Born: March 18, 1955, Urbana, Illinois Cowles Foundation



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Curriculum Vita
December 2017

John Geanakoplos Yale University

Born: March 18, 1955, Urbana, Illinois Cowles Foundation

Email: john.geanakoplos@yale.edu Post Office Box 208281

(203) 432-3397 New Haven, CT 06520-8281

Education

Yale University, B.A. in Mathematics, summa cum laude, 1975

Harvard University, M.A. in Mathematics, 1980

Harvard University, Ph.D. in Economics, 1980

Thesis: “Four Essays on the Model of Arrow and Debreu”, Advisors: Kenneth Arrow, Jerry Green
Academic Positions

James Tobin Professor of Economics, Yale University 1994-

Professor of Economics, Yale University, 1986-1994

Associate Professor of Economics, Yale University, 1983-1985

Assistant Professor of Economics, Yale University, 1980-1982

Director, Cowles Foundation for Research in Economics, 1996-2005

Senator, Yale Faculty of Arts & Sciences 2015-

Co-Founder, Hellenic Studies, Yale University, 2002-

Co-Director, Hellenic Studies, Yale University, 2002-

Chairman, Santa Fe Institute Science Steering Committee, 2009-2015

Director, Santa Fe Institute Economics Program, 1999-2000; Co-Director 1990-1991

External Professor, Santa Fe Institute, 1991-

Santa Fe Institute Science Steering Committee, 2006- 2009

New York Fed Liquidity Group, 2009-2010

New York Fed President’s Roundtable Advisory Group, 2010-2016

Trustee, Hopkins School, 2007-


Business Positions

Managing Director and Head of Fixed Income Research, Kidder, Peabody & Co., 1990-1995

Partner (and one of 6 founding partners), Ellington Capital Management, 1995-

Economic Club of New York, 2015-


Honors

Fellow of American Academy of Arts and Sciences, 1999-

Paul Samuelson Prize 1999

Bodossaki Foundation Academic and Cultural Prize, 1994

Fellow of the Econometric Society, 1989-

Fellow of the Game Theory Society, 2017-

Honorary PhD, Quinnipiac University, May 2017

Honorary PhD, Clark University, May 2016

Honorary PhD, University of Athens Economics and Business, 2011

Best Yale Graduate Economics Teacher Award 2007-2008

Distinguished Alumnus, Hopkins School, 2006

Alfred Sloan Foundation Prize Fellowship, 1982-1983, 1983-1984

Yale University Junior Faculty Fellowship, 1982-1983

Scholarship student to 1978 Symposium on Austrian Economics, held in Boulder, Colorado

Fulbright Fellow to Balkan Institute, Thessaloniki, Greece, 1978

National Science Foundation Scholarship, 1975-1978

DeForest Prize for Excellence in Pure and Applied Mathematics, first prize, 1975

Phi Beta Kappa, 1975

Arthur D. Stanley Prize in Mathematics, 1974

Winner of 1970 United States Junior (under 20) Open Chess Championship, Minneapolis, MN


Recent Honorific Lectures

The Stanislaw Ulam Memorial Lecture Series at Santa Fe Institute, September 2017

Quinnipiac University Graduation Speech, May 2017

Arrow Lecture, Columbia University, November 2016

Arrow Lectures, Stanford University, April 2016

Richard Ely Distinguished Lecture Series, John Hopkins University, March 2015

University of Athens Graduation Speech, 2011


Visiting Professor of Economics

Harvard University, Fall semester, 1982

University of Pennsylvania, Winter 1983

Stanford University, Spring quarter, 1983

Visiting Fellow, University of California, Berkeley, Math Sciences Research Institute, January-March, 1986

Fellow Commoner, Churchill College, Cambridge, Cambridge University, April-June, 1986 and May-June 1987

École Polytechnique, Paris, July-August 1986

Stanford University, IMSSS, July-August 1987

Indira Gandhi Institute of Economic Development, Bombay, India, December 1987

KEPE, Research Institute of Greece, Athens, May 1988

University of Bonn, June 1988

Santa Fe Institute, Santa Fe, New Mexico, June 1989

Stanford University, IMSSS, August 1989

Kidder, Peabody & Co., February-July, 1990

Santa Fe Institute, January-June 1991

CORE, Université Catholique de Louvain, May 24-June 5, 1992

Hebrew University Third Jerusalem Summer School, June 15-24, 1992

Massachusetts Institute of Technology, Spring Semester 1996

Hebrew University, Eighth Jerusalem Summer School, June 16-25, 1997

Columbia University, Spring Semester 2002

Université Paris 1 Panthéon-Sorbonne, Fall 2004

Stanford University, SIEPR, Spring Semester 2011

Hebrew University Twenty-Second Jerusalem Summer School, June 15-24, 2011
Professional Activities

Institute of Advanced Study Advisory Committee, September 12, 2012

Nominating Committee, American Academy of Arts and Sciences, 2003 (Economics Section)

Executive Committee, Game Theory Society, 2003

Associate Editor, Quantitative Finance, 2000-

Co-Editor, Journal of Mathematical Economics, January 1997-

Associate Editor, Journal of Economic Theory, 1986-2000

Associate Editor, Economic Theory, 1990-1992

Associate Editor, Journal of Mathematical Economics, 1985-1990

Associate Editor, Games and Economic Behavior, 1986-1988

Overseers Visiting Committee to Evaluate Harvard Economics Department, 1985-1991

Chairman, Economic Status of the Faculty at Yale, 1988-1990

Review Faculty of Arts and Sciences Committee, 1992

Economics Department Review Committee, New York University, 1996

Member, Panel on Privatization of Social Security, National Academy of Social Insurance, June 1996-1998

Hale Foundation, 50th Anniversary Steering Committee, 1997

Alfred P. Sloan Foundation, Program Committee for the Alfred P. Sloan Research Fellowships in Economics, 1996-2002

Charter Member, Game Theory Society 1999-

Organizer, Conference on Beyond Equilibrium and Efficiency, Santa Fe Institute, 2000
Has served as referee for papers submitted to: Econometrica, Quarterly Journal of Economics, Bell Journal of Economics, Journal of Political Economy, Review of Economic Studies, and other journals.
Yale University Activities and Committees

Fellow of Ezra Stiles College, 1981-

Applied Mathematics Committee, 1981-1985

Freshman Advisor, 1981-1989

University-wide Committee to define position of, and appoint, new Registrar, 1985

University-wide Committee on the Economic Status of the Faculty, 1987; Chairman, 1988-1990

University-wide Truman Fellowship Committee, 1989-1990

University-wide Committee on Social Thought and Public Philosophy, 1989-1990

University-wide Goldwater Fellowship Committee, 1991-1992

Faculty of Arts and Sciences Review Committee, Spring 1992

University Budget Committee, 1992-1993; 1993-1994

University-wide Committee on Mathematics Instruction, 1993-1994; 1994-1995; fall 1995

Yale Tenure Review Committee, 1995-1996

University-wide Social Sciences Senior Appointments Committee, 1994-191996

Fellow, Institute for Social and Policy Studies, 1992-2000

Fellow, International Center for Finance, School of Management, 1999-

University-wide Natural Sciences Senior Appointments Committee, 2000-

University-wide Committee on Cooperative Research, 2000-

University-wide Committee on Junior Faculty Fellowships in Social Sciences, 2000-2003

University-wide Committee on Tenure Appointments for Physical Sciences and Engineering, 2002

University-wide Committee on Junior Faculty Fellowships in Social Sciences, 2003

Senior Research Fellow, International and Area Studies, 2004-

Ethics, Politics and Economics Advisory Committee, 2004

Physical Sciences and Engineering Committee, 2004


Economics Department Activities and Committees

Library Committee, 1981-1982

Graduate Admissions Committee, 1981-1982, 1987-1988, 1988-1989

Comprehensive Examination Committee, 1982, 1984, 1985, 1989, 1992

Director of Undergraduate Studies, 1984-1985

Director of Graduate Studies, 1987-1988

Junior Appointments Committee, 1985; Chairman, 1992-1993; 1994-1995

Chairman, Senior Appointments Committees in Theory and Applied Theory, 1993-1994, 1994-1995

