Details about Yulei Luo
Access statistics for papers by Yulei Luo.
Last updated 2022-03-23. Update your information in the RePEc Author Service.
Short-id: plu70
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Working Papers
2022
- Online Appendix to "Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism"
Online Appendices, Review of Economic Dynamics View citations (1)
See also Journal Article Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (5) (2023)
2021
- Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (1)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2020) View citations (3)
See also Journal Article Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (5) (2023)
- Production and Inventory Dynamics under Ambiguity Aversion
Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
- The Spirit of Capitalism and Consumption Inequality
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (2)
- Wealth in the Utility Function and Consumption Inequality
Research Working Paper, Federal Reserve Bank of Kansas City
2018
- Growth and Welfare Gains from Financial Integration Under Model Uncertainty
Research Working Paper, Federal Reserve Bank of Kansas City
2017
- Ignorance, Uncertainty, and Strategic Consumption-Portfolio Decisions
Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
- Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium
MPRA Paper, University Library of Munich, Germany View citations (22)
See also Journal Article Rational inattention and the dynamics of consumption and wealth in general equilibrium, Journal of Economic Theory, Elsevier (2017) View citations (21) (2017)
- Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium
MPRA Paper, University Library of Munich, Germany
2015
- Attention Misallocation, Social Welfare and Policy Implications
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article Attention misallocation, social welfare and policy implications, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (1) (2015)
- Elastic attention, risk sharing, and international comovements
Research Working Paper, Federal Reserve Bank of Kansas City 
See also Journal Article Elastic attention, risk sharing, and international comovements, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (3) (2017)
- Robust Permanent Income in General Equilibrium
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2015) View citations (1)
- Robustly Strategic Consumption-Portfolio Rules with Informational Frictions
MPRA Paper, University Library of Munich, Germany View citations (2)
- 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 View citations (1)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2014)  MPRA Paper, University Library of Munich, Germany (2014)
2014
- Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article Induced uncertainty, market price of risk, and the dynamics of consumption and wealth, Journal of Economic Theory, Elsevier (2016) View citations (14) (2016)
- Model Uncertainty and Intertemporal Tax Smoothing
MPRA Paper, University Library of Munich, Germany View citations (9)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2012) View citations (2)
See also Journal Article Model uncertainty and intertemporal tax smoothing, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (9) (2014)
- Portfolio Choice with Information-Processing Limits
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article Portfolio Choice with Information-Processing Limits, Annals of Economics and Finance, Society for AEF (2019) View citations (2) (2019)
- Slow Information Diffusion and the Inertial Behavior of Durable Consumption
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article SLOW INFORMATION DIFFUSION AND THE INERTIAL BEHAVIOR OF DURABLE CONSUMPTION, Journal of the European Economic Association, European Economic Association (2015) View citations (13) (2015)
- Strategic Consumption-Portfolio Rules and Precautionary Savings with Informational Frictions
MPRA Paper, University Library of Munich, Germany
- Too Much of a Good Thing: Attention Misallocation and Social Welfare in Coordination Games
MPRA Paper, University Library of Munich, Germany
2013
- Consumption, Market Price of Risk, and Wealth Accumulation under Induced Uncertainty
MPRA Paper, University Library of Munich, Germany
- Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (10) (2016)
- Rational Inattention in Macroeconomics: A Survey
MPRA Paper, University Library of Munich, Germany
- Robust Control, Informational Frictions, and International Consumption Correlations
Working Papers, Hong Kong Institute for Monetary Research View citations (1)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1) Research Working Paper, Federal Reserve Bank of Kansas City (2010) View citations (3)
See also Journal Article Robust control, informational frictions, and international consumption correlations, European Economic Review, Elsevier (2014) View citations (4) (2014)
