15
H index
17
i10 index
1824
Citations
University of Pennsylvania | 15 H index 17 i10 index 1824 Citations RESEARCH PRODUCTION: 11 Articles 35 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Amir Yaron. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 2 |
European Economic Review | 2 |
Review of Economic Dynamics | 2 |
Working Papers Series with more than one paper published | # docs |
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GSIA Working Papers / Carnegie Mellon University, Tepper School of Business | 8 |
2004 Meeting Papers / Society for Economic Dynamics | 4 |
Year | Title of citing document | |
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2018 | Optimal Progressive Income Taxation in a Bewley-Grossman Framework. (2018). Tran, Chung ; Jung, Juergen. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-662. Full description at Econpapers || Download paper | |
2018 | Constrained Efficiency in a Human Capital Model. (2018). Park, Yena. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:3:p:179-214. Full description at Econpapers || Download paper | |
2017 | Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86. Full description at Econpapers || Download paper | |
2018 | Acquisitions of Financially Constrained Targets. (2018). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:868-877. Full description at Econpapers || Download paper | |
2019 | Acquisitions of Financially Constrained Targets. (2019). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1-10. Full description at Econpapers || Download paper | |
2018 | Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735. Full description at Econpapers || Download paper | |
2018 | Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953. Full description at Econpapers || Download paper | |
2018 | Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450. Full description at Econpapers || Download paper | |
2019 | A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821. Full description at Econpapers || Download paper | |
2019 | What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-38. Full description at Econpapers || Download paper | |
2019 | Measuring the cost of U.S. housing policy. (2019). Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2019-08. Full description at Econpapers || Download paper | |
2017 | Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372. Full description at Econpapers || Download paper | |
2018 | THE INFORMATION TECHNOLOGY REVOLUTION AND THE UNSECURED CREDIT MARKET. (2018). Sanchez, Juan ; Snchez, Juan M. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:914-930. Full description at Econpapers || Download paper | |
2018 | The Drivers of Life‐Cycle Wage Inequality in Australia. (2018). Freestone, Owen. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:424-444. Full description at Econpapers || Download paper | |
2017 | The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603. Full description at Econpapers || Download paper | |
2017 | Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion. (2017). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:836-836. Full description at Econpapers || Download paper | |
2018 | Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361. Full description at Econpapers || Download paper | |
2017 | Bargaining and Wage Rigidity in a Matching Model for the US. (2017). Mavroeidis, Sophocles ; Malcomson, James. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:997-1017. Full description at Econpapers || Download paper | |
2017 | Earnings Growth and Movements in Self‐Reported Health. (2017). Addison, Tony ; Halliday, Timothy J ; Tarp, Finn ; Pirttila, Yukka. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:760-776. Full description at Econpapers || Download paper | |
2018 | Does Economic Insecurity Cause Weight Gain Among Canadian Labor Force Participants?. (2018). Watson, Barry. In: Review of Income and Wealth. RePEc:bla:revinw:v:64:y:2018:i:2:p:406-427. Full description at Econpapers || Download paper | |
2017 | Caught in the crossfire: Dimensions of vulnerability and foreign multinationals exit from war-afflicted countries. (2017). Eden, Lorraine ; Beamish, Paul W ; Dai, LI. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:7:p:1478-1498. Full description at Econpapers || Download paper | |
2019 | Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:1904. Full description at Econpapers || Download paper | |
2019 | Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8. Full description at Econpapers || Download paper | |
2017 | Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw. Full description at Econpapers || Download paper | |
2017 | The Long-Lasting Effects of Family and Childhood on Adult Wellbeing: Evidence from British Cohort Data. (2017). Lekfuangfu, Warn Nuarpear ; Flèche, Sarah ; Clark, Andrew ; Fleche, Sarah. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1493. Full description at Econpapers || Download paper | |
2018 | Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620. Full description at Econpapers || Download paper | |
2017 | Asymmetries in Earnings, Employment and Wage Risk in Great Britain. (2017). Malley, Jim ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6400. Full description at Econpapers || Download paper | |
2017 | Can Subsidising Job-Related Training Reduce Inequality?. (2017). Malley, Jim ; Benecchi, Andrea ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6605. Full description at Econpapers || Download paper | |
2017 | Mediated Terrorism: US News and Al-Qaeda Attacks. (2017). Jetter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6804. Full description at Econpapers || Download paper | |
