Amir Yaron : Citation Profile

Are you Amir Yaron?

University of Pennsylvania
National Bureau of Economic Research (NBER)

17

H index

20

i10 index

2909

Citations

RESEARCH PRODUCTION:

11

Articles

36

Papers

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 121
   Journals where Amir Yaron has often published
   Relations with other researchers
   Recent citing documents: 263.    Total self citations: 20 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya156
   Updated: 2023-05-27    RAS profile: 2010-11-30    
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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 Amir Yaron.

Is cited by:

Ludwig, Alexander (42)

Krueger, Dirk (41)

Huggett, Mark (34)

Guvenen, Fatih (31)

Storesletten, Kjetil (25)

Heathcote, Jonathan (25)

Violante, Giovanni (23)

Perri, Fabrizio (21)

Kaplan, Greg (21)

Campbell, John (20)

Ionescu, Felicia (20)

Cites to:

Campbell, John (28)

Bansal, Ravi (18)

Hansen, Lars (14)

Cochrane, John (13)

Stambaugh, Robert (10)

Hall, Robert (10)

Tauchen, George (10)

Abel, Andrew (9)

Storesletten, Kjetil (9)

Shiller, Robert (8)

Telmer, Chris (8)

Main data

Where Amir Yaron has published?

Journals with more than one article published# docs
Review of Economic Dynamics2
Journal of Monetary Economics2
European Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc16
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business8
2004 Meeting Papers / Society for Economic Dynamics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Seminar Papers / Stockholm University, Institute for International Economic Studies2

Recent works citing Amir Yaron (2022 and 2021)

YearTitle of citing document
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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2022THE EVOLUTION OF THE EARNINGS DISTRIBUTION IN A VOLATILE ECONOMY: EVIDENCE FROM ARGENTINA. (2022). Trupkin, Danilo ; Moser, Christian ; Drenik, Andres ; de Astarloa, Bernardo Diaz ; Blanco, Andres. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202269.

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2022Estimation of Large Network Formation Games. (2020). Sheng, Shuyang ; Ridder, Geert. In: Papers. RePEc:arx:papers:2001.03838.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2022A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

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2021Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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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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2022The macroeconomic cost of climate volatility. (2021). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2108.01617.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2022Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach. (2021). Yu, Xun ; Jia, Yanwei. In: Papers. RePEc:arx:papers:2108.06655.

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

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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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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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2022Adversarial Estimators. (2022). Metzger, Jonas. In: Papers. RePEc:arx:papers:2204.10495.

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2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

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2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

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2022Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288.

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2023An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782.

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2023Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2021Credit Markets, Intermediate Production and the Business Cycle. (2021). Samiri, Issam. In: BCAM Working Papers. RePEc:bbk:bbkcam:2101.

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2022The macroeconomic cost of climate volatility. (2022). Mumtaz, Haroon ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:2202.

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2021What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21.

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2022Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1358.

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2023Rethinking the Welfare State. (2023). Ventura, Gustavo ; Kaygusuz, Remzi ; Guner, Nezih. In: Working Papers. RePEc:bge:wpaper:1386.

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2021Risk of holding stocks with liquidity sensitive to market uncertainty: evidence from China. (2021). Yan, WU ; Qian, Meifen ; Shen, Yifan ; Sun, Pingwen. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1993-2029.

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2022Medium?Term growth effects of Disasters?Empirical analysis based on provincial panel data in China. (2022). Wu, Yonggang ; Zhou, Yiqun ; Sun, Qiping ; Liu, Wei ; Guo, Jing. In: Asian Economic Journal. RePEc:bla:asiaec:v:36:y:2022:i:1:p:47-71.

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2022Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452.

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2021Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2022Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2022Choice of Policy Instruments with Endogenous Quality: Per?Passenger and Per?Flight Airport Charges in Japan. (2022). Doi, Naoshi. In: Journal of Industrial Economics. RePEc:bla:jindec:v:70:y:2022:i:1:p:44-88.

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2021Implied Equity Duration: A Measure of Pandemic Shutdown Risk. (2021). Sloan, Richard G ; Erhard, Ryan D ; Dechow, Patricia M ; Mark, And. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:1:p:243-281.

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2022Optimal redistributive policies by publicly provided inputs and income taxation. (2022). Greco, Luciano ; Bassetti, Thomas. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:3:p:504-528.

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2022Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609.

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2022Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

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2021Progressive Taxation and Economic Stability. (2021). Alessandrini, Diana. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:2:p:422-452.

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2021Stable inverse probability weighting estimation for longitudinal studies. (2021). Vansteelandt, Stijn ; Avagyan, Vahe. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:1046-1067.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2022Policies for Early Childhood Skills Formation: Accounting for Parental Choices and Noncognitive Skills. (2022). Morchio, Iacopo. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:22/755.

