26
H index
28
i10 index
6389
Citations
Princeton University (99% share) | 26 H index 28 i10 index 6389 Citations RESEARCH PRODUCTION: 30 Articles 64 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| Journal of Financial Economics | 5 |
| American Economic Review | 4 |
| Journal of Business & Economic Statistics | 3 |
| Journal of Finance | 3 |
| Economics Letters | 2 |
| Journal of Political Economy | 2 |
| The Review of Financial Studies | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing. (2025). Loualiche, Erik ; Huebner, Paul ; Haddad, Valentin. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:975-1018. Full description at Econpapers || Download paper | |
| 2024 | Water Quality and the Conservation Reserve Program: Empirical Evidence from the Mississippi River Basin. (2024). Hrozencik, Robert A ; Karwowski, Nicole ; Skidmore, Marin ; Rosenberg, Andrew B. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343739. Full description at Econpapers || Download paper | |
| 2024 | Water Quality and the Conservation Reserve Program: Empirical Evidence from the Mississippi River Basin. (2024). Hrozencik, Robert ; Karwowski, Nicole ; Skidmore, Marin ; Rosenberg, Andrew B. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343739. Full description at Econpapers || Download paper | |
| 2025 | Stock Market Returns Volatility and Its Effect on the Growth of the Listed Companies in Kenya. (2025). Njuguna, Angelica ; Ngigi, Daniel. In: African Journal of Economic Review. RePEc:ags:afjecr:362948. Full description at Econpapers || Download paper | |
| 2024 | Determinants of crop abandonment by smallholder maize farmers in Zambia. (2024). Chekenya, Nixon S ; Yenibehit, Nanii ; Dzingirai, Canicio. In: Agrekon. RePEc:ags:agreko:348234. Full description at Econpapers || Download paper | |
| 2024 | Does Green Re-industrialization Pay off? Impacts on Employment, Wages and Productivity. (2024). Vona, Francesco ; Bontadini, Filippo ; Frattini, Federico Fabio. In: FEEM Working Papers. RePEc:ags:feemwp:344791. Full description at Econpapers || Download paper | |
| 2024 | Mitigating Farmland Fragmentation through Land Rental Markets: Evidence from Rural Households in Northeast and Central Thailand. (2024). Duangbootsee, Uchook. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356815. Full description at Econpapers || Download paper | |
| 2024 | Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:319. Full description at Econpapers || Download paper | |
| 2024 | Learning from diversity: ``jati fractionalization, social expectations and improved sanitation practices in India. (2024). Das, Upasak ; Gupta, Tanu ; Ashraf, Sania ; Bicchieri, Cristina ; Shpenev, Alex. In: Discussion Papers. RePEc:alo:isipdp:24-01. Full description at Econpapers || Download paper | |
| 2025 | Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds. (2025). Williams, Tomas ; Schmukler, Sergio ; Pandolfi, Lorenzo ; Villegas-Bauer, German ; Moretti, Matias. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:192. Full description at Econpapers || Download paper | |
| 2024 | Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic. (2024). SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper | |
| 2024 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2024). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper | |
| 2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
| 2024 | Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model. (2024). Liang, Zongxia ; Pang, Shunzhi. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper | |
| 2024 | Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables. (2024). Yang, Yihe ; Zhu, Xiaofeng ; Lorincz-Comi, Noah. In: Papers. RePEc:arx:papers:2301.05130. Full description at Econpapers || Download paper | |
| 2025 | Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756. Full description at Econpapers || Download paper | |
| 2024 | The First-stage F Test with Many Weak Instruments. (2024). Huang, Zhenhong ; Yao, Jianfeng ; Wang, Chen. In: Papers. RePEc:arx:papers:2302.14423. Full description at Econpapers || Download paper | |
| 2024 | EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2024). Burtch, Gordon ; Yang, Mochen ; Adomavicius, Gediminas ; McFowland, Edward. In: Papers. RePEc:arx:papers:2303.02820. Full description at Econpapers || Download paper | |
| 2024 | The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
| 2024 | Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
| 2024 | Weak Identification with Many Instruments. (2024). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535. Full description at Econpapers || Download paper | |
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
| 2024 | Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214. Full description at Econpapers || Download paper | |
| 2024 | Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064. Full description at Econpapers || Download paper | |
| 2024 | Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856. Full description at Econpapers || Download paper | |
| 2025 | Strategic Informed Trading and the Value of Private Information. (2025). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757. Full description at Econpapers || Download paper | |
| 2024 | Ponzi Funds. (2024). van der Beck, Philippe ; Bouchaud, Jean-Philippe ; Villamaina, Dario. In: Papers. RePEc:arx:papers:2405.12768. Full description at Econpapers || Download paper | |
| 2024 | Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418. Full description at Econpapers || Download paper | |
