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. Paper

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

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

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

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

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. paper.pdf

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.Paper

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

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. Paper

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

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

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

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. paper

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

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

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. paper

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

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.paper

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

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

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

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. paper

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

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

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. paper

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

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

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

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

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

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

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

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