• 299 Citations
  • 12 h-Index
1989 …2018
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Research Output 1989 2018

  • 299 Citations
  • 12 h-Index
  • 36 Article
  • 1 Chapter
2018
2 Citations (Scopus)

Dynamic games in macroeconomics

Balbus, Ł., Reffett, K. & Woźny, Ł., Aug 12 2018, Handbook of Dynamic Game Theory. Springer International Publishing, p. 729-778 50 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Dynamic Games
Macroeconomics
Stochastic Games
Dynamic Programming
Subgame Perfect Equilibrium

Generalized Envelope Theorems: Applications to Dynamic Programming

Morand, O., Reffett, K. & Tarafdar, S., Feb 22 2018, (Accepted/In press) In : Journal of Optimization Theory and Applications. p. 1-38 38 p.

Research output: Contribution to journalArticle

Non-convexity
Dynamic programming
Value Function
Envelope
Dynamic Programming
1 Citation (Scopus)

On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty

Balbus, Ł., Reffett, K. & Woźny, Ł., Jul 1 2018, In : Journal of Economic Theory. 176, p. 293-310 18 p.

Research output: Contribution to journalArticle

Uncertainty
Uniqueness
Transition probability
Optimal policy
Household
2017
2 Citations (Scopus)

A qualitative theory of large games with strategic complementarities

Balbus, Ł., Dziewulski, P., Reffett, K. & Woźny, Ł., Sep 7 2017, (Accepted/In press) In : Economic Theory. p. 1-27 27 p.

Research output: Contribution to journalArticle

Large games
Strategic complementarity
Stochastic dominance
Computation of equilibria
Social distance
2 Citations (Scopus)

Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy

Datta, M., Reffett, K. & Woźny, Ł., Apr 21 2017, (Accepted/In press) In : Economic Theory. p. 1-34 34 p.

Research output: Contribution to journalArticle

Complementarity
Indeterminacy
Recursive equilibrium
Positive externalities
Infinite horizon
2016
1 Citation (Scopus)

Preface: Special Issue on Dynamic Games in Macroeconomics

Prescott, E. & Reffett, K., Jun 1 2016, In : Dynamic Games and Applications. 6, 2, p. 157-160 4 p.

Research output: Contribution to journalArticle

Dynamic Games
Macroeconomics
2015
2 Citations (Scopus)

An application of Kleene's fixed point theorem to dynamic programming

Kamihigashi, T., Reffett, K. & Yao, M., Dec 1 2015, In : International Journal of Economic Theory. 11, 4, p. 429-434 6 p.

Research output: Contribution to journalArticle

Fixed point
Fixed point theorem
Dynamic programming
Operator
Value function
3 Citations (Scopus)

A nonsmooth approach to envelope theorems

Morand, O., Reffett, K. & Tarafdar, S., Dec 1 2015, In : Journal of Mathematical Economics. 61, p. 157-165 9 p.

Research output: Contribution to journalArticle

Envelope
Non-convexity
Economics
Constraint Qualifications
Continuously differentiable
2 Citations (Scopus)

Monotone equilibria in nonatomic supermodular games. A comment

Balbus, Ł., Reffett, K. & Woźny, Ł., Nov 1 2015, In : Games and Economic Behavior. 94, p. 182-187 6 p.

Research output: Contribution to journalArticle

Supermodular games
1 Citation (Scopus)

On learning and growth

Mirman, L. J., Reffett, K. & Santugini, M., Dec 28 2015, (Accepted/In press) In : Economic Theory. p. 1-44 44 p.

Research output: Contribution to journalArticle

Optimal growth
Production function
Infinite horizon
Optimal program
Recursive method
2014
17 Citations (Scopus)

A constructive study of Markov equilibria in stochastic games with strategic complementarities

Balbus, Ł., Reffett, K. & Woźny, Ł., 2014, In : Journal of Economic Theory. 150, 1, p. 815-840 26 p.

Research output: Contribution to journalArticle

Strategic complementarity
Stochastic games
Markov equilibrium
Approximation
Nash equilibrium
7 Citations (Scopus)

Differential information in large games with strategic complementarities

Balbus, Ł., Dziewulski, P., Reffett, K. & Woźny, Ł., Jul 4 2014, In : Economic Theory. 59, 1, p. 201-243 43 p.

