**published**
“Numerical Optimization Methods in Economics,” forthcoming in *The New Palgrave: A Dictionary of Economics*, 2nd Edition.
“On Price Caps Under Uncertainty,” with Robert L. Earle and Tymon Tatur, *Review of Economic Studies*, 74 (2007) 93 – 111.
“Reply to: Asset-Trading Volume with Dynamically Complete Markets and Heterogeneous Agents: Comment,” with Kenneth L. Judd and Felix Kubler, *Finance Research Letters*, 3 (2006) 102 – 105.
“Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs,” with P. Jean-Jacques Herings, Economic Theory, 27 (2006) 493 – 512. [lead article]
“Approximate
versus Exact Equilibria in Dynamic Economies,” with Felix
Kubler,* Econometrica*, 73 (2005) 1205 – 1235.
“Excess Price Volatility and Financial Innovation,”
with Alessandro Citanna, *Economic Theory*, 26 (2005) 559
– 587.
“Effects of Asset Market Structure on Welfare and Trading
Volume,” with Kenneth L. Judd and Felix Kubler, in *Assets,
Beliefs, and Equilibria in Economic Dynamics, Essays in Honor of
Mordecai Kurz*, ed. by C. D. Aliprantis, K. J. Arrow, P. Hammond,
F. Kubler, H.-M. Wu, and N. C. Yannelis, New York: Springer-Verlag,
2004.
“Stationary Equilibria in Asset-Pricing Models with Incomplete
Markets and Collateral,” with Felix Kubler, *Econometrica*,
71 (2003) 1767 – 1793.
“Computational Methods for Dynamic Equilibria with Heterogeneous
Agents,” with Kenneth L. Judd and Felix Kubler, in *Advances
in Economic Theory and Econometrics* Volume III, ed. by M. Dewatripoint,
L. P. Hansen, and S. J. Turnovsky, New York: Econometric Society,
2003.
“Asset-Trading Volume with Dynamically Complete Markets and
Heterogeneous Agents,” with Kenneth L. Judd and Felix Kubler,
*The Journal of Finance*, 58 (2003) 2203 – 2217. [This
paper received a nomination for the 2003 Smith-Breeden Prize.]
“Generic Inefficiency of Equilibria in the General Equilibrium
Model with Incomplete Asset Markets and Infinite Time,” with
Felix Kubler, *Economic Theory*, 22 (2003) 1 – 15. [lead article]
“The Fibonacci Sequence: Relationship to the Human Hand,”
with Andrew Park, John Fernandez and Mark Cohen, *The Journal
of Hand Surgery*, 28 (2003) 157 – 160.
“Recursive
Equilibria in Economies with Incomplete Markets,” with Felix
Kubler, *Macroeconomic Dynamics*, 6 (2002) 284 – 306.
“Incomplete Markets, Transitory Shocks, and Welfare,”
with Felix Kubler, *Review of Economic Dynamics*, 4 (2001)
747 – 766.
“Monopolistic Security Design in Finance Economies,”
*Economic Theory*, 18 (2001) 37 – 72.
“Computing Equilibria in Stochastic Finance Economies,”
with Felix Kubler, *Computational Economics*, 15 (2000) 145
– 172.
“Computing Equilibria in Infinite Horizon Finance Economies:
The Case of One Asset,” with Kenneth L. Judd and Felix Kubler,
Journal of Economic Dynamics and Control, 24 (2000) 1047 –
1078.
“A Homotopy Algorithm and an Index Theorem for the General
Equilibrium Model with Incomplete Asset Markets,” *Journal
of Mathematical Economics*, 32 (1999) 225 – 241.
“General Equilibrium Models and Homotopy Methods,” with
B. Curtis Eaves, *Journal of Economic Dynamics and Control*,
23 (1999) 1249 – 1279.
“The Impact of Portfolio Constraints in Infinite-Horizon Incomplete-Markets
Models,” with Kenneth L. Judd and Felix Kubler, in*The
Theory of Markets*, ed. by P.J.J. Herings, G. van der Laan,
and A. Talman, North-Holland, 1999.
“On Multiplicity of Competitive Equilibria when Financial
Markets are Incomplete,” with Thorsten Hens and Beate Voss,
in *The Theory of Markets*, ed. by P.J.J. Herings, G. van
der Laan, and A. Talman, North-Holland, 1999.
“A Cellation of the Grassmann Manifold,” with B. Curtis
Eaves, *Mathematical Programming* 83 (1998) 253 – 262.
“Computing Equilibria in the General Equilibrium Model with
Incomplete Asset Markets,” *Journal of Economic Dynamics
and Control* 22 (1998) 1375 – 1401. |