Graduate Advisory Committee, 1997

Organized NBER Conference on General Equilibrium, 1997

Organizer, Conference on the Occasion of the 50th Anniversary of the Death of Irving Fisher, 1998

Organized Cowles Foundation Conference on Missing Financial Markets, 2001

Organized Cowles Foundation Conference on Incomplete Markets and Strategic Market Games, 2001

Co-organized Conference in Honor of William Brainard, October 2001

Co-organized the First Annual CARESS-Cowles Conference on General Equilibrium and Its Applications (2005), 2nd (2006), 3rd (2007), 4th (2008), 5th (2009), 6th (2010), 7th (2011), 8th (2012), 9th (2013), 10th (2014), 11th (2015), 12th (2016), 13th (2017)

Chairman, Junior Hiring Committee 2005-2006

Chairman Junior Hiring Committee 2006-2007

Cowles Faculty Committee 2014-


Ph.D. Dissertation Students

Yaniv Ben-Ami (Principal Director), 2017

Haobin Wang (Principal Director), 2017

Gregory Phelan (Principal Director), 2014

Kieran Walsh (Principal Director), 2014

Alexis Akira Toda (Principal Director), 2013

David Rappoport (Principal Director), 2013

Jinhui Bai (Principal Director), 2006

Marek Waretka (Principal Director), 2006

Ana Fostel (Principal Director), 2005

Alberto Martin (Outside Advisor, Columbia University), 2005

Sergio Turner (Principal Director), 2004

Felix Kubler (co-Principal Director), 1999

Massimo Massa (Assistant Director), 1998

Laurent Calvet (Principal Director), 1998

Paul Willen (Principal Director), 1997

Subir Bose (Principal Director), 1996

Dimitri Tsomocos (Principal Director), 1996

Mark Cassano (Principal Director), 1996

Peter Matthews (Principal Director), 1995

Ronel Elul (Principal Director), 1995

Gyutaeg Oh (co-Principal Director), 1991

Stephen Morris (Principal Director), 1991

Morgan Kelly (Assistant Director), 1990

Michael Mandler (Principal Director), 1989

Andrew John (Principal Director), 1988

Chien Fu Chou (Principal Director), 1984

Philip White (Assistant Director), 1983

Anat Admati (Assistant Director), 1982
Recent Undergraduate Senior Essays Advised

Jesse Wang (2017)

William Gong (2015)

William Feldman (2014)

David Kastelman (2013)

Mo Gong (2013)

Daniel Ni (2012)

James Warwick Alexander (2009) Ellington Senior Essay Prize***

Daniel Graves (2009)

Adam Clark Joseph (2007)

Gregory Phelan (2007)

Steven Shadman (2006) Meltzer Senior Essay Prize*

Guatam Gururaj (2005)

Eric Weese (2005)

Paul Krikorian (2003), Meltzer Senior Essay Prize*

Eric Schneider (2003)

Charles Wolrich (2003)

David Goldberg (2002)

Fadi Kanaan (2002)

Ronald Tam, (2002), Meltzer Senior Essay Prize*

Clarissa Chng (2001)

Jan Szilagyi, (2001), Dickerman Senior Essay Prize**

Samuel Ieong (2000)

Jared Samet, (2000), Meltzer Senior Essay Prize*

James Gutierrez (1999)

Justin Bergner (1998)

Michael Donovan (1998)

Robert Kinderman (1998)

Erik Lin (1998)

Andreas Schultz (1998), Dickerman Senior Essay Prize**

Raymond Rivera (1997)

Nikolai Stoytchev (1996)


The Dickerman Prize (*) is awarded to the best senior essay in economics each year and the

Meltzer Prize (**) is awarded to the second best essay each year out of approximately 150 majors. The Ellington Prize is awarded to the best senior economics essay involving financial economics.


Courses Taught

Undergraduate Mathematical Economics

Introductory Microeconomics (Occasionally Large [>350] lecture course)

Intermediate Microeconomics

Graduate Microeconomics

Graduate Mathematical Economics, 1980 - 1999

Director of Yale Workshop on Mathematical Economies and Microeconomic Theory

Director of Yale Workshop on Financial Markets and Macroeconomic Fragility, Spring and Fall,

2009-2010, 2010-2011, 2011-2012

Graduate General Equilibrium Foundations of Finance and Macroeconomics, 2000-2012

Undergraduate Finance (Occasionally Large [>150] lecture course), 2000-2017

Course from 2009 available on video as part of Open Yale Courses


Research Papers Presented: January 2017- December 2017

Yale University Cowles Foundation Luncheon, New Haven, CT, March 29th, 2017

Yale University Inspiring Yale Event, New Haven, CT, March 29th, 2017

The Graduate School of CUNY, New York, NY, May 12th, 2017

University of Zurich, Zurich, Switzerland, May 30th, 2017

Federal Reserve Bank of Washington D.C., keynote speaker, June 27th-28th, 2017

International Monetary Fund, Washington D.C., June 29th, 2017

Yale University Herb Scarf Summer Fellows, New Haven, CT, June 6th, 2017

16th Crete Conference, Keynote Speaker, Milos, Greece, July 10-14, 2017

28th International Conference on Game Theory at Stony Brook University, July 17th-21st, 2017

The Stanislaw Ulam Memorial Lecture Series at Santa Fe Institute, Santa Fe, NM, September 25th-

September 26th, 2017

Strategic Investment 13th Annual Idea Lab Conference, Washington, D.C.,

September 27th, 2017

Stanford University, Academic Tribute to Kenneth Arrow, Stanford, CA, October 9th, 2017

Stephen A. Ross Memorial Conference at MIT, Cambridge, MA, October 20th, 2017

Columbia University Conference in Memory of Kenneth J. Arrow, New York, NY, December 12th, 2017
Research Papers Presented: January 2016- December 2016

MIT/Harvard Theory Seminar, Cambridge, MA, February 3, 2016.

Stanford University Arrow Lectures, Stanford, CA, April 19-20, 2016.

ECB, Frankfurt, Germany, June 4-7, 2016

ESSFM, Gerzensee, Switzerland, July 18-19, 2016

Fifth Wharton Conference on Liquidity and Financial Crises, Keynote Speaker October 14-15, 2016

Columbia Arrow Lectures, Columbia University, November 10, 2016
Research Papers Presented: January 2015- December 2015

DNB-ECB Conference, Amsterdam, Netherlands, January 29-30, 2015.

The Graduate School of CUNY, February 3, 2015.

Richard Ely Distinguished Lecture Series, John Hopkins University, March 2015.

Central Bank of Uruguay, Montevideo, August 3-5, 2015.

World Congress of the Econometric Society, Montreal, Canada August 21-22, 2015.

Yale The Club, October 13, 2015

Honoring Hugo Sonnenschein, University of Chicago, October 23-24, 2015.

OECD Complexity of the Economy, Paris, France, October 26, 2015.

NBER/NSF/CEME Mathematical Economics Conference, Keynote Speaker, University of Virginia, November 6-7, 2015.


Research Papers Presented: January 2014- December 2014

31st Annual French Finance Association Conference, Aix-en-Provence, May 19-22, 2014

10th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 25-27, 2014.

Final Conference of the Macro-prudential Research (MaRs) Network of the

European System of Central Banks, Frankfurt, Germany, June 23-24, 2014.