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2021The Intergenerational Elasticity of Earnings: Exploring the Mechanisms. (2021). french, eric ; O'Dea, C ; MacCuish, Hentall J ; Bolt, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2171.

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2022How do transfers and universal basic income impact the labor market and inequality?. (2022). Santos, M R ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2208.

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2023On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the US. (2023). Valladares-Esteban, Arnau ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2333.

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2022.

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2022Market size, markups and international price dispersion in the cement industry. (2022). Reed, Tristan ; Macchiavello, Rocco ; Leone, Fabrizio. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1862.

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2021Marital Sorting and Cross-Country Differences in Intergenerational Earnings Persistence. (2021). Tolstova, Vera. In: CERGE-EI Working Papers. RePEc:cer:papers:wp680.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2021Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711.

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2022RBTC and Human Capital: Accounting for Individual-Level Responses. (2022). Kashkarov, Daniil. In: CERGE-EI Working Papers. RePEc:cer:papers:wp721.

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2021Pricing Climate Risk. (2021). Jensen, Svenn ; Trager, Christian ; Traeger, Christian P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9196.

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2021An Equilibrium Theory of Nominal Exchange Rates. (2021). Hagedorn, Marcus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9290.

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2022Short-Time Work and Precautionary Savings. (2022). Gehrke, Britta ; Dengler, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9873.

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2021The UKs wealth distribution and characteristics of high-wealth households. (2021). Advani, Arun ; Leslie, Jack ; Bangham, George. In: CAGE Online Working Paper Series. RePEc:cge:wacage:576.

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2022Maternal Investments in Children : The Role of Expected Effort and Returns. (2022). Font-Gilabert, Paulino ; Maselko, Joanna ; Bhalotra, Sonia ; Delavande, Adeline. In: CAGE Online Working Paper Series. RePEc:cge:wacage:637.

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2022Income dynamics in dual labor markets. (2022). Lagrosa, Ivan. In: Working Papers. RePEc:cmf:wpaper:wp2022_2209.

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2021ultinational Enterprises, Technology Transfers and Robot Adoption. (2021). Leone, Fabrizio. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2111.

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2021ACE - Analytic Climate Economy. (2021). , Christiantraeger ; Traeger, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15968.

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2021The Intergenerational Elasticity of Earnings: Exploring the Mechanisms. (2021). O'Dea, Cormac ; french, eric ; Odea, Cormac ; MacCuish, Jamie ; Bolt, Uta. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15975.

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2022Housing prices and credit constraints in competitive search. (2022). Rincón-Zapatero, Juan Pablo ; Rincon-Zapatero, Juan Pablo ; Jerez, Belen ; Diaz, Antonia. In: UC3M Working papers. Economics. RePEc:cte:werepe:35536.

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2021The Evolution of the Earnings Distribution in a Volatile Economy: Evidence from Argentina. (2021). Trupkin, Danilo ; Moser, Christian ; Blanco, Andres ; Drenik, Andres ; de Astarloa, Bernardo Diaz. In: CEDLAS, Working Papers. RePEc:dls:wpaper:0280.

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2023Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451.

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2022Sibling spillovers in rural China: A story of sisters. (2022). Yang, Guanyi ; Jiang, Xuan ; Bansak, Cynthia. In: China Economic Review. RePEc:eee:chieco:v:76:y:2022:i:c:s1043951x22001316.

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2021Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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2021In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000766.

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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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2021A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243.

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2021Hysteresis and the welfare costs of recessions. (2021). Tervala, Juha. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:136-144.

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2021Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?. (2021). Mahmood, Amir ; Agbola, Frank W ; Boateng, Elliot. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:111-127.

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2021Cost-effective mortgage modification program to reduce mortgage defaults. (2021). Kim, Jiseob ; Lim, Taejun. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:220-241.

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2022Optimal consumption and portfolio choices in the stochastic SIS model. (2022). Yang, Jinqiang ; Li, Tongtong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001267.

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2021The relation between fishing subsidies and CO2 emissions in the fisheries sector. (2021). Sumaila, Ussif Rashid ; da Silva, Gibran ; Abdallah, Patrizia Raggi ; Halmenschlager, Vinicius ; Vargas, Fabio Luiz. In: Ecological Economics. RePEc:eee:ecolec:v:185:y:2021:i:c:s0921800921001154.

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2021Sample sensitivity for two-step and continuous updating GMM estimators. (2021). Otsu, Taisuke ; Onishi, Rikuto. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304456.

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2022What is the expected return on Bitcoin? Extracting the term structure of returns from options prices. (2022). Svec, Jiri ; Malloch, Hamish ; Li, Simeng ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004493.

