20
H index
22
i10 index
3977
Citations
Princeton University (99% share) | 20 H index 22 i10 index 3977 Citations RESEARCH PRODUCTION: 22 Articles 45 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 Motohiro Yogo. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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American Economic Review | 4 |
Journal of Business & Economic Statistics | 3 |
Journal of Financial Economics | 3 |
Economics Letters | 2 |
Journal of Finance | 2 |
Journal of Political Economy | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Report / Federal Reserve Bank of Minneapolis | 5 |
2007 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document | |
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2020 | Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the top one percent: Evidence from a century of modern economic history. (2020). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2047. Full description at Econpapers || Download paper | |
2020 | Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014. (2020). Krieger, Tim ; Dimant, Eugen ; Meierrieks, Daniel. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:013. Full description at Econpapers || Download paper | |
2020 | Supporting innovative entrepreneurship: an evaluation of the Italian Start-up Act. (2020). Santoleri, Pietro ; Menon, Carlo ; Manaresi, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:163. Full description at Econpapers || Download paper | |
2020 | Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783. Full description at Econpapers || Download paper | |
2020 | Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096. Full description at Econpapers || Download paper | |
2020 | Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709. Full description at Econpapers || Download paper | |
2020 | Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint. (2020). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2005.13741. Full description at Econpapers || Download paper | |
2020 | The Importance of Cognitive Domains and the Returns to Schooling in South Africa: Evidence from Two Labor Surveys. (2020). Jimi, Nusrat ; Nikolov, Plamen. In: Papers. RePEc:arx:papers:2006.00739. Full description at Econpapers || Download paper | |
2020 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2020 | Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595. Full description at Econpapers || Download paper | |
2020 | Optimal Investment, Heterogeneous Consumption and Best Time for Retirement. (2020). Zheng, Harry ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2008.00392. Full description at Econpapers || Download paper | |
2020 | Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2020 | A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961. Full description at Econpapers || Download paper | |
2020 | Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381. Full description at Econpapers || Download paper | |
2020 | Primary Dealers and the Demand for Government Debt. (2020). Kastl, Jakub ; Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:20-29. Full description at Econpapers || Download paper | |
2020 | Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Montalverne. In: Working Papers Series. RePEc:bcb:wpaper:539. Full description at Econpapers || Download paper | |
2020 | Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20. Full description at Econpapers || Download paper | |
2020 | Rollover risk and managerial cost adjustment decisions. (2020). Zheng, Kenneth ; Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2843-2878. Full description at Econpapers || Download paper | |
2020 | Asset pricing and energy consumption risk. (2020). Treepongkaruna, Sirimon ; Lan, Yihui ; Lim, Ashley. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850. Full description at Econpapers || Download paper | |
2020 | Zombie Firms and Soft Budget Constraints in the Chinese Stock Market*. (2020). Zhou, Huiyu ; Chen, Yongqiao ; Zhang, Chenyan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:51-77. Full description at Econpapers || Download paper | |
2020 | Approximation of bias and meanâ€squared error in twoâ€sample Mendelian randomization analyses. (2020). Yu, Kai ; Song, Lei ; Zhang, Han ; Deng, LU. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:369-379. Full description at Econpapers || Download paper | |
2020 | On Mendelian randomization analysis of caseâ€control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391. Full description at Econpapers || Download paper | |
2021 | DOES INITIAL ACCESS TO BANK LOANS PREDICT START?UPS FUTURE DEFAULT PROBABILITY? EVIDENCE FROM ITALY. (2021). Barile, Berardino ; De Luca, Giuliana ; Castaldo, Angelo. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:1:p:83-106. Full description at Econpapers || Download paper | |
2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807. Full description at Econpapers || Download paper | |
2020 | Crowdfunding models: Keepâ€Itâ€All vs. Allâ€Orâ€Nothing. (2020). Schwienbacher, Armin ; Cumming, Douglas ; Leboeuf, Gael. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:331-360. Full description at Econpapers || Download paper | |
2020 | Do good things come in pairs? How personality traits help explain individuals simultaneous pursuit of a healthy lifestyle and financially responsible behavior. (2020). Risse, Leonora. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:54:y:2020:i:3:p:1082-1120. Full description at Econpapers || Download paper | |
2020 | What Drives Anomaly Returns?. (2020). Tetlock, Paul C ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1417-1455. Full description at Econpapers || Download paper | |
2020 | Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713. Full description at Econpapers || Download paper | |
2020 | ACTIVITY STRATEGIES, AGENCY PROBLEMS, AND BANK RISK. (2020). Louvet, Pascal ; Girerdpotin, Isabelle ; Hassan, Kabir M ; Tran, Dung V. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:575-613. Full description at Econpapers || Download paper | |