| 2024 | Trade, Growth, and Product Innovation. (2024). , Carlos. In: Papers. RePEc:arx:papers:2406.08727. Full description at Econpapers || Download paper | |
| 2024 | Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets. (2024). Buhlmann, Peter ; Londschien, Malte. In: Papers. RePEc:arx:papers:2407.15256. Full description at Econpapers || Download paper | |
| 2024 | Methodological Foundations of Modern Causal Inference in Social Science Research. (2024). Pan, Guanghui. In: Papers. RePEc:arx:papers:2408.00032. Full description at Econpapers || Download paper | |
| 2024 | Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960. Full description at Econpapers || Download paper | |
| 2024 | Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030. Full description at Econpapers || Download paper | |
| 2025 | Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082. Full description at Econpapers || Download paper | |
| 2024 | Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861. Full description at Econpapers || Download paper | |
| 2024 | Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825. Full description at Econpapers || Download paper | |
| 2024 | Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Investment-Driven Insurance Pricing and Optimal Regulation. (2025). Pang, Shunzhi ; Liang, Zongxia ; Chen, Bingzheng. In: Papers. RePEc:arx:papers:2410.18432. Full description at Econpapers || Download paper | |
| 2025 | Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678. Full description at Econpapers || Download paper | |
| 2025 | A primer on optimal transport for causal inference with observational data. (2025). Gunsilius, Florian F. In: Papers. RePEc:arx:papers:2503.07811. Full description at Econpapers || Download paper | |
| 2025 | Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566. Full description at Econpapers || Download paper | |
| 2025 | Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455. Full description at Econpapers || Download paper | |
| 2025 | From What Ifs to Insights: Counterfactuals in Causal Inference vs. Explainable AI. (2025). Greene, Travis ; Yoo, Jaewon ; Martens, David ; Shmueli, Galit. In: Papers. RePEc:arx:papers:2505.13324. Full description at Econpapers || Download paper | |
| 2025 | An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models. (2025). Li, Wenze. In: Papers. RePEc:arx:papers:2506.18001. Full description at Econpapers || Download paper | |
| 2025 | Homeownership as Life Cycle Goldmine: Evidence from Macrohistory. (2025). Li, Shize ; Shen, Jialu ; Bai, Yang. In: Papers. RePEc:arx:papers:2507.17624. Full description at Econpapers || Download paper | |
| 2025 | DETERring more than Deforestation: Environmental Enforcement Reduces Violence in the Amazon. (2025). Possebom, Vitor ; Araujo, Rafael ; Setti, Gabriela. In: Papers. RePEc:arx:papers:2509.06076. Full description at Econpapers || Download paper | |
| 2025 | Collateral and Reputation in a Model of Strategic Defaults. (2025). Lukyanov, Georgy. In: Papers. RePEc:arx:papers:2509.08849. Full description at Econpapers || Download paper | |
| 2025 | Overidentification testing with weak instruments and heteroskedasticity. (2025). Windmeijer, Frank ; Lane, Stuart. In: Papers. RePEc:arx:papers:2509.21096. Full description at Econpapers || Download paper | |
| 2025 | Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204. Full description at Econpapers || Download paper | |
| 2025 | Robust Insurance Pricing and Liquidity Management. (2025). Pang, Shunzhi. In: Papers. RePEc:arx:papers:2510.15709. Full description at Econpapers || Download paper | |
| 2025 | Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058. Full description at Econpapers || Download paper | |
| 2025 | ACHIEVING SDG 3 IN AFRICA: THE ROLE OF INSTITUTIONS, THE ENVIRONMENT, AND SOCIOECONOMIC FACTORS. (2025). Bolarinwa, Fatimah Ololade ; Oyeku, Bonuola Victoria ; Alimi, Olorunfemi Yasiru. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:97-139. Full description at Econpapers || Download paper | |
| 2025 | Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503. Full description at Econpapers || Download paper | |
| 2024 | On a Merton Problem with Irreversible Healthcare Investment. (2024). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671. Full description at Econpapers || Download paper | |
| 2024 | House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212. Full description at Econpapers || Download paper | |
| 2025 | How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286. Full description at Econpapers || Download paper | |
| 2025 | Financial Literacy and Pension Strategies: Evidence from Russia. (2025). Abduramanov, Artem. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:115-136. Full description at Econpapers || Download paper | |
| 2024 | Information or Noise? Examining the Effect of Discretionary Disclosure of Accounting Estimates on Financial Analyst Forecasts. (2024). Yin, Jennifer ; Sun, Xueyun ; Boone, Jeff P. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:852-891. Full description at Econpapers || Download paper | |
| 2024 | Supply chain risks and geographical supplier distribution strategy. (2024). Zhuo, Qianru ; Liu, Ying ; Qin, Libin ; You, Jiaxing. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3841-3881. Full description at Econpapers || Download paper | |
| 2024 | Meat production and zoonotic disease outbreaks in Asia. (2024). Koren, Ore ; Steinberg, Jessica ; Hagar, Amit. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:567-586. Full description at Econpapers || Download paper | |
