Urban Joseph Jermann : Citation Profile

Are you Urban Joseph Jermann?

University of Pennsylvania (50% share)
National Bureau of Economic Research (NBER) (50% share)

14

H index

15

i10 index

2094

Citations

RESEARCH PRODUCTION:

17

Articles

30

Papers

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 91
   Journals where Urban Joseph Jermann has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 16 (0.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pje4
   Updated: 2018-11-10    RAS profile: 2013-05-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Urban Joseph Jermann.

Is cited by:

Perri, Fabrizio (37)

Wang, Pengfei (31)

Miao, Jianjun (29)

Lustig, Hanno (27)

Kollmann, Robert (20)

Krueger, Dirk (20)

Coeurdacier, Nicolas (20)

Mendicino, Caterina (18)

Uhlig, Harald (18)

Hansen, Lars (17)

Hassan, Tarek (15)

Cites to:

Campbell, John (25)

Baxter, Marianne (14)

Mehra, Rajnish (12)

Prescott, Edward (11)

Alvarez, Fernando (10)

Cochrane, John (10)

Danthine, Jean-Pierre (9)

Constantinides, George (9)

Hercowitz, Zvi (8)

King, Robert (8)

Watson, Mark (7)

Main data

Where Urban Joseph Jermann has published?

Journals with more than one article published# docs
American Economic Review4
Journal of Monetary Economics2
European Economic Review2
Econometrica2

Working Papers Series with more than one paper published# docs
2005 Meeting Papers / Society for Economic Dynamics2
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2

Recent works citing Urban Joseph Jermann (2018 and 2017)

YearTitle of citing document
2017The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Andreasen, Martin M ; Kronborg, Anders . In: CREATES Research Papers. RePEc:aah:create:2017-14.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2018Endogenous Disasters. (2018). Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander ; Zhang, LU. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45.

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2018Investment Hangover and the Great Recession. (2018). Shleifer, Andrei ; Rognlie, Matthew ; Simsek, Alp. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:113-53.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan. In: Papers. RePEc:arx:papers:1610.00778.

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2017The Long Bond, Long Forward Measure and Long-Term Factorization in Heath-Jarrow-Morton Models. (2017). Qin, Likuan ; Linetsky, Vadim. In: Papers. RePEc:arx:papers:1610.00818.

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2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

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2018On the Relation Between Linearity-Generating Processes and Linear-Rational Models. (2018). Filipovic, Damir ; Trolle, Anders B ; Larsson, Martin. In: Papers. RePEc:arx:papers:1806.03153.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1169_18.

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2017An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2017Constraints on LTV as a Macroprudential Tool: A Precautionary Tale. (2017). Garcia-Montalvo, Jose ; Raya, Josep M. In: Working Papers. RePEc:bge:wpaper:1008.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Informal one-sided target zone model and the Swiss franc. (2017). Moessner, Richhild ; Funke, Michael ; Chen, Yu-Fu. In: BIS Working Papers. RePEc:bis:biswps:660.

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2017Financial and real shocks and the effectiveness of monetary and macroprudential policies in Latin American countries. (2017). Rodriguez, Diego ; Pérez Forero, Fernando ; Kirchner, Markus ; Gondo Mori, Rocio ; Garcia Cicco, Javier ; Chang, Roberto ; Carrillo, Julio ; Montoro, Carlos ; Garcia-Cicco, Javier. In: BIS Working Papers. RePEc:bis:biswps:668.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Five Essays on International Trade, Factor Flows and the Gains from Globalization. (2017). Heiland, Inga. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:74.

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2017The Macroeconomic Shock with the Highest Price of Risk. (2017). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1623.

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2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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2018Política monetaria óptima bajo inestabilidad financiera en economías emergentes. (2018). Rojas Quiroz, Carlos. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:21:y:2018:i:1:p:068-117.

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2017How much to share: Welfare effects of fiscal transfers. (2017). Kim, Sunghyun. In: Canadian Journal of Economics. RePEc:cje:issued:v:50:y:2017:i:3:p:636-659.

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2017Debt-Ridden Borrowers and Economic Slowdown. (2017). Shirai, Daichi ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-002e.

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2018Debt-Ridden Borrowers and Economic Slowdown. (2018). Shirai, Daichi ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:18-003e.

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2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12137.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Investors favourite - A different look at valuing individual labour income. (2017). Diesteldorf, Jeanne ; Voelzke, Jan ; Weigt, Till ; Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:6017.

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2018Human Capital, Growth, and Asset Prices. (2018). Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:6918.

