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Alessandro Citanna

Professor of Economics

    19982019
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    Research Output 1998 2019

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    Article
    2019

    Asset shortages, liquidity and speculative bubbles

    Bloise, G. & Citanna, A., Sep 1 2019, In : Journal of Economic Theory. 183, p. 952-990 39 p.

    Research output: Contribution to journalArticle

    Speculative bubbles
    Assets
    Liquidity
    Shortage
    Trading volume
    2016

    Designing insurance markets with moral hazard and nonexclusive contracts

    Citanna, A. & Siconolfi, P., Jun 1 2016, In : Economic Theory. 62, 1-2, p. 325-360 36 p.

    Research output: Contribution to journalArticle

    Moral hazard
    Insurance market
    Local markets
    Insurance contract
    Forward induction

    INCENTIVE EFFICIENT PRICE SYSTEMS IN LARGE INSURANCE ECONOMIES WITH ADVERSE SELECTION

    Citanna, A. & Siconolfi, P., Aug 1 2016, In : International Economic Review. 57, 3, p. 1027-1056 30 p.

    Research output: Contribution to journalArticle

    Adverse selection
    Insurance
    Incentives
    Purchase
    Market clearing
    2015

    Group stability in matching with interdependent values

    Chakraborty, A., Citanna, A. & Ostrovsky, M., Jan 1 2015, In : Review of Economic Design. 19, 1, p. 3-24 22 p.

    Research output: Contribution to journalArticle

    Interdependent values
    Deviation
    Dictatorship
    Serials
    Stable matching

    Uniqueness of competitive equilibrium with solvency constraints under gross-substitution

    Bloise, G. & Citanna, A., Dec 1 2015, In : Journal of Mathematical Economics. 61, p. 287-295 9 p.

    Research output: Contribution to journalArticle

    Competitive Equilibrium
    Gross
    Distribution functions
    Substitution
    Mathematical operators
    2014

    Refinements and incentive efficiency in Walrasian models of insurance economies

    Citanna, A. & Siconolfi, P., Jan 1 2014, In : Journal of Mathematical Economics. 50, 1, p. 208-218 11 p.

    Research output: Contribution to journalArticle

    Insurance
    Incentives
    Refinement
    Adverse Selection
    Model
    2012

    Recursive equilibrium in stochastic OLG economies: Incomplete markets

    Citanna, A. & Siconolfi, P., Oct 1 2012, In : Journal of Mathematical Economics. 48, 5, p. 322-337 16 p.

    Research output: Contribution to journalArticle

    Incomplete Markets
    Residual Set
    Overlapping Generations
    Comparative Statics
    Financial Markets
    2010

    Recursive equilibrium in stochastic overlapping-generations economies

    Citanna, A. & Siconolfi, P., Jan 1 2010, In : Econometrica. 78, 1, p. 309-347 39 p.

    Research output: Contribution to journalArticle

    Recursive equilibrium
    Overlapping generations
    Cohort
    Uncertainty
    Endowments

    Two-sided matching with interdependent values

    Chakraborty, A., Citanna, A. & Ostrovsky, M., Jan 1 2010, In : Journal of Economic Theory. 145, 1, p. 85-105 21 p.

    Research output: Contribution to journalArticle

    Two-sided matching
    Interdependent values
    Stable matching
    Matching markets
    Interdependent valuations
    2008

    On the nonexistence of recursive equilibrium in stochastic OLG economies

    Citanna, A. & Siconolfi, P., Dec 1 2008, In : Economic Theory. 37, 3, p. 417-437 21 p.

    Research output: Contribution to journalArticle

    Recursive equilibrium
    Overlapping generations
    Restricted domain
    Uncertainty
    2007

    Short-memory equilibrium in stochastic overlapping generations economies

    Citanna, A. & Siconolfi, P., May 1 2007, In : Journal of Economic Theory. 134, 1, p. 448-469 22 p.

