Motohiro Yogo : Citation Profile

Are you Motohiro Yogo?

Princeton University (99% share)
National Bureau of Economic Research (NBER) (1% share)

23

H index

26

i10 index

5720

Citations

RESEARCH PRODUCTION:

27

Articles

60

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 238
   Journals where Motohiro Yogo has often published
   Relations with other researchers
   Recent citing documents: 558.    Total self citations: 27 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo20
   Updated: 2024-12-03    RAS profile: 2023-11-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

koijen, ralph (6)

Redding, Stephen (4)

Koulischer, Francois (3)

Nguyen, Benoît (2)

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

Is cited by:

Dufour, Jean-Marie (28)

Khalaf, Lynda (24)

Hjalmarsson, Erik (22)

Doko Tchatoka, Firmin (20)

Campbell, John (19)

Rossi, Barbara (18)

Mavroeidis, Sophocles (17)

CAI, ZONGWU (17)

Rapoport, Hillel (15)

Phillips, Peter (15)

Guriev, Sergei (14)

Cites to:

Campbell, John (46)

Vayanos, Dimitri (18)

French, Kenneth (14)

KRISHNAMURTHY, ARVIND (12)

Shleifer, Andrei (12)

Stock, James (11)

Vissing-Jorgensen, Annette (10)

Altavilla, Carlo (10)

Shiller, Robert (10)

Mankiw, N. Gregory (10)

Pagano, Marco (10)

Main data

Where Motohiro Yogo has published?

Journals with more than one article published# docs
Journal of Financial Economics4
American Economic Review4
Journal of Business & Economic Statistics3
Journal of Political Economy2
The Review of Financial Studies2
Journal of Finance2
Economics Letters2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc24
Working Papers / Princeton University. Economics Department.6
Staff Report / Federal Reserve Bank of Minneapolis5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
2007 Meeting Papers / Society for Economic Dynamics2

Recent works citing Motohiro Yogo (2024 and 2023)

YearTitle of citing document
2023Monetary Policy and Inequality. (2023). Wolf, Christian K ; McKay, Alisdair. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:37:y:2023:i:1:p:121-44.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers. (2022). , Kahsay. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322849.

Full description at Econpapers || Download paper

2023Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM. (2023). Lozej, Matija ; Herman, Uro. In: AMSE Working Papers. RePEc:aim:wpaimx:2334.

Full description at Econpapers || Download paper

2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

Full description at Econpapers || Download paper

2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

2024Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

Full description at Econpapers || Download paper

2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

Full description at Econpapers || Download paper

2023Living and perceiving a crisis: how the pandemic influenced Americans preferences and beliefs. (2022). Briscese, Guglielmo ; Stapleton, Stephen ; Grignani, Maddalena. In: Papers. RePEc:arx:papers:2202.12339.

Full description at Econpapers || Download paper

2023csa2sls: A complete subset approach for many instruments using Stata. (2022). Shin, Youngki ; Owusu, Julius ; Lee, Siha. In: Papers. RePEc:arx:papers:2207.01533.

Full description at Econpapers || Download paper

2023On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

Full description at Econpapers || Download paper

2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2024Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

Full description at Econpapers || Download paper

2023Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317.

Full description at Econpapers || Download paper

2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

Full description at Econpapers || Download paper

2024Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables. (2023). Zhu, Xiaofeng ; Lorincz-Comi, Noah ; Yang, Yihe. In: Papers. RePEc:arx:papers:2301.05130.

Full description at Econpapers || Download paper

2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

Full description at Econpapers || Download paper

2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

Full description at Econpapers || Download paper

2023Identification-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

2023A specification test for the strength of instrumental variables. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14396.

Full description at Econpapers || Download paper

2024Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

Full description at Econpapers || Download paper

2023EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2023). Adomavicius, Gediminas ; Yang, Mochen ; McFowland, Edward ; Burtch, Gordon. In: Papers. RePEc:arx:papers:2303.02820.

Full description at Econpapers || Download paper

2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

Full description at Econpapers || Download paper

2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

Full description at Econpapers || Download paper

2023Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply. (2023). Ouazad, Amine ; Kahn, Matthew. In: Papers. RePEc:arx:papers:2305.07179.

Full description at Econpapers || Download paper

2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

Full description at Econpapers || Download paper

2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

Full description at Econpapers || Download paper

2024Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

Full description at Econpapers || Download paper

2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

Full description at Econpapers || Download paper

2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

Full description at Econpapers || Download paper

2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

Full description at Econpapers || Download paper

2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

Full description at Econpapers || Download paper

2023Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913.

Full description at Econpapers || Download paper

2024Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671.

Full description at Econpapers || Download paper

2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

Full description at Econpapers || Download paper

2023Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067.

Full description at Econpapers || Download paper

2023Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099.

