Motohiro Yogo : Citation Profile

Are you Motohiro Yogo?

Princeton University (99% share)
National Bureau of Economic Research (NBER) (1% share)

24

H index

26

i10 index

5728

Citations

RESEARCH PRODUCTION:

28

Articles

60

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 238
   Journals where Motohiro Yogo has often published
   Relations with other researchers
   Recent citing documents: 346.    Total self citations: 29 (0.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo20
   Updated: 2024-04-18    RAS profile: 2023-11-14    
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Relations with other researchers

Works with:

koijen, ralph (6)

Redding, Stephen (4)

Koulischer, Francois (3)

Nguyen, Benoît (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Motohiro Yogo.

Is cited by:

Dufour, Jean-Marie (28)

Khalaf, Lynda (24)

Campbell, John (22)

Hjalmarsson, Erik (22)

Sousa, Ricardo (21)

Doko Tchatoka, Firmin (20)

Rossi, Barbara (18)

CAI, ZONGWU (17)

Schrimpf, Andreas (16)

Van Nieuwerburgh, Stijn (16)

Mavroeidis, Sophocles (15)

Cites to:

Campbell, John (50)

French, Kenneth (18)

Vayanos, Dimitri (18)

Stock, James (12)

KRISHNAMURTHY, ARVIND (12)

Shleifer, Andrei (12)

Fama, Eugene (11)

Mankiw, N. Gregory (11)

Pagano, Marco (10)

Altavilla, Carlo (10)

Vissing-Jorgensen, Annette (10)

Main data

Where Motohiro Yogo has published?

Journals with more than one article published# docs
American Economic Review4
Journal of Financial Economics4
Journal of Business & Economic Statistics3
Journal of Finance3
Economics Letters2
Journal of Political Economy2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc24
Working Papers / Princeton University. Economics Department.6
Staff Report / Federal Reserve Bank of Minneapolis5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
2007 Meeting Papers / Society for Economic Dynamics2

Recent works citing Motohiro Yogo (2024 and 2023)

YearTitle of citing document
2023Monetary Policy and Inequality. (2023). Wolf, Christian K ; McKay, Alisdair. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:37:y:2023:i:1:p:121-44.

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2023.

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2023Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers. (2022). , Kahsay. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322849.

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2023Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM. (2023). Lozej, Matija ; Herman, Uro. In: AMSE Working Papers. RePEc:aim:wpaimx:2334.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2023Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2023Living and perceiving a crisis: how the pandemic influenced Americans preferences and beliefs. (2022). Briscese, Guglielmo ; Stapleton, Stephen ; Grignani, Maddalena. In: Papers. RePEc:arx:papers:2202.12339.

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2023csa2sls: A complete subset approach for many instruments using Stata. (2022). Shin, Youngki ; Owusu, Julius ; Lee, Siha. In: Papers. RePEc:arx:papers:2207.01533.

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2023On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

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2023Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2024Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables. (2023). Zhu, Xiaofeng ; Lorincz-Comi, Noah ; Yang, Yihe. In: Papers. RePEc:arx:papers:2301.05130.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2023A specification test for the strength of instrumental variables. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14396.

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2023Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

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2023EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2023). Adomavicius, Gediminas ; Yang, Mochen ; McFowland, Edward ; Burtch, Gordon. In: Papers. RePEc:arx:papers:2303.02820.

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2023The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply. (2023). Ouazad, Amine ; Kahn, Matthew. In: Papers. RePEc:arx:papers:2305.07179.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2024Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2023Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction. (2023). Han, Dongming ; Li, Liuliu ; Zhou, Xiuze ; Mao, Bingcheng ; Jia, Shuai ; Ding, Yujie. In: Papers. RePEc:arx:papers:2310.05627.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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2023Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067.

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2023Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099.

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2023Keep calm and bank on: panic-driven bank runs and the role of public communication. (2023). Gorodnichenko, Yuriy ; Coibion, Olivier ; Grigoli, Francesco ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1119.

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2023Bank of Russia Monetary Policy and Household Consumption Expenditure. (2023). Ryzhikova, Tatiana ; Skuratova, Anastasiya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:3-31.

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2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

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2023Institutional investors corporate site visits and resource extraction: Evidence from China. (2023). Wang, Yunyi ; Deng, Minhang ; Tang, Yuyan ; Xu, Bozhi ; Tian, Gaoliang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5211-5243.

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2023Tax morale, fiscal capacity, and war. (2023). Ticchi, Davide ; Teobaldelli, Désirée ; Belmonte, Alessandro. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:2:p:445-474.

