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Details about Stanley E. Zin

Homepage:https://sites.google.com/site/stanzin2/
Postal address:Department of Economics Stern School of Business New York University 44 W 4th St, Suite 7-91 New York, NY 10012
Workplace:National Bureau of Economic Research (NBER), (more information at EDIRC)
Economics Department, Stern School of Business, New York University (NYU), (more information at EDIRC)
Department of Economics, New York University (NYU), (more information at EDIRC)
Finance Department, Stern School of Business, New York University (NYU), (more information at EDIRC)

Access statistics for papers by Stanley E. Zin.

Last updated 2013-12-12. Update your information in the RePEc Author Service.

Short-id: pzi46


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Working Papers

2014

  1. Risk and Ambiguity in Models of Business Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Identifying Taylor Rules in Macro-Finance Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2013) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (1)

2011

  1. Sources of Entropy in Representative Agent Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2011) Downloads

2010

  1. First order risk aversion and the equity premium puzzle
    Levine's Working Paper Archive, David K. Levine Downloads View citations (4)
    See also Journal Article in Journal of Monetary Economics (1990)
  2. Monetary Policy and the Uncovered Interest Parity Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  3. Sources of entropy in representative agent models of asset pricing
    2010 Meeting Papers, Society for Economic Dynamics Downloads

2009

  1. The Cyclical Component of US Asset Returns
    2009 Meeting Papers, Society for Economic Dynamics View citations (2)

2008

  1. Monetary Policy and the Uncovered Interest Rate Parity Puzzle
    2008 Meeting Papers, Society for Economic Dynamics Downloads

2007

  1. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Review (2007)
  2. Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing
    2007 Meeting Papers, Society for Economic Dynamics

2006

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

2005

  1. Portfolio Choice and Permanent Income
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. Taylor Rules, McCallum Rules and the Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article in Journal of Monetary Economics (2005)

2004

  1. Exotic Preferences for Macroeconomists
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (46)

    See also Chapter (2005)
  2. International Risk Sharing with exotic preferences
    2004 Meeting Papers, Society for Economic Dynamics

2003

  1. Generalized Disappointment Aversion and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Journal of Finance (2010)

2002

  1. Markov Chain Approximations For Term Structure Models
    Finance, EconWPA Downloads

2001

  1. Competition and Intervention in Sovereign Debt Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. Model Uncertainty and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (3)
    Computing in Economics and Finance 2000, Society for Computational Economics (2000)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

    See also Journal Article in Review of Economic Dynamics (2009)

2000

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

1997

  1. Real Business Cycle Realizations
    Working Papers, Queen's University, Department of Economics Downloads View citations (6)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1997)

1996

  1. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1994) View citations (2)
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1996)
    Working Papers, Columbia - Graduate School of Business (1994) View citations (8)

    See also Journal Article in Journal of Business & Economic Statistics (1998)

1994

  1. Reverse Engineering the Yield Curve
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) Downloads View citations (42)

1993

  1. Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (42)
    See also Journal Article in Journal of Money, Credit and Banking (1993)

1991

  1. The Independence Axiom and Asset Returns
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Empirical Finance (2001)

1987

  1. Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility
    Working Papers, Queen's University, Department of Economics
  2. Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns
    Working Papers, Queen's University, Department of Economics
  3. 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 (9)
  4. 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 (5)
  5. Testing a Government's Present-Value Borrowing Constraint
    Working Papers, Queen's University, Department of Economics

1986

  1. Risk Premiums in the Term Structure: Evidence from Artificial Economies
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Journal of Monetary Economics (1989)

Undated

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

Journal Articles

2010

  1. Generalized Disappointment Aversion and Asset Prices
    Journal of Finance, 2010, 65, (4), 1303-1332 Downloads View citations (25)
    See also Working Paper (2003)

2009

  1. Model Uncertainty and Liquidity
    Review of Economic Dynamics, 2009, 12, (4), 543-566 Downloads View citations (35)
    See also Working Paper (2001)
    Software Item (2009)

2007

  1. Arbitrage-free bond pricing with dynamic macroeconomic models
    Review, 2007, (Jul), 305-326 Downloads View citations (19)
    See also Working Paper (2007)

2005

  1. Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum
    Journal of Monetary Economics, 2005, 52, (5), 853-853 Downloads
  2. Taylor rules, McCallum rules and the term structure of interest rates
    Journal of Monetary Economics, 2005, 52, (5), 921-950 Downloads View citations (30)
    See also Working Paper (2005)

2002

  1. Are behavioral asset-pricing models structural?
    Journal of Monetary Economics, 2002, 49, (1), 215-228 Downloads View citations (3)
  2. Prices as factors: Approximate aggregation with incomplete markets
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1127-1157 Downloads View citations (5)

2001

  1. The independence axiom and asset returns
    Journal of Empirical Finance, 2001, 8, (5), 537-572 Downloads View citations (18)
    See also Working Paper (1991)

1998

  1. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
    Journal of Business & Economic Statistics, 1998, 16, (1), 13-26 View citations (11)
    See also Working Paper (1996)

1997

  1. Fractional Integration with Drift: Estimation in Small Samples
    Empirical Economics, 1997, 22, (1), 103-16 View citations (14)
    See also Working Paper
  2. Real business-cycle realizations
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 243-280 Downloads View citations (9)
    See also Working Paper (1997)
  3. SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
    Macroeconomic Dynamics, 1997, 1, (01), 255-277 Downloads View citations (1)

1995

  1. 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 Downloads

1993

  1. Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
    Journal of Money, Credit and Banking, 1993, 25, (3), 681-700 Downloads View citations (46)
    Also in Proceedings, 1993, 681-708 (1993) View citations (39)

    See also Working Paper (1993)

1991

  1. Persistent Deficits and the Market Value of Government Debt
    Journal of Applied Econometrics, 1991, 6, (1), 31-44 Downloads View citations (23)
  2. 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 Downloads
  3. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
    Journal of Political Economy, 1991, 99, (2), 263-86 Downloads View citations (347)

1990

  1. 'First-order' risk aversion and the equity premium puzzle
    Journal of Monetary Economics, 1990, 26, (3), 387-407 Downloads View citations (83)
    See also Working Paper (2010)

1989

  1. Risk premiums in the term structure: Evidence from artificial economies
    Journal of Monetary Economics, 1989, 24, (3), 371-399 Downloads View citations (93)
    See also Working Paper (1986)
  2. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
    Econometrica, 1989, 57, (4), 937-69 Downloads View citations (707)

1986

  1. A Diagnostic Test for Normality within the Power Exponential Family
    Journal of Business & Economic Statistics, 1986, 4, (3), 359-53

Chapters

2005

  1. Exotic Preferences for Macroeconomists
    A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 319-414 Downloads View citations (8)
    See also Working Paper (2004)

Software Items

2009

  1. Code files for "Model Uncertainty and Liquidity"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2009)
 
Page updated 2014-10-24