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2017Land-price dynamics and macroeconomic fluctuations with nonseparable preferences. (2017). zou, heng-fu ; Wang, Chan ; Gong, Liutang ; Zhao, Fuyang. In: CEMA Working Papers. RePEc:cuf:wpaper:605.

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2018Optimal risk-sharing in pension funds when stock and labor markets are co-integrated. (2018). Boelaars, Ilja ; Mehlkopf, Roel . In: DNB Working Papers. RePEc:dnb:dnbwpp:595.

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2017The Welfare Cost of Business Cycles for Heterogeneous Consumers: A State-Space Decomposition. (2017). Barros, Fernando ; Silva, Diego M ; Lima, Francisco L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00282.

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2017Optimal Inflation with Corporate Taxation and Financial Constraints. (2017). Weil, Philippe ; Mendicino, Caterina ; Finocchiaro, Daria ; Lombardo, Giovanni. In: Working Papers ECARES. RePEc:eca:wpaper:2013/262613.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Rots, Eyno ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Welz, Peter ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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Pricing of bonds and equity when the zero lower bound is relevant. (2017). Kick, Heinrich . In: Working Paper Series. RePEc:ecb:ecbwps:20171992.

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2017Structural asymmetries and financial imbalances in the eurozone. (2017). Smets, Frank ; Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20172076.

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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20182141.

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2018Sticky expectations and consumption dynamics. (2018). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher ; Crawley, Edmund. In: Working Paper Series. RePEc:ecb:ecbwps:20182152.

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2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

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2018Saving for a rainy day: Evidence from the 2000 dot-com crash and the 2008 credit crisis. (2018). Chen, Hsuan-Chi ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:680-699.

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2017International endogenous growth, macro anomalies, and asset prices. (2017). Grüning, Patrick ; Gruning, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:118-148.

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2017Monetary and macroprudential policies in an estimated model with financial intermediation. (2017). Gelain, Paolo ; Ilbas, Pelin . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:164-189.

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2017Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355.

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2017Land-price dynamics and macroeconomic fluctuations with nonseparable preferences. (2017). zou, heng-fu ; Wang, Chan ; Gong, Liutang ; Zhao, Fuyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:149-161.

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2017Optimal bankruptcy code: A fresh start for some. (2017). Gordon, Grey. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:123-149.

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2018Unlocking the gates of paradise: General equilibrium effects of information exchange. (2018). Marchiori, Luca ; Pierrard, Olivier . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:152-172.

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2018Optimal monetary policy with capital and a financial accelerator. (2018). Hansen, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:84-102.

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2017Financial intermediation, consumption dynamics, and business cycles. (2017). Yepez, Carlos. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:231-243.

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2017Real estate price and heterogeneous investment behavior in China. (2017). Wang, Ren ; He, Xiaobei ; Hou, Jie . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:271-280.

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2017The financial cycles in four East Asian economies. (2017). Pontines, Victor. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:51-66.

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2018Uncertainty in financial markets and business cycles. (2018). Yildirim-Karaman, Seil . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:329-339.

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2018How costly is a misspecified credit channel DSGE model in monetary policymaking?. (2018). Yagihashi, Takeshi. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:484-505.

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2018The effects of financial distress: Evidence from US GDP growth. (2018). Inekwe, John ; Rebecca, MA ; Jin, YI. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:8-21.

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2018Financial factors and labor market fluctuations. (2018). Zhang, Yahong. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:24-44.

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2018The impact of credit and fiscal policy under a liquidity trap. (2018). Yepez, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:1-11.

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2018Financial intermediation and real estate prices impact on business cycles: A Bayesian analysis. (2018). Yepez, Carlos A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:138-160.

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2017Financial conditions and labor productivity over the business cycle. (2017). Yepez, Carlos. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:34-38.

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2018Changing credit limits, changing business cycles. (2018). Santoro, Emiliano ; Ravn, Søren Hove ; Jensen, Henrik. In: European Economic Review. RePEc:eee:eecrev:v:102:y:2018:i:c:p:211-239.

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2017The home bias of the poor: Foreign asset portfolios across the wealth distribution. (2017). Broer, Tobias. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:74-91.

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2017Liquidity shocks, business cycles and asset prices. (2017). Bigio, Saki ; Schneider, Andres . In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:108-130.

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2018Cyclicality of growth opportunities and the value of cash holdings. (2018). Ahrends, Meike ; Puhan, Tatjana Xenia ; Drobetz, Wolfgang. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:74-96.

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2017News-driven business cycles in small open economies. (2017). Theodoridis, Konstantinos ; Thoenissen, Christoph ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:77-89.

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2018The macroeconomic consequences of remittances. (2018). Lebesmuehlbacher, Thomas ; Chatterjee, Santanu ; Bahadir, Berrak . In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:214-232.