Research output: Contribution to journalArticle

Large games
Differential information
Strategic complementarity
Bayesian Nash equilibrium
Contests
12 Citations (Scopus)

Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers

Balbus, Ł., Reffett, K. & Wozny, L., Apr 4 2014, In : International Journal of Game Theory. 44, 1, p. 83-112 30 p.

Research output: Contribution to journalArticle

economy
Monotone
Borrowing Constraints
Habit Formation
Comparative Statics
2013
13 Citations (Scopus)
Altruism
Stochastic Games
Uniqueness
Nash Equilibrium
Numerical Scheme
4 Citations (Scopus)

Computing minimal state space recursive equilibrium in OLG models with stochastic production

McGovern, J., Morand, O. F. & Reffett, K., 2013, In : Economic Theory. 54, 3, p. 623-674 52 p.

Research output: Contribution to journalArticle

State space
Recursive equilibrium
OLG model
Non-convexity
Elastic labor supply
4 Citations (Scopus)

Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information

Balbus, Ł., Reffett, K. & Woźny, Ł., Jun 2013, In : Dynamic Games and Applications. 3, 2, p. 187-206 20 p.

Research output: Contribution to journalArticle

Comparative Statics
Stochastic Games
Monotone Operator
Infinite Horizon
Complementarity
2012
14 Citations (Scopus)

Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment

Balbus, Ł., Reffett, K. & Woźny, Ł., Mar 2012, In : Journal of Mathematical Economics. 48, 2, p. 115-132 18 p.

Research output: Contribution to journalArticle

Stochastic models
Stochastic Model
Numerical methods
Personnel
Invariant Distribution
2008
29 Citations (Scopus)

A qualitative approach to Markovian equilibrium in infinite horizon economies with capital

Mirman, L. J., Morand, O. F. & Reffett, K., Mar 2008, In : Journal of Economic Theory. 139, 1, p. 75-98 24 p.

Research output: Contribution to journalArticle

Infinite horizon
Qualitative approaches
Non-convexity
Market incompleteness
Complementarity
2007
8 Citations (Scopus)
Overlapping Generations
Shock
Taxation
Non-convexity
Production Function
2006
22 Citations (Scopus)

Fixed point theorems and their applications to theory of Nash equilibria

Heikkilä, S. & Reffett, K., Apr 1 2006, In : Nonlinear Analysis, Theory, Methods and Applications. 64, 7, p. 1415-1436 22 p.

Research output: Contribution to journalArticle

Set-valued Mapping
Poset
Nash Equilibrium
Fixed point theorem
2005
8 Citations (Scopus)

Markovian equilibrium in infinite horizon economies with incomplete markets and public policy

Datta, M., Mirman, L. J., Morand, O. F. & Reffett, K., Aug 2005, In : Journal of Mathematical Economics. 41, 4-5 SPEC. ISS., p. 505-544 40 p.

Research output: Contribution to journalArticle

Incomplete Markets
Public Policy
Infinite Horizon
Economics
Lipschitz
2003
12 Citations (Scopus)

Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies

Morand, O. F. & Reffett, K., Sep 2003, In : Journal of Monetary Economics. 50, 6, p. 1351-1373 23 p.

Research output: Contribution to journalArticle

State space
Uniqueness
Infinite horizon
Production externalities
Finance
2002
29 Citations (Scopus)

Existence and uniqueness of equilibrium in distorted dynamic economies with capital and labor

Datta, M., Mirman, L. J. & Reffett, K., 2002, In : Journal of Economic Theory. 103, 2, p. 377-410 34 p.

Research output: Contribution to journalArticle

Uniqueness
Labor
Competitive equilibrium
Economics
Dynamic equilibrium
4 Citations (Scopus)

Monotone methods for Markovian equilibrium in dynamic economies

Datta, M., Mirman, L. J., Morand, O. F. & Reffett, K., 2002, In : Annals of Operations Research. 114, 1-4, p. 117-144 28 p.