Full description at Econpapers || Download paper

2023Keep calm and bank on: panic-driven bank runs and the role of public communication. (2023). Gorodnichenko, Yuriy ; Coibion, Olivier ; Grigoli, Francesco ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1119.

Full description at Econpapers || Download paper

2023Bank of Russia Monetary Policy and Household Consumption Expenditure. (2023). Ryzhikova, Tatiana ; Skuratova, Anastasiya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:3-31.

Full description at Econpapers || Download paper

2023Corporate Innovation and Disclosure Strategy. (2023). You, Jiaxing ; Ying, Sammy Xiaoyan ; Wu, Huiying ; Zhang, Zheyuan. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:76-133.

Full description at Econpapers || Download paper

2023Institutional investors corporate site visits and resource extraction: Evidence from China. (2023). Wang, Yunyi ; Deng, Minhang ; Tang, Yuyan ; Xu, Bozhi ; Tian, Gaoliang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5211-5243.

Full description at Econpapers || Download paper

2024Meat production and zoonotic disease outbreaks in Asia. (2024). Hagar, Amit ; Steinberg, Jessica ; Koren, Ore. 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

2023Tax morale, fiscal capacity, and war. (2023). Ticchi, Davide ; Teobaldelli, Désirée ; Belmonte, Alessandro. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:2:p:445-474.

Full description at Econpapers || Download paper

2024Blue 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

2023Extracting business cycles with three filters: A comparative study and application in the case of China. (2023). Li, Naiqian ; Sun, Chentong. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:254-269.

Full description at Econpapers || Download paper

2023On financial frictions and firms market power. (2023). Galdonsanchez, Jose E ; Deidda, Luca G ; Casares, Miguel. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:982-1005.

Full description at Econpapers || Download paper

2023Consuming Contests: The Effect of Outcome Uncertainty on Spectator Attendance in the Australian Football League. (2023). Lakhani, Karim R ; Ferguson, Patrick J. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:326:p:410-435.

Full description at Econpapers || Download paper

2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

Full description at Econpapers || Download paper

2023Agricultural input subsidies, extension services, and farm labour productivity nexus: Evidence from maize farmers in Tanzania. (2023). Malimi, Kilugala. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:874-898.

Full description at Econpapers || Download paper

2023Local CEOs, career concerns and voluntary disclosure. (2023). Hu, Yaqin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:565-597.

Full description at Econpapers || Download paper

2023Financial inclusion and food insecurity: Examining linkages and potential pathways. (2023). Asongu, Simplice ; Acheampong, Alex ; Koomson, Isaac. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:418-444.

Full description at Econpapers || Download paper

2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

Full description at Econpapers || Download paper

2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

Full description at Econpapers || Download paper

2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

Full description at Econpapers || Download paper

2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

Full description at Econpapers || Download paper

2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

Full description at Econpapers || Download paper

2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

Full description at Econpapers || Download paper

2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

Full description at Econpapers || Download paper

2023The impact of crime on firm entry. (2023). Rizzo, Ugo ; Barbieri, Nicolo. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:446-469.

Full description at Econpapers || Download paper

2023Its RILA time: An introduction to registered index?linked annuities. (2022). Moenig, Thorsten. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:339-369.

Full description at Econpapers || Download paper

2023Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281.

Full description at Econpapers || Download paper

2023Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities. (2023). Moenig, Thorsten ; Bauer, Daniel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:459-486.

Full description at Econpapers || Download paper

2023A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (2023). Olmo, Jose. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:294-318.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Should a firm bring a supplier into the boardroom?. (2023). Ramaswami, Sridhar ; Bommaraju, Raghu ; Arunachalam, S ; Ambulkar, Saurabh. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:1:p:28-44.

Full description at Econpapers || Download paper

2023Mergers and acquisitions in supply bases. (2023). Shou, Yongyi ; Dong, Yan ; Skowronski, Keith ; Hu, Wenjin. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:4:p:1059-1078.

Full description at Econpapers || Download paper

2023How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123.

Full description at Econpapers || Download paper

2023Do employees views matter in corporate governance? The relationship between employee approval and CEO dismissal. (2023). Waldman, David ; Shen, Wei ; Avolio, Bruce J ; Zhu, QI ; Wang, Danni. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:5:p:1328-1354.

Full description at Econpapers || Download paper

2023Director departure following political ideology (in)congruence with an incoming CEO. (2023). Chin, M K ; Bundy, Jonathan ; Busenbark, John R. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:7:p:1698-1732.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

Full description at Econpapers || Download paper

2023Granular banking flows and exchange-rate dynamics. (2023). Ostry, Daniel ; Lloyd, Simon ; Bippus, Balduin. In: Bank of England working papers. RePEc:boe:boeewp:1043.

