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Persistent Private Information (2011)Persistent Private InformationDynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications (2007)Dynamic Security Design: Conv…Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model (2006)Optimal Security Design and D…Dynamic Optimal Taxation with Private Information (2006)Dynamic Optimal Taxation with…Designing Optimal Disability Insurance: A Case for Asset Testing (2006)Designing Optimal Disability …Cyclical Dynamics in Idiosyncratic Labor Market Risk (2004)Cyclical Dynamics in Idiosync…Optimal Indirect and Capital Taxation (2003)Optimal Indirect and Capital …Income Variance Dynamics and Heterogeneity (2003)Income Variance Dynamics and …A Recursive Formulation for Repeated Agency with History Dependence (2000)A Recursive Formulation for R…On Efficient Distribution with Private Information (1992)On Efficient Distribution wit…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…Toward a Theory of Discounted Repeated Games with Imperfect Monitoring (1990)Toward a Theory of Discounted…Income fluctuation and asymmetric information: An example of a repeated principal-agent problem (1990)Income fluctuation and asymme…On Repeated Moral Hazard with Discounting (1987)On Repeated Moral Hazard with…Optimal cartel equilibria with imperfect monitoring (1986)Optimal cartel equilibria wit…The First-Order Approach to Principal-Agent Problems (1985)The First-Order Approach to P…Dynamic optimal taxation, rational expectations and optimal control (1980)Dynamic optimal taxation, rat…A Quantitative Model of Dynamic Moral Hazard (2022)A Quantitative Model of Dynam…Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm (2019)Dynamic Moral Hazard and Risk…Two-Sided Learning and the Ratchet Principle (2017)Two-Sided Learning and the Ra…Efficient Allocations in Dynamic Private Information Economies with Persistent Shocks: A First-Order Approach (2013)Efficient Allocations in Dyna…Dynamic Security Design and Corporate Financing* (2013)Dynamic Security Design and C…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Inattentive consumers (2006)Consumption Inequality and Partial Insurance (2008)Unequal we stand: An empirical analysis of economic inequality in the United States, 1967–2006 (2009)EQUILIBRIUM IN A PURE CURRENCY ECONOMY (1980)Optimal Capital Income Taxation with Incomplete Markets, Borrowing Constraints, and Constant Discounting (1995)Chapter 8 Micro data and general equilibrium models (1999)Moral Hazard and Observability (1979)Implications of Efficient Risk Sharing without Commitment (1996)Optimal Unemployment Insurance (1997)Optimal Lending Contracts and Firm Dynamics (2004)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Agency Costs, Risk Management, and Capital Structure (1998)A Continuous-Time Version of the Principal–Agent Problem (2008)A Macroeconomic Model with a Financial Sector (2014)Measuring Economic Policy Uncertainty* (2016)An Exploration in the Theory of Optimum Income Taxation (1971)The design of tax structure: Direct versus indirect taxation (1976)A Theory of Incentives in Procurement and Regulation (1993)Zero Expected Wealth Taxes: A Mirrlees Approach to Dynamic Optimal Taxation (2005)On the optimal progressivity of the income tax code (2006)Uninsured idiosyncratic investment risk and aggregate saving (2007)Good News and Bad News: Representation Theorems and Applications (1981)Repeated Moral Hazard (1985)An Analysis of the Principal-Agent Problem (1992)The Economics of Career Concerns, Part I: Comparing Information Structures (1999)Agency Costs, Net Worth, And Business Fluctuations (1988)Gross Job Creation, Gross Job Destruction, and Employment Reallocation (1992)Consumption Over the Life Cycle (2002)Consumption and risk sharing over the life cycle (2004)Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)Sequential Equilibria (1982)The Folk Theorem in Repeated Games with Discounting or with Incomplete Information (1986)On the Theory of Infinitely Repeated Games with Discounting (1988)The Folk Theorem with Imperfect Public Information (1994)Relational Incentive Contracts (2003)Repeated Games and Reputations (2006)Stochastic Games (1953)A Non-cooperative Equilibrium for Supergames (1971)Noncooperative Collusion under Imperfect Price Information (1984)Solidarity Networks in Preindustrial Societies: Rational Peasants with a Moral Economy (1992)What Determines Cartel Success? (2006)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)
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References

  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1990Toward a Theory of Discounted Repeated Games with Imperfect Monitoring1,207 cited
  • 1985The First-Order Approach to Principal-Agent Problems870 cited
  • 1986Optimal cartel equilibria with imperfect monitoring668 cited
  • 2004Cyclical Dynamics in Idiosyncratic Labor Market Risk666 cited
  • 1987On Repeated Moral Hazard with Discounting641 cited
  • 2006Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model639 cited
  • 2003Income Variance Dynamics and Heterogeneity635 cited
  • 1992On Efficient Distribution with Private Information490 cited
  • 2003Optimal Indirect and Capital Taxation489 cited
  • 1990Income fluctuation and asymmetric information: An example of a repeated principal-agent problem363 cited
  • 2007Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications360 cited
  • 1980Dynamic optimal taxation, rational expectations and optimal control347 cited
  • 2006Dynamic Optimal Taxation with Private Information286 cited
  • 2000A Recursive Formulation for Repeated Agency with History Dependence247 cited

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  • 2006Designing Optimal Disability Insurance: A Case for Asset Testing243 cited
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    • 2013Efficient Allocations in Dynamic Private Information Economies with Persistent Shocks: A First-Order Approach109 cited
    • 2017Two-Sided Learning and the Ratchet Principle45 cited
    • 2013Dynamic Security Design and Corporate Financing*29 cited
    • 2022A Quantitative Model of Dynamic Moral Hazard25 cited
    • 2019Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm21 cited