Details about Jaroslav Borovička

Access statistics for papers by Jaroslav Borovička.

Last updated 2020-08-07. Update your information in the RePEc Author Service.

Short-id: pbo435

Working Papers

2019

1. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
   Papers, arXiv.org View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (5)
   2018 Meeting Papers, Society for Economic Dynamics (2018)
   See also Journal Article in Journal of Finance (2020)
2. Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition
   Papers, arXiv.org
3. Survey Data and Subjective Beliefs in Business Cycle Models
   Working Paper, Federal Reserve Bank of Richmond View citations (6)

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 (14)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (10)
6. Term Structure of Uncertainty in the Macroeconomy
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Chapter (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 (11)
   See also Journal Article in Journal of Finance (2016)

2014

8. Shock Elasticities and Impulse Responses
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)

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 (5)
    See also Journal Article in Journal of Econometrics (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 in Journal of Political Economy (2020)

2009

12. Heterogeneous beliefs under recursive preferences
    2009 Meeting Papers, Society for Economic Dynamics View citations (10)
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 (3)
    See also Journal Article in Journal of Financial Econometrics (2011)

Journal Articles

2020

1. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
   Journal of Finance, 2020, 75, (3), 1457-1493 View citations (1)
   See also Working Paper (2019)
2. Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences
   Journal of Political Economy, 2020, 128, (1), 206 - 251
   See also Working Paper (2011)

2016

3. Misspecified Recovery
   Journal of Finance, 2016, 71, (6), 2493-2544 View citations (12)
   See also Working Paper (2015)

2014

4. Examining macroeconomic models through the lens of asset pricing
   Journal of Econometrics, 2014, 183, (1), 67-90 View citations (17)
   See also Working Paper (2012)

2011

5. Risk-Price Dynamics
   Journal of Financial Econometrics, 2011, 9, (1), 3-65 View citations (34)
   See also Working Paper (2009)

2007

6. 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

2016

1. Term Structure of Uncertainty in the Macroeconomy
   Elsevier View citations (1)
   See also Working Paper (2016)