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2018International credit supply shocks. (2018). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio ; Ferrero, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:219-237.

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2017Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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2018Cash flows and credit cycles. (2018). Leukhina, Oksana ; Figueroa, Nicolas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:318-332.

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2018Stochastic stability of monotone economies in regenerative environments. (2018). Worrall, Timothy ; Thomas, Jonathan ; Shneer, Vsevolod ; Foss, Sergey. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:334-360.

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2018Indeterminacy in credit economies. (2018). Bethune, Zachary ; Rocheteau, Guillaume. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:556-584.

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2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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2018Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR. (2017). Milas, Costas ; Florackis, Chris ; Ellington, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:93-117.

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2017Credit market imperfections, labor markets, and leverage dynamics in emerging economies. (2017). Gonzalez, Andres ; Finkelstein Shapiro, Alan ; Gomez, Andres Gonzalez. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:44-63.

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2018International risk sharing and financial shocks. (2018). Rouillard, Jean-François. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

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2017Costly financial intermediation and excess consumption volatility. (2017). Sapci, Ayse. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:97-114.

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2017Optimal monetary and macroprudential policies: Gains and pitfalls in a model of financial intermediation. (2017). Kiley, Michael ; Sim, Jae. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:232-259.

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2017Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks. (2017). Kühl, Michael ; Kuhl, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:260-284.

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2017Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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2018Credit crunches, individual heterogeneity and the labor wedge. (2018). Zhang, Lini. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:65-88.

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2018What is the major source of business cycles: Spillovers from land prices, investment shocks, or anything else?. (2018). Shirota, Toyoichiro. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:138-149.

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2018Unemployment and vacancy dynamics with imperfect financial markets. (2018). Wälde, Klaus ; Carrillo-Tudela, Carlos ; Waelde, Klaus ; Graber, Michael . In: Labour Economics. RePEc:eee:labeco:v:50:y:2018:i:c:p:128-143.

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2018Financial constraints in search equilibrium: Mortensen Pissarides meet Holmstrom and Tirole. (2018). Boeri, Tito ; Moen, Espen R ; Garibaldi, Pietro. In: Labour Economics. RePEc:eee:labeco:v:50:y:2018:i:c:p:144-155.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:1-20.

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2017Asset bubbles and efficiency in a generalized two-sector model. (2017). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:88:y:2017:i:c:p:37-48.

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2017The real effects of financial (dis)integration: A multi-country equilibrium analysis of Europe. (2017). Holter, Hans ; Chakraborty, Indraneel ; Stepanchuk, Serhiy ; Hai, Rong . In: Journal of Monetary Economics. RePEc:eee:moneco:v:85:y:2017:i:c:p:28-45.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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2017Taxes and capital structure: Understanding firms’ savings. (2017). Hnatkovska, Viktoria ; Armenter, Roc. In: Journal of Monetary Economics. RePEc:eee:moneco:v:87:y:2017:i:c:p:13-33.

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2017The global rise of corporate saving. (2017). Karabarbounis, Loukas ; Neiman, Brent ; Chen, Peter. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:1-19.

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2017Collateral constraints and macroeconomic asymmetries. (2017). Iacoviello, Matteo ; Guerrieri, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:28-49.

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2017Asset price volatility, price markups, and macroeconomic fluctuations. (2017). Iraola, Miguel A ; Santos, Manuel S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:84-98.

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2017External financing and the role of financial frictions over the business cycle: Measurement and theory. (2017). Zetlin-Jones, Ariel ; Shourideh, Ali. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:1-15.

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2018Oil consumption, economic growth, and oil futures: The impact of long-run oil supply uncertainty on asset prices. (2018). Ready, Robert C. In: Journal of Monetary Economics. RePEc:eee:moneco:v:94:y:2018:i:c:p:1-26.

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2018The real effects of forced sales of corporate bonds. (2018). Aslan, Hadiye ; Kumar, Praveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:95:y:2018:i:c:p:1-17.

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2017Assessing bankruptcy reform in a model with temptation and equilibrium default. (2017). Nakajima, Makoto. In: Journal of Public Economics. RePEc:eee:pubeco:v:145:y:2017:i:c:p:42-64.

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2018Real effects of working capital shocks: Theory and evidence from micro data. (2018). Mahmoudzadeh, Amineh ; Nili, Farhad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:191-218.

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2017Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G. In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635.

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2017Optimal capital structure and credit spread under incomplete information. (2017). Liu, BO ; Yang, Jinqiang ; Peng, Juan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:596-611.