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2022Information acquisition and asset allocation with unknown income growth. (2022). Hou, Chunxiao ; Wang, Dongfang. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000519.

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2022Analytical cyclical price–dividend ratios. (2022). Sbuelz, Alessandro ; Mignanego, Fausto . In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s016517652200132x.

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2021Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2022Bayesian estimation of long-run risk models using sequential Monte Carlo. (2022). Liu, Hening ; Heng, Jeremy ; Fulop, Andras. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:62-84.

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2022A doubly corrected robust variance estimator for linear GMM. (2022). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:276-298.

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2023High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345.

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2021Simulation smoothing for nowcasting with large mixed-frequency VARs. (2021). Ankargren, Sebastian ; Joneus, Paulina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:97-113.

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2021Blockwise Euclidean likelihood for spatio-temporal covariance models. (2021). Crudu, Federico ; Bevilacqua, Moreno ; Morales-Oate, Victor. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:176-201.

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2022The saving, human wealth and asset pricing nexus: Evidence from around the world. (2022). Shijin, Santhakumar ; Roy, Rahul. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000395.

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2022Bank competition, financial development and macroeconomic stability: Empirical evidence from emerging economies. (2022). Khan, Habib Hussain. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s093936252200084x.

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2021The baby boomers and the productivity slowdown. (2021). Vandenbroucke, Guillaume. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302397.

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2021Heterogeneity and wage inequalities over the life cycle. (2021). Magnac, Thierry ; Roux, Sebastien. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000684.

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2021Consumption inequality across heterogeneous families. (2021). Theloudis, Alexandros. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001185.

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2022Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713.

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2022Labor market implications of education mismatch. (2022). Cooper, Russell ; Cervantes, Carla Varona. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001015.

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2022By force of confidence. (2022). Merella, Vincenzo ; Satchell, Stephen E. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s001429212200191x.

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2022State-dependent or time-dependent pricing? New evidence from a monthly firm-level survey: 1980–2017. (2022). Grimme, Christian ; Dixon, Huw D. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001994.

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2022Prenatal climate shocks and adult height in developing countries. Evidence from Japan (1872–1917).. (2022). Woitek, Ulrich ; Lagoarde-Segot, Thomas ; Bassino, Jean-Pascal. In: Economics & Human Biology. RePEc:eee:ehbiol:v:45:y:2022:i:c:s1570677x22000119.

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2022An equilibrium model of the term structures of bonds and equities. (2022). Takamizawa, Hideyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003064.

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2021Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

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2022Which uncertainty measures matter for the cross-section of stock returns?#. (2022). Kim, Minki ; Joen, Yoontae ; Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003901.

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2022Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021.

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2022Who should buy stocks when volatility spikes?. (2022). Schneider, Andres. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000756.

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

Works by Amir Yaron:

YearTitleTypeCited
2001How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review.
[Full Text][Citation analysis]		article55
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]		article604
1999The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers.
[Citation analysis]		paper25
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers.
[Full Text][Citation analysis]		paper262
2001Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers.
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2002Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers.
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2007Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 262		article
1999Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers.
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This paper has another version. Agregated cites: 262		paper
1997Consumption and risk sharing over the life cycle In: GSIA Working Papers.
[Full Text][Citation analysis]		paper480
2004Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 480		article
2002Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers.
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This paper has another version. Agregated cites: 480		paper
2000Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 480		paper
Persistent Idiosyncratic Shocks and Incomplete Markets In: GSIA Working Papers.
[Full Text][Citation analysis]		paper13
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
1998The risk sharing implications of alternative social security arrangements In: GSIA Working Papers.
[Full Text][Citation analysis]		paper110
1999The risk-sharing implications of alternative social security arrangements.(1999) In: Carnegie-Rochester Conference Series on Public Policy.
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This paper has another version. Agregated cites: 110		article
Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
1995Fixed Costs and Asset Market Participation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper2
2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper60
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 60		paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 60		article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper59
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59		paper
2003Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 59		article
2001The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review.
[Full Text][Citation analysis]		article188
2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 188		paper
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article109
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 109		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 109		paper
2006Human capital and earnings distribution dynamics In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article142
2002Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 142		paper
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
[Full Text][Citation analysis]		paper85
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 85		paper
2007Sources of Lifetime Inequality In: Working Papers.
[Full Text][Citation analysis]		paper279
2007Sources of Lifetime Inequality.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 279		paper
2005How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking.
[Citation analysis]		article5
2005Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2004Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 11		paper
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper181
2012Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper131
2012Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers.
[Full Text][Citation analysis]		paper64
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2002How Well Do Banks Manage Their Reserves? In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2003Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2004Consumption and Earnings Inequality with Risky Human Capital In: 2004 Meeting Papers.
[Citation analysis]		paper1
2004Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers.
[Citation analysis]		paper0

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