Amir Yaron : Citation Profile

University of Pennsylvania
National Bureau of Economic Research (NBER)

18

H index

20

i10 index

3257

Citations

RESEARCH PRODUCTION:

11

Articles

37

Papers

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 116
   Journals where Amir Yaron has often published
   Relations with other researchers
   Recent citing documents: 194.    Total self citations: 20 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya156
   Updated: 2026-05-02    RAS profile: 2023-03-11    
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Relations with other researchers

Works with:

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)

Kuhn, Moritz (27)

Storesletten, Kjetil (25)

Heathcote, Jonathan (25)

Athreya, Kartik (24)

Violante, Giovanni (23)

Porapakkarm, Ponpoje (23)

Cites to:

Campbell, John (29)

Bansal, Ravi (19)

Hansen, Lars (16)

Cochrane, John (13)

Zin, Stanley (10)

Hall, Robert (10)

Stambaugh, Robert (10)

Tauchen, George (10)

Storesletten, Kjetil (9)

Abel, Andrew (9)

Heckman, James (8)

Main data

Where Amir Yaron has published?

Journals with more than one article published# docs
European Economic Review2
Review of Economic Dynamics2
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 (2025 and 2024)

YearTitle of citing document
2024Value of Information of Improved Traceability in the Fresh Produce Industry. (2024). Kozicki, Michael N ; Manfredo, Mark R ; Vourazeris, Kelsey. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343643.

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2024Value of Information of Improved Traceability in the Fresh Produce Industry. (2024). Kozicki, Michael N ; Manfredo, Mark R ; Vourazeris, Kelsey. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343643.

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2025The Effect of Mobile Banking Access on Bank Entry and Exit in the Southern Great Plains. (2025). Welch, Katie ; Lambert, Dayton M ; van Leuven, Andrew. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361114.

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2025The Effect of a Cooperative Grain Alliance on Wheat Basis. (2025). Brorsen, B ; Kenkel, Phil ; Lambert, Dayton M ; Beeler, Ashley. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:356162.

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2024Mitigating 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.

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2042Dynamics, risk, and vulnerability. (2011). Ligon, Ethan. In: CUDARE Working Papers. RePEc:ags:ucbecw:120423.

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2024Recurrent Anticipated Liquidity Shocks and Household Expenditure. (2024). Pierri, Damian ; Cardozo, Hector. In: Working Papers. RePEc:aoz:wpaper:347.

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2025Lifetime Hours Inequality and Occupational Choice. (2025). Ubills, Csar Urquizo. In: Working Papers. RePEc:apc:wpaper:208.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2025Two-Step Estimation of a Strategic Network Formation Model with Clustering. (2022). Sheng, Shuyang ; Ridder, Geert. In: Papers. RePEc:arx:papers:2001.03838.

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2025Identification- and many instrument-robust inference via invariant moment conditions. (2025). Boot, Tom ; Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2303.07822.

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2024Heterogeneity-robust granular instruments. (2024). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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2026Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2025). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2025Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571.

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2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

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2025Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929.

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2025Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics. (2025). Yang, Yucheng ; Wang, Chiyuan ; Moll, Benjamin ; Schaab, Andreas. In: Papers. RePEc:arx:papers:2512.18892.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2024Implied probability kernel block bootstrap for time series moment condition models. (2024). Parente, Paulo ; Smith, Richard J. In: CeMMAP working papers. RePEc:azt:cemmap:08/24.

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2025Earnings dynamics and top-earnings inequality. (2025). Harmenberg, Karl ; Lizarraga, Raysa. In: Working Papers. RePEc:bbq:wpaper:0014.

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2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

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2026Unequal Lives, Unequal Benefits: Life Expectancy and Social Security Rules. (2026). Sanchez-Marcos, Virginia ; Fernandez, Javier ; Fernndez-Blanco, Javier ; Snchez-Marcos, Virginia. In: Working Papers. RePEc:bge:wpaper:1556.

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2024The age‐wage‐productivity puzzle: Evidence from the careers of top earners. (2024). Telemo, Paul ; Singleton, Carl ; Scarfe, Rachel ; Sunmoni, Adesola. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:584-606.

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2024Hours of work and the long‐run effects of in‐work transfers. (2024). Waters, Tom ; Joyce, Robert ; Goll, David. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1222-1254.

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2024Measuring “Dark Matter” 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.

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2024Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788.

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2024Income inequality among peers in China: Does internet penetration have a role?. (2024). Li, Xiaomei ; Liu, Yulin ; Fang, Xin. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:3:p:984-1004.

