Amir Yaron : Citation Profile


Are you Amir Yaron?

University of Pennsylvania
National Bureau of Economic Research (NBER)

17

H index

20

i10 index

3019

Citations

RESEARCH PRODUCTION:

11

Articles

37

Papers

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 107
   Journals where Amir Yaron has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 20 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya156
   Updated: 2024-01-16    RAS profile: 2023-03-11    
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Relations with other researchers


Works with:

Bansal, Ravi (2)

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

Is cited by:

Ludwig, Alexander (42)

Krueger, Dirk (41)

Huggett, Mark (34)

Guvenen, Fatih (31)

Bayer, Christian (30)

Storesletten, Kjetil (25)

Heathcote, Jonathan (25)

Violante, Giovanni (23)

Perri, Fabrizio (21)

Kaplan, Greg (21)

Ionescu, Felicia (20)

Cites to:

Campbell, John (28)

Bansal, Ravi (18)

Hansen, Lars (16)

Cochrane, John (13)

Tauchen, George (10)

Hall, Robert (10)

Stambaugh, Robert (10)

Storesletten, Kjetil (9)

Abel, Andrew (9)

Zin, Stanley (8)

Lettau, Martin (8)

Main data


Where Amir Yaron has published?


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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc17
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business8
2004 Meeting Papers / Society for Economic Dynamics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Seminar Papers / Stockholm University, Institute for International Economic Studies2

Recent works citing Amir Yaron (2024 and 2023)


YearTitle of citing document
2023Job Levels and Wages. (2023). Kuhn, Moritz ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:235.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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

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

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2023Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822.

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2023Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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

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2023On 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.

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2023Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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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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2023House Prices and the Distribution of Wealth Around the Great Recession. (2023). Rodolfo, Oviedo Moguel ; Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2023-04.

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

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2023Logistic regression analysis of two?phase studies using generalized method of moments. (2023). Chatterjee, Nilanjan ; Kundu, Prosenjit. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:241-252.

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2023Improved semiparametric estimation of the proportional rate model with recurrent event data. (2023). Huang, Chiungyu. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:1686-1700.

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2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023.

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2023.

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2023Job Levels and Wages. (2023). Bayer, Christian ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_437.

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

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2023Intergenerational Altruism and Transfers of Time and Money: A Life Cycle Perspective. (2023). french, eric ; O'Dea, C ; MacCuish, Hentall J ; Bolt, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2374.

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2023Extrapolative Income Expectations and Retirement Savings. (2023). Cota, Marta. In: CERGE-EI Working Papers. RePEc:cer:papers:wp751.

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2023Pension Systems (Un)sustainability and Fiscal Constraints: A Comparative Analysis. (2023). Heer, Burkhard ; Wickens, Michael R ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10487.

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2023Rethinking the Welfare State. (2023). Ventura, Gustavo ; Kaygusuz, Remzi ; Guner, Nezih. In: Working Papers. RePEc:cmf:wpaper:wp2023_2304.

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2023Job Levels and Wages. (2023). Bayer, Christian ; Kuhn, Moritz. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1190.

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

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2023Occasionally binding liquidity constraints and macroeconomic dynamics. (2023). Werner, Maximilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000155.

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

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2023The relationship between poverty, income inequality and inclusive growth in Sub-Saharan Africa. (2023). Mahmood, Amir ; Agbola, Frank W ; Amponsah, Mary. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002274.

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2023Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316.

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2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

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

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2023A test for Kronecker Product Structure covariance matrix. (2023). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:88-112.

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2023Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352.

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2023A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81.

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2023Instrument strength in IV estimation and inference: A guide to theory and practice. (2023). Neal, Timothy ; Keane, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1625-1653.

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2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023The heterogeneous welfare effects of business cycles. (2023). Ma, Eunseong ; Cho, Daeha. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000296.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023MPCs in an emerging economy: Evidence from Peru. (2023). Hong, Seungki. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001441.

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2023Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30.

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2023The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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2023Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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2023The impact of monetary policy on a labor market with heterogeneous workers: The case of Chile. (2023). Madeira, Carlos ; Salazar, Leonardo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000133.

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2023Rising earnings inequality and optimal income tax and social security policies. (2023). Brendler, Pavel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:35-52.

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2023Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023A quantitative evaluation of universal basic income. (2023). Li, Qian ; Conesa, Juan Carlos. In: Journal of Public Economics. RePEc:eee:pubeco:v:223:y:2023:i:c:s0047272723000634.

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2023Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D. (2023). Tsionas, Mike G ; Schiller, Anita R ; Hubbard, Timothy P ; de Silva, Dakshina G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:278-294.

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2023Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570.

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2023Do pension subsidies reduce household education expenditure inequality? Evidence from China. (2023). Si, Yanwu ; Han, Yiduo ; Zhang, Zili ; Dong, Shizheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:532-540.

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2023Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417.

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2023Understanding the effects of informal caregiving on health and well-being: Heterogeneity and mechanisms. (2023). Ibuka, Yoko ; Le, Duc Dung. In: Social Science & Medicine. RePEc:eee:socmed:v:317:y:2023:i:c:s0277953622009364.

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2023The Time Trend and Life-cycle Profiles of Consumption. (2023). Yamada, Tomoaki ; Sagiri, Kitao. In: Discussion papers. RePEc:eti:dpaper:23036.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Gender Gap. (2022). Vandenbroucke, Guillaume ; Leukhina, Oksana. In: Working Papers. RePEc:fip:fedlwp:94804.

