Details about Jaroslav Borovička

Access statistics for papers by Jaroslav Borovička.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pbo435

Working Papers

2021

1. Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition
   Papers, arXiv.org View citations (2)
   See also Journal Article Stability of equilibrium asset pricing models: A necessary and sufficient condition, Journal of Economic Theory, Elsevier (2021) View citations (2) (2021)

2019

2. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
   Papers, arXiv.org View citations (3)
   Also in 2018 Meeting Papers, Society for Economic Dynamics (2018)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (6)
   See also Journal Article Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities, Journal of Finance, American Finance Association (2020) View citations (14) (2020)
3. Survey Data and Subjective Beliefs in Business Cycle Models
   Working Paper, Federal Reserve Bank of Richmond View citations (28)

2017

4. Discount Rates and Employment Fluctuations
   2017 Meeting Papers, Society for Economic Dynamics
   Also in 2015 Meeting Papers, Society for Economic Dynamics (2015)

2016

5. Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (13)
6. Term Structure of Uncertainty in the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Chapter Term Structure of Uncertainty in the Macroeconomy, Handbook of Macroeconomics, Elsevier (2016) View citations (6) (2016)

2015

7. Misspecified Recovery
   Working Papers, Princeton University, Department of Economics, Econometric Research Program. View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (15)
   See also Journal Article Misspecified Recovery, Journal of Finance, American Finance Association (2016) View citations (24) (2016)

2014

8. Shock Elasticities and Impulse Responses
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)

2013

9. Robust preference expansions
   2013 Meeting Papers, Society for Economic Dynamics View citations (4)

2012

10. Examining macroeconomic models through the lens of asset pricing
    Working Paper Series, Federal Reserve Bank of Chicago View citations (6)
    See also Journal Article Examining macroeconomic models through the lens of asset pricing, Journal of Econometrics, Elsevier (2014) View citations (29) (2014)

2011

11. Survival and long-run dynamics with heterogeneous beliefs under recursive preferences
    Working Paper Series, Federal Reserve Bank of Chicago View citations (1)
    See also Journal Article Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences, Journal of Political Economy, University of Chicago Press (2020) View citations (17) (2020)

2009

12. Heterogeneous beliefs under recursive preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (11)
13. Risk Price Dynamics
    Working Papers, Princeton University, Department of Economics, Econometric Research Program.
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (7)
    See also Journal Article Risk-Price Dynamics, Journal of Financial Econometrics, Oxford University Press (2011) View citations (37) (2011)

Journal Articles

2021

1. Macroeconomic Effects of Household Pessimism and Optimism
   Richmond Fed Economic Brief, 2021, 21, (03)
2. Stability of equilibrium asset pricing models: A necessary and sufficient condition
   Journal of Economic Theory, 2021, 193, (C) View citations (2)
   See also Working Paper Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition, Papers (2021) View citations (2) (2021)

2020

3. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
   Journal of Finance, 2020, 75, (3), 1457-1493 View citations (14)
   See also Working Paper Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities, Papers (2019) View citations (3) (2019)
4. Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences
   Journal of Political Economy, 2020, 128, (1), 206 - 251 View citations (17)
   See also Working Paper Survival and long-run dynamics with heterogeneous beliefs under recursive preferences, Working Paper Series (2011) View citations (1) (2011)

2016

5. Misspecified Recovery
   Journal of Finance, 2016, 71, (6), 2493-2544 View citations (24)
   See also Working Paper Misspecified Recovery, Working Papers (2015) View citations (3) (2015)

2014

6. Examining macroeconomic models through the lens of asset pricing
   Journal of Econometrics, 2014, 183, (1), 67-90 View citations (29)
   See also Working Paper Examining macroeconomic models through the lens of asset pricing, Working Paper Series (2012) View citations (6) (2012)

2011

7. Risk-Price Dynamics
   Journal of Financial Econometrics, 2011, 9, (1), 3-65 View citations (37)
   See also Working Paper Risk Price Dynamics, Working Papers (2009) (2009)

2007

8. Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect?
   Financial Stability Report, 2007, (13), 68-82 View citations (3)

Chapters

2022

1. Lars Peter Hansen (1952–)
   Springer

2016

2. Term Structure of Uncertainty in the Macroeconomy
   Elsevier View citations (6)
   See also Working Paper Term Structure of Uncertainty in the Macroeconomy, National Bureau of Economic Research, Inc (2016) View citations (1) (2016)