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2023Australian Government COVID?19 Business Supports. (2023). Buckingham, Paul ; Watson, Timothy. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:1:p:124-140.

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2023.

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2023.

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2023Conditional inference in cis?Mendelian randomization using weak genetic factors. (2023). Gill, Dipender ; Patel, Ashish ; Burgess, Stephen ; Newcombe, Paul. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3458-3471.

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2023Extracting business cycles with three filters: A comparative study and application in the case of China. (2023). Li, Naiqian ; Sun, Chentong. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:254-269.

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2023On financial frictions and firms market power. (2023). Galdonsanchez, Jose E ; Deidda, Luca G ; Casares, Miguel. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:982-1005.

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2023Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League. (2023). Lakhani, Karim R ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:410-435.

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2023.

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2023.

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2023Agricultural input subsidies, extension services, and farm labour productivity nexus: Evidence from maize farmers in Tanzania. (2023). Malimi, Kilugala. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:874-898.

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2023Local CEOs, career concerns and voluntary disclosure. (2023). Hu, Yaqin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:565-597.

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2023Financial inclusion and food insecurity: Examining linkages and potential pathways. (2023). Asongu, Simplice ; Acheampong, Alex ; Koomson, Isaac. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:418-444.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

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2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2023The impact of crime on firm entry. (2023). Rizzo, Ugo ; Barbieri, Nicolo. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:446-469.

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2023Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281.

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2023Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities. (2023). Moenig, Thorsten ; Bauer, Daniel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:459-486.

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2023A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (2023). Olmo, Jose. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:294-318.

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2023.

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2023.

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2023Should a firm bring a supplier into the boardroom?. (2023). Ramaswami, Sridhar ; Bommaraju, Raghu ; Arunachalam, S ; Ambulkar, Saurabh. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:1:p:28-44.

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2023Mergers and acquisitions in supply bases. (2023). Shou, Yongyi ; Dong, Yan ; Skowronski, Keith ; Hu, Wenjin. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:4:p:1059-1078.

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2023How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123.

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2023Do employees views matter in corporate governance? The relationship between employee approval and CEO dismissal. (2023). Waldman, David ; Shen, Wei ; Avolio, Bruce J ; Zhu, QI ; Wang, Danni. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:5:p:1328-1354.

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2023Director departure following political ideology (in)congruence with an incoming CEO. (2023). Chin, M K ; Bundy, Jonathan ; Busenbark, John R. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:7:p:1698-1732.

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2023.

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2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

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2023Granular banking flows and exchange-rate dynamics. (2023). Ostry, Daniel ; Lloyd, Simon ; Bippus, Balduin. In: Bank of England working papers. RePEc:boe:boeewp:1043.

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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/23.

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2023Effects of Fiscal Policy on Inflation: Implications of Supply Disruptions and Economic Slack: Working Paper 2023-05. (2023). Wilson, Matthew ; Demirel, Ufuk. In: Working Papers. RePEc:cbo:wpaper:59056.

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2023How Do Health Insurance Costs Affect Firm Labor Composition and Technology Investment?. (2023). Schmidt, Lawrence ; Tello-Trillo, Cristina ; Ge, Shan ; Gao, Janet. In: Working Papers. RePEc:cen:wpaper:23-47.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

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2023The Devil You Know: Rational Inattention to Discrete Choices when Prior Information Matters. (2023). Pellegrino, Bruno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10331.

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2023At Home Versus in a Nursing Home: Long-Term Care Settings and Marginal Utility. (2023). Leroux, Marie-Louise ; Lee, Minjoon ; Glenzer, Franca ; de Donder, Philippe ; Achou, Bertrand. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10482.

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2023Unbalanced Financial Globalization. (2023). Pellegrino, Bruno ; Capelle, Damien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10642.

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2023The Effects of Exposure to Refugees on Crime: Evidence from the Greek Islands. (2023). Vasilakis, Chrysovalantis ; Megalokonomou, Rigissa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10706.

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2023Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555.

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2023Slavery and the British Industrial Revolution. (2023). Redding, Stephen ; Voth, Hans-Joachim ; Heblich, Stephan. In: CAGE Online Working Paper Series. RePEc:cge:wacage:656.

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2023Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis. (2023). Beltran, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:975.

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2023Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09.

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2023At Home versus in a Nursing Home: Long-term Care Settings and Marginal Utility. (2023). Leroux, Marie-Louise ; Lee, Minjoon ; Glenzer, Franca ; de Donder, Philippe ; Achou, Bertrand. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-14.

