| Publication | Date of Publication | Type |
|---|
| Simulation-Based Density Estimation for Time Series Using Covariate Data | 2025-01-20 | Paper |
| Interest rate dynamics and commodity prices | 2025-01-16 | Paper |
| Asset pricing with time preference shocks: existence and uniqueness | 2024-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5871905 | 2023-01-25 | Paper |
| Unique Solutions to Power-Transformed Affine Systems | 2022-11-30 | Paper |
| Unbounded dynamic programming via the Q-transform | 2022-05-11 | Paper |
| Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency | 2022-02-16 | Paper |
| Dynamic programming with value convexity | 2021-11-19 | Paper |
| Coase meets Bellman: dynamic programming for production networks | 2021-09-29 | Paper |
| Trade clustering and power laws in financial markets | 2021-06-07 | Paper |
| Stability of equilibrium asset pricing models: a necessary and sufficient condition | 2021-05-11 | Paper |
| Partial stochastic dominance via optimal transport | 2021-04-07 | Paper |
| Dynamic programming with state-dependent discounting | 2021-02-23 | Paper |
| Corrigendum to ``An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity | 2020-08-07 | Paper |
| The income fluctuation problem and the evolution of wealth | 2020-04-22 | Paper |
| A unified stability theory for classical and monotone Markov chains | 2019-07-15 | Paper |
| An impossibility theorem for wealth in heterogeneous-agent models with limited heterogeneity | 2019-06-14 | Paper |
| Optimal timing of decisions: a general theory based on continuation values | 2019-03-27 | Paper |
| Volatile capital flows and financial integration: the role of moral hazard | 2019-01-15 | Paper |
| Solving the income fluctuation problem with unbounded rewards | 2018-11-01 | Paper |
| Span of control, transaction costs, and the structure of production chains | 2018-09-19 | Paper |
| Stochastic stability in monotone economies | 2018-09-11 | Paper |
| A primer in econometric theory | 2017-01-26 | Paper |
| Fitted value function iteration with probability one contractions | 2016-09-22 | Paper |
| Seeking ergodicity in dynamic economies | 2016-05-11 | Paper |
| Perfect simulation for models of industry dynamics | 2015-02-27 | Paper |
| Generalized look-ahead methods for computing stationary densities | 2014-10-21 | Paper |
| Simple fixed point results for order-preserving self-maps and applications to nonlinear Markov operators | 2014-08-28 | Paper |
| Stochastic optimal growth with risky labor supply | 2014-03-24 | Paper |
| Bounding tail probabilities in dynamic economic models | 2012-09-04 | Paper |
| An order-theoretic mixing condition for monotone Markov chains | 2012-05-18 | Paper |
| Perfect simulation of stationary equilibria | 2010-04-22 | Paper |
| Endogenous inequality and fluctuations in a two-country model | 2009-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3630866 | 2009-06-04 | Paper |
| Stochastic optimal policies when the discount rate vanishes | 2009-05-18 | Paper |
| Equilibrium storage with multiple commodities | 2009-02-10 | Paper |
| Continuous state dynamic programming via nonexpansive approximation | 2008-06-11 | Paper |
| Computing the Distributions of Economic Models via Simulation | 2008-04-08 | Paper |
| Parametric continuity of stationary distributions | 2007-10-11 | Paper |
| Stochastic optimal growth with nonconvexities | 2007-05-23 | Paper |
| Log-linearization of stochastic economic models† | 2007-05-08 | Paper |
| Stochastic Growth with Increasing Returns: Stability and Path Dependence | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5708273 | 2005-11-28 | Paper |
| Stability of stochastic optimal growth models: a new approach | 2005-06-01 | Paper |
| Stochastic growth: asymptotic distributions | 2003-08-20 | Paper |
| Economic dynamical systems with multiplicative noise. | 2003-06-25 | Paper |
| Stochastic optimal growth with unbounded shock | 2002-12-16 | Paper |
| Completely Abstract Dynamic Programming | N/A | Paper |