2018 | The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Saborowski, Christian ; Nedeljkovic, Milan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127. Full description at Econpapers || Download paper | |
2018 | Which Ladder to Climb? Decomposing Life Cycle Wage Dynamics. (2018). Kuhn, Moritz ; Bayer, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7236. Full description at Econpapers || Download paper | |
2019 | Cyclical income risk in Great Britain. (2019). Malley, Jim ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7594. Full description at Econpapers || Download paper | |
2019 | State-Dependent or Time-Dependent Pricing? New Evidence from a Monthly Firm-Level Survey: 1980-2017. (2019). Grimme, Christian ; Dixon, Huw D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7842. Full description at Econpapers || Download paper | |
2017 | Family Economics Writ Large. (2017). Vandenbroucke, Guillaume ; Guner, Nezih ; Greenwood, Jeremy. In: Working Papers. RePEc:cmf:wpaper:wp2017_1706. Full description at Econpapers || Download paper | |
2017 | Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709. Full description at Econpapers || Download paper | |
2017 | Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Working Papers. RePEc:cmf:wpaper:wp2017_1711. Full description at Econpapers || Download paper | |
2017 | Family Economics Writ Large. (2017). Vandenbroucke, Guillaume ; Guner, Nezih ; Greenwood, Jeremy. In: Working Papers. RePEc:cmf:wpaper:wp2018_1706. Full description at Econpapers || Download paper | |
2017 | Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante . In: Working Papers. RePEc:cmf:wpaper:wp2018_1709. Full description at Econpapers || Download paper | |
2017 | Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Working Papers. RePEc:cmf:wpaper:wp2018_1711. Full description at Econpapers || Download paper | |
2017 | Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013. Full description at Econpapers || Download paper | |
2017 | Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12085. Full description at Econpapers || Download paper | |
2017 | The Lifetime Costs of Bad Health. (2017). De Nardi, Mariacristina ; Porapapakkarm, Ponpoje ; Pashchenko, Svetlana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12386. Full description at Econpapers || Download paper | |
2018 | Which Ladder to Climb? Wages of workers by job, plant, and education. (2018). Bayer, Christian ; Kuhn, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13158. Full description at Econpapers || Download paper | |
2018 | Risk-Adjusted Capital Allocation and Misallocation. (2018). David, Joel ; Zeke, David ; Schmid, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13205. Full description at Econpapers || Download paper | |
2019 | The Cost of Consumption Smoothing: Less Schooling and less Nutrition. (2019). Santaeulila-Llopis, Raul ; Koh, Dongya ; de Magalhes, Leandro . In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:85:y:2019:i:3:p:181-208. Full description at Econpapers || Download paper | |
2017 | John Denis Sargan at the London School of Economics. (2017). Phillips, Peter ; Hendry, David ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2082. Full description at Econpapers || Download paper | |
2017 | Resilience in Youth: Evidence from a Forced Migration in China. (2017). Zhou, Weina. In: Working Papers. RePEc:dal:wpaper:daleconwp2017-04. Full description at Econpapers || Download paper | |
2019 | The governance threshold effect on the relationship between public education financing and income inequality. (2019). Trabelsi, Salwa. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00763. Full description at Econpapers || Download paper | |
2018 | Sticky expectations and consumption dynamics. (2018). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher ; Crawley, Edmund. In: Working Paper Series. RePEc:ecb:ecbwps:20182152. Full description at Econpapers || Download paper | |
2017 | The generalized moment estimation of the additive–multiplicative hazard model with auxiliary survival information. (2017). Shang, Wenpeng ; Wang, Xiao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:154-169. Full description at Econpapers || Download paper | |
2018 | The consumption, income, and wealth of the poorest: An empirical analysis of economic inequality in rural and urban Sub-Saharan Africa for macroeconomists. (2018). Santaeulalia-Llopis, Raul ; de Magalhes, Leandro . In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:350-371. Full description at Econpapers || Download paper | |
2017 | Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125. Full description at Econpapers || Download paper | |
2018 | Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122. Full description at Econpapers || Download paper | |
2018 | Macroeconomic and distributional effects of mortgage guarantee programs for the poor. (2018). Kim, Jiseob ; Wang, Yicheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:124-151. Full description at Econpapers || Download paper | |
2018 | Learning by Doing and Ben-Porath: Life-cycle Predictions and Policy Implications. (2018). Blandin, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:220-235. Full description at Econpapers || Download paper | |
2018 | Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368. Full description at Econpapers || Download paper | |
2017 | Explaining changes in the US credit card market: Lenders are using more information. (2017). Kim, Jiseob ; Davis, Andrew. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:76-92. Full description at Econpapers || Download paper | |
