Details about YiLi Chien

Access statistics for papers by YiLi Chien.

Last updated 2012-12-13. Update your information in the RePEc Author Service.

Short-id: pch650

Working Papers

2012

1. The Risk Premium and Long-Run Global Imbalances
   Working papers, University of Connecticut, Department of Economics
   Also in Purdue University Economics Working Papers, Purdue University, Department of Economics (2011) View citations (1)
   Working Papers, Federal Reserve Bank of St. Louis (2012)
2. Understanding the distributional impact of long-run inflation
   Working Papers, Federal Reserve Bank of St. Louis

2009

3. Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article in American Economic Review (2012)

2008

4. Optimal Capital Taxation Under Limited Commitment
   ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics
   Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (5)
5. Why Tax Capital?
   ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (1)
   Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (1)

2007

6. A Multiplier Approach to Understanding the Macro Implications of Household Finance
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
   See also Journal Article in Review of Economic Studies (2011)
7. Macro Implications of Household Finance
   2007 Meeting Papers, Society for Economic Dynamics View citations (6)

2005

8. The Market Price of Aggregate Risk and the Wealth Distribution
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
   See also Journal Article in Review of Financial Studies (2010)

Journal Articles

2012

1. Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?
   American Economic Review, 2012, 102, (6), 2859-96
   See also Working Paper (2009)

2011

2. A Multiplier Approach to Understanding the Macro Implications of Household Finance
   Review of Economic Studies, 2011, 78, (1), 199-234 View citations (9)
   See also Working Paper (2007)

2010

3. The Market Price of Aggregate Risk and the Wealth Distribution
   Review of Financial Studies, 2010, 23, (4), 1596-1650 View citations (4)
   See also Working Paper (2005)