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Does Market Incompleteness Matter?
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Cited by:
- Francois Gourio & Pierre-Alexandre Noual, 2006.
"The Marginal Worker and the Aggregate Elasticity of Labor Supply,"
2006 Meeting Papers
509, Society for Economic Dynamics.
- François Gourio & Pierre-Alexandre Noual, 2006. "The Marginal Worker and The Aggregate Elasticity of Labor Supply," Boston University - Department of Economics - Working Papers Series WP2006-009, Boston University - Department of Economics.
- Juan-Carlos Cordoba, 2004.
"Debt-Constraints or Incomplete Markets? A Decomposition of the Wealth and Consumption Inequality in the U.S,"
Econometric Society 2004 Latin American Meetings
335, Econometric Society.
- Juan-Carlos Cordoba, 2004. "Debt-Constraints or Incomplete Markets? A Decomposition of the Wealth and Consumption Inequality in the U.S," Macroeconomics 0404004, University Library of Munich, Germany.
- Mr. Tom Krebs & Mr. Pravin Krishna & Mr. William Maloney, 2013.
"Income Mobility and Welfare,"
IMF Working Papers
2013/024, International Monetary Fund.
- Krebs, Tom & Krishna, Pravin & Maloney, William F., 2013. "Income Mobility and Welfare," Working Papers 13-02, University of Mannheim, Department of Economics.
- Rocheteau, Guillaume & Weill, Pierre-Olivier & Wong, Russell, 2018.
"A tractable model of monetary exchange with ex-post heterogeneity,"
Theoretical Economics, Econometric Society, vol. 13(3), September.
- Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2015. "A Tractable Model of Monetary Exchange with Ex-post Heterogeneity," NBER Working Papers 21179, National Bureau of Economic Research, Inc.
- Guillaume Rocheteau & Pierre-Olivier Weill & Russell Wong, 2017. "A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity," Working Paper 17-6, Federal Reserve Bank of Richmond.
- Buera, Francisco J. & Shin, Yongseok, 2011.
"Self-insurance vs. self-financing: A welfare analysis of the persistence of shocks,"
Journal of Economic Theory, Elsevier, vol. 146(3), pages 845-862, May.
- Francisco Buera & Yongseok Shin, 2010. "Self-Insurance vs. Self-Financing: A Welfare Analysis of the Persistence of Shocks," 2010 Meeting Papers 1153, Society for Economic Dynamics.
- Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003.
"Patience, persistence, and welfare costs of incomplete markets in open economies,"
Journal of International Economics, Elsevier, vol. 61(2), pages 385-396, December.
- Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001. "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001 7, Society for Computational Economics.
- Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001. "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers 696, Board of Governors of the Federal Reserve System (U.S.).
- Calvet, Laurent & Gonzalez-Eiras, Martín & Sodini, Paolo, 2004.
"Financial Innovation, Market Participation, and Asset Prices,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(3), pages 431-459, September.
- Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2001. "Financial Innovation, Market Participation and Asset Prices," Harvard Institute of Economic Research Working Papers 1928, Harvard - Institute of Economic Research.
- Laurent-Emmanuel Calvet & Martin Gonzales-Eiras & Paolo Sodini, 2004. "Financial Innovation, Market Participation, and Asset Prices," Post-Print hal-00478480, HAL.
- Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2003. "Financial Innovation, Market Participation and Asset Prices," NBER Working Papers 9840, National Bureau of Economic Research, Inc.
- Calvet, Laurent & Gonzalez-Eiras, Martin & Sodini, Paolo, 2001. "Financial Innovation, Market Participation and Asset Prices," SSE/EFI Working Paper Series in Economics and Finance 464, Stockholm School of Economics.
- Martin Gonzalez Eiras & Laurent Calvet & Paolo Sodini, 2004. "Financial Innovation, Market Participation, and Asset Prices," Working Papers 76, Universidad de San Andres, Departamento de Economia, revised Sep 2004.