| 2024 | Blue goes green: The impact of the chief executive officer and board of directors political ideology on corporate environmental performance. (2024). Kim, Yeongsu Anthony. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:134-148. Full description at Econpapers || Download paper | |
| 2024 | Business sustainability under the influence of female directors toward the riskātaking in innovation: Evidence from textual analysis. (2024). Korphaibool, Veerawin ; Treepongkaruna, Sirimon ; Jiraporn, Pornsit ; Chindasombatcharoen, Pongsapak ; Chatjuthamard, Pattanaporn. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1578-1591. Full description at Econpapers || Download paper | |
| 2024 | Interaction Between Age Pension Means Testing and Innovative Income Streams in Australia. (2024). Butt, Adam ; Ai, Wenqi ; Khemka, Gaurav. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:331:p:533-567. Full description at Econpapers || Download paper | |
| 2024 | The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390. Full description at Econpapers || Download paper | |
| 2024 | Does informal governance matter to institutional investors? Evidence from social capital. (2024). Huang, Kershen ; Shang, Chenguang. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457. Full description at Econpapers || Download paper | |
| 2024 | A review on ESG investing: Investorsā expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; KrƤussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502. Full description at Econpapers || Download paper | |
| 2024 | The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085. Full description at Econpapers || Download paper | |
| 2024 | Measuring āDark Matterā in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902. Full description at Econpapers || Download paper | |
| 2024 | A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076. Full description at Econpapers || Download paper | |
| 2024 | Insensitive Investors. (2024). Kilic, Mete ; Frydman, Cary ; Charles, Constantin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2473-2503. Full description at Econpapers || Download paper | |
| 2024 | What Drives Variation in the U.S. DebtātoāOutput Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
| 2024 | Half Banked: The Economic Impact of Cash Management in the Marijuana Industry. (2024). Seegert, Nathan ; Berger, Elizabeth A. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2759-2796. Full description at Econpapers || Download paper | |
| 2024 | Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728. Full description at Econpapers || Download paper | |
| 2024 | Currency Management by International FixedāIncome Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081. Full description at Econpapers || Download paper | |
| 2024 | Institutional Divide, Political Ties, and Contested Corporate Governance Reform in Taiwan. (2024). Zheng, Weiting ; Luo, Xiaowei Rose ; Chung, Chinien. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:4:p:1327-1363. Full description at Econpapers || Download paper | |
| 2024 | Connecting CrossāBorder Market Participants: The Intermediary Role of International Analysts in Global Capital Markets. (2024). Jeong, Youngchul ; Yu, Jisun ; Ryu, Wonsang. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2535-2569. Full description at Econpapers || Download paper | |
| 2024 | The effect of weather index insurance on social capital: Evidence from rural Ethiopia. (2024). Nillesen, Eleonora ; Mohnen, Pierre ; Nigus, Halefom Yigzaw. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:121-159. Full description at Econpapers || Download paper | |
| 2024 | Does food import contribute to rising obesity in lowā and middleāincome countries?. (2024). Vallino, Elena ; Saccone, Donatella ; Marson, Marta. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:2:p:371-410. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated. (2024). Spanos, Aris ; Do, Hoangphuong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:761-793. Full description at Econpapers || Download paper | |
| 2024 | Inclusive growth in the face of increasing urbanization: What experience for African countries?. (2024). Domguia, Edmond Noubissi ; Ongo, Bruno Emmanuel ; Oumbe, Honor Tekam ; Ngounou, Borice Augustin. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:1:p:34-70. Full description at Econpapers || Download paper | |
| 2024 | The influence of media scrutiny on firms strategic eschewal of lobbying. (2024). Lee, Seunghyun ; Welbourne, Miranda J ; Kim, Jinsil. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:11:p:2340-2367. Full description at Econpapers || Download paper | |
| 2024 | Ripple effects: How collaboration reduces social movement contention. (2024). McDonnell, Maryhunter ; Odziemkowska, Kate. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:4:p:775-806. Full description at Econpapers || Download paper | |
| 2024 | The inside track: Entrepreneurs corporate experience and startups access to incumbent partners resources. (2024). Balachandran, Sarath. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:6:p:1117-1150. Full description at Econpapers || Download paper | |
| 2024 | Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401. Full description at Econpapers || Download paper | |
| 2024 | ESG Investing and Stock Return Comovements. (2024). XIE, Jing ; Kacperczyk, Marcin ; Peng, Lin. In: Working Papers. RePEc:boa:wpaper:202403. Full description at Econpapers || Download paper | |
