John Y. Campbell : Citation Profile

Are you John Y. Campbell?

Harvard University (75% share)
National Bureau of Economic Research (NBER) (25% share)

70

H index

111

i10 index

30878

Citations

RESEARCH PRODUCTION:

103

Articles

248

Papers

5

Books

14

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 791
   Journals where John Y. Campbell has often published
   Relations with other researchers
   Recent citing documents: 1562.    Total self citations: 168 (0.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca54
   Updated: 2022-08-13    RAS profile: 2022-04-13    
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Relations with other researchers

Works with:

Ramadorai, Tarun (6)

Viceira, Luis (3)

Giglio, Stefano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell.

Is cited by:

GUPTA, RANGAN (255)

Guidolin, Massimo (153)

Guillén, Osmani (147)

Lettau, Martin (131)

Bekaert, Geert (130)

Wohar, Mark (123)

Wachter, Jessica (122)

Mitchell, Olivia (113)

Issler, João (111)

Van Nieuwerburgh, Stijn (105)

Engsted, Tom (103)

Cites to:

Shiller, Robert (108)

Viceira, Luis (59)

Mankiw, N. Gregory (41)

Stambaugh, Robert (38)

Calvet, Laurent (36)

Constantinides, George (35)

Laibson, David (35)

merton, robert (33)

Cochrane, John (33)

French, Kenneth (31)

Epstein, Larry (31)

Main data

Where John Y. Campbell has published?

Journals with more than one article published# docs
Journal of Finance12
American Economic Review11
Journal of Financial Economics7
The Quarterly Journal of Economics6
Journal of Monetary Economics6
Journal of Political Economy6
Review of Financial Studies4
Brookings Papers on Economic Activity4
Review of Economic Studies3
Journal of Money, Credit and Banking3
Journal of Economic Dynamics and Control3
Journal of Applied Corporate Finance2
Carnegie-Rochester Conference Series on Public Policy2
Review of Finance2
Critical Finance Review2
European Economic Review2
Economic Journal2
Journal of Economic Perspectives2
Proceedings2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc89
Scholarly Articles / Harvard University Department of Economics71
CEPR Discussion Papers / C.E.P.R. Discussion Papers12
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Post-Print / HAL5
2004 Meeting Papers / Society for Economic Dynamics2
Working Papers / HAL2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing John Y. Campbell (2022 and 2021)

YearTitle of citing document
2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2021). Swensen, Anders Ryghn ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2021-10.

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2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

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2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2021Cross-Region Transfer Multipliers in a Monetary Union: Evidence from Social Security and Stimulus Payments. (2021). Pennings, Steven. In: American Economic Review. RePEc:aea:aecrev:v:111:y:2021:i:5:p:1689-1719.

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2021Disability and Distress: The Effect of Disability Programs on Financial Outcomes. (2021). Su, Yalun ; Gross, Tal ; Deshpande, Manasi. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:13:y:2021:i:2:p:151-78.

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2021Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2021). Carrillo, Julio ; Roldan-Pea, Jessica ; Nuguer, Victoria ; Mendoza, Enrique G. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:37-73.

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2021Endogenous Education and Long-Run Factor Shares. (2021). Sampson, Thomas ; Oberfield, Ezra ; Helpman, Elhanan ; Grossman, Gene M. In: American Economic Review: Insights. RePEc:aea:aerins:v:3:y:2021:i:2:p:215-32.

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2021Implied Dividend Volatility and Expected Growth. (2021). Martin, Ian ; Gormsen, Niels J. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:111:y:2021:p:361-65.

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2022A Social Insurance Perspective on Pandemic Fiscal Policy: Implications for Unemployment Insurance and Hazard Pay. (2022). Romer, David H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:2:p:3-28.

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2022The past, the present and the prospective future of efficient market hypothesis: a theoretical and empirical investigation of international stock markets. (2022). Dhanda, Neelam ; Pasricha, Laurel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:89-106.

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2021.

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2021.

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2021Entrepreneurship, growth and productivity with bubbles. (2021). Clain-Chamosset-Yvrard, Lise ; Seegmuller, Thomas ; Raurich, Xavier. In: AMSE Working Papers. RePEc:aim:wpaimx:2106.

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2021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003.

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2021Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy. (2021). Gornemann, Nils ; Nakajima, Makoto ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:089.

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2021How Optimistic and Pessimistic Narratives about COVID-19 Impact Economic Behavior. (2021). Rockenbach, Bettina ; Muller, Lara Marie ; Harrs, Soren. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:091.

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2021The Influence of Macro factors On Residential Mortgage In Italy. (2021). Mattarocci, Gianluca ; Scimone, Xenia ; Giannotti, Claudio ; Filotto, Umberto. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:103-115.

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2021.

