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Injecting Rational Bubbles
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Cited by:
- Pengfei Wang & Jing Zhou & Jianjun Miao, 2015. "Housing Bubbles and Policy Analysis," 2015 Meeting Papers 1056, Society for Economic Dynamics.
- Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018.
"Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints,"
Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
- Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
- Bidian, Florin, 2016. "Robust bubbles with mild penalties for default," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 141-153.
- Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
- Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014.
"Credit risk in general equilibrium,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
- Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
- Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
- Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
- Kunieda, Takuma, 2008. "Asset bubbles and borrowing constraints," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 112-131, January.
- Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018.
"Financial bubbles and capital accumulation in altruistic economies,"
Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 125-139.
- Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02878049, HAL.
- Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018. "Financial bubbles and capital accumulation in altruistic economies," MPRA Paper 84429, University Library of Munich, Germany.
- Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," Post-Print hal-02878049, HAL.
- Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018. "Financial bubbles and capital accumulation in altruistic economies," PSE-Ecole d'économie de Paris (Postprint) hal-02878049, HAL.
- Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017.
"Asset bubbles and efficiency in a generalized two-sector model,"
Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche 16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint) hal-03260731, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260731, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Post-Print halshs-01316876, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Post-Print hal-03260731, HAL.
- Kukushkin, Nikolai S., 2015. "Robert Louis Stevenson's Bottle Imp: A strategic analysis," MPRA Paper 64639, University Library of Munich, Germany.
- Giglio, Stefano & Severo, Tiago, 2012.
"Intangible capital, relative asset shortages and bubbles,"
Journal of Monetary Economics, Elsevier, vol. 59(3), pages 303-317.
- Mr. Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," IMF Working Papers 2011/271, International Monetary Fund.
- Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," Levine's Working Paper Archive 786969000000000121, David K. Levine.
- Leo Kaas, 2016.
"Public debt and total factor productivity,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(2), pages 309-333, February.
- Leo Kaas, 2014. "Public Debt and Total Factor Productivity," CESifo Working Paper Series 5125, CESifo.
- Leo Kaas, 2014. "Public Debt and Total Factor Productivity," Working Paper Series of the Department of Economics, University of Konstanz 2014-22, Department of Economics, University of Konstanz.
- Bloise, G. & Citanna, A., 2019. "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, vol. 183(C), pages 952-990.
- Reicher, Christopher Phillip, 2010. "Credit bubbles and land bubbles," Kiel Working Papers 1635, Kiel Institute for the World Economy (IfW Kiel).
- Jia Pengfei & Lim King Yoong, 2021.
"Tax Policy and Toxic Housing Bubbles in China,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 151-183, January.
- King Yoong Lim & Pengfei Jia, 2018. "Tax Policy and Toxic Housing Bubbles in China," NBS Discussion Papers in Economics 2018/03, Economics, Nottingham Business School, Nottingham Trent University.
- Jia, Pengfei & Lim, King Yoong, 2018. "Tax Policy and Toxic Housing Bubbles in China," MPRA Paper 86576, University Library of Munich, Germany.
- Bejan, Camelia & Bidian, Florin, 2014. "Bubbles and trading in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 137-144.
- Miao, Jianjun & Zhang, Yuzhe, 2015.
"A duality approach to continuous-time contracting problems with limited commitment,"
Journal of Economic Theory, Elsevier, vol. 159(PB), pages 929-988.
- Jianjun Miao & Yuzhe Zhang, 2013. "A Duality Approach to Continuous- Time Contracting Problems with Limited Commitment," Boston University - Department of Economics - Working Papers Series 2013-008, Boston University - Department of Economics.
- Yuzhe Zhang & Jianjun Miao, 2014. "A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment," 2014 Meeting Papers 650, Society for Economic Dynamics.
- Guimaraes, Bernardo & Pannella, Pierluca, 2024. "Short-covering bubbles," Journal of Economic Theory, Elsevier, vol. 219(C).
- Enders, Zeno & Hakenes, Hendrik Hakenes, 2014. "On the Existence and Prevention of Speculative Bubbles," Working Papers 0567, University of Heidelberg, Department of Economics.
- Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2022.
"Real indeterminacy and dynamics of asset price bubbles in general equilibrium,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2019. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," MPRA Paper 96834, University Library of Munich, Germany.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," PSE-Ecole d'économie de Paris (Postprint) halshs-02993656, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Post-Print halshs-02993656, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02993656, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014.
