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Details about Yulei Luo

E-mail:
Homepage:http://www.sef.hku.hk/~yluo
Phone:(852)28591042
Postal address:School of Economics and Finance The University of Hong Kong Pokfulam Road Hong Kong SAR
Workplace:School of Economics & Finance, Faculty of Business and Economics, University of Hong Kong, (more information at EDIRC)

Access statistics for papers by Yulei Luo.

Last updated 2018-08-07. Update your information in the RePEc Author Service.

Short-id: plu70


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Working Papers

2017

  1. Ignorance, Uncertainty, and Strategic Consumption-Portfolio Decisions
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
  2. Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Journal of Economic Theory (2017)
  3. Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Attention Misallocation, Social Welfare and Policy Implications
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  2. Elastic attention, risk sharing, and international comovements
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
  3. Robust Permanent Income in General Equilibrium
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2015) Downloads View citations (1)
  4. Robustly Strategic Consumption-Portfolio Rules with Informational Frictions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. What We Don't Know Doesn't Hurt Us: Rational Inattention and the Permanent Income Hypothesis in General Equilibrium
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2014) Downloads
    MPRA Paper, University Library of Munich, Germany (2014) Downloads

2014

  1. Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Economic Theory (2016)
  2. Model Uncertainty and Intertemporal Tax Smoothing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2012) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  3. Portfolio Choice with Information-Processing Limits
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  4. Slow Information Diffusion and the Inertial Behavior of Durable Consumption
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Journal of the European Economic Association (2015)
  5. Strategic Consumption-Portfolio Rules and Precautionary Savings with Informational Frictions
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Too Much of a Good Thing: Attention Misallocation and Social Welfare in Coordination Games
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Consumption, Market Price of Risk, and Wealth Accumulation under Induced Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2016)
  3. Rational Inattention in Macroeconomics: A Survey
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Robust Control, Informational Frictions, and International Consumption Correlations
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2010) Downloads View citations (3)
    2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads

    See also Journal Article in European Economic Review (2014)

2012

  1. Model uncertainty, state uncertainty, and state-space models
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads
  2. Sticky information diffusion and the inertial behavior of durable consumption
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (2)

2011

  1. The Spirit of Capitalism and Excess Smoothness
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads
    See also Journal Article in Annals of Economics and Finance (2009)

2010

  1. A Note on Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2010)
  2. Multiple Equilibria and Indeterminacy in an Optimal Growth Model with Endogenous Capital Depreciation
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads
  3. Robustness, information-processing constraints, and the current account in small open economies
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (7)
    See also Journal Article in Journal of International Economics (2012)

2009

  1. Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics
  2. Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads

2008

  1. Risk-sensitive Consumption and Savings under Rational Inattention
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  2. Uninsurable Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity in the Macroeconomy
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Rational Inattention, Portfolio Choice, and the Equity Premium
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  2. The Spirit of Capitalism, Precautionary Savings, and Consumption
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads
    See also Journal Article in Journal of Money, Credit and Banking (2009)

2005

  1. Consumption Dynamics under Information Processing Constraints
    Macroeconomics, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Review of Economic Dynamics (2008)
  2. Consumption Dynamics, Asset Pricing, and Welfare Effects under Information Processing Constraints
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2004

  1. The Wealth Distribution and the Demand for Status
    Macroeconomics, University Library of Munich, Germany Downloads View citations (9)
    See also Journal Article in Macroeconomic Dynamics (2009)

Journal Articles

2017

  1. Elastic attention, risk sharing, and international comovements
    Journal of Economic Dynamics and Control, 2017, 79, (C), 1-20 Downloads View citations (2)
    See also Working Paper (2015)
  2. Rational inattention and the dynamics of consumption and wealth in general equilibrium
    Journal of Economic Theory, 2017, 172, (C), 55-87 Downloads View citations (4)
    See also Working Paper (2017)

2016

  1. Induced uncertainty, market price of risk, and the dynamics of consumption and wealth
    Journal of Economic Theory, 2016, 163, (C), 1-41 Downloads View citations (3)
    See also Working Paper (2014)
  2. Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
    Journal of Money, Credit and Banking, 2016, 48, (2-3), 325-362 Downloads View citations (7)
    See also Working Paper (2013)

2015

  1. Attention misallocation, social welfare and policy implications
    Journal of Economic Dynamics and Control, 2015, 59, (C), 37-57 Downloads
    See also Working Paper (2015)
  2. SLOW INFORMATION DIFFUSION AND THE INERTIAL BEHAVIOR OF DURABLE CONSUMPTION
    Journal of the European Economic Association, 2015, 13, (5), 805-840 Downloads View citations (8)
    See also Working Paper (2014)

2014

  1. Model uncertainty and intertemporal tax smoothing
    Journal of Economic Dynamics and Control, 2014, 45, (C), 289-314 Downloads View citations (3)
    See also Working Paper (2014)
  2. Robust control, informational frictions, and international consumption correlations
    European Economic Review, 2014, 67, (C), 1-27 Downloads View citations (3)
    See also Working Paper (2013)
  3. SIGNAL EXTRACTION AND RATIONAL INATTENTION
    Economic Inquiry, 2014, 52, (2), 811-829 Downloads View citations (16)

2012

  1. Robustness, information–processing constraints, and the current account in small open economies
    Journal of International Economics, 2012, 88, (1), 104-120 Downloads View citations (22)
    See also Working Paper (2010)

2010

  1. A NOTE ON ENTREPRENEURIAL RISK, CAPITAL MARKET IMPERFECTIONS, AND HETEROGENEITY
    Macroeconomic Dynamics, 2010, 14, (02), 269-284 Downloads View citations (1)
    See also Working Paper (2010)
  2. Asset pricing under information-processing constraints
    Economics Letters, 2010, 107, (1), 26-29 Downloads View citations (3)
  3. Rational Inattention, Long-run Consumption Risk, and Portfolio Choice
    Review of Economic Dynamics, 2010, 13, (4), 843-860 Downloads View citations (14)
    See also Software Item (2010)
  4. Risk-Sensitive Consumption and Savings under Rational Inattention
    American Economic Journal: Macroeconomics, 2010, 2, (4), 281-325 Downloads View citations (29)
    See also Working Paper (2008)

2009

  1. Rational Inattention and Aggregate Fluctuations
    The B.E. Journal of Macroeconomics, 2009, 9, (1), 1-43 Downloads View citations (24)
  2. THE WEALTH DISTRIBUTION AND THE DEMAND FOR STATUS
    Macroeconomic Dynamics, 2009, 13, (S1), 1-30 Downloads View citations (15)
    See also Working Paper (2004)
  3. The Spirit of Capitalism and Excess Smoothness
    Annals of Economics and Finance, 2009, 10, (2), 281-301 Downloads View citations (2)
    See also Working Paper (2011)
  4. The Spirit of Capitalism, Precautionary Savings, and Consumption
    Journal of Money, Credit and Banking, 2009, 41, (2-3), 543-554 Downloads View citations (8)
    See also Working Paper (2006)

2008

  1. Consumption Dynamics under Information Processing Constraints
    Review of Economic Dynamics, 2008, 11, (2), 366-385 Downloads View citations (85)
    See also Working Paper (2005)

Software Items

2010

  1. Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2010)
 
Page updated 2019-10-18