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2022Job protection and mortgage conditions: Evidence from Italian administrative data. (2022). Zazzaro, Alberto ; Oliviero, Tommaso ; Mistrulli, Paolo Emilio ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:173.

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2022Fifty years since Altman (1968): Performance of financial distress prediction models. (2022). Singh, Manish K ; Bhatia, Surbhi . In: Working Papers. RePEc:anf:wpaper:12.

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2021Housing Market Drivers and Dynamics in Armenia. (2021). Kartashyan, Hasmik ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:016.

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2022Optimal investment with time-varying stochastic endowments. (2014). Chen, AN ; Stelzer, Robert ; Mereu, Carla . In: Papers. RePEc:arx:papers:1406.6245.

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2021David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.00984.

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2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2021Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2021Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464.

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2021Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). Borovička, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav. In: Papers. RePEc:arx:papers:1910.00778.

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2021Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2021An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656.

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2021Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2022Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554.

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2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2021A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

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2021Learning a functional control for high-frequency finance. (2020). Lehalle, Charles-Albert ; Lauriere, Mathieu ; Leal, Laura. In: Papers. RePEc:arx:papers:2006.09611.

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2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2021Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2021Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model. (2020). Jarrow, Robert A ; Zhu, Liao ; Wells, Martin T. In: Papers. RePEc:arx:papers:2011.04171.

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2022Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2021Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models. (2021). Chlebus, Marcin ; Ogonowski, Dominik ; Kozak, Anna ; Gosiewska, Alicja ; Gajda, Janusz ; Biecek, Przemyslaw ; Wojewnik, Piotr ; Sztachelski, Jakub. In: Papers. RePEc:arx:papers:2104.06735.

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2021On the Investment Strategies in Occupational Pension Plans. (2021). Bosserhoff, Frank ; Stadje, Mitja ; Sorensen, Nils ; Chen, AN. In: Papers. RePEc:arx:papers:2104.08956.

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2021A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2021Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2021Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel. In: Papers. RePEc:arx:papers:2106.00125.

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2021Robust Decisions for Heterogeneous Agents via Certainty Equivalents. (2021). Schweizer, Nikolaus ; Balter, Anne G. In: Papers. RePEc:arx:papers:2106.13059.

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2021Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2107.10941.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2022Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

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2021Closed-form portfolio optimization under GARCH models. (2021). Zagst, Rudi ; Gollart, Maximilian ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2109.00433.

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2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

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2021Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert. In: Papers. RePEc:arx:papers:2110.10936.

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2021Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Exponential GARCH-Ito Volatility Models. (2021). Kim, Donggyu. In: Papers. RePEc:arx:papers:2111.04267.

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2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

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2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

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2021Multivariate Realized Volatility Forecasting with Graph Neural Network. (2021). Robert, Christian-Yann ; Chen, Qinkai. In: Papers. RePEc:arx:papers:2112.09015.

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2022Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094.

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2022Buy Now, Pay Later (BNPL)...On Your Credit Card. (2022). Guttman-Kenney, Benedict ; Firth, Christopher ; Gathergood, John. In: Papers. RePEc:arx:papers:2201.01758.

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2022Discrete-time risk sensitive portfolio optimization with proportional transaction costs. (2022). Stettner, Lukasz ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2201.02828.

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2022Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2022Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2022The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069.

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2022Robust Comparative Statics for the Elasticity of Intertemporal Substitution. (2022). Toda, Alexis Akira ; Flynn, Joel P. In: Papers. RePEc:arx:papers:2201.10673.

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2022Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793.

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2022Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

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2022Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

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2022Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

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2022The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator. (2022). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2205.00104.

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2022The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

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2022A mean field game approach to equilibrium consumption under external habit formation. (2022). Wang, Shihua ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2206.13341.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2022Unique futures in China: studys on volatility spillover effects of ferrous metal futures. (2022). Sun, Weiqing ; Cao, Tingting ; Hao, Lin. In: Papers. RePEc:arx:papers:2206.15039.

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2022More money or better procedures? Evidence from an energy efficiency assistance program. (2022). Kesternich, Martin ; Goeschl, Timo ; Chlond, Bettina. In: Working Papers. RePEc:awi:wpaper:0716.

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2021.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20154.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21154.

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2021Debt-Relief Programs and Money Left on the Table: Evidence from Canadas Response to COVID-19. (2021). Vincent, Nicolas ; Clark, Robert ; Allen, Jason ; Li, Shaoteng. In: Staff Working Papers. RePEc:bca:bocawp:21-13.

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2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2021CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132.

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More than 100 citations found, this list is not complete...

John Y. Campbell has edited the books:

YearTitleTypeCited

Works by John Y. Campbell:

YearTitleTypeCited
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article3
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]		article384
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 384		paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 384		paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
[Full Text][Citation analysis]		article66
2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
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2020Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market In: American Economic Review.
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1986Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers.
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