"Intertemporal equilibrium with production: bubbles and efficiency,"
Documents de travail du Centre d'Economie de la Sorbonne
14043, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Working Papers 2014-306, Department of Research, Ipag Business School.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020888, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Post-Print halshs-01020888, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Documents de recherche 14-09, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Clain-Chamosset-Yvrard, Lise & Seegmuller, Thomas, 2015.
"Rational bubbles and macroeconomic fluctuations: The (de-)stabilizing role of monetary policy,"
Mathematical Social Sciences, Elsevier, vol. 75(C), pages 1-15.
- Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2012. "Rational Bubbles and Macroeconomic Fluctuations. The(De-)Stabilizing Role of Monetary Policy," AMSE Working Papers 1207, Aix-Marseille School of Economics, France, revised 23 Mar 2012.
- Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2015. "Rational bubbles and macroeconomic fluctuations: The (de-)stabilizing role of monetary policy," Post-Print hal-01457297, HAL.
- Lise Clain-Chamosset-Yvrard & Thomas Seegmuller, 2013. "Rational Bubbles and Macroeconomic Fluctuations: The (De-)Stabilizing Role of Monetary Policy," Working Papers halshs-00793063, HAL.
- Takashi Kamihigashi & Ryonghun Im, 2022. "Two Types of Asset Bubbles in a Small Open Economy," Discussion Paper Series DP2022-15, Research Institute for Economics & Business Administration, Kobe University.
- Hirano, Tomohiro & Toda, Alexis Akira, 2024.
"Bubble economics,"
Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Papers 2311.03638, arXiv.org, revised Dec 2023.
- Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Discussion Papers 2322, Centre for Macroeconomics (CFM).
- Hirano, Tomohiro & Toda, Alexis Akira, 2024. "Bubble economics," LSE Research Online Documents on Economics 122042, London School of Economics and Political Science, LSE Library.
- Ceccantoni, Giulia & Tarola, Ornella & Zanaj, Skerdilajda, 2018.
"Green Consumption and Relative Preferences in a Vertically Differentiated International Oligopoly,"
Ecological Economics, Elsevier, vol. 149(C), pages 129-139.
- Ornella Tarola & Giulia Ceccantoni & Skerdilajda Zanaj, 2016. "Green consumption and relative preferences in an international oligopoly," DEM Discussion Paper Series 16-16, Department of Economics at the University of Luxembourg.
- V. Filipe Martins-Da-Rocha & Toan Phan & Yiannis Vailakis, 2022. "Pecuniary Externalities in Competitive Economies with Limited Pledgeability," Working Papers hal-03909596, HAL.
- Bidian, Florin, 2015. "Portfolio constraints, differences in beliefs and bubbles," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 317-326.
- Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2022.
"Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles,"
Papers
2211.13100, arXiv.org, revised Feb 2024.
- Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2023. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," CIGS Working Paper Series 23-015E, The Canon Institute for Global Studies.
- Dong, Feng & Xu, Zhiwei, 2022. "Bubbly bailout," Journal of Economic Theory, Elsevier, vol. 202(C).
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2018.
"Sustainable Debt,"
CRETA Online Discussion Paper Series
45, Centre for Research in Economic Theory and its Applications CRETA.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2018. "Sustainable Debt," The Warwick Economics Research Paper Series (TWERPS) 1178, University of Warwick, Department of Economics.
- Pham, Ngoc-Sang, 2023.
"Intertemporal equilibrium with physical capital and financial asset: Role of dividend taxation,"
Mathematical Social Sciences, Elsevier, vol. 123(C), pages 95-104.
- Pham, Ngoc-Sang, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," MPRA Paper 117131, University Library of Munich, Germany.
- Ngoc-Sang Pham, 2023. "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," Post-Print halshs-04033250, HAL.
- Reicher, Christopher Phillip, 2011. "On the neutrality of credit-driven asset bubbles," Kiel Working Papers 1679, Kiel Institute for the World Economy (IfW Kiel).
- Vinod Cheriyan & Anton J. Kleywegt, 2016. "A dynamical systems model of price bubbles and cycles," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 309-336, February.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015.
"Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints,"
Documents de recherche
15-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Michau, Jean-Baptiste & Ono, Yoshiyasu & Schlegl, Matthias, 2023.