13th Crete Conference, Milos, Greece, July 13-17, 2014


Research Papers Presented: January 2013 – December 2013

9th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 26-28, 2013

Alexander Brody Memorial Lecture and Dinner, Yeshiva University, New York, NY, April 30, 2013

Bank of Greece Conference, The Crisis in the Euro Area, Athens, Greece, May 23-24, 2013

Conference on Greek Economic Policy, Athens, Greece, May 27-28, 2013

Inaugural China Meeting of the Econometric Society, Beijing, China, June 14-16, 2013

Santa Fe Institute’s Summer Garden Party, Aspen, CO, June 29, 2013

CRETE, Naxos, Greece, July 14-18, 2013

JP Morgan Fellows Program, Organization Department of the CCP (China), The Leverage Cycle:

Cause and Cure for the Current Crisis, New Haven, CT, August 20, 2013

Federal Reserve Bank of Dallas on “The Causes and Macroeconomic Consequences of

Uncertainty,” The Leverage Cycle and Volatility, Dallas, TX, October 3-4, 2013

NBER Conference on "Lessons from the Crisis for Monetary Policy", Discussant for “Conventional

and Unconventional Monetary Policy with Endogenous Collateral Constraints” by Michael

Woodford Boston, MA, October 18-19, 2013


Research Papers Presented: January 2012 - December 2012

2012 ASSA Annual Meeting, Chicago, IL, January 4-7, 2012

Mars, Inc. Board of Directors Meeting, February 15, 2012

Bric by Bric, The Emerging Markets Conference on Emerging Markets Finance: Challenges &

Opportunities, Yale Undergraduate Business Society, New Haven, CT, March 24, 2012

8th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 27-29, 2012

Whitney Center, New Haven, CT, May 7, 2012

Global ARC London (GARC), London, UK, May 21-23, 2012

Probability, Control and Finance: A Conference in Honor of Ioannis Karatzas, Columbia University, New York, NY, June 7, 2012

Conference in Economic Theory in Honor of Jerry Green, Tel Aviv University, Tel Aviv, Israel, June 13-15, 2012

Bulgarian National Bank Conference, Sofia, Bulgaria, July 5-6, 2012

CRETE, Milos, Greece, July 11-15, 2012

Moderator for Navigating the Leverage Cycle, Inaugural BNY Mellon Global Capital Market Symposium, New York, NY, July 17, 2012

Office of Financial Reform's Inaugural Workshop, U.S. Department of Treasury, Washington, DC, August 2, 2012

Panelist for a Santa Fe Institute Workshop, Combining Information Theory and Game Theory, Santa

Fe, NM, August 13 - 16, 2012

JP Morgan Fellows Program, Organization Department of the CCP (China), The Leverage Cycle:

Cause and Cure for the Current Crisis, New Haven, CT, August 21, 2012

WEF-Young Global Leaders Event, State of the Global Economy and Economic Governance, New

Haven, CT, October 8, 2012

Panel Speaker, Yale Economics Panel, The Economy and The Election-The Macroeconomy, Yale

Law School, New Haven, CT, November 1, 2012

The 65th Annual General Meeting of the Hale Foundation, New York, NY, November 7, 2012

Research Conference at the Central Bank of Chile, Santiago, Chile, November 15-16, 2012
Research Papers Presented: January 2011 - December 2011

SWET Conference, San Luis Obisbo, CA, February 26-27, 2011

Stanford Reading Group, Monica Piazzesi, Martin Schneider, February 2011

Working Group on Economic Policy, Hoover Institution, Stanford University, February 18, 2011

SIEPR Economic Summit, Stanford University, March 11, 2011

Brown Bag Lunch, Stanford Graduate School of Business, March 2011

Memorial for Lionel McKenzie, University of Rochester, March 28, 2011

Symposium on the Subprime Crisis, Yale Law School, April 1, 2011



Yale Economists and the Crisis Panel, Economics Alumni Conference, Yale University, April 9, 2011

Princeton Theory Group, Princeton, NJ, April 14, 2011

Alternative Investments, Hedge Fund of Stewart Greenfield & David Storrs, Southport, CT, April 27, 2011

7th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 29 - May 1, 2011

2nd Annual CAIA (Chartered Alternative Investment Analyst Assoc), Global Arc, London, UK, May 11, 2011

Keynote address, 15th International Conference on Macroeconomic Analysis and

International Finance, University of Crete, Rethymno, Greece, May 27, 2011

Graduation Speech, University of Athens Economics and Business, June 1, 2011

75th 22nd Jerusalem Summer School in Economic Theory, The Hebrew University, Jerusalem, June 23, 2011

Anniversary of Keynes General Theory, University of Cambridge, UK, June 20-22, 2011

CRETE, Milos Greece, July 8-13, 2011

Strategic Investment Group, Washington, DC, September 14, 2011

Panel Discussion with President Richard Levin, Yale Law School, October 13, 2011

9th Annual GAAI (Global Absolute Return Congress), Boston, MA, October 18, 2011

The Forum on Young Global Leaders, World Economic Forum, Jackson Institute for Global Affairs, Yale University, October 24, 2011

Annual Business Network and Board of Trustees Symposium, Santa Fe Institute, Santa Fe, NM,

November 5, 2011

Yale Company of Scholars Lecture Series, Yale University, November 15, 2011

The Macroprudential Toolkit: Measurement and Analysis, The Office of Financial Research

Washington, DC, December 2, 2011

Workshop on Asset Prices and the Business Cycle, CREI, Universitat Pompeu Fabra, Barcelona,

Spain, December 15-16, 2011


Research Papers Presented: January 2010 - December 2010

ASSA Conference, Atlanta, GA, January 3-5, 2010

Finance Macro Conference, Columbia, February 19, 2010

Financial Crisis Inquiry Commission Testimony, Washington, DC, February 27-28, 2010

Finance Seminar at Kellogg SOM, Northwestern, April 7, 2010

Economics Department, Chicago, April 8, 2010

Economics Department, Wisconsin, April 9, 2010

NBER Securitization Working Group, Chicago, April 24, 2010

SFI Science Board Symposium, Santa Fe, April 29-May 1, 2010

Peter Diamond Seminar, Boston Fed, May 1, 2010

Testified at House of Representatives Finance Committee, Washington, DC, May 5, 2010

Yale Club of San Diego, May 18, 2010

University of California at San Diego, Economics Department, May 19, 2010

University of California at Los Angeles, Economics Department, May 20, 2010

George Washington University-IMF conference on Financial Regulation, Washington, May 26, 2010

Committee to Establish a National Finance Institute Symposium in Washington DC, June 21, 2010

Agent-Based Modeling of Economy Workshop, Airlie Center, Warrenton, VA, June 27-30, 2010

Tinos, Greece, July 7-11, 2010




Research Papers Presented: January 2009 - December 2009

Yale Law School, February 13, 2009

Yale Law School, February 17, 2009

Federal Reserve Bank of New York, keynote speaker, February 19-20, 2009

UMinnesota, March 9, 2009

Testified House Subcommittee on Housing March 19, 2009

Bewley conference, Austin Texas, April 3-4, 2009

New York Fed Liquidity conference, April 7, 2009

NBER Macro-annual conference, Cambridge, MA, April 10-11, 2009

Yale President Levin conference on financial crisis, April 14, 2009

Cowles-Caress conference at Yale University, April 17-19, 2009

Columbia Business School lunch seminar, April 21, 2009

Tobin conference, Jacksonville, April 24, 2009

New York Fed workshop, May 7, 2009

Hopkins Speech in honor of distinguished alum Harold Koh, May 8, 2009

Stanford Business School, May 27, 2009

Seoul, Korea, Bank of Korea, June 2-3, 2009

Conference in honor of Andreu Mas-Colell, Barcelona, June 4, 2009

Plenary presentation at summer Econometric society meetings, Boston, June 2009

New Haven, Yale 50th reunion class panel, June 6, 2009

Ischia, Italy, SAET, June 26, 2009

Tinos, Greece, CRETE, July 10, 2009

New York, World Economic Forum, July 16, 2009

Boston, NBER conference on aging, July 22, 2009

Boston, Tobin project, July 23, 2009

Cornell/Penn State Conference, Cornell University, September 26-27, 2009

Systemic Risk Initiative, Santa Fe Institute, New York, October 15-16, 2009

Sloan Foundation 75th Anniversary Symposium, New York, October 19, 2009

XXI International Conference of the “Giordano Dell’Amore” Observatory, Milan Italy,