Full description at Econpapers || Download paper

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

Works by Motohiro Yogo:

YearTitleTypeCited
2015The Cost of Financial Frictions for Life Insurers In: American Economic Review.
[Full Text][Citation analysis]		article67
2014The Cost of Financial Frictions for Life Insurers.(2014) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2012The Cost of Financial Frictions for Life Insurers.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2012The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk In: American Economic Review.
[Full Text][Citation analysis]		article61
2017Worker Betas: Five Facts About Systematic Earnings Risk.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2017Worker Betas: Five Facts about Systematic Earnings Risk.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2017Euro-Area Quantitative Easing and Portfolio Rebalancing In: American Economic Review.
[Full Text][Citation analysis]		article60
2009A Note on Liquidity Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article35
2009A Note on Liquidity Risk Management.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2023Understanding the Ownership Structure of Corporate Bonds In: American Economic Review: Insights.
[Full Text][Citation analysis]		article7
2022Understanding the Ownership Structure of Corporate Bonds.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022Global Life Insurers during a Low Interest Rate Environment In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article3
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2141
2008Asset Prices Under Habit Formation and Reference-Dependent Preferences In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article38
2009Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2016Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices. In: Working papers.
[Full Text][Citation analysis]		paper40
2018Eurosystem asset purchases and portfolio rebalancing in the euro area In: Rue de la Banque.
[Full Text][Citation analysis]		article0
2016Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Journal of Finance.
[Full Text][Citation analysis]		article53
2014Health 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: 53		paper
2011Health 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: 53		paper
2011Health 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: 53		paper
2022The Fragility of Market Risk Insurance In: Journal of Finance.
[Full Text][Citation analysis]		article22
2018The Fragility of Market Risk Insurance.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2018The Fragility of Market Risk Insurance.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2023Neoclassical growth in an interdependent world In: CEP Discussion Papers.
[Full Text][Citation analysis]		paper1
2023Neoclassical growth in an interdependent world.(2023) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Neoclassical Growth in an Interdependent World.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Neoclassical Growth in an Interdependent World.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Shadow Insurance In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2014Shadow Insurance.(2014) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2013Shadow Insurance.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2016Shadow Insurance.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2021Inspecting 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: 50		article
2019Inspecting 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: 50		paper
2020Exchange Rates and Asset Prices in a Global Demand System In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2020Exchange 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: 30		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2020Which Investors Matter for Equity Valuations and Expected Returns? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2020Which Investors Matter for Equity Valuations and Expected Returns?.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2009Portfolio 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]		paper199
2016Portfolio 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: 199		article
2009Portfolio 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: 199		paper
2008Portfolio 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: 199		paper
2008Measuring business cycles: A wavelet analysis of economic time series In: Economics Letters.
[Full Text][Citation analysis]		article62
2005Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters.
[Full Text][Citation analysis]		article55
2019Leverage dynamics and credit quality In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
2012What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article249
2011What 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: 249		paper
2006Efficient tests of stock return predictability In: Journal of Financial Economics.
[Full Text][Citation analysis]		article497
2002Efficient 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: 497		paper
2006Efficient tests of stock return predictability.(2006) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 497		paper
2003Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 497		paper
2008Does firm value move too much to be justified by subsequent changes in cash flow In: Journal of Financial Economics.
[Full Text][Citation analysis]		article62
2005Does 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: 62		paper
2007Does 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: 62		paper
2014Growing Risk in the Insurance Sector In: Economic Policy Paper.
[Full Text][Citation analysis]		paper0
2015A Demand System Approach to Asset Pricing In: Staff Report.
[Full Text][Citation analysis]		paper140
2015A Demand System Approach to Asset Pricing.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2019A Demand System Approach to Asset Pricing.(2019) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		article
2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper1188
2007Durability of Output and Expected Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper73
2007Durability of Output and Expected Stock Returns.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2009Durability of Output and Expected Stock Returns.(2009) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2010Why Do Household Portfolio Shares Rise in Wealth? In: NBER Working Papers.
[Full Text][Citation analysis]		paper132
2010Why 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: 132		article
2007Why do Household Portfolio Shares Rise in Wealth?.(2007) In: 2007 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2021The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2021The 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: 1		article
2023Asset Demand of U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa In: NBER Working Papers.
[Full Text][Citation analysis]		paper51
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
1999Does 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
2001Luxury Goods and the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2002Luxury Goods and the Equity Premium.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2022New Perspectives on Insurance In: The Review of Financial Studies.
[Full Text][Citation analysis]		article5
In: .
[Full Text][Citation analysis]		paper11
In: .
[Full Text][Citation analysis]		paper0
2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
[Citation analysis]		paper6
2011Health 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
2013Debt: Deleveraging or Default In: 2013 Meeting Papers.
[Citation analysis]		paper1
2004Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article300

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team