| 2024 | Where to live? English proficiency and residential location of UK migrants. (2024). Aoki, Yu ; Santiago, Lualhati. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:27. Full description at Econpapers || Download paper | |
| 2024 | The impact of aggregate fluctuations across the UK income distribution. (2024). Key, Tomas ; Lenney, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:1083. Full description at Econpapers || Download paper | |
| 2024 | Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy along the yield curve: why can central banks affect long-term real rates?. (2025). Willems, Tim ; Cavallino, Paolo ; Beaudry, Paul. In: Bank of England working papers. RePEc:boe:boeewp:1117. Full description at Econpapers || Download paper | |
| 2025 | Interest Rate Pass-through by U.S. Banks: Macro Implications of Bank Competition. (2025). Nakayama, Koki ; Takano, Yutaro ; Ishikuro, Yuto ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e09. Full description at Econpapers || Download paper | |
| 2025 | The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216. Full description at Econpapers || Download paper | |
| 2024 | Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Bittner, Christian ; Rodnyansky, Alexander. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552. Full description at Econpapers || Download paper | |
| 2024 | Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_569. Full description at Econpapers || Download paper | |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_590. Full description at Econpapers || Download paper | |
| 2025 | When Does Household Heterogeneity Matter for Aggregate Fluctuations?. (2025). Gong, Zheng. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_624. Full description at Econpapers || Download paper | |
| 2025 | When Does Household Heterogeneity Matter for Aggregate Fluctuations?. (2025). Gong, Zheng. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_624v2. Full description at Econpapers || Download paper | |
| 2024 | Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102. Full description at Econpapers || Download paper | |
| 2025 | HANKSSON. (2025). bilbiie, florin ; Galaasen, S M ; Gurkayna, R S ; Maehlum, M ; Molnar, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2516. Full description at Econpapers || Download paper | |
| 2025 | Complementarity, Heterogeneity, and Multipliers: Utility for HANK. (2025). Hanks, F ; Lavender, S ; Bilbiie, F O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2573. Full description at Econpapers || Download paper | |
| 2025 | HANKSSON. (2025). Molnar, K ; Maehlum, M ; Bilbiie, F O ; Gurkayna, R S ; Galaasen, S M. In: Janeway Institute Working Papers. RePEc:cam:camjip:2507. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | The Cost of Financial Frictions for Life Insurers In: American Economic Review. [Full Text][Citation analysis] | article | 73 |
| 2014 | The Cost of Financial Frictions for Life Insurers.(2014) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2012 | The Cost of Financial Frictions for Life Insurers.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2012 | The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2017 | Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review. [Full Text][Citation analysis] | article | 68 |
| 2017 | Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2017 | Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2017 | Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2017 | Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review. [Full Text][Citation analysis] | article | 62 |
| 2009 | A Note on Liquidity Risk Management In: American Economic Review. [Full Text][Citation analysis] | article | 38 |
| 2009 | A Note on Liquidity Risk Management.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2023 | Understanding the Ownership Structure of Corporate Bonds In: American Economic Review: Insights. [Full Text][Citation analysis] | article | 11 |
| 2022 | Understanding the Ownership Structure of Corporate Bonds.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2022 | Global Life Insurers during a Low Interest Rate Environment In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 4 |
| 2002 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2244 |
| 2008 | Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 39 |
| 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 | 41 |
| 2018 | Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque. [Full Text][Citation analysis] | article | 0 |
| 2024 | Artificial intelligence and big holdings data: Opportunities for central banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A ConsumptionāBased Explanation of Expected Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 265 |
| 2016 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance. [Full Text][Citation analysis] | article | 57 |
| 2014 | Health 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: 57 | 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 nother version. Agregated cites: 57 | paper | |
| 2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2022 | The Fragility of Market Risk Insurance In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
