NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Amir Yaron

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

July 2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
with Frank Schorfheide, Dongho Song: w20303
August 2012Risks For the Long Run: Estimation with Time Aggregation
with Ravi Bansal, Dana Kiku: w18305
May 2012Volatility, the Macroeconomy and Asset Prices
with Ravi Bansal, Dana Kiku, Ivan Shaliastovich: w18104

Volatility, the Macroeconomy and Asset Prices” (Dana Kiku, Ivan Shaliastovich, and Amir Yaron) Forthcoming, Journal of Finance

November 2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
with Ravi Bansal, Dana Kiku: w15504

Published: "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices", (Dana Kiku and Amir Yaron) Critical Finance Review 2012: Vol. 1:No 1, pp 183-221.

July 2007Sources of Lifetime Inequality
with Mark Huggett, Gustavo Ventura: w13224

Published: Mark Huggett & Gustavo Ventura & Amir Yaron, 2011. "Sources of Lifetime Inequality," American Economic Review, American Economic Association, vol. 101(7), pages 2923-54, December. citation courtesy of

August 2005Futures Prices in a Production Economy with Investment Constraints
with Leonid Kogan, Dmitry Livdan: w11509

Published: Leonid Kogan, Dmitry Livdan and Amir Yaron. Journal of Finance, 2009, vol. 64, issue 3, pages 1345-1375

January 2003Time-Consistent No-Arbitrage Models of the Term Structure
with Michael W. Brandt: w9458
December 2002Interpretable Asset Markets?
with Ravi Bansal, Varoujan Khatachtrian: w9383

Published: Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, vol. 49(3), pages 531-560, April. citation courtesy of

How Well Do Banks Manage Their Reserves?
with Eduardo Jallath-Coria, Tridas Mukhopadhyay: w9388

Published: Jallath, Eduardo, Tridas Mukophdyay, and Amir Yaron. "How Well Do Banks Manage Their Reserves?" Journal of Money Credit and Banking 37, 4 (2005): 623-644.

Asset Prices and Business Cycles with Costly External Finance
with Joao Gomes, Lu Zhang: w9364

Published: Gomes, Joao F., Amir Yaron and Lu Zhang. "Asset Prices And Business Cycles With Costly External Finance," Review of Economic Dynamics, 2003, v6(3,Oct), 767-788. citation courtesy of

Asset Pricing Implications of Firms' Financing Constraints
with Joao Gomes, Lu Zhang: w9365

Published: Gomes, Joao F., Amir Yaron and Lu Zhang. "Asset Pricing Implications Of Firms' Financing Constraints," Review of Financial Studies, 2006, v19(4,Winter), 1321-1356. citation courtesy of

Human Capital and Earnings Distribution Dynamics
with Mark Hugget, Gustavo Ventura: w9366

Published: Huggett, Mark & Ventura, Gustavo & Yaron, Amir, 2006. "Human capital and earnings distribution dynamics," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 265-290, March. citation courtesy of

December 2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
with Kjetil Storesletten, Chris I. Telmer: w8040

Published: Storesletten, Kjetil, Chris T. Telmer and Amir Yaron. "The Welfare Cost Of Business Cycles Revisited: Finite Lives And Cyclical Variation In Idiosyncratic Risk," European Economic Review, 2001, v45(7,Jun), 1311-1339. citation courtesy of

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
with Ravi Bansal: w8059

Published: Bansal, Ravi and Amir Yaron. "Risks For The Long Run: A Potential Resolution Of Asset Pricing Puzzles," Journal of Finance, 2004, v59(4,Aug), 1481-1509. citation courtesy of

November 2000Consumption and Risk Sharing Over the Life Cycle
with Kjetil Storesletten, Chris I. Telmer: w7995

Published: Storesletten, Kjetil, Christopher I. Telmer and Amir Yaron. "Consumption And Risk Sharing Over The Life Cycle," Journal of Monetary Economics, 2004, v51(3,Apr), 609-633. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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