James Feigenbaum

Professor

Department(s):
  • Economics and Finance

James Feigenbaum

Education

Ph.D., Economics, University of Iowa, 2003
Ph.D., Physics, University of Chicago, 1998

Interactions

Research Area(s)

Lifecycle Consumption and Saving, Macroeconomics, Finance, Econophysics.

Biography

Professor Feigenbaum has a Ph.D. in economics from the University of Iowa and a Ph.D. in physics from the University of Chicago. He has worked as an intern and consultant at the Federal Reserve Bank of St. Louis and as an assistant professor at the University of Pittsburgh and now at Utah State University.

His research primarily focuses on life-cycle consumption and saving, general equilibrium calibration and simulation, computational methods, and quantitative finance. He has played a key role in a literature that builds life-cycle models that are capable of reproducing the most important features of the life-cycle consumption/saving experience in the U.S. In particular, he has advanced our understanding of the importance of mortality risk, idiosyncratic earnings risk, borrowing constraints, and the labor-leisure choice in explaining life-cycle consumption data. He has also studied the application of physics models in financial contexts.

Journal Articles

Academic Journal

  • Feigenbaum, J., Dave, C., (2020). Precautionary Learning and Inflationary Biases. Macroeconomic Dynamics, 24, 1124-1150.
  • Feigenbaum, J., Equivalent Representations of Non-Exponential Discounting Models. Journal of Mathematical Economics, 66, 58-71.
  • Feigenbaum, J., Household Income Uncertainties over Three Decades: We Do Not See a Great Moderation Here. Oxford Economic Papers
  • Feigenbaum, J., Findley, T., Quasi-Hyperbolic Discounting and Delayed Retirement. Theoretical Economics Letters
  • Feigenbaum, J., Bagchi, S., (2014). Is Smoking a Fiscal Good?. Review of Economic Dynamics
  • Findley, T., Feigenbaum, J., (2013). Quasi-Hyperbolic Discounting and the Existence of Time-Inconsistent Retirement. Theoretical Economics Letters, 3:2, 119-123.
  • Feigenbaum, J., Li, G., (2012). Lifecycle Dynamics of Income Uncertainty and Consumption. BE Press Journals in Macroeconomics, 12:1
  • Feigenbaum, J., Caliendo, F., Gahramanov, E., (2011). Optimal Irrational Behavior. Journal of Economic Behavior and Organization
  • Feigenbaum, J., (2011). Precautionary Saving or Denied Dissaving. Economic Modelling, 28, 1559-1572.
  • Feigenbaum, J., Caliendo, F., (2010). Optimal Irrational Behavior in Continuous Time. Journal of Economic Dynamics and Control
  • Feigenbaum, J., (2008). Can Mortality Risk Explain the Consumption Hump?. Journal of Macroeconomics, 30, 844-872.
  • Feigenbaum, J., Chang, G., (2008). Detecting Log-Periodicity in a Regime-Switching Model of Stock Returns. Quantitative Finance, 8, 723-738.
  • Feigenbaum, J., (2008). Information Shocks and Precautionary Saving. Journal of Economic Dynamics and Control, 32, 3917-3938.
  • Feigenbaum, J., Bullard, J., (2007). A Leisurely Reading of Lifecycle Consumption Data. Journal of Monetary Economics, 54, 2305-2320.
  • Feigenbaum, J., Chang, G., (2006). A Bayesian Analysis of Log-Periodic Precursors to Financial Crashes. Quantitative Finance, 6, 15-36.
  • Feigenbaum, J., (2005). Second, Third, and Higher-Order Consumption Functions: A Precautionary Tale. Journal of Economic Dynamics and Control, 29, 1385-1425.
  • Feigenbaum, J., (2003). Financial Physics. Reports on Progress in Physics, 66, 1611-1649.
  • Feigenbaum, J., (2001). A Statistical Analysis of Log-Periodic Precursors to Financial Crashes. Quantitative Finance, 1, 346-360.
  • Feigenbaum, J., (2001). More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes. Quantitative Finance, 1, 527-532.
  • Feigenbaum, J., (1998). Born-Regulated Gravity in Four Dimensions. Physical Review D, 58
  • Feigenbaum, J., Freund, P.G, (1998). Discrete Scale Invariance and the 'Second Black Monday'. Modern Physics Letters B, 12, 57-.
  • Feigenbaum, J., Freund, P.G, Pigli, M., (1998). Gravitational Analogues of Non-Linear Born Electrodynamics. Physical Review D, 57, 4738-.
  • Feigenbaum, J., Freund, P.G, Pigli, M., (1997). High Energy Hadronic Total Cross-Sections. Physical Review D, 56, 2596-.
  • Feigenbaum, J., Freund, P.G, Pigli, M., (1997). T-Duality Considerations for Hadronic Strings. Physical Review D, 56, 2590-.
  • Feigenbaum, J., Freund, P.G, (1996). Discrete Scale Invariance in Stock Markets before Crashes. International Journal of Modern Physics B, 10, 3737-.
  • Feigenbaum, J., Freund, P.G, (1995). A q-deformation of the Coulomb Problem. Journal of Mathematical Physics, 37, 1602-.
  • Feigenbaum, J., (1991). Study of Toponium Production Including the Effects of Higgs Exchange. Physical Review D, 43, 264-.

