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Microeconomics: General Equilibrium & Disequilibrium Models eJournal

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Viewing: 1 - 50 of 2,490 papers

1.

High Frequency Trading and the New-Market Makers

Journal of Financial Markets, Vol. 16, 2013
Number of pages: 49 Posted: 10 Dec 2010 Last Revised: 31 Dec 2013
Accepted Paper Series
Vrije Universiteit Amsterdam
Downloads 12,999
2.

Optimal Insurance Under Adverse Selection and Ambiguity Aversion

WBS Finance Group Research Paper No. 148
Number of pages: 25 Posted: 31 Dec 2010 Last Revised: 23 Dec 2019
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School

Multiple version iconThere are 2 versions of this paper

Downloads 5,139
3.

Closed Form Solutions in Economics

Number of pages: 509 Posted: 15 Nov 2013 Last Revised: 15 Nov 2014
Working Paper Series
University of Pennsylvania - The Wharton SchoolCity University of New York (CUNY) - Department of Real Estate
Downloads 4,252
4.

Dynamical Models of Market Impact and Algorithms for Order Execution

HANDBOOK ON SYSTEMIC RISK, Jean-Pierre Fouque, Joseph A. Langsam, eds., pp. 579-599, Cambridge, 2013
Number of pages: 23 Posted: 05 Apr 2012 Last Revised: 04 Sep 2013
Accepted Paper Series
CUNY Baruch College and University of Waterloo
Downloads 3,782
5.

Peer-to-Peer Product Sharing: Implications for Ownership, Usage and Social Welfare in the Sharing Economy

Number of pages: 74 Posted: 06 Oct 2015
Working Paper Series
University of Minnesota - Minneapolis - Industrial & System Engineering, Temple University-Fox School of Business, University of Minnesota - Minneapolis - Industrial & System Engineering and Singapore University of Technology and Design (SUTD)
Downloads 2,633
6.

Wealth Inequality and the Ergodic Hypothesis: Evidence from the United States

Forthcoming in Journal of Income Distribution
Number of pages: 40 Posted: 13 Jun 2016 Last Revised: 08 Jun 2021
Accepted Paper Series
London Mathematical Laboratory, London Mathematical Laboratory and London Mathematical Laboratory
Downloads 2,571
7.

Consumer Contracts: Behavioral Economics vs. Neoclassical Economics

NYU Law and Economics Research Paper No. 07-17, Minnesota Law Review, Vol. 92, 2007-2008
Number of pages: 62 Posted: 25 Apr 2007
Accepted Paper Series
Harvard Law School and New York University School of Law
Downloads 2,460
8.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2,239
9.

Financial Investors and Commodity Markets

BIS Quarterly Review, March 2007
Number of pages: 15 Posted: 21 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Reserve Bank of Australia - Economic Research
Downloads 2,085
10.

Functional Forms for Tractable Economic Models and the Cost Structure of International Trade

Number of pages: 61 Posted: 26 Sep 2018 Last Revised: 26 Sep 2018
Working Paper Series
University of Tokyo - Graduate School of Economics and Microsoft Research
Downloads 1,882
11.

The Competitive Effects of Common Ownership: Economic Foundations and Empirical Evidence

Number of pages: 37 Posted: 26 Jul 2017
Working Paper Series
Bates White Economic Consulting, Microfoundations, The Brattle Group and Bates White Economic Consulting
Downloads 1,655
12.

Decentralizing Money: Bitcoin Prices and Blockchain Security

Review of Financial Studies (forthcoming)
Number of pages: 68 Posted: 15 Nov 2018 Last Revised: 14 Nov 2020
Accepted Paper Series
Singapore Management University
Downloads 1,609
13.

Deep Equilibrium Nets

Number of pages: 81 Posted: 10 Jun 2019 Last Revised: 22 Jan 2022
Working Paper Series
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 1,599
14.

Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods

Number of pages: 36 Posted: 24 Jan 2010 Last Revised: 06 Aug 2012
Working Paper Series
Princeton University - Bendheim Center for Finance, Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Downloads 1,476
15.

The Great Recession: Lessons from Microeconomic Data

Number of pages: 12 Posted: 17 Jun 2010
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,412
16.

An Economic Analysis of Difficulty Adjustment Algorithms in Proof-of-Work Blockchain Systems

Number of pages: 49 Posted: 04 Jul 2019 Last Revised: 15 Mar 2022
Working Paper Series
University of Tokyo - Faculty of Economics, Department of Economics, Northwestern University and BUIDL, Ltd.
Downloads 1,299
17.