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2024Inequality in Russia over time and over the life cycle. (2024). Hryshko, Dmytro ; Bryukhanov, Maksym. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:2:p:289-319.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2024Efficiency and Equity of Education Tracking A Quantitative Analysis. (2024). Bellue, Suzanne ; Mahler, Lukas. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_546.

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2026Optimal Income Redistribution. (2026). Carceles-Poveda, Eva ; Brendler, Pavel ; Abraham, Arpad. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/820.

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2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2025). Stanca, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:693.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2026Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux. (2026). Singh, Sanjay ; Marin, Emile A ; Kozliakov, Gleb. In: Working Papers. RePEc:cda:wpaper:377.

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2024Family Resources and Human Capital in Economic Downturns. (2024). Anstreicher, Garrett. In: Working Papers. RePEc:cen:wpaper:24-15.

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2024Consumption Dynamics and Welfare under Non-Gaussian Earnings Risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11135.

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2025Rare Disasters, Tail Aversion, and Asset Pricing Puzzles. (2025). Meyerheim, Gerrit. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12231.

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2026The Insurance Value of Public Insurance Against Idiosyncratic Income Risk. (2026). Madera, Rocio ; Busch, Christopher. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12467.

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2026Spin City: Local Externalities of Wind Turbines. (2026). Heim, Sven ; Michelet, Flix ; Liebensteiner, Mario. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12478.

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2025The College Premium Rollercoaster and the Rebound of Lifetime Wage Growth: A Structural Analysis. (2025). Sopraseuth, Thepthida ; Lalé, Etienne ; Langot, Francois ; Fonseca, Raquel. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-28.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2025Skills and human capital in the labor market. (2025). Silliman, Mikko ; Deming, David. In: RFBerlin Discussion Paper Series. RePEc:crm:wpaper:2520.

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2025Pessimism toward climate disasters and asset prices: A quantitative investigation. (2025). Yamagami, Hiroaki ; Suzuki, Shiba. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00023.

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2025(Changing) Marriage and Cohabitation Patterns in the US: do Divorce Laws Matter?. (2025). Blasutto, Fabio ; Kozlov, Egor. In: Working Papers ECARES. RePEc:eca:wpaper:2013/388775.

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2024The life-cycle dynamics of wealth mobility. (2024). Paz-Pardo, Gonzalo ; Ocampo, Sergio ; McGee, Rory ; Audoly, Richard. In: Working Paper Series. RePEc:ecb:ecbwps:20242976.

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2024Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233.

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2025A Frisch-Waugh-Lovell theorem for empirical likelihood. (2025). Song, Yichun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325000842.

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2025Supplemental nutrition assistance program and parents’ time investments in children. (2025). Schenck-Fontaine, Anika ; Zilanawala, Afshin ; Sevilla, Almudena. In: Children and Youth Services Review. RePEc:eee:cysrev:v:177:y:2025:i:c:s0190740925003652.

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2024Welfare and economic implications of universal child benefits. (2024). Kolasa, Aleksandra. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001246.

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2024Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374.

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2025Social learning for the masses. (2025). Bullard, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001751.

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2025The role of external habits and preference heterogeneity in the equity term structure. (2025). Gil, Hamilton Galindo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s016518892500123x.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2025The good, the bad: How digital technology shapes welfare for formal and flexible workers?. (2025). Pan, Jiaofeng ; Wang, Huijuan ; Xia, Yan ; Zhang, SU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2007-2029.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2024Estimating life-cycle income processes including means-tested transfers. (2024). Lander, David. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003343.

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2025On the timing premium puzzle. (2025). Choi, Hongseok. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000990.

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2025What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381.

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2024Robust inference for moment condition models without rational expectations. (2024). Hansen, Lars ; Chen, Xiaohong. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

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2025Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124.

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2025Reprint of: Finite underidentification. (2025). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407625000016.

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2025Risk premia from the cross-section of individual assets. (2025). Zhan, Zhaoguo ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001629.

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2025Identification- and many moment-robust inference via invariant moment conditions. (2025). Boot, Tom ; Ligtenberg, Johannes W. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500168x.

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2024Recent development of covariance structure analysis in economics. (2024). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:31-48.

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2025GMM Model Averaging Using Higher Order Approximations. (2025). Martins, Luis ; Gabriel, Vasco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:36:y:2025:i:c:p:37-54.

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2024Financing universal health care: Premiums or payroll taxes?. (2024). Fehr, Hans ; Feldman, Maria. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000849.

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2024The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.

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2025Spatial consumption risk sharing. (2025). Hu, Chenyue ; Arora, Prateek ; Choo, Dongwan. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125002132.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2025Intricacies of financial liberalization, business models, and financial development on Bank stability in Africa. (2025). Adem, Mohammed. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125000937.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2024Air pollution and education investment. (2024). tani, max ; Guo, Liwen ; Cheng, Zhiming ; Cook, Sarah. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002044.