| 2018 | The Fragility of Market Risk Insurance.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2018 | The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2022 | The Fragility of Market Risk Insurance.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2023 | Neoclassical growth in an interdependent world In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Neoclassical growth in an interdependent world.(2023) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Neoclassical Growth in an Interdependent World.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Neoclassical Growth in an Interdependent World.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Neoclassical Growth in an Interdependent World.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 nother version. Agregated cites: 7 | paper | |
| 2013 | Shadow Insurance.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2016 | Shadow Insurance.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2019 | Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
| 2021 | Inspecting the mechanism of quantitative easing in the euro area.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 2019 | Inspecting the Mechanism of Quantitative Easing in the Euro Area.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2020 | Exchange Rates and Asset Prices in a Global Demand System In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2020 | Exchange Rates and Asset Prices in a Global Demand System.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2020 | Exchange Rates and Asset Prices in a Global Demand System.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2020 | Which Investors Matter for Equity Valuations and Expected Returns? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2020 | Which Investors Matter for Equity Valuations and Expected Returns?.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2024 | Which Investors Matter for Equity Valuations and Expected Returns?.(2024) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 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 | 214 |
| 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 nother version. Agregated cites: 214 | article | |
| 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 nother version. Agregated cites: 214 | 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 nother version. Agregated cites: 214 | paper | |
| 2008 | Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters. [Full Text][Citation analysis] | article | 66 |
| 2005 | Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters. [Full Text][Citation analysis] | article | 56 |
| 2019 | Leverage dynamics and credit quality In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 2012 | What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 272 |
| 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 nother version. Agregated cites: 272 | paper | |
| 2025 | Financial Inclusion Across the United States In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Financial Inclusion Across the United States.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Financial Inclusion Across the United States.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 520 |
| 2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 520 | paper | |
| 2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 520 | paper | |
| 2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 520 | 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 | 66 |
| 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 nother version. Agregated cites: 66 | 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 nother version. Agregated cites: 66 | paper | |
| 2014 | Growing Risk in the Insurance Sector In: Economic Policy Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Demand System Approach to Asset Pricing In: Staff Report. [Full Text][Citation analysis] | paper | 182 |
| 2015 | A Demand System Approach to Asset Pricing.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
| 2019 | A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | article | |
| 2002 | Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1274 |
| 2007 | Durability of Output and Expected Stock Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 74 |
| 2007 | Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2009 | Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 2010 | Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 138 |
| 2010 | Why Do Household Portfolio Shares Rise in Wealth?.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | article | |
| 2007 | Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 138 | paper | |
| 2017 | Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | The evolution from life insurance to financial engineering.(2021) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2023 | Asset Demand of U.S. Households In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Asset Embeddings 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 | 51 |
| 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 nother version. Agregated cites: 51 | paper | |
| 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 nother version. Agregated cites: 51 | paper | |
| 2001 | Luxury Goods and the Equity Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2002 | Luxury Goods and the Equity Premium.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2022 | New Perspectives on Insurance In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 6 |
| 2020 | Which Investors Matter for Global Equity Valuations and Expected Returns? In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Optimal Health and Longevity Insurance In: 2009 Meeting Papers. [Citation analysis] | paper | 6 |
| 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 nother version. Agregated cites: 6 | 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 | 314 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team