- Kajii, A. & Hara, C., 2000.
"On the Range of the Risk-Free Interest Rate in Incomplete Markets,"
Cambridge Working Papers in Economics
0030, Faculty of Economics, University of Cambridge.
- Atsushi Kajii & Chiaki Hara, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Levine's Bibliography 666156000000000383, UCLA Department of Economics.
- Chiaki Hara & Atsushi Kajii, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," KIER Working Papers 577, Kyoto University, Institute of Economic Research.
- Tom Krebs & Pravin Krishna & William Maloney, 2010.
"Trade Policy, Income Risk, and Welfare,"
The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 467-481, August.
- Tom Krebs & Pravin Krishna & William Maloney, 2004. "Trade Policy, Income Risk, and Welfare," Working Papers 2004-09, Brown University, Department of Economics.
- Krebs, tom & Krishna, Pravin & Maloney, William, 2005. "Trade policy, income risk, and welfare," Policy Research Working Paper Series 3622, The World Bank.
- Tom Krebs & Pravin Krishna, 2005. "Trade Policy, Income Risk and Welfare," 2005 Meeting Papers 271, Society for Economic Dynamics.
- Tom Krebs & Pravin Krishna & William Maloney, 2005. "Trade Policy, Income Risk, and Welfare," NBER Working Papers 11255, National Bureau of Economic Research, Inc.
- Guvenen, Fatih, 2006.
"Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective,"
Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1451-1472, October.
- M. Fatih Guvenen, 2002. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," RCER Working Papers 491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
- Fatih Guvenen, 2005. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," Macroeconomics 0507005, University Library of Munich, Germany.
- Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L., 2008.
"Insurance and opportunities: A welfare analysis of labor market risk,"
Journal of Monetary Economics, Elsevier, vol. 55(3), pages 501-525, April.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2007. "Insurance and Opportunities: A Welfare Analysis of Labor Market Risk," NBER Working Papers 13673, National Bureau of Economic Research, Inc.
- Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012.
"Endogenous debt constraints in collateralized economies with default penalties,"
Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "Endogenous debt constraints in collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Post-Print hal-00664551, HAL.
- Brueckner, Markus & Kikuchi, Tomoo & Vachadze, George, 2023.
"Transitional dynamics of the saving rate and economic growth,"
Macroeconomic Dynamics, Cambridge University Press, vol. 27(2), pages 482-505, March.
- Markus Brueckner & Tomoo Kikuchi & George Vachadze, 2020. "Transitional Dynamics of the Saving Rate and Economic Growth," Papers 2012.15435, arXiv.org, revised Jun 2021.
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2019.
"Optimal unemployment insurance and international risk sharing,"
European Economic Review, Elsevier, vol. 115(C), pages 144-171.
- Stähler, Nikolai & Moyen, Stephane & Winkler, Fabian, 2016. "Optimal Unemployment Insurance and International Risk Sharing," VfS Annual Conference 2016 (Augsburg): Demographic Change 145612, Verein für Socialpolitik / German Economic Association.
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2016. "Optimal unemployment insurance and international risk sharing," Discussion Papers 33/2016, Deutsche Bundesbank.
- Stephane Moyen & Nikolai Stähler & Fabian Winkler, 2016. "Optimal Unemployment Insurance and International Risk Sharing," Finance and Economics Discussion Series 2016-054, Board of Governors of the Federal Reserve System (U.S.).
- Cordoba, Juan-Carlos, 2008.
"U.S. inequality: Debt constraints or incomplete asset markets?,"
Journal of Monetary Economics, Elsevier, vol. 55(2), pages 350-364, March.
- Cordoba, Juan Carlos, 2010. "US Inequality: Debt Constraints or Incomplete Asset Markets?," Staff General Research Papers Archive 32120, Iowa State University, Department of Economics.
