Details about Sai Ma

Access statistics for papers by Sai Ma.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pma2173

Working Papers

2024

1. What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

2. Global Inflation Uncertainty and its Economic Effects
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2022

3. Global Real Economic Uncertainty and COVID-19
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
4. Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2021

5. The Global Transmission of Real Economic Uncertainty
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2020

6. Belief Distortions and Macroeconomic Fluctuations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (10)
   See also Journal Article Belief Distortions and Macroeconomic Fluctuations, American Economic Review, American Economic Association (2022) View citations (15) (2022)
7. COVID-19 and The Macroeconomic Effects of Costly Disasters
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (70)
8. Housing Risk and the Cross-Section of Returns across Many Asset Classes
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
9. Private Equity and Growth
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Private equity and growth, Journal of Economic Growth, Springer (2022) (2022)
10. The Effect of the Dollar on Trade Prices
    CESifo Working Paper Series, CESifo View citations (1)
11. Uncertainty and Growth Disasters
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (3)
    See also Journal Article Uncertainty and Growth Disasters, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (4) (2022)
12. What is Certain about Uncertainty?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)

2019

13. Housing Cycle and Exchange Rates
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)
14. Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2018

15. Capital Share Risk in U.S. Asset Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014)
    See also Journal Article Capital Share Risk in U.S. Asset Pricing, Journal of Finance, American Finance Association (2019) View citations (16) (2019)

2017

16. Shock Restricted Structural Vector-Autoregressions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)

2015

17. Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
18. Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (164)
    See also Journal Article Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?, American Economic Journal: Macroeconomics, American Economic Association (2021) View citations (196) (2021)

Journal Articles

2023

1. Growth through learning
   Review of Economic Dynamics, 2023, 50, 211-234

2022

2. Belief Distortions and Macroeconomic Fluctuations
   American Economic Review, 2022, 112, (7), 2269-2315 View citations (15)
   See also Working Paper Belief Distortions and Macroeconomic Fluctuations, NBER Working Papers (2020) View citations (11) (2020)
3. Private equity and growth
   Journal of Economic Growth, 2022, 27, (3), 315-363
   See also Working Paper Private Equity and Growth, NBER Working Papers (2020) (2020)
4. Uncertainty and Growth Disasters
   Review of Economic Dynamics, 2022, 44, 33-64 View citations (4)
   See also Software Item Code and data files for "Uncertainty and Growth Disasters", Computer Codes (2021) (2021)
   Working Paper Uncertainty and Growth Disasters, NBER Working Papers (2020) View citations (4) (2020)

2021

5. COVID-19 and the Costs of Deadly Disasters
   AEA Papers and Proceedings, 2021, 111, 366-70 View citations (9)
6. Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
   American Economic Journal: Macroeconomics, 2021, 13, (4), 369-410 View citations (196)
   See also Working Paper Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?, NBER Working Papers (2015) View citations (164) (2015)

2019

7. Capital Share Risk in U.S. Asset Pricing
   Journal of Finance, 2019, 74, (4), 1753-1792 View citations (16)
   See also Working Paper Capital Share Risk in U.S. Asset Pricing, CEPR Discussion Papers (2018) View citations (1) (2018)

Software Items

2021

1. Code and data files for "Uncertainty and Growth Disasters"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Uncertainty and Growth Disasters, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (4) (2022)