17
H index
20
i10 index
3043
Citations
University of Pennsylvania | 17 H index 20 i10 index 3043 Citations RESEARCH PRODUCTION: 11 Articles 37 Papers RESEARCH ACTIVITY: 28 years (1995 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pya156 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 2 |
European Economic Review | 2 |
Review of Economic Dynamics | 2 |
Year | Title of citing document | |
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2023 | ACE—Analytic Climate Economy. (2023). Traeger, Christian P. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:15:y:2023:i:3:p:372-406. Full description at Econpapers || Download paper | |
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 | |
2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2023 | An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782. Full description at Econpapers || Download paper | |
2023 | Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822. Full description at Econpapers || Download paper | |
2024 | Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273. Full description at Econpapers || Download paper | |
2023 | Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599. Full description at Econpapers || Download paper | |
2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper | |
2024 | Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2024 | . 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 | Rethinking the Welfare State. (2023). Ventura, Gustavo ; Kaygusuz, Remzi ; Guner, Nezih. In: Working Papers. RePEc:bge:wpaper:1386. Full description at Econpapers || Download paper | |
2023 | Logistic regression analysis of two?phase studies using generalized method of moments. (2023). Chatterjee, Nilanjan ; Kundu, Prosenjit. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:241-252. Full description at Econpapers || Download paper | |
2023 | Improved semiparametric estimation of the proportional rate model with recurrent event data. (2023). Huang, Chiungyu. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:1686-1700. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609. Full description at Econpapers || Download paper | |
2023 | . 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 | |
2024 | Efficiency and Equity of Education Tracking A Quantitative Analysis. (2024). Mahler, Lukas ; Bellue, Suzanne. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_546. Full description at Econpapers || Download paper | |
2023 | On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the US. (2023). Valladares-Esteban, Arnau ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2333. Full description at Econpapers || Download paper | |
2023 | Intergenerational Altruism and Transfers of Time and Money: A Life Cycle Perspective. (2023). french, eric ; O'Dea, C ; MacCuish, Hentall J ; Bolt, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2374. Full description at Econpapers || Download paper | |
2024 | Family Resources and Human Capital in Economic Downturns. (2024). Anstreicher, Garrett. In: Working Papers. RePEc:cen:wpaper:24-15. 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 | Rethinking the Welfare State. (2023). Ventura, Gustavo ; Kaygusuz, Remzi ; Guner, Nezih. In: Working Papers. RePEc:cmf:wpaper:wp2023_2304. 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 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper | |
2024 | Uncertainty 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. Full description at Econpapers || Download paper | |
2023 | Occasionally binding liquidity constraints and macroeconomic dynamics. (2023). Werner, Maximilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000155. 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 | The relationship between poverty, income inequality and inclusive growth in Sub-Saharan Africa. (2023). Mahmood, Amir ; Agbola, Frank W ; Amponsah, Mary. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002274. Full description at Econpapers || Download paper | |
2023 | Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316. Full description at Econpapers || Download paper | |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper | |
2023 | High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345. Full description at Econpapers || Download paper | |
2023 | A test for Kronecker Product Structure covariance matrix. (2023). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:88-112. Full description at Econpapers || Download paper | |
2023 | Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352. Full description at Econpapers || Download paper | |
2023 | A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81. Full description at Econpapers || Download paper | |
2023 | Instrument strength in IV estimation and inference: A guide to theory and practice. (2023). Neal, Timothy ; Keane, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1625-1653. Full description at Econpapers || Download paper | |
2023 | Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948. Full description at Econpapers || Download paper | |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper | |
2024 | Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers || Download paper | |
2024 | Recent 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. 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 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper | |
2023 | The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389. 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 | |
2024 | Air 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. Full description at Econpapers || Download paper | |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. 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 | Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper | |
2024 | Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Baig, Ahmed S ; Aharon, David Y. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180. Full description at Econpapers || Download paper | |