November 6-7, 2009

Santa Fe Institute, November 12-15, 2009

Federal Reserve Bank of New York, November 20, 2009

Research Dept of IMF, Washington, DC, November 23-25, 2009

Financial Crisis Conference, Michigan, December 4, 2009

Round Table, Federal Reserve, December 11, 2009

Black Rock, New York, December 14, 2009


Research Papers Presented: January 2008 - December 2008

Yale Theory Workshop March, 2008

Yale Theory Workshop April, 2008

National Press Club Washington conference in honor of Peter Diamond’s George Ball award at NASI, May 29, 2008

Hebrew University, June-July 2008, three talks in honor of Kenneth Arrow

Naxos, Greece, July 2008

Santa Fe Institute, July 2008

Legg Mason, September 2008

Santa Fe retreat September 2008

Board of Governors, Federal Reserve in Washington, October 3, 2008

Congressional Budget Office, November 2008

MIT Department of Economics, December 2008, 1

MIT Department of Economics, December 2008, 2
Research Papers Presented: January 2007 - December 2007

The Dissenters, New Haven, February 2007

Conference on Measuring and Managing Federal Financial Risk, Northwestern University, February 2007

University of Kyoto, Japan, March 2007

The Club, New Haven, March 2007

Kyoto University, Kyoto Japan, March 2007

Naxos, Greece, July 2007

University of Singapore, Singapore, August 2007

Philadelphia Federal Reserve Bank, November 2007

New York Federal Reserve Bank, December 2007

Cowles Lunch talk, December 2007

Yale dinner talk at the Club, February 2007


Research Papers Presented: January 2006 - December 2006

Hopkins School Distinguished Alumnus Address, New Haven, May 2006

Fifth Greek Conference on Research in Economic Theory and Econometrics, Rethymnon, Crete, July 2006

SUNY (State University of New York), Universal Game Theory Jamboree in honor of Robert Aumann, July 2006

Society of Actuaries Conference on Retirement Spending, National Press Club, Washington DC, August 2006

NBER Conference on Social Security, Woodstock Vermont, October 2006

IMPA, Rio de Janeiro Brazil, December 2006

Research Papers Presented: January 2005 - December 2005

University of Pennsylvania, April 2005

Guest Speaker, 2005 Lehman Brothers Liquid Markets Forum, April 2005

University of Illinois (2 talks), May 2005

Princeton University, May 2005

Santa Fe Institute, July 2005

Economic Theory Keynote Lecture, Fourth Conference on Research on Economic Theory and Econometrics, Syros, Greece, July 2005
Research Papers Presented: January 2004 - December 2004

Bank of England, March 2004

Oxford University, March 2004

Brookings Panel on Economic Activity, March 2004

Whitney Humanities Center, April 2004

NBER Conference on Asset Pricing, (University of Chicago) April 2004

GAIM, Guest Economist of the Year, Lausanne, Switzerland (2 talks), June 2004

Oxford University, June 2004

International Monetary Fund, June 2004

American Economic Association Meeting, Brown University, June 2004

SUNY, Stony Brook, Invited Speaker, 15th Annual Game Theory Conference, July 2004

Roy Seminar, Paris, November 2004

University of Mannheim, November 2004

University of Bonn, November 2004

University of Athens, December 2004

Université Paris 1 Panthéon-Sorbonne (Visiting Professor) (3 talks), Fall 2004


Research Papers Presented: September 2002 - August 2003

Cowles Foundation Lunch Talk, September 2002

MathTable, Undergraduate Mathematics Colloquium, Harvard University, November 2002

Invited Speaker, Conference on Game Theory and Its Applications, Mumbai, India, January 2003

Stanford University, April, 2003

University of Chicago, April 2003


Research Papers Presented: September 2001 - August 2002

Cowles Foundation Lunch Talk, Yale University, October 2001

Conference in Honor of William Brainard, October 2001

Microeconomic Theory Workshop, Yale University, November 2001

Santa Fe Institute, November 2001

Women's Club of New Haven, Saybrook College, Yale University, February 2002

Columbia University, Macroeconomic Seminar, February 2002

Cowles Conference on Applied General Equilibrium, Yale University, April 2002

Lehman Brothers Sixth Global Fixed Income Capital Markets Workshop, Aspen, CO, July 2002

International Conference on Game Theory, SUNY, Stony Brook, NY, July 2002


Research Papers Presented: September 2000 - August 2001

Economics Department, Columbia University, November 2000

Capital Markets Workshop, London School of Economics, November 2000

Harvard Club of New York, November 2000

Cowles Foundation Conference on Incomplete Markets and Strategic Market Games, April 2001

Economics Department, Boston University, May 2001

Colin Clark Lecture, Australasian Meeting of Econometric Society, Auckland, New Zealand, July 2001

State University of New York, Stony Brook, July 2001

Santa Fe Institute, August 2001
Research Papers Presented: September 1999 - August 2000

Federal Reserve Bank of New York, September 1999

Standard & Poor’s, Fitch’s, and Moody’s, New York, October 1999

Harvard/MIT Theory Workshop, Harvard University, November 1999

Santa Fe Institute Trustees Symposium, November 1999

General Equilibrium Conference, New York University, April 2000

College of Santa Fe, June 2000

Eleventh Stony Brook Festival on Game Theory, invited address, SUNY, Stony Brook, July 2000

Lehman Brothers, Fourth Global Bond Conference, Chateau Whistler Resort, British Columbia, August 2000

Eighth World Congress Meetings, Econometric Society, invited address, Seattle, August 2000


Research Papers Presented: January 1999 - August 1999

International Association of Financial Engineers, February 1999

Academia, Venice, Italy, June 1999

Fourth Annual Economics Theory Conference, Rhodes, Greece, June 1999

Department of Economics, University of Siena, Pontignano, Italy, July 1999

Idea Channel, Palmer R. Chitester Fund, 1999 (video with James Tobin)

IAFE Symposium, New York, NY
Research Papers Presented: January 1998 - December 1998

National Academy of Social Insurance Tenth Annual Conference, Washington, DC

Outside Review Committee, Economics Department, New York University

Lehman Brothers Third Global Fixed-Income/Capital Market Workshop/Retreat, Sintra, Portugal

Seminar, Wharton School, University of Pennsylvania
Research Papers Presented: September 1996 - December 1997

The Wharton School, Rodney L. White Center for Financial Research, 1997

Washington University at St. Louis, 1997

Iowa State University, 1997

Princeton University, 1997

NBER Conference on General Equilibrium, 1997

CORE European Workshop on General Equilibrium, 1997

University of Venice, 1997

Victor Rothschild Memorial Symposia, Institute for Advanced Studies at the Hebrew University of Jerusalem, 1997

Yale Alumni, 1997

Southern Connecticut State University, 1997

Yunch Unlimited, 1997


Research Papers Presented: September 1995 - August 1996

NBER Conference on Derivatives, University of Chicago, September 1995

IMPA, Rio de Janeiro. Brazil, November 1995

Instituto Tecnologico Autonomo de Mexico, Mexico City, December 1995

First Boston, New York, January 1996

MIT, Luncheon Theory Seminar, January 1996

MIT, Luncheon Theory Seminar, February 1996

European Society of Economic Theory, Venice, Italy, June 1996

Stanford University, SITE Workshop, July 1996

Research Papers Presented: September 1994 - August 1995

Columbia University, Department of Philosophy, Colloquium on the History of Science and Philosophy, March 1995

