“Volume and Price Formation in an Asset Trading Model with Asymmetric Information,” (with Antonio Bernardo) (paper)
“Numerical Dynamic Programming with Shape-Preserving Splines,” with Andrew Solnick (pdf)
“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)
Economic Theory:
“Efficiency, Adverse Selection, and Production,” Northwestern Center for Mathematical Studies in Economics and Management Sciences Working Paper 606 (June 1984)
“Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents,” (with Felix Kubler and Karl Schmedders)
“The Economic Effects of New Assets: An Asymptotic Approach” (with Sy-Ming Guu) (pdf)
“Strategic Incentive Manipulation in Rivalrous Agency”, (with Chaim Fershtman) (pdf)
Industrial Organization
“Optimal Rules for Patent Races” (with K. Schmedders and S. Yeltekin) (pdf)
“Cournot vs. Bertrand: A Dynamic Resolution” (postscript) (pdf)
“Mergers and Dynamic Oligopoly,” (with Kwang-Soo Cheong) (postscript)(pdf)
Public Finance:
“Is Education as Good as Gold? A Portfolio Analysis of Human Capital Investment” (pdf)
“Optimal Taxation in Dynamic Stochastic Economies: Theory and Evidence” (pdf)
“Redistribution and Efficiency Effects of Capital Tax Changes in a Dynamic Model” (postscript)(pdf)
“The Optimal Tax on Capital Income is Negative” (pdf)
“The Dynamic Effects of Taxation and Monetary Policies,” with Y. Balcer. (postscript)(pdf)
“Cost-Benefit Analysis in a Dynamic General Equilibrium Model”
“Capital Gains Taxation by Realization in Dynamic General Equilibrium,” Hoover Institution Working Paper in Economics E-87-4 (February 1987)
“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)
Finance
“Volume and Price Formation in an Asset Trading Model with Asymmetric Information,” (with Antonio Bernardo) (paper)
“Equilibrium Open Interest” (with Dietmar Leisen) (pdf)
“The Economic Effects of New Assets: An Asymptotic Approach” (with Sy-Ming Guu) (pdf)