1. Pareto extrapolation: An analytical framework for studying tail inequality. (2023). Toda, Alexis Akira ; Gouinbonenfant, Emilien.
   In: Quantitative Economics.
   RePEc:wly:quante:v:14:y:2023:i:1:p:201-233.

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2. A dynamic quantile model for distinguishing intertemporal substitution from risk aversion. (2023). Galvao, Antonio ; Westenberger, Rafael ; de Castro, Luciano ; Cundy, Lance D.
   In: European Economic Review.
   RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123002155.

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3. Determination of Pareto exponents in economic models driven by Markov multiplicative processes. (2022). Toda, Alexis Akira ; Beare, Brendan.
   In: Papers.
   RePEc:arx:papers:1712.01431.

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4. Efficient minimum distance estimation of Pareto exponent from top income shares. (2021). Wang, Yulong ; Toda, Alexis Akira.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:36:y:2021:i:2:p:228-243.

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5. Equity premium puzzle or faulty economic modelling?. (2021). Rachev, Svetlozar T ; Stoyanov, Stoyan V ; Fabozzi, Frank J ; Shirvani, Abootaleb.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00928-3.

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6. Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

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7. Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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8. On the emergence of a power law in the distribution of COVID-19 cases. (2020). Toda, Alexis Akira ; Beare, Brendan.
   In: University of California at San Diego, Economics Working Paper Series.
   RePEc:cdl:ucsdec:qt9k5027d0.

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9. Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
   In: BERG Working Paper Series.
   RePEc:zbw:bamber:147.

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10. Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2019). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:152.

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11. Wealth distribution with random discount factors. (2019). Toda, Alexis Akira.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

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12. Smoothed GMM for quantile models. (2019). Liu, Xin ; Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:213:y:2019:i:1:p:121-144.

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13. Smoothed GMM for quantile models. (2018). Liu, Xin ; Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Working Papers.
    RePEc:umc:wpaper:1803.

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14. Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Working Papers.
    RePEc:umc:wpaper:1710.

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15. Time-varying volatility and the power law distribution of stock returns. (2018). Warusawitharana, Missaka.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:123-141.

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16. Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2018). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt90n2h2bb.

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17. Smoothed GMM for quantile models. (2018). Liu, Xin ; Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Papers.
    RePEc:arx:papers:1707.03436.

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18. The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James.
    In: MPRA Paper.
    RePEc:pra:mprapa:79009.

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19. Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt5n29f260.

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1. Determination of Pareto exponents in economic models driven by Markov multiplicative processes. (2022). Toda, Alexis Akira ; Beare, Brendan.
   In: Papers.
   RePEc:arx:papers:1712.01431.

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2. Efficient minimum distance estimation of Pareto exponent from top income shares. (2021). Wang, Yulong ; Toda, Alexis Akira.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:36:y:2021:i:2:p:228-243.

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3. The Dynamics of Pareto Distributed Wealth in a Small Open Economy. (2021). Wälde, Klaus ; Scheuer, Niklas ; Birkner, Matthias ; Walde, Klaus.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_9058.

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4. Unified Extreme Value Estimation for Heterogeneous Data. (2020). He, Y ; Einmahl, John.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:dfe6c38c-823b-4394-b4fd-ad1924403551.

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5. Unified Extreme Value Estimation for Heterogeneous Data. (2020). Einmahl, John ; He, Y.
   In: Discussion Paper.
   RePEc:tiu:tiucen:dfe6c38c-823b-4394-b4fd-ad1924403551.

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6. Aggregation biases in empirical Euler consumption equations: evidence from Spanish data. (2020). Sanchis Llopis, Juan A. ; Labeaga, Jose ; Sanchis-Llopis, Juan A ; Cutanda, Antonio.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1571-z.

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7. Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:26607.

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8. A Simple Theory of Pareto Earnings. (2020). Harmenberg, Karl.
   In: Working Papers.
   RePEc:hhs:cbsnow:2020_021.

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9. Earnings distributions of scalable vs. non-scalable occupations. (2020). Da Silva, Sergio ; Matsushita, Raul ; Maia, Adriano.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:560:y:2020:i:c:s037843712030621x.

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10. The income fluctuation problem and the evolution of wealth. (2020). Toda, Alexis Akira ; Ma, Qingyin ; Stachurski, John.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:187:y:2020:i:c:s0022053120300107.

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11. Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

    Full description at Econpapers || Download paper

12. Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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13. On the emergence of a power law in the distribution of COVID-19 cases. (2020). Toda, Alexis Akira ; Beare, Brendan.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt9k5027d0.

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14. WHAT DETERMINES THE ELASTICITY OF SUBSTITUTION BETWEEN CAPITAL AND LABOR? A LITERATURE REVIEW. (2020). Stöckl, Fabian ; Knoblach, Michael.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:34:y:2020:i:4:p:847-875.