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2023Time 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.

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2023Intergenerational Altruism and Transfers of Time and Money: A Life Cycle Perspective. (2023). O'Dea, Cormac ; MacCuish, Jamie Hentall ; French, Eric ; Bolt, Uta. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:95950.

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2023Monetary Policy with Racial Inequality. (2023). Nakajima, Makoto. In: Working Papers. RePEc:fip:fedpwp:96239.

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2023Determinants of E-Government Use in the European Union: An Empirical Analysis. (2023). Smedoiu-Popoviciu, Alexandra ; Luminia, Emanuela Marinela ; Mnohoghitnei, Irina ; Horobe, Alexandra Lavinia. In: Societies. RePEc:gam:jsoctx:v:13:y:2023:i:6:p:150-:d:1175546.

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2023Intergenerational altruism and transfers of time and money: a life cycle perspective. (2023). O'Dea, Cormac ; Hentall-MacCuish, Jamie ; French, Eric ; Bolt, Uta. In: IFS Working Papers. RePEc:ifs:ifsewp:23/11.

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2023Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023Job Levels and Wages. (2023). Kuhn, Moritz ; Bayer, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp16177.

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2023Maternal Education and Early Child Development: The Roles of Parental Support for Learning, Learning Materials, and Father Characteristics. (2023). Kırdar, Murat ; Akgunduz, Yusuf Emre ; Demirci, Murat ; Aydemira, Abdurrahman B ; Akyol, Pelin. In: IZA Discussion Papers. RePEc:iza:izadps:dp16328.

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2023Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets. (2023). Bakota, Ivo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10290-2.

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2023Impact of Environmental Investments on Corporate Financial Performance: Decomposing Valuation and Cash Flow Effects. (2023). Yonder, Erkan ; Devine, Avis. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09872-y.

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Aging, Inadequacy and Fiscal Constraint: The Case of Thailand. (2022). Wasi, Nada ; Porapakkarm, Ponpoje ; Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:182.

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2023Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging. (2023). Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:198.

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2023Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378.

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2023Individual Earnings and Family Income: Dynamics and Distribution. (). Vidangos, Ivan ; Hynsjo, Disa ; Altonji, Joseph. In: Review of Economic Dynamics. RePEc:red:issued:21-185.

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2023Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis. (). Kurozumi, Takushi ; Shintani, Mototsugu ; Gemma, Yasufumi. In: Review of Economic Dynamics. RePEc:red:issued:22-126.

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2024Optimal 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.

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2023Uncertain Remedies to Fight Uncertain Consequences: The Case of Solar Geoengineering. (2023). Meier, Felix D ; Traeger, Christian P. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-23-37.

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2023Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1.

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2023A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6.

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2023Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w.

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2023Long-term evolution of inequality of opportunity: Educated parents still matter. (2023). Bussolo, Maurizio ; Peragine, Vito ; Checchi, Daniele. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:21:y:2023:i:2:d:10.1007_s10888-022-09562-6.

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2023Essays in empirical finance. (2023). Jankauskas, Tomas. In: Other publications TiSEM. RePEc:tiu:tiutis:4c319f87-ba97-44be-897e-1ec56a50ff3a.

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2023Capital humain et recherche demploi: un mariage heureux - Human Capital and Search Models: A Happy Match. (2023). Magnac, Thierry. In: TSE Working Papers. RePEc:tse:wpaper:128739.

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2023Recursive preferences, correlation aversion, and the temporal resolution of uncertainty. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:080.

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2023Cohabitation VS. Marriage: Mating Strategies by Education in the Usa. (2023). Blasutto, Fabio. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/364795.

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2023Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75.

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2023Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388.

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Works by Amir Yaron:


YearTitleTypeCited
2001How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review.
[Full Text][Citation analysis]
article55
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]
article626
1999The Foreign Exchange Risk Premium: Real and Nominal Factors. In: GSIA Working Papers.
[Citation analysis]
paper26
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers.
[Full Text][Citation analysis]
paper265
2001Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265
paper
2002Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265
paper
2007Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265
article
1999Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265
paper
1997Consumption and risk sharing over the life cycle In: GSIA Working Papers.
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2004Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics.
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2002Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers.
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This paper has nother version. Agregated cites: 491
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2000Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers.
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1998The risk sharing implications of alternative social security arrangements In: GSIA Working Papers.
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1999The risk-sharing implications of alternative social security arrangements.(1999) In: Carnegie-Rochester Conference Series on Public Policy.
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1995Fixed Costs and Asset Market Participation In: GSIA Working Papers.
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2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
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2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 60
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2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
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2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 67
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2003Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 67
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2001The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review.
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article192
2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers.
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2005Interpretable asset markets? In: European Economic Review.
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2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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2006Human capital and earnings distribution dynamics In: Journal of Monetary Economics.
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2002Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers.
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2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
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2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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2007Sources of Lifetime Inequality In: Working Papers.
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2007Sources of Lifetime Inequality.(2007) In: NBER Working Papers.
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2005How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking.
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2005Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers.
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2004Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers.
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2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
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2002How Well Do Banks Manage Their Reserves? In: NBER Working Papers.
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2003Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers.
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