17
H index
21
i10 index
2539
Citations
Carnegie Mellon University | 17 H index 21 i10 index 2539 Citations RESEARCH PRODUCTION: 13 Articles 47 Papers RESEARCH ACTIVITY: 30 years (1990 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pte102 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chris Telmer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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American Economic Review | 2 |
Journal of Finance | 2 |
Review of Economic Dynamics | 2 |
Year | Title of citing document |
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2023 | Job Levels and Wages. (2023). Kuhn, Moritz ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:235. Full description at Econpapers || Download paper |
2023 | Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization. (2023). Yamasaki, Masaya ; Kashimata, Tomoya ; Nakayama, Jun ; Hidaka, Ryo ; Tatsumura, Kosuke. In: Papers. RePEc:arx:papers:2307.06339. Full description at Econpapers || Download paper |
2023 | House Prices and the Distribution of Wealth Around the Great Recession. (2023). Rodolfo, Oviedo Moguel ; Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2023-04. Full description at Econpapers || Download paper |
2023 | Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Monetary transmission with income risk. (2023). Holm, Martin. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:2:p:441-460. Full description at Econpapers || Download paper |
2023 | Job Levels and Wages. (2023). Bayer, Christian ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_437. Full description at Econpapers || Download paper |
2023 | Extrapolative Income Expectations and Retirement Savings. (2023). Cota, Marta. In: CERGE-EI Working Papers. RePEc:cer:papers:wp751. Full description at Econpapers || Download paper |
2023 | Pension 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. Full description at Econpapers || Download paper |
2023 | Job Levels and Wages. (2023). Bayer, Christian ; Kuhn, Moritz. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1190. Full description at Econpapers || Download paper |
2023 | Estimating the impact of quality adjustment on consumer price inflation. (2023). Mehrhoff, Jens ; Wieland, Elisabeth ; Menz, Jan-Oliver. In: Working Paper Series. RePEc:ecb:ecbwps:20232773. Full description at Econpapers || Download paper |
2023 | Are family and friends the wrong investors? Evidence from U.S. start-ups. (2023). Zaccaria, Luana. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000172. Full description at Econpapers || Download paper |
2023 | Sharing risk to avoid tragedy: Informal insurance and irrigation in village economies. (2023). Mazur, Karol. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001729. Full description at Econpapers || Download paper |
2023 | Loss 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. Full description at Econpapers || Download paper |
2023 | Time-varying unobserved heterogeneity in earnings shocks. (2023). Botosaru, Irene. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1378-1393. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x. Full description at Econpapers || Download paper |
2023 | China’s demographic transition: A quantitative analysis. (2023). Yin, Yongkun. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123002192. Full description at Econpapers || Download paper |
2024 | International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263. Full description at Econpapers || Download paper |
2023 | MPCs 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. Full description at Econpapers || Download paper |
2023 | When should retirees tap their home equity?. (2023). Meyer-Wehmann, Andre ; Kraft, Holger ; Hambel, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001656. Full description at Econpapers || Download paper |
2024 | Unveiling the impact of income taxes on inequality in a HACT model. (2024). Parro, Francisco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000812. Full description at Econpapers || Download paper |
2023 | Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population aging. (2023). Poonpolkul, Phitawat. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:26:y:2023:i:c:s2212828x23000348. Full description at Econpapers || Download paper |
2023 | Permanent and transitory earnings dynamics and lifetime income inequality in Sweden. (2023). Holmberg, Johan ; Gustafsson, Johan. In: Labour Economics. RePEc:eee:labeco:v:85:y:2023:i:c:s0927537123001124. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Rising 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. Full description at Econpapers || Download paper |
2023 | The liquidity channel of fiscal policy. (2023). Bayer, Christian ; Luetticke, Ralph ; Born, Benjamin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:86-117. Full description at Econpapers || Download paper |
2024 | The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:1-10. Full description at Econpapers || Download paper |
2024 | Monetary policy in China: A Factor Augmented VAR approach. (2024). Tang, Biyan ; Kitenge, Erick ; Yemba, Boniface ; Gaekwad, Neepa B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008. Full description at Econpapers || Download paper |
