17
H index
20
i10 index
3128
Citations
University of Pennsylvania | 17 H index 20 i10 index 3128 Citations RESEARCH PRODUCTION: 11 Articles 37 Papers RESEARCH ACTIVITY:
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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 |
Review of Economic Dynamics | 2 |
European Economic Review | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Recurrent Anticipated Liquidity Shocks and Household Expenditure. (2024). Pierri, Damian ; Cardozo, Hector. In: Working Papers. RePEc:aoz:wpaper:347. Full description at Econpapers || Download paper |
2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper |
2025 | Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822. Full description at Econpapers || Download paper |
2024 | Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273. Full description at Econpapers || Download paper |
2025 | Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599. Full description at Econpapers || Download paper |
2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper |
2024 | Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2025 | Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788. Full description at Econpapers || Download paper |
2024 | Income inequality among peers in China: Does internet penetration have a role?. (2024). Li, Xiaomei ; Liu, Yulin ; Fang, Xin. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:3:p:984-1004. Full description at Econpapers || Download paper |
2024 | Inequality in Russia over time and over the life cycle. (2024). Hryshko, Dmytro ; Bryukhanov, Maksym. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:2:p:289-319. Full description at Econpapers || Download paper |
2024 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper |
2024 | Efficiency and Equity of Education Tracking A Quantitative Analysis. (2024). Mahler, Lukas ; Bellue, Suzanne. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_546. Full description at Econpapers || Download paper |
2024 | Family Resources and Human Capital in Economic Downturns. (2024). Anstreicher, Garrett. In: Working Papers. RePEc:cen:wpaper:24-15. Full description at Econpapers || Download paper |
2025 | (Changing) Marriage and Cohabitation Patterns in the US: do Divorce Laws Matter?. (2025). Blasutto, Fabio ; Kozlov, Egor. In: Working Papers ECARES. RePEc:eca:wpaper:2013/388775. Full description at Econpapers || Download paper |
2024 | Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233. Full description at Econpapers || Download paper |
2024 | Welfare and economic implications of universal child benefits. (2024). Kolasa, Aleksandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001246. Full description at Econpapers || Download paper |
2024 | Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374. Full description at Econpapers || Download paper |
2024 | Estimating life-cycle income processes including means-tested transfers. (2024). Lander, David. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003343. Full description at Econpapers || Download paper |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper |
2024 | Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers || Download paper |
2024 | Robust inference for moment condition models without rational expectations. (2024). Chen, Xiaohong ; Hansen, Peter G. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x. Full description at Econpapers || Download paper |
2024 | Recent development of covariance structure analysis in economics. (2024). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:31-48. Full description at Econpapers || Download paper |
2024 | The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x. Full description at Econpapers || Download paper |
2024 | International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263. Full description at Econpapers || Download paper |
2024 | Air pollution and education investment. (2024). tani, max ; Guo, Liwen ; Cheng, Zhiming ; Cook, Sarah. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002044. Full description at Econpapers || Download paper |
2024 | Impact of green credit policies on the global value chain position of heavy polluting enterprises. (2024). Huang, Xiaobing ; Xie, Jiawei. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002891. Full description at Econpapers || Download paper |
2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper |
2024 | Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Baig, Ahmed S ; Aharon, David Y. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180. Full description at Econpapers || Download paper |
2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper |
2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper |
2024 | Estimating and testing investment-based asset pricing models. (2024). Deng, Yao ; Belo, Frederico ; Salomao, Juliana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001685. Full description at Econpapers || Download paper |
2024 | Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360. Full description at Econpapers || Download paper |
2024 | Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740. Full description at Econpapers || Download paper |
2024 | Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009. Full description at Econpapers || Download paper |
2024 | Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084. Full description at Econpapers || Download paper |
2024 | Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169. Full description at Econpapers || Download paper |
2024 | Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334. Full description at Econpapers || Download paper |
2024 | How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459. Full description at Econpapers || Download paper |
2024 | Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678. Full description at Econpapers || Download paper |
2024 | Did robots make wages less responsive to unemployment?. (2024). Siwiska-Gorzelak, Joanna ; Brzozowski, Micha. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524005675. Full description at Econpapers || Download paper |
2025 | Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber. (2023). Sargent, Thomas J ; Ljungqvist, Lars ; Gregory, Victoria ; Graves, Sebastian. In: Working Papers. RePEc:fip:fedlwp:96238. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Human capital and search models: a happy match. (2024). Magnac, Thierry. In: Post-Print. RePEc:hal:journl:hal-04555926. Full description at Econpapers || Download paper |