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2024Impact of green credit policies on the global value chain position of heavy polluting enterprises. (2024). Huang, Xiaobing ; Xie, Jiawei. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002891.

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2025Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications. (2025). Mamkhezri, Jamal. In: Energy Policy. RePEc:eee:enepol:v:200:y:2025:i:c:s0301421525000448.

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2024Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934.

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2024Testing the boundaries of applicability of standard Stochastic Discount Factor models. (2024). Hassan, M. Kabir ; Zhu, Yinchu ; Pezzo, Luca ; Tian, Jiayuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000536.

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2025The macroeconomic cost of temperature risk. (2025). Alessandri, Piergiorgio ; Mumtaz, Haroon. In: Journal of International Economics. RePEc:eee:inecon:v:158:y:2025:i:c:s002219962500114x.

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2025Does biodiversity matter for firm value?. (2025). Cosma, Stefano ; Rimo, Giuseppe ; Pennetta, Daniela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001301.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Aharon, David Y ; Baig, Ahmed S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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2025Stock return predictability in the frequency domain. (2025). Xue, Bowen ; Kang, Jie ; Jiang, Fuwei ; Dai, Zhifeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1126-1147.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2025Uncertainty and cross-sectional stock returns: Evidence from China. (2025). Fei, Tianlun ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002887.

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2025The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652.

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2025The effect of parental wealth on labor income: Evidence from the Norwegian wealth tax. (2025). Hebous, Shafik ; Berg, Kristoffer. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:240:y:2025:i:c:s0167268125004032.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2024Who saves more, the naive or the sophisticated agent?. (2024). Zimper, Alexander ; Groneck, Max ; Ludwig, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000541.

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2024Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212.

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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2024Estimating and testing investment-based asset pricing models. (2024). Salomao, Juliana ; Deng, Yao ; Belo, Frederico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001685.

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2025Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113.

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2025Conditional risk and the pricing kernel. (2025). Sichert, Tobias ; Schreindorfer, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x2500114x.

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2025Equity duration and predictability. (2025). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001229.

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

Works by Amir Yaron:

YearTitleTypeCited
2001How Important Are Idiosyncratic Shocks? Evidence from Labor Supply In: American Economic Review.
[Full Text][Citation analysis]		article56
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]		article669
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]		paper278
2001Asset Pricing with Idiosyncratic Risk and Overlapping Generations.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 278		paper
2002Asset pricing with idiosyncratic risk and overlapping generations.(2002) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 278		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: 278		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: 278		paper
1997Consumption and risk sharing over the life cycle In: GSIA Working Papers.
[Full Text][Citation analysis]		paper530
2004Consumption and risk sharing over the life cycle.(2004) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 530		article
2002Consumption and Risk Sharing Over the Life Cycle.(2002) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 530		paper
2000Consumption and Risk Sharing Over the Life Cycle.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 530		paper
Persistent Idiosyncratic Shocks and Incomplete Markets In: GSIA Working Papers.
[Full Text][Citation analysis]		paper13
Small Sample Properties of Alternative GMM Estimators In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
1998The risk sharing implications of alternative social security arrangements In: GSIA Working Papers.
[Full Text][Citation analysis]		paper112
1999The risk-sharing implications of alternative social security arrangements.(1999) In: Carnegie-Rochester Conference Series on Public Policy.
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This paper has nother version. Agregated cites: 112		article
Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
1995Fixed Costs and Asset Market Participation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper2
2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper62
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper69
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
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: 69		article
2001The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk In: European Economic Review.
[Full Text][Citation analysis]		article201
2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 201		paper
2005Interpretable asset markets? In: European Economic Review.
[Full Text][Citation analysis]		article118
2002Interpretable Asset Markets?.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 118		paper
2004Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 118		paper
2006Human capital and earnings distribution dynamics In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article151
2002Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 151		paper
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
[Full Text][Citation analysis]		paper103
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 103		paper
2007Sources of Lifetime Inequality In: Working Papers.
[Full Text][Citation analysis]		paper327
2007Sources of Lifetime Inequality.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 327		paper
2005How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking.
[Citation analysis]		article5
2005Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2004Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 11		paper
2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper219
2012Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper158
2012Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers.
[Full Text][Citation analysis]		paper89
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2023Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2002How Well Do Banks Manage Their Reserves? In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2003Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2004Consumption and Earnings Inequality with Risky Human Capital In: 2004 Meeting Papers.
[Citation analysis]		paper1
2004Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers.
[Citation analysis]		paper0

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