2023 | The Time Trend and Life-cycle Profiles of Consumption. (2023). Yamada, Tomoaki ; Sagiri, Kitao. In: Discussion papers. RePEc:eti:dpaper:23036. Full description at Econpapers || Download paper |
2023 | Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber. (2023). Sargent, Thomas J ; Ljungqvist, Lars ; Gregory, Victoria ; Graves, Sebastian. In: Working Papers. RePEc:fip:fedlwp:96238. Full description at Econpapers || Download paper |
2023 | Monetary Policy with Racial Inequality. (2023). Nakajima, Makoto. In: Working Papers. RePEc:fip:fedpwp:96239. Full description at Econpapers || Download paper |
2023 | Job Levels and Wages. (2023). Kuhn, Moritz ; Bayer, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp16177. Full description at Econpapers || Download paper |
2024 | Intergenerational Mobility and Credit. (2024). Phillips, Gordon ; Herkenhoff, Kyle ; Chikhale, Nisha ; Braxton, John Carter. In: IZA Discussion Papers. RePEc:iza:izadps:dp16826. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | The Coronavirus Stimulus Package: How Large is the Transfer Multiplier. (2023). Bayer, Christian ; Muller, Gernot J ; Luetticke, Ralph ; Born, Benjamin. In: The Economic Journal. RePEc:oup:econjl:v:133:y:2023:i:652:p:1318-1347.. Full description at Econpapers || Download paper |
2023 | Aging, Inadequacy and Fiscal Constraint: The Case of Thailand. (2022). Wasi, Nada ; Porapakkarm, Ponpoje ; Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:182. Full description at Econpapers || Download paper |
2023 | Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging. (2023). Poonpolkul, Phitawat. In: PIER Discussion Papers. RePEc:pui:dpaper:198. Full description at Econpapers || Download paper |
2023 | Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378. Full description at Econpapers || Download paper |
2023 | Individual Earnings and Family Income: Dynamics and Distribution. (). Vidangos, Ivan ; Hynsjo, Disa ; Altonji, Joseph. In: Review of Economic Dynamics. RePEc:red:issued:21-185. Full description at Econpapers || Download paper |
2023 | Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices. (2023). Stewart, Chris. In: Economics Discussion Papers. RePEc:ris:kngedp:2023_001. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation. (2023). Uhlendorff, Arne ; Stoltenberg, Christian. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230022. Full description at Econpapers || Download paper |
2023 | When should retirees tap their home equity?. (2023). Meyer-Wehmann, Andre ; Kraft, Holger ; Hambel, Christoph. In: Other publications TiSEM. RePEc:tiu:tiutis:e3ca270a-8fec-4000-a3ab-c9c85a7726f7. Full description at Econpapers || Download paper |
2023 | Consumption, Wealth, and Income Inequality: A Tale of Tails. (2023). Werquin, Nicolas ; Wangner, Philipp ; Hellwig, Christian ; Gaillard, Alexandre. In: TSE Working Papers. RePEc:tse:wpaper:128768. Full description at Econpapers || Download paper |
2023 | CREDIT, DEFAULT, AND OPTIMAL HEALTH INSURANCE. (2023). Jang, Youngsoo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:943-977. Full description at Econpapers || Download paper |
2024 | CONSUMPTION TAX CUTS IN A RECESSION. (2024). Parodi, Francesca. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:1:p:117-148. Full description at Econpapers || Download paper |
2024 | ACCOUNTING FOR SOCIAL SECURITY CLAIMING BEHAVIOR. (2024). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:1:p:505-545. Full description at Econpapers || Download paper |
2023 | Dynamic asset allocation with multiple regime?switching markets. (2023). Shi, Jianmin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1741-1755. Full description at Econpapers || Download paper |
2023 | Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers || Download paper |
2023 | Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2001 | How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review. [Full Text][Citation analysis] | article | 55 |
2005 | Understanding European Real Exchange Rates In: American Economic Review. [Full Text][Citation analysis] | article | 263 |
Understanding European Real Exchange Rates.() In: GSIA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 263 | paper | ||
2001 | Understanding European Real Exchange Rates.(2001) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 263 | paper | |
1993 | Asset-Pricing Puzzles and Incomplete Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 144 |
1991 | Asset Pricing Puzzles and Incomplete Markets.(1991) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
1993 | Accounting for Forward Rates in Markets for Foreign Currency. In: Journal of Finance. [Full Text][Citation analysis] | article | 117 |
1990 | Accounting for Forward Rates in Markets for Foreign Currency.(1990) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
1992 | Accounting for Forward Rates in Markets for Foreign Currency.(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 117 | paper | |
2007 | Intergenerational Mobility and the Informative Content of Surnames In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2007 | Intergenerational Mobility and the Informative Content of Surnames.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2013 | Intergenerational Mobility and the Informative Content of Surnames.(2013) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2013 | Intergenerational Mobility and the Informative Content of Surnames.(2013) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2007 | Intergenerational mobility and the informative content of surnames.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2007 | Intergenerational mobility and the informative content of surnames.(2007) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