- Jan Hogrefe & Yao Yao, 2016.
"Offshoring and labor income risk: an empirical investigation,"
Empirical Economics, Springer, vol. 50(3), pages 1045-1063, May.
- Jan Hogrefe & Yao Yao, 2012. "Offshoring and Labor Income Risk: An Empirical Investigation," SOEPpapers on Multidisciplinary Panel Data Research 515, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Hsu, Minchung & Yang, C.C., 2013. "Optimal linear and two-bracket income taxes with idiosyncratic earnings risk," Journal of Public Economics, Elsevier, vol. 105(C), pages 58-71.
- Samuel Gil Martín, 2012. "Liquidity, Welfare and Distribution," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(2), pages 217-234, May.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008.
"Collateral, default penalties and almost finite-time solvency,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
670, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008. "Collateral, default penalties and almost finite-time solvency," Levine's Working Paper Archive 122247000000002049, David K. Levine.
- Henry Kim & Jinill Kim & Robert Kollmann, 2005. "Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints," Discussion Papers Series, Department of Economics, Tufts University 0504, Department of Economics, Tufts University.
- Felix Kubler & Karl Schmedders, 2001.
"Incomplete Markets, Transitory Shocks, and Welfare,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.
- Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks And Welfare," Computing in Economics and Finance 2000 130, Society for Computational Economics.
- Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive 2133, David K. Levine.
- Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks, and Welfare," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Beker, Pablo & Chattopadhyay, Subir, 2010.
"Consumption dynamics in general equilibrium: A characterisation when markets are incomplete,"
Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.
- Beker, Pablo & Chattopadhyay, Subir, 2009. "Consumption Dynamics in General Equilibrium: A Characterisation when Markets are Incomplete," Economic Research Papers 271187, University of Warwick - Department of Economics.
- Beker, Pablo & Subir Chattopadhyay, 2009. "Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.
- Brock,W.A. & Hommes,C.H., 2002. "Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts," Working papers 3, Wisconsin Madison - Social Systems.
- Jonathan Heathcote & Kjetil Storesletten, 2005.
"Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion,"
2005 Meeting Papers
107, Society for Economic Dynamics.
- Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2005. "Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion," CEPR Discussion Papers 5200, C.E.P.R. Discussion Papers.
- Krueger, Dirk & Lustig, Hanno, 2010.
"When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?,"
Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
- Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc.
- Krebs, Tom, 2004. "Testable implications of consumption-based asset pricing models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 191-206, February.
- Hogrefe, Jan & Yao, Yao, 2012. "Offshoring and labor income risk," ZEW Discussion Papers 12-025, ZEW - Leibniz Centre for European Economic Research.
- Pierfederico Asdrubali & Simone Tedeschi & Luigi Ventura, 2020.
"Household risk‐sharing channels,"
Quantitative Economics, Econometric Society, vol. 11(3), pages 1109-1142, July.
- Asdrubali, Pierfederico & Tedeschi, Simone & Ventura, Luigi, 2015. "Household Risksharing Channels," MPRA Paper 65906, University Library of Munich, Germany.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
"More hedging instruments may destabilize markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
- Hanno Lustig, "undated". "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
- Violante, Giovanni & Hornstein, Andreas, 2006. "Frictional Wage Dispersion in Search Models: A Quantitative Approach," CEPR Discussion Papers 5935, C.E.P.R. Discussion Papers.
- Greg Kaplan & Giovanni L. Violante, 2010.
"How Much Consumption Insurance beyond Self-Insurance?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 53-87, October.
- Greg Kaplan & Giovanni L. Violante, 2009. "How Much Consumption Insurance Beyond Self-Insurance?," NBER Working Papers 15553, National Bureau of Economic Research, Inc.
- Brock, W.A. & Hommes, C.H., 2001. "Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts," CeNDEF Working Papers 01-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tirelli Mario & Turner Sergio, 2010. "Quantifying the Cost of Risk in Consumption," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-33, July.