Harvard University-MIT Theory Workshop, March 1995

NBER Conference on General Equilibrium, University of Chicago, April 1995

CORE, University of Louvain-la-Neuve, May 1995

New York Metro INFORMS, the Penn Club, June 1995

SUNY, Stony Brook Conference, July 1995

Santa Fe Institute, Santa Fe, August 1995


Research Papers Presented: September 1993 - August 1994

New York University Department, October 1993

University of Pennsylvania, Economics Department, November 1993

SUNY, Stony Brook Economics Department, December 1993

Stanford University-University of California, Berkeley, joint symposium, January 1994

University of California, Los Angeles, Economics Department, January 1995

Northwestern University, MEDS, March 1994

University of Athens Business School, April 1994

KEPE, Greek Council of Economic Advisors, Athens, April 1994

University of Thessalonica, Salonika, Greece, April 1994


Research Papers Presented: September 1991 - August 1992

Santa Fe Institute, September 1991

University of Chicago, December 1991

University of California, Los Angeles, March 1992

Atlanta Federal Reserve Bank, April 1992

Washington D.C. Conference on Coordination, April 1992

Santa Fe Institute Conference, Conference on Biology and Economics, April 1992

SUNY, Albany, May 1992

CORE, Louvain-la-Neuve, Belgium, May-June 1992

Hebrew University, Jerusalem, June 1992

SUNY, Stony Brook Conference, July 1992
Research Papers Presented: September 1989 - August 1990

Carnegie-Mellon University, October 1989

University of Illinois, October, 1989

University of California, Berkeley, November 1989

New York University, November 1989

Allied Social Science Association Meetings, Atlanta, December, 1989

Harvard University, March 1990

IBM-Asilomar Conference Center, Symposium on Theoretical Aspects about Reasoning about Knowledge, Monterey, California, March 1990

Columbia University, April 1990
Research Papers Presented: September 1988 - August 1989

University of Bologna, (Value and Capital Fifty Years Later Conference), September 1988

Princeton University, September 1988

University of Michigan, October 1988

Tulane University, January 1989

Massachusetts Institute of Technology, March 1989

Santa Fe Institute, June 1989

Stanford University (IMSSS), August 1989



Research Papers Presented: September 1987 - August 1988

Indira Gandhi Institute for Economic Development, Bombay, December 1987

Indian Statistical Institute, New Delhi, December 1987

KEPE, Athens, May 1988

University of Bonn, June 1988

Ohio State University, Columbus, July 1988


Research Papers Presented: January 1987 - August 1987

Stanford University, May 1987

University of Pennsylvania, March 1987

Cambridge University, May 1987

Université Catholique de Louvain, Louvain-la-Neuve, June 1987

Autonomous University of Barcelona, June 1987

Stanford University, (IMSSS), July-August 1987
Research Papers Presented: January 1986 - December 1986

University of California, Berkeley, January 1986

University of California, Los Angeles, February 1986

Massachusetts Institute of Technology, April 1986

Cambridge University, May 1986

London School of Economics, May 1986

Université Catholique de Louvain-la-Neuve, May 1986

Stanford University, November 1986


Research Papers Presented: September 1984 - August 1985

Hebrew University, Jerusalem, March 1985

NBER Conference on Mathematical Economics, Cambridge, Massachusetts, May 1985

International Conference on Nonlinear Economic Dynamics, Paris, June 1985

Stanford University (IMSSS), August 1984
Research Papers Presented: September 1983 - August 1984

University of California, Berkeley, November 1983

University of Minnesota, February 1984

University of Pennsylvania, March 1984

Northwestern University, April 1984

University of Chicago, April 1984

Princeton University, April 1984

Stanford University (Econometric Society Summer Session), June 1984

Stanford University (IMSSS), July 1984

University of California, Berkeley, August 1984

Stanford University (IMSSS), August 1984
Research Papers Presented: September 1982 - June 1983

Harvard University, November 1982

Boston University, November 1982

University of Pennsylvania, March 1983

Princeton University, February 1983

Columbia University, February 1983

University of Pennsylvania, February 1983

University of Minnesota, February 1983

University of California, Berkeley, March 1983

Stanford Graduate School of Business, March 1983

University of Alaska, Anchorage, March 1983

Stanford Graduate School of Business May 1983



Research Papers Presented: September 1981 - June 1982

Cowles Foundation, Yale University, October 1981

Columbia University, November 1981

University of Pennsylvania, January 1982

Harvard University, February 1982

Princeton University, March 1982

NBER Conference on Mathematical Economics, Northwestern University, March 1982

Chicago University, April 1982

NBER Conference on Time and Uncertainty, Northwestern University, April 1982

Game Theory Conference, Yale University, May 1982


Research Papers Presented: July 1980 - September 1981

Institute for Mathematical Studies in the Social Sciences, Stanford University, July-August 1980

Symposium on Information and Uncertainty, October 1980, Kellogg School of Management, Northwestern University

Symposium on Mathematical Economics, University of California at Berkeley, January 1981.

Symposium on Transactions Costs, University of Pennsylvania, May 1981

National Bureau of Economic Research Symposium on Implicit Contracts, Princeton workshops in Mathematical Analysis, March 1981.



Publications
1. “On the Disaggregation of Excess Demand Functions” (with H. Polemarchakis), Econometrica (1980), 48(3): 315-331.

Cowles Foundation Discussion Paper No. 642

Cowles Foundation Paper No. 1575
2. “Incomplete Insurance and Absolute Risk Aversion” (with T. Ito and H. Imai), Economic Letters (1981), 8(2): 107-112.

Cowles Foundation Paper No. 544


3. “We Can’t Disagree Forever” (with H. Polemarchakis), Journal of Economic Theory (1982), 28(1): 192-200.

Cowles Foundation Discussion Paper No. 639 (1982)

Cowles Foundation Paper No. 552
4. “Don’t Bet On It: Contingent Agreements with Asymmetric Information” (with J. Sebenius), Journal of American Statistical Association (1983), 78(382): 224-226.

Cowles Foundation Discussion Paper No. 641 (1982)

Cowles Foundation Paper No. 572
5. “A Geometric Explanation of the Transfer Paradox in a Stable Economy” (with G. Heal), Journal of Development Economics (1983), 13(1-2): 223-226.

Cowles Foundation Discussion Paper No. 651 (1982)

Cowles Foundation Paper No. 577

6. “Utility Functions for Debreu’s Excess Demands” Journal of Mathematical Economics (1984),

13(1): 1-9.

Cowles Foundation Discussion Paper No. 643 (1982)

Cowles Foundation Paper No. 600
7. “Intertemporally Separable Overlapping Generations Economies” (with H. Polemarchakis), Journal of Economic Theory (1984), 34(2): 207-215.

Cowles Foundation Discussion Paper No. 677 (1984)

Cowles Foundation Paper No. 606
8. “Holding Idle Capacity to Deter Entry” (with J. Bulow and P. Klemperer), Economic Journal

(1985), 95(377): 178-82.

Cowles Foundation Paper No. 609
9. “Multimarket Oligopoly: Strategic Substitutes and Complements” (with J. Bulow and P. Klemperer), Journal of Political Economy (1985), 93(3): 488-511.

Cowles Foundation Discussion Paper No. 674, 1984 entitled “Multimarket Oligopoly”

Cowles Foundation Paper No. 620
10. “Existence, Regularity, and Constrained Suboptimality of Competitive Allocations when the Asset Market is Incomplete” (with H. Polemarchakis), in Essays in Honor of Kenneth Arrow, Cambridge University Press, edited by W. Heller, R. Starr, and D. Starrett, (1986), Vol. 3, pp. 65-95.

Cowles Foundation Discussion Paper No. 764 (1985)

Cowles Foundation Paper No. 652
11. “Walrasian Indeterminacy and Keynesian Macroeconomics” (with H. Polemarchakis), Review of Economic Studies (1986), 53(5): 755-779.