2012
- Model uncertainty, state uncertainty, and state-space models
Research Working Paper, Federal Reserve Bank of Kansas City
- Sticky information diffusion and the inertial behavior of durable consumption
Research Working Paper, Federal Reserve Bank of Kansas City View citations (2)
2011
- The Spirit of Capitalism and Excess Smoothness
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics 
See also Journal Article The Spirit of Capitalism and Excess Smoothness, Annals of Economics and Finance, Society for AEF (2009) View citations (5) (2009)
2010
- A Note on Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (2)
See also Journal Article A NOTE ON ENTREPRENEURIAL RISK, CAPITAL MARKET IMPERFECTIONS, AND HETEROGENEITY, Macroeconomic Dynamics, Cambridge University Press (2010) View citations (2) (2010)
- 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
- Robustness, information-processing constraints, and the current account in small open economies
Research Working Paper, Federal Reserve Bank of Kansas City View citations (10)
See also Journal Article Robustness, information–processing constraints, and the current account in small open economies, Journal of International Economics, Elsevier (2012) View citations (28) (2012)
2009
- 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
- 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
2008
- Risk-sensitive Consumption and Savings under Rational Inattention
2008 Meeting Papers, Society for Economic Dynamics View citations (1)
See also Journal Article Risk-Sensitive Consumption and Savings under Rational Inattention, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (39) (2010)
- Uninsurable Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity in the Macroeconomy
MPRA Paper, University Library of Munich, Germany
2006
- Rational Inattention, Portfolio Choice, and the Equity Premium
Computing in Economics and Finance 2006, Society for Computational Economics
- The Spirit of Capitalism, Precautionary Savings, and Consumption
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (1)
See also Journal Article The Spirit of Capitalism, Precautionary Savings, and Consumption, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (18) (2009)
2005
- Consumption Dynamics under Information Processing Constraints
Macroeconomics, University Library of Munich, Germany View citations (8)
See also Journal Article Consumption Dynamics under Information Processing Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2008) View citations (126) (2008)
- Consumption Dynamics, Asset Pricing, and Welfare Effects under Information Processing Constraints
2005 Meeting Papers, Society for Economic Dynamics View citations (3)
2004
- The Wealth Distribution and the Demand for Status
Macroeconomics, University Library of Munich, Germany View citations (9)
See also Journal Article THE WEALTH DISTRIBUTION AND THE DEMAND FOR STATUS, Macroeconomic Dynamics, Cambridge University Press (2009) View citations (35) (2009)
Journal Articles
2023
- Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism
Review of Economic Dynamics, 2023, 47, 346-372 View citations (5)
See also Software Item Code and data files for "Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism", Computer Codes (2022) (2022) Working Paper Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism, CEMA Working Papers (2021) View citations (1) (2021) Working Paper Online Appendix to "Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism", Online Appendices (2022) View citations (1) (2022)
2022
- Ignorance, pervasive uncertainty, and household finance
Journal of Economic Theory, 2022, 199, (C) View citations (2)
- Robust investment strategies with two risky assets
Journal of Economic Dynamics and Control, 2022, 134, (C) View citations (2)
2020
- Ambiguity, Low Risk-Free Rates and Consumption Inequality
The Economic Journal, 2020, 130, (632), 2649-2679 View citations (3)
2019
- Portfolio Choice with Information-Processing Limits
Annals of Economics and Finance, 2019, 20, (1), 137-162 View citations (2)
See also Working Paper Portfolio Choice with Information-Processing Limits, MPRA Paper (2014) View citations (5) (2014)
2017
- Elastic attention, risk sharing, and international comovements
Journal of Economic Dynamics and Control, 2017, 79, (C), 1-20 View citations (3)
See also Working Paper Elastic attention, risk sharing, and international comovements, Research Working Paper (2015) (2015)
- Rational inattention and the dynamics of consumption and wealth in general equilibrium
Journal of Economic Theory, 2017, 172, (C), 55-87 View citations (21)
See also Working Paper Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium, MPRA Paper (2017) View citations (22) (2017)
2016
- Induced uncertainty, market price of risk, and the dynamics of consumption and wealth
