NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Amir Yaron

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

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
November 2009An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
with Ravi Bansal, Dana Kiku: w15504
July 2007Sources of Lifetime Inequality
with Mark Huggett, Gustavo Ventura: w13224
August 2005Futures Prices in a Production Economy with Investment Constraints
with Leonid Kogan, Dmitry Livdan: w11509
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
How Well Do Banks Manage Their Reserves?
with Eduardo Jallath-Coria, Tridas Mukhopadhyay: w9388
Asset Prices and Business Cycles with Costly External Finance
with Joao Gomes, Lu Zhang: w9364
Asset Pricing Implications of Firms' Financing Constraints
with Joao Gomes, Lu Zhang: w9365
Human Capital and Earnings Distribution Dynamics
with Mark Hugget, Gustavo Ventura: w9366
December 2000The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
with Kjetil Storesletten, Chris I. Telmer: w8040
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
with Ravi Bansal: w8059
November 2000Consumption and Risk Sharing Over the Life Cycle
with Kjetil Storesletten, Chris I. Telmer: w7995

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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