Cowles Foundation Discussion Paper No. 778 (1985)

Cowles Foundation Paper No. 1120
12. “The Revelation of Information in Strategic Market Games: A Critique of Rational Expectations Equilibrium” (with P. Dubey and M. Shubik), Journal of Mathematical Economics (1987), 16(2): 105-138.

Cowles Foundation Discussion Paper No. 634R (1982)

Cowles Foundation Paper No. 686
13. “The Arrow-Debreu Model of General Equilibrium,” in J. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Money and Finance, Macmillan Press, London, 1992, , pp. 59-68. Also appeared in J. Eatwell, M. Milgate, and P. Newman, eds., The New Palgrave Dictionary of Economics, Macmillan Press, London, 1987, Vol. 1, pp. 116-124.

Cowles Foundation Paper No. 1090


14. “The Overlapping Generations Model of General Equilibrium,” in J. Eatwell, M. Milgate, and P. Newman, eds, The New Palgrave Dictionary of Economics, Macmillan Press, London, 1987, , Vol. 3, pp. 767-779.

Cowles Foundation Discussion Paper No. 1663

Cowles Foundation Paper No. 1275

15. “Real Indeterminacy with Financial Assets” (with A. Mas-Colell), Journal of Economic Theory (1989), 47(1): 22-38.

Cowles Foundation Discussion Paper No. 770R (1985)

Cowles Foundation Paper No. 721


16. “Psychological Games and Sequential Rationality” (with D. Pearce and E. Stacchetti), Games and Economic Behavior (1989), 1(1): 60-80.

Cowles Foundation Paper No. 726


17. “Solving Systems of Simultaneous Equations in Economics” (with W. Shafer), Journal of Mathematical Economics (1990), 19(1): 69-93.

Cowles Foundation Discussion Paper No. 902 (1989)

Cowles Foundation Paper No. 749
18. “An Introduction to General Equilibrium with Incomplete Asset Markets” Journal of Mathematical Economics (1990), 19(1-2): 1-38.

Cowles Foundation Discussion Paper No. 919 (1989)

Cowles Foundation Paper No. 750
19. “Generic Inefficiency of Stock Market Equilibrium When Markets are Incomplete” (with M. Magill, M. Quinzii, and J. Dreze), Journal of Mathematical Economics (1990), 19(1): 113-151.

Cowles Foundation Discussion Paper No. 863 (1988)

Cowles Foundation Paper No. 751
20. “Observability and Optimality” (with H. Polemarchakis), Journal of Mathematical Economics (1990), 19(1): 153-165.

Cowles Foundation Discussion Paper No. 901 (1989)

Cowles Foundation Paper No. 752
21. “Game Theory without Partitions and Applications to Speculation and Consensus” accepted for publication in Journal of Economic Theory.

Cowles Foundation Discussion Paper No. 914 (1989)


22. “The Capital Asset Pricing Model as a General Equilibrium with Incomplete Asset Markets” (with M. Shubik), Geneva Papers on Risk and Insurance Theory, (1990), 15(1): 55-71.

Cowles Foundation Discussion Paper No. 913 (1989)

Cowles Foundation Paper No. 759
23. “Common Knowledge of an Aggregate of Expectations” (with A. Brandenburger, R. McKelvey, L. Nielson, and T. Page), (1990), Econometrica, 58(5): 1235-1239.

Cowles Foundation Paper No. 1576


24. “General Equilibrium with Incomplete Markets: A Comment” in Lionel McKenzie and Stefano Zamagni, eds., Value and Capital, 50 Years Later, Macmillan, London, 1991, pp. 145-151.

Cowles Foundation Paper No. 1578

25. “A Theory of Hierarchies Based on Limited Managerial Attention” (with P. Milgrom), Journal of the Japanese and International Economies, (1991), 5(3): 205-225

Cowles Foundation Discussion Paper No. 775R (1985)

Cowles Foundation Paper No. 794
26. “Overlapping Generations” (with H. Polemarchakis), in W. Hildenbrand and Hugo Sonnenshein, eds., Handbook of Mathematical Economics, Volume IV, North Holland, Amsterdam, 1991, pp. 1899-1962.

Cowles Foundation Paper No. 1574


27. “When Seeing Further is Not Seeing Better” (with L. Gray), Bulletin of the Santa Fe Institute (1991), 6(2): 1-6.

Cowles Foundation Paper No. 797


28. “The Value of Money in a Finite-Horizon Economy: A Role for Banks” (with P. Dubey) in P. Dasgupta, D. Gale, D. Hart, and E. Maskin, eds., Economic Analysis of Markets and Games, Essays in Honor of Frank Hahn, MIT Press, Cambridge, MA, 1992, pp. 407-444.

Cowles Foundation Paper No. 901


29. “Correlated Equilibrium with Generalized Information Structures” (with A. Brandenburger and E. Dekel), Games and Economic Behavior, (1992), 4: 182-201.

Cowles Foundation Discussion Paper No. 884R (1988)

Cowles Foundation Paper No. 819
30. “The Expressive Power of the Hierarchical Approach to Modeling Knowledge and Common Knowledge” (with R. Fagin, J. Halpern, and M. Vardi), in Y. Moses, ed., Theoretical Aspects of Reasoning about Knowledge, Proceedings of the Fourth Conference, Morgan Kaufmann Publishers, San Mateo, 1992, pp. 254-315.
31. “The Power of Commitment” (with C. Chou), accepted in Journal of Economic Theory

Cowles Foundation Discussion Paper No. 885, (1988); (revised August 1995).


32. “Common Knowledge” Journal of Economic Perspectives, (1992), 6(4): 52-83.

Cowles Foundation Discussion Paper No. 1062 (1992).

Cowles Foundation Paper No. 828
33. “Common Knowledge” in R. Aumann and S. Hart, eds., Handbook of Game Theory, Volume 2, Amsterdam: North Holland, 1994, pp. 1437-1496.

Cowles Foundation Paper No. 882


34. “Stationary Markov Equilibria” (with D. Duffie, A. McLennan, and A. Mas-Colell), Econometrica (1994), 62(4): 745-781.

Cowles Foundation Paper No. 873


35. “Promises, Promises” in W. B. Arthur, S. Durlauf, and D. Lane, eds., The Economy as an Evolving Complex System, II, Addison-Wesley, Reading MA, 1997, pp. 285-320.

Cowles Foundation Discussion Paper No. 1143 (1996)

Cowles Foundation Paper No. 1057
36. “A Note on the Economic Rationalization of Gun Control” (with V. Chaudhri), Economic Letters (January 1998), 58(1): 51-53.

Cowles Foundation Paper No. 1121


37. “Would a Privatized Social Security System Really Pay a Higher Rate of Return?” (with O. Mitchell and S. Zeldes), in R. D. Arnold, M. Graetz, and A. Munnell, eds., Framing the Social Security Debate. Values, Economics, and Politics, National Academy of Social Insurance, 1998, pp. 137-157.

Reprinted in S. H. Altman and D. I. Shactman, eds., Policies for An Aging Society, as “Private Accounts, Prefunding, and Equity Investment under Social Security,” The Johns Hopkins University Press, Boston and London, 2002, pp. 266-292.

Cowles Foundation Discussion Paper No. 1194 (1998)

Cowles Foundation Paper No. 1002


38. “The Hierarchical Approach to Modeling Knowledge and Common Knowledge” (with R. Fagin, J.Y. Halpern, M. Y. Vardi), International Journal of Game Theory (1999), 28 (3): 331-365.

Cowles Foundation Discussion Paper No. 1213 (1999)

Cowles Foundation Paper No. 984

39. “Social Security Money’s Worth” (with O. Mitchell and S. Zeldes), in O. Mitchell, R. Myers, and H. Young, eds., Prospects for Social Security Reform, Pension Research Council, The Wharton School, University of Pennsylvania Press, Philadelphia, 1999, pp. 79-151.