2020 | A Transaction Cost Perspective of Alliance Portfolio Diversity. (2020). Combs, James G ; Penney, Christopher R. In: Journal of Management Studies. RePEc:bla:jomstd:v:57:y:2020:i:6:p:1073-1105. Full description at Econpapers || Download paper | |
2020 | Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284. Full description at Econpapers || Download paper | |
2020 | Housing, Wealth, Income and Consumption: China and Homeownership Heterogeneity. (2020). Hu, Mingzhi ; Hardin, William ; Chen, Jie. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:373-405. Full description at Econpapers || Download paper | |
2020 | CEO cognitive flexibility, information search, and organizational ambidexterity. (2020). Wang, Tang ; Barr, Pamela S ; Libaers, Dirk ; Kiss, Andreea N ; Zachary, Miles A. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:12:p:2200-2233. Full description at Econpapers || Download paper | |
2020 | Chief sustainability officers and corporate social (Ir)responsibility. (2020). Chen, Guoli ; Tang, YI ; Fu, Ruchunyi. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:4:p:656-680. Full description at Econpapers || Download paper | |
2020 | When suppliers shift my boundaries: Supplier employee mobility and its impact on buyer firms sourcing strategy. (2020). Sako, Mari ; Chondrakis, George . In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:9:p:1682-1711. Full description at Econpapers || Download paper | |
2020 | The nature of trade, global production fragmentation and inflationary dynamics: Crossâ€country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031. Full description at Econpapers || Download paper | |
2020 | kinkyreg: Instrument-free inference for linear regression models with endogenous regressors. (2020). Kripfganz, Sebastian ; Kiviet, Jan. In: London Stata Conference 2020. RePEc:boc:usug20:15. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003. Full description at Econpapers || Download paper | |
2020 | Monetary policy and stock market valuation. (2020). Laine, Olli-Matti. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_016. Full description at Econpapers || Download paper | |
2020 | Denoised Inflation: A New Measure of Core Inflation. (2020). Iqbal, Javaid ; Hanif, Muhammad Nadim ; Salam, Muhammad Abdus ; Ali, Syed Hamza. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:131-154. Full description at Econpapers || Download paper | |
2020 | Inferring informal risk-sharing regimes: Evidence from rural Tanzania. (2020). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt50f6t3fh. Full description at Econpapers || Download paper | |
2020 | Immigrant inventors and diversity in the age of mass migration. (2020). Mendola, Mariapia ; Morrison, Andrea ; Campo, Francesco ; Ottaviano, Gianmarco. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1700. Full description at Econpapers || Download paper | |
2020 | Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178. Full description at Econpapers || Download paper | |
2020 | Oil Wealth and Property Rights. (2020). Meierrieks, Daniel ; Krieger, Tim ; de Soysa, Indra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8319. Full description at Econpapers || Download paper | |
2020 | Paying Them to Hate US: The Effect of U.S. Military Aid on Anti-American Terrorism, 1968-2014. (2020). Meierrieks, Daniel ; Krieger, Tim ; Dimant, Eugen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8411. Full description at Econpapers || Download paper | |
2020 | The Words That Keep People Apart. Official Language, Accountability and Fiscal Capacity. (2020). Ricciuti, Roberto ; Foresta, Alessandra ; Baronchelli, Adelaide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8437. Full description at Econpapers || Download paper | |
2020 | Does Birthplace Diversity affect Economic Complexity? Cross-country Evidence. (2020). Turati, Riccardo ; Rapoport, Hillel ; Bahar, Dany. In: Working Papers. RePEc:cii:cepidt:2020-01. Full description at Econpapers || Download paper | |
2020 | Long Term Care Insurance with State-Dependent Preferences. (2020). De Donder, Philippe ; Leroux, Marie-Louise ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-05. Full description at Econpapers || Download paper | |
2020 | Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements. (2020). Saidi, Farzad ; Opp, Marcus M ; Becker, BO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14373. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; da Silva, Anibal Emiliano ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555. Full description at Econpapers || Download paper | |
2020 | Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2231. Full description at Econpapers || Download paper | |
2020 | Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248. Full description at Econpapers || Download paper | |
2020 | Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07. Full description at Econpapers || Download paper | |
2020 | Heteroskedastic Proxy Vector Autoregressions. (2020). Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1876. Full description at Econpapers || Download paper | |
2020 | A Simple Instrument for Proxy Vector Autoregressive Analysis. (2020). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1905. Full description at Econpapers || Download paper | |
2020 | Global and local currency effects on euro area investment in emerging market bonds. (2020). Burger, John ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:676. Full description at Econpapers || Download paper | |
2020 | Policy uncertainty and bank lending. (2020). Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01026. Full description at Econpapers || Download paper | |
2020 | Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234. Full description at Econpapers || Download paper | |
2020 | Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377. Full description at Econpapers || Download paper | |
2020 | International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme. (2020). Fidora, Michael ; Bergant, Katharina ; Schmitz, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20202388. Full description at Econpapers || Download paper | |
