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Details about Jianjun Miao

E-mail:
Homepage:http://people.bu.edu/miaoj
Phone:617 353 6675
Postal address:270 Bay State Road Boston University Boston, MA 02215
Workplace:Department of Economics, Boston University, (more information at EDIRC)

Access statistics for papers by Jianjun Miao.

Last updated 2024-02-05. Update your information in the RePEc Author Service.

Short-id: pmi103


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Working Papers

2022

  1. Fiscal Stimulus Under Average Inflation Targeting
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads

2021

  1. Capital Return Jumps and Wealth Distribution
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Robust Financial Contracting and Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2020

  1. Asset Bubbles and Monetary Policy
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (35)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (18)

    See also Journal Article Asset Bubbles and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (56) (2020)
  2. Discount Shock, Price-Rent Dynamics, and the Business Cycle
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (4)

    See also Journal Article DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2020) Downloads View citations (3) (2020)

2019

  1. Asset Market Equilibrium under Rational Inattention
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
    See also Journal Article Asset market equilibrium under rational inattention, Economic Theory, Springer (2023) Downloads (2023)
  2. China’s Housing Bubble, Infrastructure Investment, and Economic Growth
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
  3. Convergence, Financial Development, and Policy Analysis
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (3)
    See also Journal Article Convergence, financial development, and policy analysis, Economic Theory, Springer (2020) Downloads View citations (6) (2020)
  4. Dynamic Rationally Inattentive Discrete Choice: A Posterior-Based Approach
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
  5. Macro-Financial Volatility under Dispersed Information
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2019) Downloads

    See also Journal Article Macro-financial volatility under dispersed information, Theoretical Economics, Econometric Society (2021) Downloads View citations (2) (2021)
  6. Multivariate LQG Control under Rational Inattention in Continuous Time
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (4)
  7. Multivariate Rational Inattention
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (7)
    See also Journal Article Multivariate Rational Inattention, Econometrica, Econometric Society (2022) Downloads View citations (6) (2022)

2018

  1. Ambiguity Aversion and Variance Premium
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) Downloads View citations (18)

    See also Journal Article Ambiguity Aversion and the Variance Premium, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2019) Downloads View citations (6) (2019)

2017

  1. Asset Bubbles and Foreign Interest Rate Shocks
    2017 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article Asset Bubbles and Foreign Interest Rate Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) Downloads View citations (1) (2022)

2016

  1. Saving China's Stock Market
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies Downloads View citations (2)
    See also Journal Article Saving China’s Stock Market?, IMF Economic Review, Palgrave Macmillan (2019) Downloads View citations (12) (2019)

2015

  1. Does Calvo Meet Rotemberg at the Zero Lower Bound?
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (13)
    See also Journal Article DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND?, Macroeconomic Dynamics, Cambridge University Press (2021) Downloads View citations (2) (2021)
  2. Housing Bubbles and Policy Analysis
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  3. Land Prices and Unemployment
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (26)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (15)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) Downloads View citations (7)

    See also Journal Article Land prices and unemployment, Journal of Monetary Economics, Elsevier (2016) Downloads View citations (34) (2016)

2014

  1. A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment
    2014 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2013) Downloads View citations (1)

    See also Journal Article A duality approach to continuous-time contracting problems with limited commitment, Journal of Economic Theory, Elsevier (2015) Downloads View citations (19) (2015)
  2. Liquidity Premia, Price-Rent Dynamics, and Business Cycles
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (6)

2013

  1. A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
  2. Robust Contracts in Continuous Time
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (5)
    See also Journal Article Robust Contracts in Continuous Time, Econometrica, Econometric Society (2016) Downloads View citations (42) (2016)
  3. Stock Market Bubbles and Unemployment
    2013 Meeting Papers, Society for Economic Dynamics View citations (5)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) Downloads View citations (7)

    See also Journal Article Stock market bubbles and unemployment, Economic Theory, Springer (2016) Downloads View citations (35) (2016)
  4. Three Types of Robjst Ramsey Problem in a Linear-Quadratic Framework
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
    See also Journal Article Three types of robust Ramsey problems in a linear-quadratic framework, Journal of Economic Dynamics and Control, Elsevier (2017) Downloads View citations (7) (2017)
  5. Woodford's Approach to Robust Policy Analysis in a Linear-Quadratic Framework
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    See also Journal Article WOODFORD'S APPROACH TO ROBUST POLICY ANALYSIS IN A LINEAR-QUADRATIC FRAMEWORK, Macroeconomic Dynamics, Cambridge University Press (2019) Downloads (2019)

