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Non-parametric counterfactual analysis in dynamic general equilibrium
Kubler, Felix; Schmedders, Karl - In: Economic theory 45 (2010) 1, pp. 181-201
Persistent link: https://www.econbiz.de/10008447013
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Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
Kubler, Felix; Schmedders, Karl - In: Economic theory 22 (2003) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10007162233
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Monopolistic security design in finance economies
Schmedders, Karl - In: Economic theory 18 (2001) 1, pp. 37-72
Persistent link: https://www.econbiz.de/10007174358
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Computing equilibria in finance economies with incomplete markets and transaction costs
Herings, P.Jean-Jacques; Schmedders, Karl - In: Economic theory 27 (2006) 3, pp. 493-512
Persistent link: https://www.econbiz.de/10007146124
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Excess price volatility and financial innovation
Citanna, Alessandro; Schmedders, Karl - In: Economic theory 26 (2005) 3, pp. 559-588
Persistent link: https://www.econbiz.de/10007146347
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Symposium Computation and economic theory
Judd, Kenneth L. (contributor) - In: Economic theory 18,1 (2001)
Persistent link: https://www.econbiz.de/10004706464
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Closed-loop equilibrium in a multi-stage innovation race
Judd, Kenneth L. - In: Economic theory 21 (2003) 2, pp. 673-696
Persistent link: https://www.econbiz.de/10007162264
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Asymptotic methods for asset market equilibrium analysis
Judd, Kenneth L.; Guu, Sy-Ming - In: Economic theory 18 (2001) 1, pp. 127-158
Persistent link: https://www.econbiz.de/10007174355
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Computation and economic theory: Introduction
Judd, Kenneth L. - In: Economic theory 18 (2001) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007174360