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15. Tail behavior of stopped L\evy processes with Markov modulation. (2020). Toda, Alexis Akira ; Seo, Won-Ki ; Beare, Brendan.
    In: Papers.
    RePEc:arx:papers:2009.08010.

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16. Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares. (2020). Wang, Yulong ; Toda, Alexis Akira.
    In: Papers.
    RePEc:arx:papers:1901.02471.

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17. What determines the elasticity of substitution between capital and labor? A literature review. (2019). Stöckl, Fabian ; Knoblach, Michael ; Stockl, Fabian.
    In: CEPIE Working Papers.
    RePEc:zbw:tudcep:0119.

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18. Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:147.

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19. The double EMG distribution and trade elasticities. (2019). Timoshenko, Olga ; Sager, Erick.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:52:y:2019:i:4:p:1523-1557.

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20. Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2019). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:152.

    Full description at Econpapers || Download paper

21. Wealth distribution with random discount factors. (2019). Toda, Alexis Akira.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

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22. Technology diffusion, innovation size, and patent policy. (2019). Kishi, Keiichi.
    In: European Economic Review.
    RePEc:eee:eecrev:v:118:y:2019:i:c:p:382-410.

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23. Smoothed GMM for quantile models. (2019). Liu, Xin ; Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:213:y:2019:i:1:p:121-144.

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24. What Determines the Elasticity of Substitution between Capital and Labor? A Literature Review. (2019). Stöckl, Fabian ; Knoblach, Michael ; Stockl, Fabian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1784.

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25. An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity. (2019). Toda, Alexis Akira ; Stachurski, John.
    In: Papers.
    RePEc:arx:papers:1807.08404.

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26. Firm-size distribution in Poland – is power law applicable?. (2019). Serwach, Tomasz ; Gabrielczak, Piotr.
    In: Lodz Economics Working Papers.
    RePEc:ann:wpaper:3/2019.

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27. Smoothed GMM for quantile models. (2018). Liu, Xin ; Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Working Papers.
    RePEc:umc:wpaper:1803.

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28. Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Working Papers.
    RePEc:umc:wpaper:1710.

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29. Consumption and Savings Under Non-Gaussian Income Risk. (2018). Ozkan, Serdar ; Karahan, Fatih ; Guvenen, Fatih.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:314.

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30. A review of more than one hundred Pareto-tail index estimators. (2018). Fedotenkov, Igor.
    In: MPRA Paper.
    RePEc:pra:mprapa:90072.

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31. The Knowledge-Diffusion Bottleneck in Economic Growth and Development. (2018). Staley, Mark.
    In: MPRA Paper.
    RePEc:pra:mprapa:87255.

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32. Time-varying volatility and the power law distribution of stock returns. (2018). Warusawitharana, Missaka.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:123-141.

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33. Aggregation biases in empirical Euler consumption equations: evidence from Spanish data. (2018). Labeaga, Jose ; Cutanda, Oscar Antonio ; Sanchis-Llopis, Juan.
    In: Working Papers.
    RePEc:eec:wpaper:1801.

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34. Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2018). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt90n2h2bb.

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35. Smoothed GMM for quantile models. (2018). Liu, Xin ; Kaplan, David ; Galvao, Antonio ; de Castro, Luciano.
    In: Papers.
    RePEc:arx:papers:1707.03436.

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36. Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach. (2017). Moll, Benjamin ; Achdou, Yves ; Lions, Pierre-Louis ; Han, Jiequn ; Lasry, Jean-Michel.
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37. Complex Asset Markets. (2017). Zhang, Lei ; Lustig, Hanno ; Eisfeldt, Andrea.
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38. Growth effects of annuities and government transfers in perpetual youth models. (2017). Toda, Alexis Akira ; Miyoshi, Yoshiyuki.
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39. Size distribution of national CO2 emissions. (2017). Luckstead, Jeff ; Akhundjanov, Sherzod ; Devadoss, Stephen.
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40. Huggett economies with multiple stationary equilibria. (2017). Toda, Alexis Akira.
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41. Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James.
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42. Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira.
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43. Technology Diffusion, Pareto Distribution, and Patent Policy. (2016). Kishi, Keiichi.
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44. Structural Household Finance. (2016). Yamana, Kazufumi.
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45. Power Laws in Economics: An Introduction. (2016). Gabaix, Xavier.
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46. The Dynamics of Inequality. (2016). Gabaix, Xavier ; Lions, Pierre-Louis ; Lasry, Jean-Michel ; Moll, Benjamin.
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47. The EMG Distribution and Aggregate Trade Elasticities. (2016). Timoshenko, Olga ; Sager, Erick.
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48. Power Laws in Economics: An Introduction. (2016). Gabaix, Xavier.
    In: Journal of Economic Perspectives.
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49. A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal. (2015). Toda, Alexis Akira.
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50. The Dynamics of Inequality. (2015). Moll, Benjamin ; Gabaix, Xavier ; Lions, Pierre-Louis ; Lasry, Jean-Michel.
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