2020 | Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register. (2020). Peydro, Jose-Luis ; Maddaloni, Angela ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20202398. Full description at Econpapers || Download paper | |
2020 | Culture and portfolios: trust, precautionary savings and home ownership. (2020). Monninger, Adrian ; Fleck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20202457. Full description at Econpapers || Download paper | |
2020 | The role of IMF conditionality for central bank independence. (2020). Kern, Andreas ; Reinsberg, Bernhard ; Rau-Goehring, Matthias . In: Working Paper Series. RePEc:ecb:ecbwps:20202464. Full description at Econpapers || Download paper | |
2020 | The (unobservable) value of central bank’s refinancing operations. (2020). Burlon, Lorenzo ; Jankauskas, Tomas ; Pavanini, Nicola ; Albertazzi, Ugo. In: Working Paper Series. RePEc:ecb:ecbwps:20202480. Full description at Econpapers || Download paper | |
2020 | Production externalities of shrimp aquaculture on paddy farming in coastal Bangladesh. (2020). Shyamsundar, Priya ; Lohano, Heman Das ; Islam, Md Sariful ; Morshed, Md Manjur. In: Agricultural Water Management. RePEc:eee:agiwat:v:238:y:2020:i:c:s0378377418319632. Full description at Econpapers || Download paper | |
2020 | The long shadows of war in China: Battle shocks in early life and health/wealth accumulation. (2020). Koulovatianos, Christos ; Li, Jian. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301555. Full description at Econpapers || Download paper | |
2020 | Finance, law and poverty: Evidence from India. (2020). Ayyagari, Meghana ; Hoseini, Mohammad ; Beck, Thorsten. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308022. Full description at Econpapers || Download paper | |
2020 | Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237. Full description at Econpapers || Download paper | |
2020 | Selling to buy: Asset sales and acquisitions. (2020). Petmezas, Dimitris ; Travlos, Nickolaos G ; McNamee, Nathan P ; Mavis, Christos P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300316. Full description at Econpapers || Download paper | |
2020 | It’s who you know that counts: Board connectedness and CSR performance. (2020). Zhao, Yang ; Malik, Mahfuja ; Kamal, Syed ; Chourou, Lamia ; Amin, Abu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301061. Full description at Econpapers || Download paper | |
2020 | Peer influence on trade credit. (2020). Machokoto, Michael ; Sikochi, Anywhere ; Gyimah, Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301292. Full description at Econpapers || Download paper | |
2020 | Parenting styles and children’s academic performance: Evidence from middle schools in China. (2020). Zhao, Xinhui ; Yang, Juan. In: Children and Youth Services Review. RePEc:eee:cysrev:v:113:y:2020:i:c:s0190740920300797. Full description at Econpapers || Download paper | |
2020 | Dynamic asset allocation with relative wealth concerns in incomplete markets. (2020). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300270. Full description at Econpapers || Download paper | |
2020 | Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488. Full description at Econpapers || Download paper | |
2020 | Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?. (2020). Te, EN ; Basu, Anup K ; Wiafe, Osei K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:241-255. Full description at Econpapers || Download paper | |
2020 | Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper | |
2020 | Fiscal devaluation and economic activity in the EU. (2020). Ciżkowicz, Piotr ; Wojciechowski, Wiktor ; Rzoca, Andrzej ; Radzikowski, Bartosz ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:59-81. Full description at Econpapers || Download paper | |
2020 | Are venture capitalist-backed IPOs more innovative? Evidence from an emerging market. (2020). Lo, Yung Ling ; Chan, Kam C ; Feng, Xunan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300780. Full description at Econpapers || Download paper | |
2020 | Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456. Full description at Econpapers || Download paper | |
2020 | What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474. Full description at Econpapers || Download paper | |
2020 | A much robust and updated evidences of the alternative real-estate based asset pricing. (2020). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303978. Full description at Econpapers || Download paper | |
2020 | Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280. Full description at Econpapers || Download paper | |
2020 | Evaluating the Evaluated Socioeconomic Impacts of Chinas Sloping Land Conversion Program. (2020). Yin, Runsheng ; Lu, Gang. In: Ecological Economics. RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800920303670. Full description at Econpapers || Download paper | |
2020 | The impact of urban form on vehicle ownership. (2020). Holian, Matthew. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303830. Full description at Econpapers || Download paper | |
2020 | A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483. Full description at Econpapers || Download paper | |
2020 | Aggregate risk and wage dispersion. (2020). Scanlon, Paul. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302329. Full description at Econpapers || Download paper | |
2020 | Quantile selection in non-linear GMM quantile models. (2020). Montes-Rojas, Gabriel ; Galvao, Antonio F ; de Castro, Luciano. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302470. Full description at Econpapers || Download paper | |
2020 | A new test of asset return predictability with an unstable predictor. (2020). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303219. Full description at Econpapers || Download paper | |
2020 | Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285. Full description at Econpapers || Download paper | |
2020 | Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293. Full description at Econpapers || Download paper | |
2020 | Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418. Full description at Econpapers || Download paper | |