Contingent Capital with a Capital-Ratio Trigger

Number of pages: 34 Posted: 01 Sep 2010
Working Paper Series
Columbia University - Columbia Business School and Columbia University
Downloads 1,241
18.

A Theory of Technical Trading Using Moving Averages

Number of pages: 45 Posted: 17 Sep 2013 Last Revised: 23 Mar 2014
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,204
19.

Macro-Prudential Policy and the Conduct of Monetary Policy

Banque de France Working Paper No. 390
Number of pages: 34 Posted: 20 Aug 2012
Working Paper Series
Banque de France, Banque de France and Banque de France
Downloads 1,138
20.

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

PIER Working Paper No. 10-011
Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 1,105
21.

Visual Analysis of Nonlinear Dynamical Systems: Chaos, Fractals, Self-Similarity and the Limits of Prediction

Systems, 4(4), 37, 2016, DOI: 10.3390/systems4040037
Number of pages: 18 Posted: 23 Aug 2016 Last Revised: 16 Nov 2016
Accepted Paper Series
University of Southern California - Sol Price School of Public Policy
Downloads 1,102
22.

Global DSGE Models

Number of pages: 69 Posted: 15 Apr 2020 Last Revised: 03 Jul 2022
Working Paper Series
Georgetown University - Department of Economics, Tsinghua University - School of Economics & Management and Shanghai University of Finance and Economics
Downloads 1,090
23.

Dynamic Online Pricing with Incomplete Information Using Multi-Armed Bandit Experiments

Ross School of Business Paper
Number of pages: 61 Posted: 08 Jun 2017 Last Revised: 25 Oct 2018
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of BusinessUniversity of Pennsylvania - Marketing Department and University of Michigan at Ann Arbor - Department of Electrical Engineering and Computer Science
Downloads 1,057
24.

Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

AFA 2001 New Orleans Meetings, Review of Finance, 2003, 7(2), 191-233
Number of pages: 45 Posted: 05 Oct 2000 Last Revised: 22 Jun 2020
Working Paper Series
Bayes Business School, City, University of London
Downloads 1,025
25.

Market Microstructure Invariance: A Dynamic Equilibrium Model

Number of pages: 56 Posted: 12 Feb 2019 Last Revised: 31 Mar 2020
Working Paper Series
University of Maryland and New Economic School (NES)
Downloads 1,022
26.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Number of pages: 110 Posted: 08 Jun 2014 Last Revised: 05 Nov 2021
Working Paper Series
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Downloads 995
27.

Large Matchings in Large Markets with Flexible Supply

Number of pages: 87 Posted: 14 Aug 2018 Last Revised: 05 Nov 2018
Working Paper Series
University of Tokyo - Faculty of Economics
Downloads 970
28.

Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk

Swiss Finance Institute Research Paper No. 17-63
Number of pages: 45 Posted: 21 Jun 2015 Last Revised: 13 Feb 2019
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 923
29.

Failures of the 'Invisible Hand'

Forum for Social Economics, Vol. 45, Iss. 1, 2016
Number of pages: 27 Posted: 19 Jul 2013 Last Revised: 23 Jul 2016
Accepted Paper Series
International Islamic University, Islamabad and Al-Nafi
Downloads 922
30.

Maximum Entropy and Information Theory Approaches to Economics

Number of pages: 22 Posted: 04 Jan 2018 Last Revised: 24 Jan 2018
Working Paper Series
The Boeing Company
Downloads 894
31.

Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead

Number of pages: 48 Posted: 14 Apr 2016 Last Revised: 13 Nov 2016
Working Paper Series
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads 888
32.

The Law of Supply and Demand: Here It Is Finally

Number of pages: 17 Posted: 19 Aug 2014 Last Revised: 19 Apr 2015
Working Paper Series
University of Stuttgart - Institute of Economics and Law
Downloads 885
33.

Efficiency in the Life Insurance Industry: What are the Efficiency Gains from Bancassurance?

EMFI Working Paper No. 2 - 2010
Number of pages: 34 Posted: 02 Apr 2010
Working Paper Series
University of Essex - Essex Business School and University of Roma Tre, Department of Business Studies
Downloads 825
34.

The Welfare Effects of Dynamic Pricing: Evidence from Airline Markets

Cowles Foundation Discussion Paper No. 2103
Number of pages: 69 Posted: 29 Aug 2017 Last Revised: 29 Jun 2021
Working Paper Series
Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 815
35.

