NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Amir Yaron

The Wharton School
University of Pennsylvania
2256 Steinberg-Dietrich Hall
Philadelphia, PA 19104-6367
Tel: 215/898-1241
Fax: 215/898-6200

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

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

Published: Ravi Bansal & Dana Kiku & Amir Yaron, 2016. "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, vol 82, pages 52-69.

May 2012Volatility, the Macroeconomy and Asset Prices
with Ravi Bansal, Dana Kiku, Ivan Shaliastovich: w18104

Published: “Volatility, the Macroeconomy and Asset Prices” (Dana Kiku, Ivan Shaliastovich, and Amir Yaron) Journal of Finance, Volume 69, Issue 6, December 2014, Pages 2471–2511

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 2002How 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.

Interpretable 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

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 2000Risks 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

The 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

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

 
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