Reprinted by the Pension Research Council, Wharton School, University of Pennsylvania, 2000.

Cowles Foundation Discussion Paper No. 1193 (1998)

Cowles Foundation Paper No. 1005
40. “A Strategic Market Game with Active Bankruptcy” (with I. Karatzas, M. Shubik and W. Sudderth), Journal of Mathematical Economics (2000), 34(3): 359-396.

Cowles Foundation Discussion Paper No. 1183 (1998)

Cowles Foundation Paper No. 1008
41. “Savings and Portfolio Choice in a Two-Period, Two-Asset Economy” (with Saku Aura and Peter Diamond.), American Economic Review (2002), 92(4): 1185-1191.

Cowles Foundation Discussion Paper No. 1268 (2000).

Cowles Foundation Paper No. 1078.
42. “Competitive Pooling: Rothschild-Stiglitz Reconsidered” (with Pradeep Dubey), Quarterly Journal of Economics (2002), 117(4): 1529-1570.

Cowles Foundation Discussion Paper No. 1346RR (2002). Previous versions appeared as Cowles Foundation Discussion Paper No. 1346R (December 2001) and Cowles Foundation Discussion Paper No. 1305 “Signalling and Default: Rothschild and Stiglitz Reconsidered” (May 2001).

Cowles Foundation Paper No. 1048
43. “International Finance in General Equilibrium” (with D. Tsomocos), Research in Economics, (2002), 56(1): 85-142.

Cowles Foundation Discussion Paper No. 1313 (2001). Previous version was entitled “International Finance and International Trade: An Integrated General Equilibrium Model” (1993) (revised 1996).

Cowles Foundation Discussion Paper No. 1313 (2001)

Cowles Foundation Paper No. 1082.

44. “Liquidity, Default, and Crashes, Endogenous Contracts in General Equilibrium,” in M. Dewabtripont, L. P. Hansen, and S. J. Turnovsky, eds., Advances in Economics and Econometrics: Theory and Applications, Eighth World Conference, Volume II, Econometric Society Monographs, 2003, pp. 170-205.

Cowles Foundation Discussion Paper No. 1316RR (2002). Previous versions appeared as Cowles Foundation Discussion Paper No. 1316R and 1316 (2001).

Cowles Foundation Paper No. 1074

45. “Inside and Outside Fiat Money, Gains to Trade, and IS-LM” (with Pradeep Dubey), Economic Theory, (2003), 21(2-3): 347-397.

Cowles Foundation Discussion Paper No.1257R (2001). reviously appeared as

“Inside and Outside Money, Gains to Trade, and IS-LM,”

Cowles Foundation Discussion Paper No. 1257 (2000).

Cowles Foundation Paper No. 1052.

46. “Nash and Walras Equilibrium via Brouwer” Economic Theory (2003), 21(2-3): 585-603.

Cowles Foundation Discussion Paper No. 1131R3 (2002).

Previous versions appeared as Cowles Foundation Discussion Paper No.1131R2 (2001), Cowles Foundation Paper No. 1131R1 (2001) and Cowles Foundation Paper No. 1131 (1996).

Cowles Foundation Paper No. 1058


47. “From Nash to Walras via Shapley-Shubik” (with P. Dubey), Journal of Mathematical Economics (2003), 39: 391-400.

Cowles Foundation Discussion Paper No. 1360 (2002).

Cowles Foundation Paper No. 1065
48. “Is Gold An Efficient Store of Value?” (with P. Dubey and M. Shubik), Economic Theory (2003), 21(4): 767-782.

Cowles Foundation Discussion Paper No. 1031R (2002).

Previous version appeared as Cowles Foundation Paper No. 1031 (1992).

Cowles Foundation Paper No. 1084


49. “Monetary Equilibrium with Missing Markets” (with P. Dubey), Journal of Mathematical Economics (2003), 39: 585-618.

Cowles Foundation Discussion Paper No. 1389 (2003)

Cowles Foundation Paper No. 1063
50. “Social Security Investment in Equities” (with Peter Diamond), American Economic Review (September 2003), 93(4): 1047-1074.

Reprint in R. Brooks and A. Razin, eds., Social Security Reform: Financial and Political Issues in International Perspectives, Cambridge University Press.

Cowles Foundation Paper No. 1314R (2002)

Previous versions appeared as Cowles Discussion Paper No. 1314 (2001) entitled “Social Security Investment in Equities I: Linear Case” and as Cowles Foundation Discussion Paper No. 1259 (2000) entitled “Social Security Investment in Equities in an Economy with Short-Term Production and Land.”

Cowles Foundation Discussion Paper No. 1314R (2003).

Cowles Foundation Paper No. 1070


51. “Demography and the Long-Run Predictability of the Stock Market” (with M. Magill and M. Quinzii), Brookings Papers on Economic Activities, 1:2004: 241-325.

Cowles Foundation Discussion Paper No. 1380, August 2002,

Cowles Foundation Discussion Paper No. 1380R, July 2004.

Cowles Foundation Paper No. 1099


52. “Default and Punishment in General Equilibrium” (with Pradeep Dubey and Martin Shubik),

Econometrica (2005), 73(1): 1-37.

Previous versions appeared as “Default and Punishment in General Equilibrium,” Cowles Foundation Discussion Paper No. 1304RR (2002), “Default and Punishment,” Cowles Foundation Discussion Paper No. 1304R (revised 2002) and Cowles Foundation Discussion Paper No. 1304 (2001). Cowles Foundation Discussion Paper No. 1304RRR (2003) Cowles Foundation Paper No. 1108

Also appeared as “Default in a General Equilibrium Model with Incomplete Markets” (with P. Dubey and M. Shubik), Cowles Foundation Discussion Paper No. 1247 (2000); and “Default and Efficiency in General Equilibrium with Incomplete Markets.” Cowles

Foundation Discussion Paper No. 879R (1989) and Cowles Foundation Paper No. 879 (1988).


53. “Three Brief Proofs of Arrow’s Impossibility Theorem,” Economic Theory (2005), 26(1): 211-215.

Cowles Foundation Discussion Paper No. 1123R3 (2001). Previous versions appeared as Cowles Foundation Discussion Paper No. 1123RR (2000) and Cowles Foundation Discussion Paper No. 1123R (1996).

Cowles Foundation Paper No. 1116 (2005)
54. “Celebrating Irving Fisher: The Legacy of a Great Economist,” Introduction to Celebrating Irving Fisher: The Legacy of a Great Economist (2005) (R. Dimand and J. Geanakoplos (eds.)), American Journal of Economics and Sociology (2005), 64(1): 3-18 and Blackwell Publishing: Oxford.

Cowles Foundation Paper No. 1198


55. “The Ideal Inflation Indexed Bond and Irving Fisher’s Theory of Interest with Overlapping Generations” in R. Dimand and J. Geanakoplos, eds., Celebrating Irving Fisher: The Legacy of a Great Economist, (2005), American Journal of Economics and Sociology, 64(1): 257-305 and Blackwell Publishing: Oxford.

Cowles Foundation Discussion Paper No. 1429

Cowles Foundation Paper No. 1111 (2005)
56. “Determinacy with Nominal Assets and Outside Money” (with P. Dubey), Economic Theory (2006) 27(1): 79-106.

Cowles Foundation Discussion Paper No. 1427 (2003).

Cowles Foundation Discussion Paper No. 1427R (2004)

Cowles Foundation Paper No. 1199


57. “The Inflationary Bias of Real Uncertainty and the Harmonic Fisher Equation” (with I. Karatzas, M. Shubik, W. D. Sudderth),” Economic Theory (2006), 28(3): 481-512.

Cowles Foundation Discussion Paper No. 1424 (2003)

Previous version appeared as “Inflationary Bias in a Simple Stochastic Economy,” Cowles Foundation Discussion Paper No. 1333 (2001).

