Loading...

← Back to Leaderboard

Felix Kubler

Institution: Universität Zürich

Primary Field: Theory (weighted toward more recent publications)

Homepage: http://fkubler.googlepages.com/

First Publication: 2000

Most Recent: 2023

RePEc ID: pku6 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.03 1.41 0.50 4.94 82%
Last 10 Years 6.73 4.37 1.41 0.50 13.02 93%
All Time 36.33 19.85 12.34 1.77 70.28 99%

Publication Statistics

Raw Publications 39
Coauthorship-Adjusted Count 34.90

Publications (39)

Year Article Journal Tier Authors
2023 Uniformly self-justified equilibria Journal of Economic Theory A 2
2023 Stochastic overlapping generations with non-convex budget sets Journal of Mathematical Economics C 2
2023 Re-use of collateral: Leverage, volatility, and welfare Review of Economic Dynamics B 4
2022 Are deficits free? Journal of Public Economics A 4
2021 GHG targets as insurance against catastrophic climate damages Economic Policy B 4
2021 Making Carbon Taxation a Generational Win Win International Economic Review B 5
2020 Incomplete market demand tests for Kreps-Porteus-Selden preferences Journal of Economic Theory A 3
2017 The Identification of Beliefs From Asset Demand Econometrica S 2
2017 Recursive Equilibria in Dynamic Economies With Stochastic Production Econometrica S 3
2015 Dynamic Competitive Economies with Complete Markets and Collateral Constraints Review of Economic Studies S 2
2015 Margin regulation and volatility Journal of Monetary Economics A 4
2015 Collateral Requirements and Asset Prices International Economic Review B 4
2014 Asset Demand Based Tests of Expected Utility Maximization American Economic Review S 3
2014 When Is a Risky Asset "Urgently Needed"? American Economic Journal: Microeconomics B 3
2013 Inferior Good and Giffen Behavior for Investing and Borrowing American Economic Review S 3
2012 Regulating collateral-requirements when markets are incomplete Journal of Economic Theory A 3
2012 Recursive Contracts, Lotteries and Weakly Concave Pareto Sets Review of Economic Dynamics B 2
2012 Financial Innovation and Asset Price Volatility American Economic Review S 2
2011 Social security and risk sharing Journal of Economic Theory A 2
2011 Bond Ladders and Optimal Portfolios The Review of Financial Studies A 3
2011 Solving the multi-country real business cycle model using a Smolyak-collocation method Journal of Economic Dynamics and Control B 3
2011 Verifying Competitive Equilibria in Dynamic Economies Review of Economic Studies S 1
2010 Competitive equilibria in semi-algebraic economies Journal of Economic Theory A 2
2010 Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory B 2
2006 Borrowing Costs and the Demand for Equity over the Life Cycle Review of Economics and Statistics A 3
2006 Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? American Economic Review S 2
2004 Testable implications of general equilibrium theory: a differentiable approach Journal of Mathematical Economics C 4
2004 Computing equilibrium in OLG models with stochastic production Journal of Economic Dynamics and Control B 2
2004 Is intertemporal choice theory testable? Journal of Mathematical Economics C 1
2004 Stationary Markov equilibria for overlapping generations Economic Theory B 2
2003 Foreword to the Symposium in Honor of Mordecai Kurz Economic Theory B 6
2003 Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents Journal of Finance A 3
2003 Observable restrictions of general equilibrium models with financial markets Journal of Economic Theory A 1
2003 Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time Economic Theory B 2
2002 The Identification of Preferences from Equilibrium Prices under Uncertainty Journal of Economic Theory A 4
2002 Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete American Economic Review S 2
2001 Incomplete Markets, Transitory Shocks, and Welfare Review of Economic Dynamics B 2
2001 Computable general equilibrium with financial markets Economic Theory B 1
2000 Computing equilibria in infinite-horizon finance economies: The case of one asset Journal of Economic Dynamics and Control B 3