2017 | Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348. Full description at Econpapers || Download paper | |
2018 | Foreign direct investment and economic growth: Exploring the transmission channels. (2018). Makieła, Kamil ; Ouattara, Bazoumana ; Makiela, Kamil . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:296-305. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Is post-secondary education a safe port and for whom? Evidence from Canadian data. (2018). Alessandrini, Diana. In: Economics of Education Review. RePEc:eee:ecoedu:v:67:y:2018:i:c:p:1-13. Full description at Econpapers || Download paper | |
2017 | Firm size, economic risks, and the cross-section of international stock returns. (2017). Nitschka, Thomas ; Atanasov, Victoria . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126. Full description at Econpapers || Download paper | |
2017 | Merit and rent in a growing economy. (2017). minelli, enrico. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:107-110. Full description at Econpapers || Download paper | |
2018 | Generalized empirical likelihood specification test robust to local misspecification. (2018). Park, Sung Y. ; Fan, Rui ; Li, Haiqi. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:149-153. Full description at Econpapers || Download paper | |
2017 | Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16. Full description at Econpapers || Download paper | |
2017 | Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180. Full description at Econpapers || Download paper | |
2018 | A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33. Full description at Econpapers || Download paper | |
2019 | The scale of predictability. (2019). Bandi, F M ; Tebaldi, C ; Tamoni, A ; Perron, B. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:120-140. Full description at Econpapers || Download paper | |
2019 | GEL estimation and tests of spatial autoregressive models. (2019). Lee, Lung-Fei ; Jin, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:585-612. Full description at Econpapers || Download paper | |
2018 | Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56. Full description at Econpapers || Download paper | |
2017 | Aging and health financing in the U.S.: A general equilibrium analysis. (2017). Tran, Chung ; Jung, Juergen ; Chambers, Matthew. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:428-462. Full description at Econpapers || Download paper | |
2018 | Explaining cross-cohort differences in life-cycle earnings. (2018). Ravikumar, B ; Kong, Yu-Chien ; Vandenbroucke, G ; Kong, Y.-C., . In: European Economic Review. RePEc:eee:eecrev:v:107:y:2018:i:c:p:157-184. Full description at Econpapers || Download paper | |
2017 | Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167. Full description at Econpapers || Download paper | |
2018 | Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142. Full description at Econpapers || Download paper | |
2017 | Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285. Full description at Econpapers || Download paper | |
2018 | World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197. Full description at Econpapers || Download paper | |
2018 | Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets. (2018). Wing, Tom Pak ; Ho, Edmund ; Wan, Angela Kin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:231-247. Full description at Econpapers || Download paper | |
2019 | Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds. (2019). Yonder, Erkan ; Kok, Nils ; Holtermans, Rogier ; Eichholtz, Piet. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:19-32. Full description at Econpapers || Download paper | |
2017 | Excess reserves, monetary policy and financial volatility. (2017). Primus, Keyra. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:153-168. Full description at Econpapers || Download paper | |
2018 | Why are some households so poorly insured?. (2018). Gathergood, John ; Wylie, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:156:y:2018:i:c:p:1-12. Full description at Econpapers || Download paper | |
2018 | Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712. Full description at Econpapers || Download paper | |
2018 | Optimal government policies in models with heterogeneous agents. (2018). Bohaek, Radim ; Kejak, Michal . In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:834-858. Full description at Econpapers || Download paper | |
2017 | News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:137-162. Full description at Econpapers || Download paper | |
2017 | Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510. Full description at Econpapers || Download paper | |
2018 | Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86. Full description at Econpapers || Download paper | |
2019 | A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140. Full description at Econpapers || Download paper | |
2019 | The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Stancu, Andrei . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4. Full description at Econpapers || Download paper | |
2018 | Downpayment, mobility and default: A welfare analysis. (2018). Mnasri, Ayman. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:235-252. Full description at Econpapers || Download paper | |
2019 | How foreclosure delays impact mortgage defaults and mortgage modifications. (2019). Kim, Jiseob. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:18-37. Full description at Econpapers || Download paper | |
2019 | Loss aversion at the aggregate level across countries and its relation to economic fundamentals. (2019). Rosenblatt-Wisch, Rina ; Foellmi, Reto ; Jaeggi, Adrian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:2. Full description at Econpapers || Download paper | |