Cowles Foundation Paper No. 1201


58. “Money and Production, and Liquidity Trap” (with P. Dubey), “International Journal of Economic Theory (2006), 2(3-4): 295-317.

Cowles Foundation Discussion Paper No. 1574 (2006)

Cowles Foundation Paper No. 1200 (2007)

59. “Pareto Improving Taxes” (with H. Polemarchakis), Journal of Mathematical Economics (2007), 44(7-8): 682-696.

Cowles Foundation Discussion Paper No. 1576 (2006)

Cowles Foundation Discussion Paper No. 1662 (2008)

Cowles Foundation Paper No. 1235
60. “Collateral Restrictions and Liquidity Under-Supply: A Simple Model” (with A. Fostel), Economic Theory (2008), 35: 441-467.

Previously “Non-Monotonic Liquidity Under-Supply” Cowles Foundation Discussion Paper No. 1468 (2004)

Cowles Foundation Discussion Paper No. 1468R (2006)

Cowles Foundation Paper No. 1236

61. “Leverage Cycles and the Anxious Economy” (with A. Fostel), American Economic Review (2008), 98(4): 1211-1244 (lead article).

Cowles Foundation Discussion Paper No. 1646 (2008)

Cowles Foundation Paper No. 1233
62. “Overlapping Generations Model of General Equilibrium,” in S. N. Durlauf and L. E. Blume, eds., The New Palgrave Dictionary of Economics, 2d ed., Palgrave Macmillan, (2008).

Cowles Foundation Discussion Paper No. 1663 (2008)

Cowles Foundation Paper No. 1275
63. “The Virtues and Vices of Equilibrium and the Future of Financial Economics” (with J. Doyne Farmer), Complexity (January/February 2009), 14(3): 11-38.

Cowles Foundation Discussion Paper No. 1647 (2008)

Cowles Foundation Paper No. 1274
64. “Reforming Social Security with Progressive Personal Accounts” (with Stephen Zeldes), in J. R. Brown, J. B. Liebman, and D. A. Wise, eds., Social Security Policy in a Changing Environment, National Bureau of Economic Research, University of Chicago Press, Chicago, 2009, pp 73-121. Cowles Foundation Discussion Paper 1664 (2008)

Cowles Foundation Paper 1276


65. “Grading Exams: 100, 99,…,1 or A, B, C? Incentives in Games of Status” (with P. Dubey), Games and Economic Behavior (2010), 69(1): 72-94.

Cowles Foundation Discussion Paper No. 1467 (2004)

Cowles Foundation Discussion Paper No. 1544 (2005)

Cowles Foundation Discussion Paper No. 1544R (2005)

Cowles Foundation Discussion Paper No. 1710 (2009)

Cowles Foundation Paper No. 1302


66. “Credit Cards and Inflation” (with Pradeep Dubey) Games and Economic Behavior (November 2010), 70(2): 325-353.

Cowles Foundation Discussion Paper No. 1709 (June 2009)

Cowles Foundation Paper No. 1330
67. “Market Valuation of Accrued Social Security Benefits” (with Stephen P. Zeldes) in Deborah Lucas, ed., Measuring and Managing Federal Financial Risk, University of Chicago Press (2010), pp. 213-233.

Cowles Foundation Discussion Paper No. 1711 (June 2009)

Cowles Foundation Paper No. 1303
68. “The Leverage Cycle” in D. Acemoglu, K. Rogoff, and M. Woodford, eds., NBER Macro­economics Annual 2009, Vol. 24, University of Chicago Press, Chicago (2010), pp. 1-65.

Cowles Foundation Discussion Paper No. 1715 (July 2009)

Cowles Foundation Discussion Paper No. 1715R (January 2010)

Cowles Foundation Paper No. 1304


69. “Solving the Present Crisis and Managing the Leverage Cycle” Federal Reserve Bank of New York Economic Policy Review (August 2010): 101-131.

Cowles Foundation Discussion Paper No. 1751 (January 2010)

Cowles Foundation Paper No. 1305

70. “Managing the Leverage Cycle: A Brief Talk in Milan with Questions and Answers” Dopo la Crisi: Conseguenze Economiche, Finanziarie e Sociali, Centro Nazionale di Prevenzione e Difesa Sociale (2010).

Cowles Foundation Paper No. 1306.
71. “Incorporating Financial Features into Macroeconomics: Discussion” Macroeconomic Challenges: The Decade Ahead. Jackson Hole, Federal Reserve Bank of Kansas City Economic Policy Symposium (2011).

Cowles Foundation Paper No. 1331


72. "What’s Missing from Macroeconomics: Endogenous Leverage and Default,” M, Jarocinski, F, Smets, and C, Thimann, eds., Approaches to Monetary Policy Revisited — Lesson from the Crisis, Sixth ECB Central Banking Conference 18-19 November 2010 (2011), European Central Bank, pp. 220-238.

Cowles Foundation Paper No. 1332

73. “Markets and Contracts” (with A. Bisin, P. Gottardi, E. Minelli, and H. Polemarchakis), Journal of Mathematical Economics (May 2011), 47(3): 279-288.

Cowles Foundation Paper No. 1342.


74. “Why Does Bad News Increase Volatility and Decrease Leverage” (with A. Fostel), Journal of Economic Theory (March 2012), 147(2): 501-525.

Cowles Foundation Discussion Paper No. 1762 (July 2010)

Cowles Foundation Discussion Paper No. 1762 R (revised January 2011)

Cowles Foundation Discussion Paper No. 1762 RR (revised March 2012)

Cowles Foundation Paper No. 1354
75. “Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes” (with A. Fostel), American Economic Journal: Macroeconomics (2012), 4(1): 190-225.

Cowles Foundation Discussion Paper No. 1809 (July 2011)

Cowles Foundation Discussion Paper No. 1809R (January 2012)

Cowles Foundation Paper No. 1353


76. “Leverage Causes Fat Tails and Clustered Volatility” (with Stephen Thurner and J. Doyne Farmer), Quantitative Finance (May 2012), 12(5): 695-707.

Cowles Foundation Discussion Paper No. 1745 (2009)

Cowles Foundation Discussion Paper No. 1745R (revised January 2010)

Cowles Foundation Discussion Paper No. 1745RR (revised November 2011)

Cowles Foundation Paper No. 1371
77. “Getting at Systemic Risk via an Agent-Based Model of the Housing Market” (with R. Axtell,

J. Doyne Farmer, P. Howitt, B. Conlee, J. Goldstein, M. Hendrey, N. Palmer, C. Yang),



American Economic Review: Papers and Proceedings (2012), 102(3): 53-58.

Cowles Foundation Discussion Paper No. 1852 (March 2012)

Cowles Foundation Paper No. 1358
78. "Prizes vs. Wages with Envy and Pride", (with Pradeep Dubey, Ori Haimanko), Japanese Economic Review (March 2013), 64(1): 98-121.

Cowles Foundation Discussion Paper No. 1537 (October 2005)

Cowles Foundation Discussion Paper No. 1835R (revised November 2011)

Cowles Foundation Paper No. 1367


79. “Afriat from MinMax”, Economic Theory. (April 2013), 54(3): 443-448

Cowles Foundation Discussion Paper No. 1904 (August 2013)

80. "Asymptotic Behavior of a Stochastic Discount Rate" (with W. Sudderth, O. Zeitouni), Sankhya: The Indian Journal of Statistics (September 2013). Advance online publication. doi: 10.1007/s13171-013-0037-9.
81. "Monitoring Leverage" (with Lasse H. Pedersen), NBER Book: Risk Topography: Systemic Risk and Macro Modeling, (April 2014), (113-127)

Cowles Foundation Discussion Paper No. 1838 (November 2011)

Cowles Foundation Paper No. 1432
82. “Inflationary Equilibrium in a Stochastic Economy with Independent Agents” (with Ioannis Karatzas, Martin Shubik, William D. Sudderth) Journal of Mathematical Economics (May 2014), 52:1-11.



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