    Research output: Contribution to journalArticle

    Overlapping generations
    Exchange economy
    Heterogeneous agents
    Economic fluctuations
    Sunspot equilibria

    The dynamics of wealth distribution with asymmetric incentives and endogenous matching

    Citanna, A., Nov 1 2007, In : Economic Theory. 33, 2, p. 243-261 19 p.

    Research output: Contribution to journalArticle

    Matching markets
    Incentives
    Distribution of wealth
    Moral hazard
    Warm glow
    2006

    The taxation of trades in assets

    Citanna, A., Polemarchakis, H. M. & Tirelli, M., Jan 1 2006, In : Journal of Economic Theory. 126, 1, p. 299-313 15 p.

    Research output: Contribution to journalArticle

    Pareto
    Fiscal policy
    Traders
    Pareto optimal allocations
    Asset markets
    2005

    Excess price volatility and financial innovation

    Citanna, A. & Schmedders, K., Jul 22 2005, In : Economic Theory. 26, 3, p. 559-587 29 p.

    Research output: Contribution to journalArticle

    Asset price volatility
    Price volatility
    Financial innovation
    Financial structure
    Incompleteness

    Occupational choice, incentives and wealth distribution

    Chakraborty, A. & Citanna, A., Jun 1 2005, In : Journal of Economic Theory. 122, 2, p. 206-224 19 p.

    Research output: Contribution to journalArticle

    Wealth
    Wealth distribution
    Incentives
    Occupational choice
    Endowments
    2004

    Pooling and endogenous market incompleteness

    Citanna, A. & Villanacci, A., Oct 1 2004, In : Economic Theory. 24, 3, p. 549-560 12 p.

    Research output: Contribution to journalArticle

    Pooling
    Market incompleteness
    Financial markets
    Price-taking
    Coordination problems
    2002

    Competitive equilibrium with moral hazard in economies with multiple commodities

    Citanna, A. & Villanacci, A., Sep 1 2002, In : Journal of Mathematical Economics. 38, 1-2, p. 117-147 31 p.

    Research output: Contribution to journalArticle

    Moral Hazard
    Competitive Equilibrium
    Hazards
    Pairwise
    Financial markets
    2001

    Continua of underemployment equilibria reflecting coordination failures, also at Walrasian prices

    Citanna, A., Crès, H., Drèze, J., Herings, P. J. J. & Villanacci, A., Dec 1 2001, In : Journal of Mathematical Economics. 36, 3, p. 169-200 32 p.

    Research output: Contribution to journalArticle

    Continuum
    Unemployment
    Walrasian Equilibrium
    Gross
    Underemployment
    2000

    Existence and regularity of partially revealing rational expectations equilibrium in finite economies

    Citanna, A. & Villanacci, A., Jan 1 2000, In : Journal of Mathematical Economics. 34, 1, p. 1-26 26 p.

    Research output: Contribution to journalArticle

    Rational Expectations
    Regularity
    Economics
    Asymmetric Information
    Categorical or nominal

    Incomplete Markets, Allocative Efficiency, and the Information Revealed by Prices

    Citanna, A. & Villanacci, A., Feb 1 2000, In : Journal of Economic Theory. 90, 2, p. 222-253 32 p.

    Research output: Contribution to journalArticle

    Incomplete markets
    Allocative efficiency
    Exchange economy
    Commodities
    Traders
    1998

    Constrained suboptimality in incomplete markets: A general approach and two applications

    Citanna, A., Kajii, A. & Villanacci, A., Jan 1 1998, In : Economic Theory. 11, 3, p. 495-521 27 p.

    Research output: Contribution to journalArticle

    Incomplete markets
    Asset markets
    Household
    Numeraire
    Market economy

    Pareto improving financial innovation in incomplete markets

    Cass, D. & Citanna, A., Jan 1 1998, In : Economic Theory. 11, 3, p. 467-494 28 p.

    Research output: Contribution to journalArticle

    Incomplete markets
    Financial innovation
    Assets
    Pareto
    Household