2019 | Calibration estimation of semiparametric copula models with data missing at random. (2019). Hamori, Shigeyuki ; Zhang, Zheng ; Motegi, Kaiji. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:85-109. Full description at Econpapers || Download paper | |
2019 | Getting low educated and older people into work: The role of fiscal policy. (2019). Heylen, Freddy ; van De, Renaat. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:586-606. Full description at Econpapers || Download paper | |
2019 | Estimating the marginal willingness to pay function without instrumental variables. (2019). Bishop, Kelly ; Timmins, Christopher. In: Journal of Urban Economics. RePEc:eee:juecon:v:109:y:2019:i:c:p:66-83. Full description at Econpapers || Download paper | |
2017 | The demand for space in China. (2017). Murray, Michael ; Sun, Guoqing . In: Journal of Urban Economics. RePEc:eee:juecon:v:98:y:2017:i:c:p:214-222. Full description at Econpapers || Download paper | |
2017 | The sufficient statistic approach: Predicting the top of the Laffer curve. (2017). Huggett, Mark ; Badel, Alejandro . In: Journal of Monetary Economics. RePEc:eee:moneco:v:87:y:2017:i:c:p:1-12. Full description at Econpapers || Download paper | |
2017 | Time-varying idiosyncratic risk and aggregate consumption dynamics. (2017). McKay, Alisdair. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper | |
2018 | The demographic deficit. (2018). Henriksen, Espen ; Cooley, Thomas . In: Journal of Monetary Economics. RePEc:eee:moneco:v:93:y:2018:i:c:p:45-62. Full description at Econpapers || Download paper | |
2017 | Assessing 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. Full description at Econpapers || Download paper | |
2017 | Voting, education, and the Great Gatsby Curve. (2017). Rauh, Christopher. In: Journal of Public Economics. RePEc:eee:pubeco:v:146:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper | |
2018 | Spillovers in education choice. (2018). Nielsen, Helena ; Joensen, Juanna. In: Journal of Public Economics. RePEc:eee:pubeco:v:157:y:2018:i:c:p:158-183. Full description at Econpapers || Download paper | |
2019 | Employment time and the cyclicality of earnings growth. (2019). Malacrino, Davide ; Hoffmann, Eran B. In: Journal of Public Economics. RePEc:eee:pubeco:v:169:y:2019:i:c:p:160-171. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2001 | How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review. [Full Text][Citation analysis] | article | 40 |
1996 | Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 426 |
1999 | The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers. [Citation analysis] | paper | 19 |
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 203 | |
2001 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
2002 | Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
2007 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | article | |
1999 | Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | paper | |
1997 | Consumption and risk sharing over the life cycle In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 363 |
2004 | Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 363 | article | |
2002 | Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 363 | paper | |
2000 | Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 363 | paper | |
Persistent Idiosyncratic Shocks and Incomplete Markets In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 13 | |
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
1998 | The risk sharing implications of alternative social security arrangements In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 71 |
1999 | The risk-sharing implications of alternative social security arrangements.(1999) In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | article | |
Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
1995 | Fixed Costs and Asset Market Participation In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
2002 | Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2006 | Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
2003 | Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2002 | Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2003 | Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2001 | The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review. [Full Text][Citation analysis] | article | 125 |
2000 | The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2005 | Interpretable asset markets? In: European Economic Review. [Full Text][Citation analysis] | article | 75 |
2002 | Interpretable Asset Markets?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2004 | Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2006 | Human capital and earnings distribution dynamics In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 113 |
2002 | Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
2007 | Sources of Lifetime Inequality In: Working Papers. [Full Text][Citation analysis] | paper | 187 |
2007 | Sources of Lifetime Inequality.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
2005 | How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 2 |
2005 | Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2012 | Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2002 | How Well Do Banks Manage Their Reserves? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2003 | Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | Consumption and Earnings Inequality with Risky Human Capital In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
2004 | Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
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