Details about Amir Yaron

Access statistics for papers by Amir Yaron.

Last updated 2009-11-01. Update your information in the RePEc Author Service.

Short-id: pya156

Working Papers

2007

1. Sources of Lifetime Inequality
   Working Papers, Georgetown University, Department of Economics View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations

2005

2. Futures Prices in a Production Economy with Investment Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations

2004

3. Consumption and Earnings Inequality with Risky Human Capital
   2004 Meeting Papers, Society for Economic Dynamics
4. Interpretable Asset Markets?
   2004 Meeting Papers, Society for Economic Dynamics
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002)
   See also Journal Article in European Economic Review (2005)
5. Investment and Asset Prices with Financing Constraints
   2004 Meeting Papers, Society for Economic Dynamics

2003

6. Asset Prices and Business Cycles with Costly External Finance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
   See also Journal Article in Review of Economic Dynamics (2003)
7. Time-Consistent No-Arbitrage Models of the Term Structure
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2002

8. Asset Pricing Implications of Firms' Financing Constraints
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
   See also Journal Article in Review of Financial Studies (2006)
9. Asset pricing with idiosyncratic risk and overlapping generations
   Seminar Papers, Stockholm University, Institute for International Economic Studies View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article in Review of Economic Dynamics (2007)
10. Consumption and Risk Sharing Over the Life Cycle
    Seminar Papers, Stockholm University, Institute for International Economic Studies
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1997) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations
    See also Journal Article in Journal of Monetary Economics (2004)
11. How Well Do Banks Manage Their Reserves?
    NBER Working Papers, National Bureau of Economic Research, Inc
12. Human Capital and Earnings Distribution Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Monetary Economics (2006)

2000

13. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (2004)
14. The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in European Economic Review (2001)

1999

15. The Foreign Exchange Risk Premium: Real and Nominal Factors
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations

1998

16. The risk sharing implications of alternative social security arrangements
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1999)

1995

17. Fixed Costs and Asset Market Participation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations

Undated

18. Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
19. Persistent Idiosyncratic Shocks and Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations
20. Small Sample Properties of Alternative GMM Estimators
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations

Journal Articles

2007

1. Asset Pricing with Idiosyncratic Risk and Overlapping Generations
   Review of Economic Dynamics, 2007, 10, (4), 519-548 View citations
   See also Working Paper (2002)

2006

2. Asset Pricing Implications of Firms' Financing Constraints
   Review of Financial Studies, 2006, 19, (4), 1321-1356 View citations
   See also Working Paper (2002)
3. Human capital and earnings distribution dynamics
   Journal of Monetary Economics, 2006, 53, (2), 265-290 View citations
   See also Working Paper (2002)

2005

4. How Well Do Mexican Banks Manage Their Reserves?
   Journal of Money, Credit and Banking, 2005, 37, (4), 623-43
5. Interpretable asset markets?
   European Economic Review, 2005, 49, (3), 531-560 View citations
   See also Working Paper (2004)

2004

6. Consumption and risk sharing over the life cycle
   Journal of Monetary Economics, 2004, 51, (3), 609-633 View citations
   See also Working Paper (2002)
7. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
   Journal of Finance, 2004, 59, (4), 1481-1509 View citations
   See also Working Paper (2000)

2003

8. Asset Prices and Business Cycles with Costly External Finance
   Review of Economic Dynamics, 2003, 6, (4), 767-788 View citations
   See also Working Paper (2003)

2001

9. How Important Are Idiosyncratic Shocks? Evidence from Labor Supply
   American Economic Review, 2001, 91, (2), 413-417 View citations
10. The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
    European Economic Review, 2001, 45, (7), 1311-1339 View citations
    See also Working Paper (2000)

1999

11. The risk-sharing implications of alternative social security arrangements
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 213-259 View citations
    See also Working Paper (1998)

1996

12. Finite-Sample Properties of Some Alternative GMM Estimators
    Journal of Business & Economic Statistics, 1996, 14, (3), 262-80 View citations