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2017Self-Production, Friction, and Risk Sharing against Disasters: Evidence from a Developing Country. (2017). Sawada, Yasuyuki ; Nakata, Hiroyuki ; Kotera, Tomoaki . In: World Development. RePEc:eee:wdevel:v:94:y:2017:i:c:p:27-37.

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

Works by Urban Joseph Jermann:

YearTitleTypeCited
2012Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article270
2009Macroeconomic Effects of Financial Shocks.(2009) In: CEPR Discussion Papers.
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2009Macroeconomic Effects of Financial Shocks.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 270		paper
2012Erratum: Macroeconomic Effects of Financial Shocks In: American Economic Review.
[Full Text][Citation analysis]		article217
1997The International Diversification Puzzle Is Worse Than You Think. In: American Economic Review.
[Full Text][Citation analysis]		article272
1995The International Diversification Puzzle is Worse Than You Think.(1995) In: NBER Working Papers.
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1993The International Diversification Puzzle is Worse than you Think..(1993) In: RCER Working Papers.
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This paper has another version. Agregated cites: 272		paper
1999Household Production and the Excess Sensitivity of Consumption to Current Income In: American Economic Review.
[Full Text][Citation analysis]		article93
1999Household Production and the Excess Sensitivity of Consumption to Current Income.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 93		paper
2010Asset Pricing When Risk Sharing is Limited by Default In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper12
1998Asset Pricing when Risk Sharing is Limited by Default.(1998) In: NBER Working Papers.
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2006Financial Innovations and Macroeconomic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper63
2006Financial innovations and macroeconomic volatility.(2006) In: Proceedings.
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2006Financial Innovations and Macroeconomic Volatility.(2006) In: NBER Working Papers.
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2007Financial Innovations and Macroeconomic Volatility.(2007) In: 2007 Meeting Papers.
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2000Using Asset Prices to Measure the Cost of Business Cycles In: Working Papers.
[Full Text][Citation analysis]		paper101
2000Using Asset Prices to Measure the Cost of Business Cycles..(2000) In: Weiss Center Working Papers.
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2000Using Asset Prices to Measure the Cost of Business Cycles.(2000) In: NBER Working Papers.
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2004Using Asset Prices to Measure the Cost of Business Cycles.(2004) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 101		article
2001The Size of the Permanent Component of Asset Pricing Kernels In: Working Papers.
[Full Text][Citation analysis]		paper3
2001The Size of the Permanent Component of Asset Pricing Kernels.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3		paper
2000Efficiency, Equilibrium, and Asset Pricing with Risk of Default In: Econometrica.
[Citation analysis]		article244
2005Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth In: Econometrica.
[Full Text][Citation analysis]		article67
1999Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article3
1998Synthetic returns on NIPA assets: An international comparison In: European Economic Review.
[Full Text][Citation analysis]		article0
2002International portfolio diversification and endogenous labor supply choice In: European Economic Review.
[Full Text][Citation analysis]		article14
1998International Portfolio Diversification and Endogenous Labour Supply Choice.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14		paper
1998Nontraded goods, nontraded factors, and international non-diversification In: Journal of International Economics.
[Full Text][Citation analysis]		article96
1995Nontraded Goods, Nontraded Factors, and International Non-Diversification.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
2010The equity premium implied by production In: Journal of Financial Economics.
[Full Text][Citation analysis]		article29
2006The Equity Premium Implied by Production.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29		paper
2005The Equity Premium Implied by Production.(2005) In: 2005 Meeting Papers.
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This paper has another version. Agregated cites: 29		paper
1998Asset pricing in production economies In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article475
2007Stock market boom and the productivity gains of the 1990s In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article39
2002Stock Market Boom and the Productivity Gains of the 1990s.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39		paper
1997International portfolio diversification and labor/leisure choice In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper4
1998International Portfolio Diversification and Labor/Leisure Choice.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1999Quantitative asset pricing implications of endogenous solvency constraints In: Working Papers.
[Full Text][Citation analysis]		paper80
1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 80		paper
1999Quantitative Asset Pricing Implications of Endogenous Solvency Constraints.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 80		paper
2001Quantitative Asset Pricing Implications of Endogenous Solvency Constraints..(2001) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 80		article
2013A Production-Based Model for the Term Structure In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2016Financial Markets’ Views about the Euro-Swiss Franc Floor In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2002EconomicDynamics Interviews Urban Jermann on Asset Pricing In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]		article0
2005Financial Development and Macroeconomic Stability In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper2
2006Interest Rate Swap and Corporate Default In: 2006 Meeting Papers.
[Citation analysis]		paper0
2009On the Macroeconomic Effects of Credit Shocks In: 2009 Meeting Papers.
[Citation analysis]		paper0

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