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2023Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036.

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2023Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769.

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

Works by Motohiro Yogo:

YearTitleTypeCited
2015The Cost of Financial Frictions for Life Insurers In: American Economic Review.
[Full Text][Citation analysis]		article64
2014The Cost of Financial Frictions for Life Insurers.(2014) In: Staff Report.
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This paper has nother version. Agregated cites: 64		paper
2012The Cost of Financial Frictions for Life Insurers.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2012The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 64		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review.
[Full Text][Citation analysis]		article54
2017Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 54		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2017Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review.
[Full Text][Citation analysis]		article57
2009A Note on Liquidity Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article34
2009A Note on Liquidity Risk Management.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2023Understanding the Ownership Structure of Corporate Bonds In: American Economic Review: Insights.
[Full Text][Citation analysis]		article1
2022Understanding the Ownership Structure of Corporate Bonds.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022Global Life Insurers during a Low Interest Rate Environment In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article3
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2068
2008Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article38
2009Comment In: Journal of Business & Economic Statistics.
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2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices. In: Working papers.
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2018Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque.
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2006A Consumption?Based Explanation of Expected Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article251
2016Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance.
[Full Text][Citation analysis]		article48
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2014) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
[Citation analysis]
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2022The Fragility of Market Risk Insurance In: Journal of Finance.
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2018The Fragility of Market Risk Insurance.(2018) In: CEPR Discussion Papers.
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2018The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers.
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2023Neoclassical growth in an interdependent world In: CEP Discussion Papers.
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2023Neoclassical growth in an interdependent world.(2023) In: LSE Research Online Documents on Economics.
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2023Neoclassical Growth in an Interdependent World.(2023) In: NBER Working Papers.
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2023Neoclassical Growth in an Interdependent World.(2023) In: Working Papers.
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2016Shadow Insurance In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2014Shadow Insurance.(2014) In: Staff Report.
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2013Shadow Insurance.(2013) In: NBER Working Papers.
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2016Shadow Insurance.(2016) In: Econometrica.
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2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers.
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2021Inspecting the mechanism of quantitative easing in the euro area.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 46		article
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 46		paper
2020Exchange Rates and Asset Prices in a Global Demand System In: CEPR Discussion Papers.
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2020Exchange Rates and Asset Prices in a Global Demand System.(2020) In: NBER Working Papers.
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2020Which Investors Matter for Equity Valuations and Expected Returns? In: CEPR Discussion Papers.
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2020Which Investors Matter for Equity Valuations and Expected Returns?.(2020) In: NBER Working Papers.
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2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets In: Working Papers, Center for Retirement Research at Boston College.
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2016Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets.(2016) In: Journal of Monetary Economics.
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2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2009) In: NBER Working Papers.
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2008Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets.(2008) In: 2008 Meeting Papers.
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2008Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters.
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2005Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters.
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2019Leverage dynamics and credit quality In: Journal of Economic Theory.
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2012What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics.
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2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?.(2011) In: NBER Working Papers.
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2006Efficient tests of stock return predictability In: Journal of Financial Economics.
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2002Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers.
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2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
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2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
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2008Does firm value move too much to be justified by subsequent changes in cash flow In: Journal of Financial Economics.
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2005Does firm value move too much to be justified by subsequent changes in cash flow?.(2005) In: Working Papers.
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2007Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?.(2007) In: NBER Working Papers.
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2014Growing Risk in the Insurance Sector In: Economic Policy Paper.
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2015A Demand System Approach to Asset Pricing In: Staff Report.
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2015A Demand System Approach to Asset Pricing.(2015) In: NBER Working Papers.
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2019A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy.
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2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
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2007Durability of Output and Expected Stock Returns In: NBER Working Papers.
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2007Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers.
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2009Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy.
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2010Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers.
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2010Why Do Household Portfolio Shares Rise in Wealth?.(2010) In: The Review of Financial Studies.
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2007Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers.
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2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
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2021The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers.
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2021The evolution from life insurance to financial engineering.(2021) In: The Geneva Risk and Insurance Review.
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2023Asset Demand of U.S. Households In: NBER Working Papers.
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1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa In: NBER Working Papers.
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1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa.(1999) In: Working Papers.
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2001Luxury Goods and the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2002Luxury Goods and the Equity Premium.(2002) In: Working Papers.
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2022New Perspectives on Insurance In: The Review of Financial Studies.
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2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
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2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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2013Debt: Deleveraging or Default In: 2013 Meeting Papers.
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2004Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak In: The Review of Economics and Statistics.
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