In-House Journal

    Professional Journal

    • Feigenbaum, J., Gahramanov, E., Tang, X., (2013). Is It Really Good to Annuitize?. Journal of Economic Behavior and Organizations

    Curriculum

    • Feigenbaum, J., Reichert, J.F, Neumann, J., (1991). Instructor's Solution Manual: A Modern Introduction to Mechanics. Prentice-Hall *

    An asterisk (*) at the end of a publication indicates that it has not been peer-reviewed.

    Teaching

    ECN 5100 - History of Economic Thought, Fall 2023
    ECN 5200 - Money and Banking, Fall 2023
    ECN 5100 - History of Economic Thought, Spring 2023
    ECN 5200 - Money and Banking, Spring 2023
    ECN 5020, 6020 - Macroeconomic Theory, Fall 2022
    ECN 5200 - Money and Banking, Fall 2022
    ECN 5100 - History of Economic Thought, Spring 2022
    ECN 5200 - Money and Banking, Spring 2022
    ECN 5020 - Macroeconomic Theory, Fall 2021
    ECN 5200 - Money and Banking, Fall 2021
    ECN 5100 - History of Economic Thought, Spring 2021
    ECN 5200 - Money and Banking, Spring 2021
    ECN 5020 - Macroeconomic Theory, Fall 2020
    ECN 5200 - Money and Banking, Fall 2020
    ECN 5100 - History of Economic Thought, Spring 2020
    ECN 5020 - Macroeconomic Theory, Fall 2019
    ECN 5200 - Money and Banking, Fall 2019
    ECN 5100 - History of Economic Thought, Spring 2019
    ECN 5310 - Mathematical Methods in Economics and Finance II, Spring 2019
    ECN 5020 - Macroeconomic Theory, Fall 2018
    ECN 5200 - Money and Banking, Fall 2018
    ECN 5100 - History of Economic Thought, Spring 2018
    ECN 5310 - Mathematical Methods in Economics and Finance II, Spring 2018
    ECN 5020 - Macroeconomic Theory, Fall 2017
    ECN 5200 - Money and Banking, Fall 2017
    ECN 5100 - History of Economic Thought, Spring 2016
    ECN 5020 - Macroeconomic Theory, Spring 2016
    ECN 5200 - Money and Banking, Spring 2016
    ECN 5200 - Money and Banking, Fall 2015
    APEC,ECN 4010 - Intermediate Microeconomics, Spring 2015
    ECN 5020 - Macroeconomic Theory, Spring 2015
    APEC,ECN 4010 - Intermediate Microeconomics, Fall 2014
    ECN 5200 - Money and Banking, Fall 2014
    ECN 4020 - Intermediate Macroeconomics, Spring 2014
    ECN 5020 - Macroeconomic Theory, Spring 2014
    ECN 4020 - Intermediate Macroeconomics, Fall 2013
    ECN 5200 - Money and Banking, Fall 2013
    ECN 4020 - Intermediate Macroeconomics, Spring 2013
    ECN 5020 - Macroeconomic Theory, Spring 2013
    ECN 4020 - Intermediate Macroeconomics, Fall 2012
    ECN 5200 - Money and Banking, Fall 2012
    APEC,ECN 4010 - Intermediate Microeconomics, Spring 2012
    APEC,ECN 7240 - Macroeconomic Theory II, Spring 2012
    APEC,ECN 7230 - Macroeconomic Theory I, Fall 2011
    ECN 5200 - Money and Banking, Fall 2011
    ECN 7240 - MACROECON THEORY II, Spring 2011
    ECN 7230 - MACROECON THEORY I, Fall 2010
    ECN 5200 - MONEY AND BANKING, Fall 2010
    ECN 2010 - INTRO MICROECONOMICS (BSS), Spring 2010
    ECN 7240 - MACROECON THEORY II, Spring 2010
    APEC 6000 - MACROECON THEORY I, Fall 2009
    APEC 7230 - MACROECON THEORY I, Fall 2009
    ECN 7230 - MACROECON THEORY I, Fall 2009
    ECN 5200 - MONEY AND BANKING, Fall 2009
    ECON 7240 - , Spring 2009
    ECON 7240 - MACROECON THEORY II, Spring 2009
    ECON 7250 - MACROECON THEORY III , Fall 2008