2012

  1. Banking Bubbles and Financial Crisis
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (6)
    See also Journal Article Banking bubbles and financial crises, Journal of Economic Theory, Elsevier (2015) Downloads View citations (39) (2015)
  2. Sectoral Bubbles and Endogenous Growth
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011) View citations (4)

2011

  1. Bubbles and Credit Constraints
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (51)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011) View citations (55)
  2. Bubbles and Total Factor Productivity
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (6)
    See also Journal Article Bubbles and Total Factor Productivity, American Economic Review, American Economic Association (2012) Downloads View citations (108) (2012)
  3. Optimal Capital Structure and Industry Dynamics
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (1)
    Also in Industrial Organization, University Library of Munich, Germany (2003) Downloads View citations (3)

    See also Journal Article Optimal Capital Structure and Industry Dynamics, Journal of Finance, American Finance Association (2005) Downloads View citations (114) (2005)
  4. The dynamics of mergers and acquisitions in oligopolistic industries
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007)

    See also Journal Article The dynamics of mergers and acquisitions in oligopolistic industries, Journal of Economic Dynamics and Control, Elsevier (2012) Downloads View citations (30) (2012)

2010

  1. AMBIGUITY, LEARNING, AND ASSET RETURNS
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (9)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (22)
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2010) Downloads View citations (9)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (19)

    See also Journal Article Ambiguity, Learning, and Asset Returns, Econometrica, Econometric Society (2012) Downloads View citations (184) (2012)
  2. Credit Risk and Business Cycles
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (27)
  3. Intertemporal substitution and recursive smooth ambiguity preferences
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (5)
    See also Journal Article Intertemporal substitution and recursive smooth ambiguity preferences, Theoretical Economics, Econometric Society (2011) Downloads View citations (51) (2011)
  4. Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
    Online Appendices, Review of Economic Dynamics Downloads View citations (5)
    See also Journal Article Transitional Dynamics of Dividend and Capital Gains Tax Cuts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (32) (2011)
  5. Risk, uncertainty,and option exercise
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    Also in Finance, University Library of Munich, Germany (2004) Downloads View citations (3)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2004) Downloads View citations (2)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (8)

    See also Journal Article Risk, uncertainty, and option exercise, Journal of Economic Dynamics and Control, Elsevier (2011) Downloads View citations (46) (2011)
  6. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article Transitional Dynamics of Dividend and Capital Gains Tax Cuts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (32) (2011)
  7. What Does the Corporate Income Tax Tax? A Simple Model Without Capital
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (7)

    See also Journal Article What Does the Corporate Income Tax Tax? A Simple Model Without Capital, Annals of Economics and Finance, Society for AEF (2013) Downloads View citations (4) (2013)

2009

  1. Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics

    See also Journal Article Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs, Annals of Economics and Finance, Society for AEF (2019) Downloads View citations (2) (2019)
  2. Does Lumy Investment Matter for Business Cycles?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (1)
  3. Dynamic Asset Allocation with Ambiguous Return Predictability
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (21)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (11)

    See also Journal Article Dynamic Asset Allocation with Ambiguous Return Predictability, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) Downloads View citations (29) (2014)
  4. Entrepreneurial Finance and Non-diversifiable Risk
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (4)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)

    See also Journal Article Entrepreneurial Finance and Nondiversifiable Risk, The Review of Financial Studies, Society for Financial Studies (2010) Downloads View citations (58) (2010)
  5. Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (3)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (3)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2006) Downloads View citations (2)

    See also Journal Article Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform, American Economic Journal: Macroeconomics, American Economic Association (2010) Downloads View citations (66) (2010)
  6. Numerical Simulation of Nonoptimal Dynamic Equilibrium Models
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (11)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
    Working Papers, University of Miami, Department of Economics (2009) Downloads View citations (16)
    Working Papers, Federal Reserve Bank of St. Louis (2009) Downloads View citations (11)

    See also Journal Article NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2014) Downloads View citations (2) (2014)

2008

  1. Advance Information and Asset Prices
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (3)

    See also Journal Article Advance information and asset prices, Journal of Economic Theory, Elsevier (2014) Downloads View citations (17) (2014)
  2. The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics

2007

  1. Investment, Consumption, and Hedging under Incomplete Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (81)
    Also in CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2006) Downloads View citations (5)
    2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (2)
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2006) Downloads View citations (3)

    See also Journal Article Investment, consumption, and hedging under incomplete markets, Journal of Financial Economics, Elsevier (2007) Downloads View citations (76) (2007)

2006

  1. CEO Power, Compensation and Governance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006)

    See also Journal Article CEO Power, Compensation, and Governance, Annals of Economics and Finance, Society for AEF (2013) Downloads View citations (3) (2013)
  2. Managerial Preferences, Corporate Governance, and Financial Structure
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)