Research output: Contribution to journalArticle

Optimal growth
Labor
Economic dynamics
Competitive equilibrium
Euler equations
1997

The disaggregated money demand in the long run

Norrbin, S. C. & Reffett, K., Jun 1997, In : Journal of Macroeconomics. 19, 3, p. 495-507 13 p.

Research output: Contribution to journalArticle

Stationarity
Money demand
Deposits
Monetary aggregates
Cointegration
5 Citations (Scopus)

Using a VECM to test exogeneity and forecastability in the PPP condition

Norrbin, S. C., Reffett, K. & Yaohua, J. I., 1997, In : Applied Financial Economics. 7, 1, p. 87-95 9 p.

Research output: Contribution to journalArticle

purchasing power parity
purchasing power
exchange rate
price level
test
1996

A substitution test of long-run money demand

Norrbin, S. C. & Reffett, K., Mar 1996, In : Journal of Macroeconomics. 18, 2, p. 253-270 18 p.

Research output: Contribution to journalArticle

Substitution
Money demand
Credit
Payment
Outside money
15 Citations (Scopus)

Exogeneity and forward rate unbiasedness

Norrbin, S. C. & Reffett, K., Apr 1996, In : Journal of International Money and Finance. 15, 2, p. 267-274 8 p.

Research output: Contribution to journalArticle

Exogeneity
Forward rates
Unbiasedness
Systems approach
Error correction
1 Citation (Scopus)

Production-based asset pricing in monetary economies with transactions costs

Reffett, K., Aug 1996, In : Economica. 63, 251, p. 427-443 17 p.

Research output: Contribution to journalArticle

Transaction costs
Asset pricing
Asset pricing models
Monetary policy
Capital accumulation
1995
2 Citations (Scopus)
Asset Pricing
Arbitrage
Tax
Taxation
Inflation
2 Citations (Scopus)

EQUILIBRIUM GROWTH IN A MONETARY ECONOMY WITH TRANSACTIONS COSTS

Marquis, M. H. & Reffett, K., 1995, In : Bulletin of Economic Research. 47, 3, p. 233-251 19 p.

Research output: Contribution to journalArticle

Transaction costs
Benchmark
Economic growth
Nominal interest rate
Financing constraints
2 Citations (Scopus)

I(2) representations of US money demand

Norrbin, S. C. & Reffett, K., 1995, In : Economics Letters. 49, 4, p. 415-423 9 p.

Research output: Contribution to journalArticle

Cash
Money demand
Credit model
General equilibrium
Demand for money
13 Citations (Scopus)

The inflation tax in a convex model of equilibrium growth

Marquis, M. H. & Reffett, K., 1995, In : Economica. 62, 245, p. 109-121 13 p.

Research output: Contribution to journalArticle

Inflation tax
Prediction
Level effect
Monetary policy
General equilibrium
12 Citations (Scopus)

Trade credit in a monetary economy

Norrbin, S. C. & Reffett, K., 1995, In : Journal of Monetary Economics. 35, 3, p. 413-430 18 p.

Research output: Contribution to journalArticle

Payment
Trade credit
Substitution
Stochastic trend
Real business cycles
1993
1 Citation (Scopus)

Anticipated inflation and capital in a multisector monetary economy

Marquis, M. H. & Reffett, K., 1993, In : International Review of Economics and Finance. 2, 2, p. 129-147 19 p.

Research output: Contribution to journalArticle

Inflation
Liquidity
Capital stock
Investment project
Monetary policy
1991
23 Citations (Scopus)

Real interest rates and endogenous growth in a monetary economy

Marquis, M. H. & Reffett, K., 1991, In : Economics Letters. 37, 2, p. 105-109 5 p.

Research output: Contribution to journalArticle

Human capital
Endogenous growth
Liquidity
Endogenous growth model
Inflation tax
1989
24 Citations (Scopus)

Focusing on customer problems to improve service quality

Brandt, D. R. & Reffett, K., Apr 1 1989, In : Journal of Services Marketing. 3, 4, p. 5-14 10 p.

Research output: Contribution to journalArticle

Service quality
Customer dissatisfaction
Research program
Customer satisfaction