Machine Learning for High-Dimensional Dynamic Stochastic Economies

Number of pages: 38 Posted: 06 Mar 2017 Last Revised: 10 Aug 2017
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Purdue University
Downloads 810
36.

Predicting Agri-Commodity Prices: An Asset Pricing Approach

Number of pages: 45 Posted: 28 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 806
37.

The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets

Number of pages: 6 Posted: 17 Mar 2015 Last Revised: 10 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 803
38.

Tobin's Q and Inequality

Number of pages: 58 Posted: 18 Nov 2017 Last Revised: 27 Nov 2017
Working Paper Series
Université Libre de Bruxelles (ULB) and American University
Downloads 803
39.

Macro-Finance Models with Nonlinear Dynamics

Annual Review of Financial Economics, forthcoming, University of Chicago, Becker Friedman Institute for Economics Working Paper, The Rodney L. White Center Working Papers Series at the Wharton School
Number of pages: 71 Posted: 23 Sep 2019 Last Revised: 03 Nov 2021
Accepted Paper Series
The Wharton School, University of Pennsylvania, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and University of Chicago - Department of Economics
Downloads 797
40.

Competitive Equilibrium and Trading Networks: A Network Flow Approach

Number of pages: 60 Posted: 28 Feb 2016 Last Revised: 30 Jun 2019
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania, Department of Electrical and Systems Engineering and University of Pennsylvania - Department of Economics
Downloads 794
41.

Intermediary Leverage Cycles and Financial Stability

Becker Friedman Institute for Research in Economics Working Paper No. 2012-010
Number of pages: 65 Posted: 21 Aug 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 783
42.

Micro-Level Stochastic Loss Reserving for General Insurance

Number of pages: 24 Posted: 04 Jun 2010 Last Revised: 17 May 2017
Working Paper Series
KU LeuvenUniversity of Amsterdam and Richard Plat Consultancy
Downloads 776
43.

Anomalies and Market (Dis)Integration

Journal of Monetary Economics, Forthcoming
Number of pages: 48 Posted: 22 Mar 2014 Last Revised: 21 Jun 2018
Accepted Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Seoul
Downloads 759
44.

Asymmetric Adjustments in the Ethanol and Grains Markets

Number of pages: 39 Posted: 21 Dec 2010
Working Paper Series
National Chung Hsing University - Department of Applied Economics, Department of Finance, California State University, Los Angeles - College of Business & Economics, Drexel University - Lebow College of Business and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 751
45.

Migration in a Solow Growth Model

Number of pages: 15 Posted: 30 Mar 2010
Working Paper Series
Universidade Federal do Rio Grande do Sul (UFRGS), Universidade Federal do Rio Grande do Sul (UFRGS), University of Bologna - Department of Mathematics for Economic and Social Sciences and Free University of Bozen-Bolzano
Downloads 746
46.

Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk

Robert H. Smith School Research Paper No. RHS 06-113
Number of pages: 20 Posted: 28 Jan 2010 Last Revised: 03 May 2010
Working Paper Series
University of Freiburg, University of Vienna and University of Maryland - Robert H. Smith School of Business
Downloads 736
47.

Central Bank Digital Currency with Adjustable Interest Rate in Small Open Economies

Number of pages: 42 Posted: 26 May 2020 Last Revised: 03 Jun 2021
Working Paper Series
National University of Singapore (NUS) - Asia Competitiveness Institute, National University of Singapore (NUS) - Asia Competitiveness Institute and Nanyang Technological University
Downloads 713
48.

Price Manipulation in a Market Impact Model with Dark Pool

Number of pages: 28 Posted: 19 Mar 2011 Last Revised: 19 Jul 2017
Working Paper Series
University of Mannheim, University of Waterloo and Cornell University - School of Operations Research and Industrial Engineering
Downloads 696
49.

Recursive Equilibrium in Krusell and Smith (1998)

Journal of Economic Theory, Forthcoming
Number of pages: 106 Posted: 03 Nov 2016 Last Revised: 11 Dec 2019
Accepted Paper Series
Georgetown University - Department of Economics
Downloads 691
50.

Solving an Incomplete Markets Model with a Large Cross-Section of Agents

Number of pages: 41 Posted: 08 Jun 2011 Last Revised: 18 Dec 2017
Working Paper Series
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace

Multiple version iconThere are 2 versions of this paper

Downloads 675