2020 | Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770. Full description at Econpapers || Download paper | |
2020 | Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076. Full description at Econpapers || Download paper | |
2020 | Do university technology transfers increase firms’ innovation?. (2020). Vicente-Chirivella, Oscar ; Garcia-Vega, Maria. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300209. Full description at Econpapers || Download paper | |
2020 | The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537. Full description at Econpapers || Download paper | |
2020 | Valuing pain using the subjective well-being method. (2020). Norton, Edward ; Asgeirsdottir, Tinna Laufey ; Olafsdottir, Thorhildur. In: Economics & Human Biology. RePEc:eee:ehbiol:v:37:y:2020:i:c:s1570677x19300656. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2015 | The Cost of Financial Frictions for Life Insurers In: American Economic Review. [Full Text][Citation analysis] | article | 30 |
2014 | The Cost of Financial Frictions for Life Insurers.(2014) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2012 | The Cost of Financial Frictions for Life Insurers.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2012 | The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2017 | Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review. [Full Text][Citation analysis] | article | 8 |
2017 | Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review. [Full Text][Citation analysis] | article | 30 |
2009 | A Note on Liquidity Risk Management In: American Economic Review. [Full Text][Citation analysis] | article | 14 |
2009 | A Note on Liquidity Risk Management.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2002 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1484 |
2008 | Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 31 |
2009 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices. In: Working papers. [Full Text][Citation analysis] | paper | 33 |
2018 | Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque. [Full Text][Citation analysis] | article | 0 |
2006 | A Consumptionâ€Based Explanation of Expected Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 209 |
2016 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance. [Full Text][Citation analysis] | article | 20 |
2014 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2014) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2016 | Shadow Insurance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 7 |
2014 | Shadow Insurance.(2014) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2013 | Shadow Insurance.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2016 | Shadow Insurance.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2018 | The Fragility of Market Risk Insurance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | Inspecting the Mechanism of Quantitative Easing in the Euro Area.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets In: Working Papers, Center for Retirement Research at Boston College. [Full Text][Citation analysis] | paper | 121 |
2009 | Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
2008 | Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
2016 | Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | article | |
2008 | Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters. [Full Text][Citation analysis] | article | 51 |
2005 | Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters. [Full Text][Citation analysis] | article | 46 |
2019 | Leverage dynamics and credit quality In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
2012 | What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 164 |
2011 | What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 380 |
2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 380 | paper | |
2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 380 | paper | |
2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 380 | paper | |
2008 | Does firm value move too much to be justified by subsequent changes in cash flow In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 45 |
2005 | Does firm value move too much to be justified by subsequent changes in cash flow?.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2007 | Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2014 | Growing Risk in the Insurance Sector In: Economic Policy Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | A Demand System Approach to Asset Pricing In: Staff Report. [Full Text][Citation analysis] | paper | 21 |
2015 | A Demand System Approach to Asset Pricing.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2019 | A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2002 | Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 876 |
2007 | Durability of Output and Expected Stock Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 56 |
2007 | Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2009 | Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
2010 | Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 82 |
2010 | Why Do Household Portfolio Shares Rise in Wealth?.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
2007 | Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2017 | Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Exchange Rates and Asset Prices in a Global Demand System In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Which Investors Matter for Equity Valuations and Expected Returns? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa In: NBER Working Papers. [Full Text][Citation analysis] | paper | 33 |
1999 | Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2001 | Luxury Goods and the Equity Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
2002 | Luxury Goods and the Equity Premium.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2009 | Optimal Health and Longevity Insurance In: 2009 Meeting Papers. [Citation analysis] | paper | 2 |
2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2013 | Debt: Deleveraging or Default In: 2013 Meeting Papers. [Citation analysis] | paper | 1 |
2004 | Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 188 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team