Details about Stanley E. Zin

Access statistics for papers by Stanley E. Zin.

Last updated 2007-09-26. Update your information in the RePEc Author Service.

Short-id: pzi46

Working Papers

2007

1. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Review (2007)

2006

2. Asset pricing implications for business cycle analysis
   2006 Meeting Papers, Society for Economic Dynamics

2005

3. Portfolio Choice and Permanent Income
   Computing in Economics and Finance 2005, Society for Computational Economics
4. Taylor Rules, McCallum Rules and the Term Structure of Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Monetary Economics (2005)

2004

5. Exotic Preferences for Macroeconomists
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
6. International Risk Sharing with exotic preferences
   2004 Meeting Papers, Society for Economic Dynamics

2003

7. Generalized Disappointment Aversion and Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2002

8. Markov Chain Approximations For Term Structure Models
   Finance, EconWPA

2001

9. Competition and Intervention in Sovereign Debt Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
10. Model Uncertainty and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
    Computing in Economics and Finance 2000, Society for Computational Economics (2000)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

2000

11. SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY
    Computing in Economics and Finance 2000, Society for Computational Economics

1996

12. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1994) View citations
    Working Papers, Columbia - Graduate School of Business (1994) View citations
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1996)
    See also Journal Article in Journal of Business & Economic Statistics (1998)

1994

13. Reverse Engineering the Yield Curve
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1994) View citations

1993

14. Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Money, Credit and Banking (1993)

1991

15. The Independence Axiom and Asset Returns
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Empirical Finance (2001)

1987

16. Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility
    Working Papers, Queen's University, Department of Economics
17. Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns
    Working Papers, Queen's University, Department of Economics
18. Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework
    Working Papers, Queen's University, Department of Economics View citations
19. Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis
    Working Papers, Queen's University, Department of Economics View citations
20. Testing a Government's Present-Value Borrowing Constraint
    Working Papers, Queen's University, Department of Economics

1986

21. Risk Premiums in the Term Structure: Evidence from Artificial Economies
    Working Papers, Queen's University, Department of Economics
    See also Journal Article in Journal of Monetary Economics (1989)

Undated

22. A Linear Programming Approach to Solving Stochastic Dynamic Programming
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
23. Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
24. Fractional integration with Drift: Estimation in Small Samples
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Empirical Economics (1997)
25. The yield curve: terms of endearment or terms of endowment?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Journal Articles

2007

1. Arbitrage-free bond pricing with dynamic macroeconomic models
   Review, 2007, (Jul), 305-326 View citations
   See also Working Paper (2007)

2005

2. Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum
   Journal of Monetary Economics, 2005, 52, (5), 853-853
3. Taylor rules, McCallum rules and the term structure of interest rates
   Journal of Monetary Economics, 2005, 52, (5), 921-950 View citations
   See also Working Paper (2005)

2002

4. Are behavioral asset-pricing models structural?
   Journal of Monetary Economics, 2002, 49, (1), 215-228 View citations
5. Prices as factors: Approximate aggregation with incomplete markets
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1127-1157 View citations

2001

6. The independence axiom and asset returns
   Journal of Empirical Finance, 2001, 8, (5), 537-572 View citations
   See also Working Paper (1991)

1998

7. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
   Journal of Business & Economic Statistics, 1998, 16, (1), 13-26 View citations
   See also Working Paper (1996)

1997

8. Fractional Integration with Drift: Estimation in Small Samples
   Empirical Economics, 1997, 22, (1), 103-16 View citations
   See also Working Paper
9. Real business-cycle realizations
   Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 243-280 View citations

1995

10. The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1995, 42, (1), 33-38

1993

11. Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
    Journal of Money, Credit and Banking, 1993, 25, (3), 681-700 View citations
    Also in Proceedings, 1993, 681-708 (1993) View citations
    See also Working Paper (1993)

1991

12. Persistent Deficits and the Market Value of Government Debt
    Journal of Applied Econometrics, 1991, 6, (1), 31-44 View citations
13. Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment
    Carnegie-Rochester Conference Series on Public Policy, 1991, 35, (1), 217-220
14. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
    Journal of Political Economy, 1991, 99, (2), 263-86 View citations

1990

15. 'First-order' risk aversion and the equity premium puzzle
    Journal of Monetary Economics, 1990, 26, (3), 387-407 View citations

1989

16. Risk premiums in the term structure: Evidence from artificial economies
    Journal of Monetary Economics, 1989, 24, (3), 371-399 View citations
    See also Working Paper (1986)
17. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
    Econometrica, 1989, 57, (4), 937-69 View citations

1986

18. A Diagnostic Test for Normality within the Power Exponential Family
    Journal of Business & Economic Statistics, 1986, 4, (3), 359-53
19. Comment
    Econometric Reviews, 1986, 5, (1), 75-80

Chapters