"Wealth preference and rational bubbles,"
European Economic Review, Elsevier, vol. 156(C).
- Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018. "Wealth Preference and Rational Bubbles," CESifo Working Paper Series 7148, CESifo.
- Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018. "Wealth Preference and Rational Bubbles," ISER Discussion Paper 1035, Institute of Social and Economic Research, Osaka University.
- Miao, Jianjun, 2014. "Introduction to economic theory of bubbles," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 130-136.
- Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2011. "A Dynamic General Equilibrium Analysis of Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," CEPR Discussion Papers 8652, C.E.P.R. Discussion Papers.
- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
"Indeterminacy Of Competitive Equilibrium With Risk Of Default,"
Levine's Working Paper Archive
814577000000000313, David K. Levine.
- Reichlin, Pietro & Bloise, Gaetano & Tirelli, Mario, 2009. "Indeterminacy of Competitive Equilibrium with Risk of Default," CEPR Discussion Papers 7477, C.E.P.R. Discussion Papers.
- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009. "Indeterminacy of competitive equilibrium with risk of default," Departmental Working Papers of Economics - University 'Roma Tre' 0109, Department of Economics - University Roma Tre.
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011. "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Other publications TiSEM bcca3e0f-483b-4464-ba61-f, Tilburg University, School of Economics and Management.
- Jianjun Miao & PENGFEI WANG, 2011.
"Sectoral Bubbles and Endogenous Growth,"
Boston University - Department of Economics - Working Papers Series
WP2011-032, Boston University - Department of Economics.
- Pengfei Wang & Jianjun Miao, 2012. "Sectoral Bubbles and Endogenous Growth," 2012 Meeting Papers 227, Society for Economic Dynamics.
- repec:hal:wpaper:halshs-02993656 is not listed on IDEAS
- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2013. "Fragility of Competitive Equilibrium with Risk of Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 271-295, April.
- Bejan, Camelia & Bidian, Florin, 2010. "Limited enforcement, bubbles and trading in incomplete markets," MPRA Paper 36819, University Library of Munich, Germany, revised 20 Feb 2012.
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011.
"Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk,"
Other publications TiSEM
000354fa-9dcf-477e-9e6e-6, Tilburg University, School of Economics and Management.
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011. "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Discussion Paper 2011-121, Tilburg University, Center for Economic Research.
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011. "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Other publications TiSEM bcca3e0f-483b-4464-ba61-f, Tilburg University, School of Economics and Management.
- Hajime Tomura, 2015. "Rational Bubble on Interest-Bearing Assets," UTokyo Price Project Working Paper Series 045, University of Tokyo, Graduate School of Economics.
- Araujo, Aloisio & Novinski, Rodrigo & Páscoa, Mário R., 2011. "General equilibrium, wariness and efficient bubbles," Journal of Economic Theory, Elsevier, vol. 146(3), pages 785-811, May.
- Florin Bidian & Camelia Bejan, 2015.
"Martingale properties of self-enforcing debt,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
- Bidian, Florin & Bejan, Camelia, 2011. "Martingale properties of self-enforcing debt," MPRA Paper 36609, University Library of Munich, Germany, revised 12 Feb 2012.
- Jan Werner, 2012. "Rational Asset Pricing Bubbles Revisited," 2012 Meeting Papers 1165, Society for Economic Dynamics.
- Kocherlakota, Narayana & Wright, Randall, 2008. "Introduction to monetary and macro economics," Journal of Economic Theory, Elsevier, vol. 142(1), pages 1-4, September.
- Claire Océane Chevallier & Sarah El Joueidi, 2016. "Regulation and Rational Banking Bubbles in Infinite Horizon," DEM Discussion Paper Series 16-15, Department of Economics at the University of Luxembourg.
- Narayana Kocherlakota, 2007.
"Money and Bonds: An Equivalence Theorem,"
Levine's Bibliography
843644000000000161, UCLA Department of Economics.
- Narayana R. Kocherlakota, 2007. "Money and bonds: an equivalence theorem," Staff Report 393, Federal Reserve Bank of Minneapolis.
- Miao, Jianjun & Wang, Pengfei, 2014. "Sectoral bubbles, misallocation, and endogenous growth," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 153-163.
- Caravello, Tomás E. & Driffill, John & Kenc, Turalay & Sola, Martin, 2024. "On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
- Werner, Jan, 2014. "Rational asset pricing bubbles and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152.