2023 | The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097. Full description at Econpapers || Download paper | |
2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper | |
2023 | Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351. Full description at Econpapers || Download paper | |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper | |
2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. 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 | Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560. 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 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper | |
2024 | Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009. Full description at Econpapers || Download paper | |
2024 | Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084. Full description at Econpapers || Download paper | |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper | |
2023 | A quantitative evaluation of universal basic income. (2023). Li, Qian ; Conesa, Juan Carlos. In: Journal of Public Economics. RePEc:eee:pubeco:v:223:y:2023:i:c:s0047272723000634. Full description at Econpapers || Download paper | |
2023 | Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D. (2023). Tsionas, Mike G ; Schiller, Anita R ; Hubbard, Timothy P ; de Silva, Dakshina G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:278-294. Full description at Econpapers || Download paper | |
2023 | Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570. Full description at Econpapers || Download paper | |
2023 | Do pension subsidies reduce household education expenditure inequality? Evidence from China. (2023). Si, Yanwu ; Han, Yiduo ; Zhang, Zili ; Dong, Shizheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:532-540. Full description at Econpapers || Download paper | |
2024 | Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169. Full description at Econpapers || Download paper | |
2024 | Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334. Full description at Econpapers || Download paper | |
2024 | How far can the long-run risk model with durable goods explain the variation of the yield curve?. (2024). Igarashi, Yoske ; Ikeda, Ryoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:444-459. Full description at Econpapers || Download paper | |
2023 | Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417. Full description at Econpapers || Download paper | |
2023 | Understanding the effects of informal caregiving on health and well-being: Heterogeneity and mechanisms. (2023). Ibuka, Yoko ; Le, Duc Dung. In: Social Science & Medicine. RePEc:eee:socmed:v:317:y:2023:i:c:s0277953622009364. 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 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper | |
2023 | Gender Gap. (2022). Vandenbroucke, Guillaume ; Leukhina, Oksana. In: Working Papers. RePEc:fip:fedlwp:94804. 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 | Intergenerational Altruism and Transfers of Time and Money: A Life Cycle Perspective. (2023). O'Dea, Cormac ; MacCuish, Jamie Hentall ; French, Eric ; Bolt, Uta. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:95950. 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 | Determinants of E-Government Use in the European Union: An Empirical Analysis. (2023). Smedoiu-Popoviciu, Alexandra ; Luminia, Emanuela Marinela ; Mnohoghitnei, Irina ; Horobe, Alexandra Lavinia. In: Societies. RePEc:gam:jsoctx:v:13:y:2023:i:6:p:150-:d:1175546. Full description at Econpapers || Download paper | |
2024 | Human capital and search models: a happy match. (2024). Magnac, Thierry. In: Post-Print. RePEc:hal:journl:hal-04555926. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2002 | Interpretable Asset Markets?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2004 | Interpretable Asset Markets?.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2006 | Human capital and earnings distribution dynamics In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 147 |
2002 | Human Capital and Earnings Distribution Dynamics.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 147 | paper | |
2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 48 |
2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2007 | Sources of Lifetime Inequality In: Working Papers. [Full Text][Citation analysis] | paper | 306 |
2007 | Sources of Lifetime Inequality.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | paper | |
2005 | How Well Do Mexican Banks Manage Their Reserves? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 5 |
2005 | Futures Prices in a Production Economy with Investment Constraints In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Futures Prices in a Production Economy with Investment Constraints.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2009 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 200 |
2012 | Volatility, the Macroeconomy and Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 150 |
2012 | Risks For the Long Run: Estimation with Time Aggregation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
2019 | The Term Structure of Equity Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2023 | Identifying Preference for Early Resolution from Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
2002 | How Well Do Banks Manage Their Reserves? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2003 | Time-Consistent No-Arbitrage Models of the Term Structure In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | Consumption and Earnings Inequality with Risky Human Capital In: 2004 Meeting Papers. [Citation analysis] | paper | 1 |
2004 | Investment and Asset Prices with Financing Constraints In: 2004 Meeting Papers. [Citation analysis] | paper | 0 |
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