Publications

Judd, K., F. Kubler and K. Schmedders, ``Computing Equilibria in Infinite Horizon Finance Economies: The Case of One Asset'', (2000), Journal of Economic Dynamics and Control, 24, 1047-1078.

Kubler, F. and K. Schmedders, ``Computing Equilibria in a Stochastic Finance Economy'', (2000), Computational Economics, 15, 145-172.

Kubler, F., ``Computable General Equilibrium with Financial Markets'', (2001), Economic Theory, 18, 73-96.

Kubler, F. and K. Schmedders, ``Incomplete Markets, Transitory Shocks, and Welfare'', (2001), Review of Economic Dynamics, 4, 747-766.

Kubler, F. and K. Schmedders, ``Recursive Equilibria in Economies with Incomplete Markets'', (2002), Macroeconomic Dynamics, 6, 284-306. pdf

Kubler, F., P.A. Chiappori, I. Ekeland and H. Polemarchakis, ``The Identification of Preferences from Equilibrium Prices under Uncertainty'', (2002), Journal of Economic Theory, 102, 403-420.

Herings, P.J.J. and F. Kubler ``Computing Equilibria in Finance Economies'', (2002), Mathematics of Operations Research, 27, 637-647.

Kubler, F. and K. Schmedders, ``Generic inefficiency of equilibria in the Lucas model'', (2003), Economic Theory, 22, 1-15. pdf

Kubler, F., ``Observable Restriction of General Equilibrium with Financial Markets'', (2003), Journal of Economic Theory, 110, 137-153.

Judd, K., F. Kubler and K. Schmedders, ``Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents'', (2003), Journal of Finance, 63, 2203-2217.

Kubler, F. and K. Schmedders, ``Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral'', (2003), Econometrica, 71, 1767-1795. pdf

Krueger, D. and F. Kubler, ``Computing equilibrium in OLG models with stochastic production'', (2004), Journal of Economic Dynamics and Control, 28, 1411-1436.

Kubler, F., ``Is intertemporal choice theory testable?'', (2004), Journal of Mathematical Economics, 40, 177-189.

Chiappori, P.A., I. Ekeland. F. Kubler and H. Polemarchakis,``Testable implications of general equilibrium theory: A differentiable approach'', (2004), Journal of Mathematical Economics, 40, 105-119.

Kubler, F. and H. Polemarchakis, ``Stationary Markov equilibria for overlapping generations'', (2004), Economic Theory, 24, 623-643. pdf

Kubler, F. and K. Schmedders, ``Approximate Versus Exact Equilibria in Dynamic Economies", (2005), Econometrica, 73, 1205-1235.

Davis, S., F. Kubler and P. Willen, ``Borrowing Costs and the Demand for Equity over the Life-Cycle'', (2006), Review of Economics and Statistics, 88, 348--362. pdf

Krueger, D. and F. Kubler, ``Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?'', (2006), American Economic Review, 96, 737-755. pdf

Herings, P.J.J. and F. Kubler, ``Approximate CAPM when Preferences are CRRA'', (2007), Computational Economics, 29, 13--31.

Kubler, F. ``Approximate Generalizations and Computational Experiments'', (2007), Econometrica, 75, 967--992.

Kubler, F. and K. Schmedders, ``Non-parametric counterfactual analysis in dynamic general equilibrium", (2010), Economic Theory, 45, 181--201.

Kubler, F. and K. Schmedders, ``Tackling Multiplicity of Equilibria with Groebner Bases", (2010), Operations Research, 58, 1037-1050.

Kubler, F. and K. Schmedders, ``Competitive Equilibria in Semi-Algebraic Economies", (2010), Journal of Economic Theory 145, 301--330.

Malin, B., D. Krueger and F. Kubler ``Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method'', (2011), Journal of Economic Dynamics and Control, 35, 229--239.

Gottardi, P. and F. Kubler, ``Social Security and Risk Sharing'', (2011), Journal of Economic Theory, 146, 1078--1106.

Kubler, F. ``Verifying Competitive Equilibria in Dynamic Economies'', (2011), Review of Economic Studies, 277, 1379--1399.

Judd, K., F. Kubler and K. Schmedders, ``Bond Ladders and Optimal Portfolios'', (2011), Review of Financial Studies, 24, 4123 -- 4166.

Araujo, A., F. Kubler and S. Schommer, ``Regulating Collateral when Markets are Incomplete'', (2012), Journal of Economic Theory, 147, 450 --476. pdf

Cole, H. and F. Kubler, "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets" , (2012), Review of Economic Dynamics, 15, 479--500.

Kubler, F., L. Selden and X. Wei, "Inferior Good and Giffen Good Behavior for Investing and Borrowing" , (2013), American Economic Review, 103, 1034--1053.

Kubler, F., P. Renner and K. Schmedders "Computing all Solutions to Polynomial Equations in Economics", (2014), in: Handbook of Computational Economics III KRS-Handbook.pdf

Kubler, F., L. Selden and X. Wei, "When is a Risky Asset 'Urgently Needed'?", (2014), American Economic Journal: Microeconomics 6, 131--162. 4247.pdf

Brumm, J., M. Grill, F. Kubler and K. Schmedders, "Collateral Requirements and Asset Prices" , (2015), International Economic Review, 56, 1--25. 10.1111_iere.12092.pdf

Kubler, F., L. Selden and X. Wei, "Asset Demand Based Tests of Expected Utility Maximization", (2014), American Economic Review 104, 3459--3480. Asset Demand Tests_01 27 14.pdf

Gottardi, P. and F. Kubler, "Dynamic Competitive Economies with Complete Markets and Collateral Constraints", (2015), Review of Economic Studies 82, 1119--1154. rdv002.pdf

Polemarchakis, H. and F. Kubler, " The identification of beliefs from asset demand", 2017, Econometrica. ecta13880.pdf

Brumm, J. D. Kryczka and F. Kubler, "Recursive equilibria in dynamic economies with stochastic production", 2017, Econometrica. ECTA13047.pdf

Scheidegger, S., Mikushin, D., Kubler, F., Schenk, O., "Rethinking large-scale economic modeling for efficiency", IPDPS (2018). ipdps-paper

Kubler, F., L. Selden and X. Wei, "Incomplete Markets Demand for Kreps-Porteus-Selden Preferences", Journal of Economic Theory.

Kotlikoff, L., F.Kubler, Polbin, A., Sachs, J. and S. Scheidegger, "Making Carbon Taxation a Generational win-win", International Economic Review, forthcoming. Paper

If you need a pdf of any of these papers, please send me e-mail.