Journal of Economic Theory, 2016, 163, (C), 1-41 View citations (14)
See also Working Paper Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth, MPRA Paper (2014) View citations (1) (2014)
- 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 View citations (10)
See also Working Paper Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention, MPRA Paper (2013) View citations (1) (2013)
2015
- Attention misallocation, social welfare and policy implications
Journal of Economic Dynamics and Control, 2015, 59, (C), 37-57 View citations (1)
See also Working Paper Attention Misallocation, Social Welfare and Policy Implications, MPRA Paper (2015) View citations (1) (2015)
- SLOW INFORMATION DIFFUSION AND THE INERTIAL BEHAVIOR OF DURABLE CONSUMPTION
Journal of the European Economic Association, 2015, 13, (5), 805-840 View citations (13)
See also Working Paper Slow Information Diffusion and the Inertial Behavior of Durable Consumption, MPRA Paper (2014) View citations (4) (2014)
2014
- Model uncertainty and intertemporal tax smoothing
Journal of Economic Dynamics and Control, 2014, 45, (C), 289-314 View citations (9)
See also Working Paper Model Uncertainty and Intertemporal Tax Smoothing, MPRA Paper (2014) View citations (9) (2014)
- Robust control, informational frictions, and international consumption correlations
European Economic Review, 2014, 67, (C), 1-27 View citations (4)
See also Working Paper Robust Control, Informational Frictions, and International Consumption Correlations, Working Papers (2013) View citations (1) (2013)
- SIGNAL EXTRACTION AND RATIONAL INATTENTION
Economic Inquiry, 2014, 52, (2), 811-829 View citations (19)
2012
- Robustness, information–processing constraints, and the current account in small open economies
Journal of International Economics, 2012, 88, (1), 104-120 View citations (28)
See also Working Paper Robustness, information-processing constraints, and the current account in small open economies, Research Working Paper (2010) View citations (10) (2010)
2010
- A NOTE ON ENTREPRENEURIAL RISK, CAPITAL MARKET IMPERFECTIONS, AND HETEROGENEITY
Macroeconomic Dynamics, 2010, 14, (2), 269-284 View citations (2)
See also Working Paper A Note on Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity, CEMA Working Papers (2010) View citations (2) (2010)
- Asset pricing under information-processing constraints
Economics Letters, 2010, 107, (1), 26-29 View citations (7)
- Rational Inattention, Long-run Consumption Risk, and Portfolio Choice
Review of Economic Dynamics, 2010, 13, (4), 843-860 View citations (25)
See also Software Item Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice", Computer Codes (2010) (2010)
- Risk-Sensitive Consumption and Savings under Rational Inattention
American Economic Journal: Macroeconomics, 2010, 2, (4), 281-325 View citations (39)
See also Working Paper Risk-sensitive Consumption and Savings under Rational Inattention, 2008 Meeting Papers (2008) View citations (1) (2008)
2009
- Rational Inattention and Aggregate Fluctuations
The B.E. Journal of Macroeconomics, 2009, 9, (1), 43 View citations (25)
- THE WEALTH DISTRIBUTION AND THE DEMAND FOR STATUS
Macroeconomic Dynamics, 2009, 13, (S1), 1-30 View citations (35)
See also Working Paper The Wealth Distribution and the Demand for Status, Macroeconomics (2004) View citations (9) (2004)
- The Spirit of Capitalism and Excess Smoothness
Annals of Economics and Finance, 2009, 10, (2), 281-301 View citations (5)
See also Working Paper The Spirit of Capitalism and Excess Smoothness, CEMA Working Papers (2011) (2011)
- The Spirit of Capitalism, Precautionary Savings, and Consumption
Journal of Money, Credit and Banking, 2009, 41, (2-3), 543-554 View citations (18)
Also in Journal of Money, Credit and Banking, 2009, 41, (2‐3), 543-554 (2009) View citations (6)
See also Working Paper The Spirit of Capitalism, Precautionary Savings, and Consumption, CEMA Working Papers (2006) View citations (1) (2006)
2008
- Consumption Dynamics under Information Processing Constraints
Review of Economic Dynamics, 2008, 11, (2), 366-385 View citations (126)
See also Working Paper Consumption Dynamics under Information Processing Constraints, Macroeconomics (2005) View citations (8) (2005)
Software Items
2022
- Code and data files for "Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism"
Computer Codes, Review of Economic Dynamics 
See also Journal Article Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (5) (2023)
2010
- Code files for "Rational Inattention, Long-run Consumption Risk, and Portfolio Choice"
Computer Codes, Review of Economic Dynamics 
See also Journal Article Rational Inattention, Long-run Consumption Risk, and Portfolio Choice, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) View citations (25) (2010)
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