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Details about Ian Louis Dew-Becker

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Workplace:Department of Finance, Kellogg Graduate School of Management, Northwestern University, (more information at EDIRC)

Access statistics for papers by Ian Louis Dew-Becker.

Last updated 2020-04-14. Update your information in the RePEc Author Service.

Short-id: pde268


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Working Papers

2019

  1. Hedging Macroeconomic and Financial Uncertainty and Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2017

  1. Directed Attention and Nonparametric Learning
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Economic Theory (2019)
  2. Uncertainty Shocks as Second-Moment News Shocks
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (16)

    See also Journal Article in Review of Economic Studies (2020)

2016

  1. Contractionary Volatility or Volatile Contractions?
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)
  2. Layoff risk, the welfare cost of business cycles, and monetary policy
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (15)
  3. Long-Run Risk is the Worst-Case Scenario
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads

    See also Journal Article in American Economic Review (2016)

2015

  1. The Price of Variance Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
    See also Journal Article in Journal of Financial Economics (2017)

2014

  1. Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)

2013

  1. Asset Pricing in the Frequency Domain: Theory and Empirics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (6)

    See also Journal Article in Review of Financial Studies (2016)

2008

  1. Controversies about the Rise in American Inequality: A Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (51)
  2. How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation
    CESifo Working Paper Series, CESifo Downloads View citations (6)
  3. The Role of Labor Market Changes in the Slowdown of European Productivity Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (29)

2005

  1. Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (108)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (77)

    See also Journal Article in Brookings Papers on Economic Activity (2005)

Journal Articles

2020

  1. On the Effects of Restricting Short-Term Investment
    Review of Financial Studies, 2020, 33, (1), 1-43 Downloads View citations (3)
  2. Uncertainty Shocks as Second-Moment News Shocks
    Review of Economic Studies, 2020, 87, (1), 40-76 Downloads View citations (16)
    See also Working Paper (2017)

2019

  1. Directed attention and nonparametric learning
    Journal of Economic Theory, 2019, 181, (C), 461-496 Downloads
    See also Working Paper (2017)

2017

  1. How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator
    Review of Financial Studies, 2017, 30, (2), 631-666 Downloads View citations (4)
  2. The price of variance risk
    Journal of Financial Economics, 2017, 123, (2), 225-250 Downloads View citations (40)
    See also Working Paper (2015)

2016

  1. Asset Pricing in the Frequency Domain: Theory and Empirics
    Review of Financial Studies, 2016, 29, (8), 2029-2068 Downloads View citations (56)
    See also Working Paper (2013)
  2. Long-Run Risk Is the Worst-Case Scenario
    American Economic Review, 2016, 106, (9), 2494-2527 Downloads View citations (12)
    See also Working Paper (2016)

2014

  1. Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model
    Journal of Money, Credit and Banking, 2014, 46, (5), 837-888 Downloads View citations (22)

2012

  1. The Role of Labor-Market Changes in the Slowdown of European Productivity
    Review of Economics and Institutions, 2012, 3, (2) Downloads View citations (18)

2009

  1. How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation in America *
    CESifo Economic Studies, 2009, 55, (3-4), 434-457 Downloads View citations (3)

2007

  1. Questions sans réponse sur l'augmentation des inégalités aux États-Unis
    Revue de l'OFCE, 2007, n° 102, (3), 417-465 Downloads
  2. Selected Issues in the Rise of Income Inequality
    Brookings Papers on Economic Activity, 2007, 38, (2), 169-192 Downloads View citations (26)

2005

  1. Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income
    Brookings Papers on Economic Activity, 2005, 36, (2), 67-150 Downloads View citations (77)
    See also Working Paper (2005)
  2. Why did Europe’s productivity catch-up sputter out? a tale of tigers and tortoises
    Proceedings, 2005 Downloads View citations (11)
 
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