1995 | Interpreting the Forward Premium Anomaly. In: Canadian Journal of Economics. [Citation analysis] | article | 20 |
Interpreting the Forward Premium Anomoly.() In: GSIA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | ||
2004 | Demographic Variation, Capital Accumulation and Asset Prices In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 1 |
Asset pricing with idiosyncratic risk and overlapping generations In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 266 | |
2001 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
2002 | Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
2007 | Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2007) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | article | |
1999 | Asset pricing with idiosyncratic risk and overlapping generations.(1999) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 266 | paper | |
1997 | Consumption and risk sharing over the life cycle In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 506 |
2004 | Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 506 | article | |
2002 | Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 506 | paper | |
2000 | Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 506 | paper | |
What can we learn from deviations from the law of one price? In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 2 | |
International price dispersion in the G7 In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
The yield curve: terms of endearment or terms of endowment? In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
Persistent Idiosyncratic Shocks and Incomplete Markets In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 13 | |
Discrete time models of bond pricing In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 59 | |
1998 | Discrete-Time Models of Bond Pricing.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
1998 | The risk sharing implications of alternative social security arrangements In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 112 |
1999 | The risk-sharing implications of alternative social security arrangements.(1999) In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
1999 | Design and Estimation of Affine Yield Models In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 8 |
1999 | Design and Estimation of Affine Yield Models.(1999) In: GSIA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2003 | Price dispersion: The role of distance, borders and location In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 22 |
2005 | Price Dispersion: The Role of Distance, Borders and Location.(2005) In: 2005 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1994 | The Forward Premium Anamoly: Three Examples in Search of a Solution In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | The names in Spain are mainly not in vain: Intergenerational mobility and the informational content of surnames In: SIRE Focus Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Prices as factors: Approximate aggregation with incomplete markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2001 | The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review. [Full Text][Citation analysis] | article | 193 |
2000 | The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2014 | Intergenerational Mobility and the Informational Content of Surnames In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Life-cycle income and consumption variability In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
1994 | The Forward Premium Anomaly: Three Examples in Serach of Solution. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 3 |
1996 | Affine Models of Currency Pricing In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 44 |
1996 | Affine Models of Currency Pricing.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2009 | Current Account Fact and Fiction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 85 |
2005 | Current Account Fact and Fiction.(2005) In: 2005 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2010 | Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
2012 | Microeconomic Sources of Real Exchange Rate Variability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Microeconomic Sources of Real Exchange Rate Variation In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 5 |
2008 | Accounting for Low Frequency Variation in Tobins q In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Accounting for Low Frequency Variation in Tobins q.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Monetary Policy and the Uncovered Interest Rate Parity Puzzle In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Currency Risk and Pricing Kernel Volatility In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 12 |
2004 | Cyclical Dynamics in Idiosyncratic Labor Market Risk In: Journal of Political Economy. [Full Text][Citation analysis] | article | 453 |
2000 | Dispersion in Real Exchange Rates In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 21 |
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