- Krebs, Tom & Krishna, Pravin & Maloney, William, 2007. "Human capital, trade liberalization, and income risk," Policy Research Working Paper Series 4276, The World Bank.
- Ligon, Ethan, 2023. "Risk sharing tests and covariate shocks," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2zr503fq, Department of Agricultural & Resource Economics, UC Berkeley.
- Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo Maria & Poncela, Pilar, 2023. "Risk sharing channels in OECD countries: A heterogeneous panel VAR approach," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Edward J. Green & Ruilin Zhou, 2005.
"Money As A Mechanism In A Bewley Economy,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(2), pages 351-371, May.
- Edward J. Green & Ruilin Zhou, 2002. "Money as a mechanism in a Bewley economy," Working Paper Series WP-02-15, Federal Reserve Bank of Chicago.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2011.
"Frictional Wage Dispersion in Search Models: A Quantitative Assessment,"
American Economic Review, American Economic Association, vol. 101(7), pages 2873-2898, December.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2006. "Frictional wage dispersion in search models: a quantitative assessment," Working Paper 06-07, Federal Reserve Bank of Richmond.
- Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2007. "Frictional Wage Dispersion in Search Models: A Quantitative Assessment," NBER Working Papers 13674, National Bureau of Economic Research, Inc.
- Krueger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers.
- Pablo F. Beker & Subir Chattopadhyay, 2005.
"Economic Survival when Markets are Incomplete,"
Levine's Working Paper Archive
784828000000000422, David K. Levine.
- Pablo F. Beker & Subir Chattopadhyay, 2006. "Economic Survival When Markets Are Incomplete," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
- Mine Zeynep Senses & Pravin Krishna, 2009.
"International Trade and Labor Income Risk in the United States,"
2009 Meeting Papers
471, Society for Economic Dynamics.
- Pravin Krishna & Mine Zeynep Senses, 2009. "International Trade and Labor Income Risk in the United States," NBER Working Papers 14992, National Bureau of Economic Research, Inc.
- Chipeniuk, Karsten O. & Katz, Nets Hawk & Walker, Todd B., 2022. "Households, auctioneers, and aggregation," European Economic Review, Elsevier, vol. 141(C).
- Christensen, Peter Ove & Larsen, Kasper & Munk, Claus, 2012. "Equilibrium in securities markets with heterogeneous investors and unspanned income risk," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1035-1063.
- Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000. "Patience, Persistence and Properties of Two-Country Incomplete Market Models," Econometric Society World Congress 2000 Contributed Papers 1764, Econometric Society.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Tom Krebs, 2006. "Multi-Dimensional Risk and the Cost of Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 640-658, October.
- Jamison Julian C., 2014. "Two Examples of Equilibrium Nonexistence," Mathematical Economics Letters, De Gruyter, vol. 1(2-4), pages 55-60, July.
- Marcin Dec & Marek Weretka, 2021. "Welfare measurements with heterogeneous agents," GRAPE Working Papers 50, GRAPE Group for Research in Applied Economics.
- Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019. "Optimists and pessimists in (in)complete markets," SAFE Working Paper Series 252, Leibniz Institute for Financial Research SAFE.
- Ohno, Hiroaki, 2009. "Incomplete market participation, endogenous endowment risks and welfare," Journal of Economics and Business, Elsevier, vol. 61(5), pages 392-403, September.
- Rieger, Jörg, 2014. "Financial Transaction Tax and Financial Market Stability with Diverse Beliefs," Working Papers 0563, University of Heidelberg, Department of Economics.
- David K Levine & William R Zame, 2000. "Risk Sharing and Market Incompleteness," Levine's Working Paper Archive 2080, David K. Levine.
- Bernard Dumas & Pascal Maenhout, 2002. "A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium," Levine's Working Paper Archive 391749000000000523, David K. Levine.