2024 | Intergenerational Mobility and Credit. (2024). Phillips, Gordon ; Herkenhoff, Kyle ; Chikhale, Nisha ; Braxton, John Carter. In: IZA Discussion Papers. RePEc:iza:izadps:dp16826. Full description at Econpapers || Download paper |
2025 | The time trend and life-cycle profiles of consumption. (2025). Yamada, Tomoaki ; Kitao, Sagiri. In: Review of Economics of the Household. RePEc:kap:reveho:v:23:y:2025:i:1:d:10.1007_s11150-024-09710-z. Full description at Econpapers || Download paper |
2024 | Endogenous Defaults, Value-at-Risk and the Business Cycle. (2024). Samiri, Issam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:555. Full description at Econpapers || Download paper |
2024 | Thailands Car Tax Rebate Scheme and Consumption Responses: the Role of Durable Goods with Adjustment Costs. (2018). Tawichsri, Tanisa. In: PIER Discussion Papers. RePEc:pui:dpaper:99. Full description at Econpapers || Download paper |
2024 | Optimal Taxation in the Life Cycle with Human Capital Investment. (2024). Chen, Been-Lon ; Liang, Fei-Chi. In: Review of Economic Dynamics. RePEc:red:issued:22-128. Full description at Econpapers || Download paper |
2025 | Family Policies and Child Skill Accumulation. (2025). Tran-Xuan, Monica ; Moschini, Emily. In: Review of Economic Dynamics. RePEc:red:issued:23-184. Full description at Econpapers || Download paper |
2024 | Optimal allocations in growth models with private information. (2024). Krebs, Tom ; Scheffel, Martin. In: Economic Theory. RePEc:spr:joecth:v:78:y:2024:i:1:d:10.1007_s00199-023-01527-8. Full description at Econpapers || Download paper |
2025 | Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective. (2025). Kuang, Pei ; Zhang, Tongbin ; Tang, LI. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:2:d:10.1007_s00199-024-01597-2. Full description at Econpapers || Download paper |
2024 | Trade Liberalization and Labour Market Dynamics: Evidence from India. (2024). Chakraborty, Debashis ; Ahmed, Aaheli ; Aggarwal, Sakshi. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00408-8. Full description at Econpapers || Download paper |
2024 | Cohabitation VS. Marriage: Mating Strategies by Education in the Usa. (2023). Blasutto, Fabio. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/364795. Full description at Econpapers || Download paper |
2024 | Asset liquidity and the welfare costs of business cycles. (2024). Duarte, Joao ; Nobrega, Valter ; Ferreira, Ana Melissa ; Brinca, Pedro. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp667. Full description at Econpapers || Download paper |
2024 | ACCOUNTING FOR SOCIAL SECURITY CLAIMING BEHAVIOR. (2024). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:1:p:505-545. Full description at Econpapers || Download paper |
2024 | Heterogeneity in expectations and house price dynamics. (2024). Mankart, Jochen ; Ludwig, Alexander ; Wiederholt, Mirko ; Quintana, Jorge. In: SAFE Working Paper Series. RePEc:zbw:safewp:306360. Full description at Econpapers || Download paper |
2024 | Short-Time Work and Precautionary Savings. (2024). Dengler, Thomas ; Zessner-Spitzenberg, Leopold ; Gehrke, Britta. In: ECON WPS - Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:306866. Full description at Econpapers || Download paper |
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 | 56 |
1996 | Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 644 |
1999 | The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers. [Citation analysis] | paper | 26 |
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 269 | |
2001 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | paper | |
2002 | Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | paper | |
2007 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | article | |
1999 | Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | paper | |
1997 | Consumption and risk sharing over the life cycle In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 511 |
2004 | Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 511 | article | |
2002 | Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 511 | paper | |
2000 | Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 511 | 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 | 111 |
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 nother version. Agregated cites: 111 | 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 | 62 |
2002 | Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2006 | Asset Pricing Implications of Firms Financing Constraints.(2006) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2003 | Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
2002 | Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2003 | Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | 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 | 196 |
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 nother version. Agregated cites: 196 | paper | |
2005 | Interpretable asset markets? In: European Economic Review. [Full Text][Citation analysis] | article | 116 |
2002 | Interpretable Asset Markets?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2004 | Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2006 | Human capital and earnings distribution dynamics In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 148 |
2002 | Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 95 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2007 | Sources of Lifetime Inequality In: Working Papers. [Full Text][Citation analysis] | paper | 310 |
2007 | Sources of Lifetime Inequality.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 310 | paper | |
2005 | How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 5 |
2005 | Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2009 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 203 |
2012 | Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 151 |
2012 | Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 80 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2023 | Identifying Preference for Early Resolution from Asset Prices 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 | 19 |
2002 | How Well Do Banks Manage Their Reserves? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
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 | 1 |
2004 | Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
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