Details about Ian Louis Dew-Becker

Access statistics for papers by Ian Louis Dew-Becker.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pde268

Working Papers

2023

1. Recent Developments in Financial Risk and the Real Economy
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Risk Preferences Implied by Synthetic Options
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

3. Real-Time Forward-Looking Skewness over the Business Cycle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article Real-time forward-looking skewness over the business cycle, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2024) View citations (1) (2024)
4. Tail Risk in Production Networks
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2021

5. Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (11)
   See also Journal Article Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data, American Economic Journal: Macroeconomics, American Economic Association (2023) View citations (7) (2023)
6. Skewness and Time-Varying Second Moments in a Nonlinear Production Network: Theory and Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2020

7. Hedging macroeconomic and financial uncertainty and volatility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (8)
   See also Journal Article Hedging macroeconomic and financial uncertainty and volatility, Journal of Financial Economics, Elsevier (2021) View citations (21) (2021)

2017

8. Directed Attention and Nonparametric Learning
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Directed attention and nonparametric learning, Journal of Economic Theory, Elsevier (2019) View citations (3) (2019)
9. Uncertainty Shocks as Second-Moment News Shocks
   2017 Meeting Papers, Society for Economic Dynamics View citations (20)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (20)
   See also Journal Article Uncertainty Shocks as Second-Moment News Shocks, The Review of Economic Studies, Review of Economic Studies Ltd (2020) View citations (69) (2020)

2016

10. Contractionary Volatility or Volatile Contractions?
    2016 Meeting Papers, Society for Economic Dynamics View citations (6)
11. Layoff risk, the welfare cost of business cycles, and monetary policy
    2016 Meeting Papers, Society for Economic Dynamics View citations (15)
12. Long-Run Risk is the Worst-Case Scenario
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015)
    See also Journal Article Long-Run Risk Is the Worst-Case Scenario, American Economic Review, American Economic Association (2016) View citations (22) (2016)

2015

13. The Price of Variance Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (52)
    See also Journal Article The price of variance risk, Journal of Financial Economics, Elsevier (2017) View citations (56) (2017)

2014

14. 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 View citations (1)

2013

15. Asset Pricing in the Frequency Domain: Theory and Empirics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (13)
    See also Journal Article Asset Pricing in the Frequency Domain: Theory and Empirics, The Review of Financial Studies, Society for Financial Studies (2016) View citations (90) (2016)

2008

16. Controversies about the Rise in American Inequality: A Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (65)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (71)
17. How Much Sunlight Does it Take to Disinfect a Boardroom? A Short History of Executive Compensation Regulation
    CESifo Working Paper Series, CESifo View citations (7)
18. The Role of Labor Market Changes in the Slowdown of European Productivity Growth
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (61)

2005

19. Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (156)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (156)
    See also Journal Article Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2005) View citations (160) (2005)

Journal Articles

2024

1. Real-time forward-looking skewness over the business cycle
   Review of Economic Dynamics, 2024, 54 View citations (1)
   See also Working Paper Real-Time Forward-Looking Skewness over the Business Cycle, NBER Working Papers (2022) View citations (4) (2022)

2023

2. Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data
   American Economic Journal: Macroeconomics, 2023, 15, (2), 65-96 View citations (7)
   See also Working Paper Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data, CEPR Discussion Papers (2021) (2021)

2021

3. Hedging macroeconomic and financial uncertainty and volatility
   Journal of Financial Economics, 2021, 142, (1), 23-45 View citations (21)
   See also Working Paper Hedging macroeconomic and financial uncertainty and volatility, CEPR Discussion Papers (2020) View citations (1) (2020)

2020

4. On the Effects of Restricting Short-Term Investment
   The Review of Financial Studies, 2020, 33, (1), 1-43 View citations (7)
5. Uncertainty Shocks as Second-Moment News Shocks
   The Review of Economic Studies, 2020, 87, (1), 40-76 View citations (69)
   See also Working Paper Uncertainty Shocks as Second-Moment News Shocks, 2017 Meeting Papers (2017) View citations (20) (2017)

2019

6. Directed attention and nonparametric learning
   Journal of Economic Theory, 2019, 181, (C), 461-496 View citations (3)
   See also Working Paper Directed Attention and Nonparametric Learning, NBER Working Papers (2017) (2017)

2017

7. How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator
   The Review of Financial Studies, 2017, 30, (2), 631-666 View citations (5)
8. The price of variance risk
   Journal of Financial Economics, 2017, 123, (2), 225-250 View citations (56)
   See also Working Paper The Price of Variance Risk, NBER Working Papers (2015) View citations (52) (2015)

2016

9. Asset Pricing in the Frequency Domain: Theory and Empirics
   The Review of Financial Studies, 2016, 29, (8), 2029-2068 View citations (90)
   See also Working Paper Asset Pricing in the Frequency Domain: Theory and Empirics, NBER Working Papers (2013) View citations (12) (2013)
10. Long-Run Risk Is the Worst-Case Scenario
    American Economic Review, 2016, 106, (9), 2494-2527 View citations (22)
    See also Working Paper Long-Run Risk is the Worst-Case Scenario, NBER Working Papers (2016) View citations (25) (2016)

2014

11. 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 View citations (27)

2012

12. The Role of Labor-Market Changes in the Slowdown of European Productivity
    Review of Economics and Institutions, 2012, 3, (2) View citations (19)

2009

13. 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 View citations (9)

2007

14. Questions sans réponse sur l'augmentation des inégalités aux États-Unis
    Revue de l'OFCE, 2007, n° 102, (3), 417-465
15. Selected Issues in the Rise of Income Inequality
    Brookings Papers on Economic Activity, 2007, 38, (2), 169-192 View citations (30)

2005

16. Where Did Productivity Growth Go? Inflation Dynamics and the Distribution of Income
    Brookings Papers on Economic Activity, 2005, 36, (2), 67-150 View citations (160)
    See also Working Paper Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income, NBER Working Papers (2005) View citations (156) (2005)
17. Why did Europe’s productivity catch-up sputter out? a tale of tigers and tortoises
    Proceedings, 2005 View citations (10)