2005

  1. A Search Model of Centralzied and Decentralized Trade
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (2)
    Also in Microeconomics, University Library of Munich, Germany (2004) Downloads View citations (5)
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2005) Downloads View citations (4)

    See also Journal Article A search model of centralized and decentralized trade, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2006) Downloads View citations (33) (2006)
  2. Capital Structure, Credit Risk, and Macroeconomic Conditions
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (5)
    Also in Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2005) Downloads View citations (13)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) Downloads View citations (10)

    See also Journal Article Capital structure, credit risk, and macroeconomic conditions, Journal of Financial Economics, Elsevier (2006) Downloads View citations (231) (2006)
  3. Numerical Solution of Dynamic Non-Optimal Economies
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (1)
  4. Option Exercise with Temptation
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
    Also in Microeconomics, University Library of Munich, Germany (2004) Downloads View citations (2)

    See also Journal Article Option exercise with temptation, Economic Theory, Springer (2008) Downloads View citations (21) (2008)

2004

  1. Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (2)
    Also in Macroeconomics, University Library of Munich, Germany (2003) Downloads View citations (4)

    See also Journal Article Competitive equilibria of economies with a continuum of consumers and aggregate shocks, Journal of Economic Theory, Elsevier (2006) Downloads View citations (80) (2006)
  2. Investment, Hedging, and Consumption Smoothing
    Finance, University Library of Munich, Germany Downloads View citations (2)

2003

  1. Consumption and Saving under Knightian Uncertainty
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (4)

2002

  1. Irreversible Investment with Regime Shifts
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (4)
    See also Journal Article Irreversible investment with regime shifts, Journal of Economic Theory, Elsevier (2005) Downloads View citations (87) (2005)

2001

  1. A Two-Person Dynamic Equilibrium under Ambiguity
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (18)
    See also Journal Article A two-person dynamic equilibrium under ambiguity, Journal of Economic Dynamics and Control, Elsevier (2003) Downloads View citations (130) (2003)

Undated

  1. Ambiguity, Risk and Portfolio Choice under Incomplete Information
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (5)
    See also Journal Article Ambiguity, Risk and Portfolio Choice under Incomplete Information, Annals of Economics and Finance, Society for AEF (2009) Downloads View citations (31) (2009)
  2. Lumpy Investment and Corporate Tax Policy
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    See also Journal Article Lumpy Investment and Corporate Tax Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2014) Downloads View citations (10) (2014)
  3. Monetary Policy and Economic Growth under Money Illusion
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
  4. Transitional Dynamics of Dividend Tax Reform
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)

Journal Articles

2023

  1. Asset market equilibrium under rational inattention
    Economic Theory, 2023, 75, (1), 1-30 Downloads
    See also Working Paper Asset Market Equilibrium under Rational Inattention, Boston University - Department of Economics - Working Papers Series (2019) Downloads (2019)
  2. Correction to: Asset pricing under smooth ambiguity in continuous time
    Economic Theory, 2023, 75, (1), 291-292 Downloads

2022

  1. Asset Bubbles and Foreign Interest Rate Shocks
    Review of Economic Dynamics, 2022, 44, 315-348 Downloads View citations (1)
    See also Working Paper Asset Bubbles and Foreign Interest Rate Shocks, 2017 Meeting Papers (2017) Downloads (2017)
    Software Item Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks", Computer Codes (2021) Downloads (2021)
  2. Asset pricing under smooth ambiguity in continuous time
    Economic Theory, 2022, 74, (2), 335-371 Downloads View citations (5)
  3. CHINA'S HOUSING BUBBLE, INFRASTRUCTURE INVESTMENT, AND ECONOMIC GROWTH
    International Economic Review, 2022, 63, (3), 1189-1237 Downloads View citations (1)
  4. Introduction to the special issue in honor of Larry Epstein
    Economic Theory, 2022, 74, (2), 329-333 Downloads
  5. Multivariate Rational Inattention
    Econometrica, 2022, 90, (2), 907-945 Downloads View citations (6)
    See also Working Paper Multivariate Rational Inattention, Boston University - Department of Economics - Working Papers Series (2019) Downloads View citations (7) (2019)

2021

  1. DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND?
    Macroeconomic Dynamics, 2021, 25, (4), 1090-1111 Downloads View citations (2)
    See also Working Paper Does Calvo Meet Rotemberg at the Zero Lower Bound?, 2015 Meeting Papers (2015) Downloads View citations (13) (2015)
  2. Macro-financial volatility under dispersed information
    Theoretical Economics, 2021, 16, (1) Downloads View citations (2)
    See also Working Paper Macro-Financial Volatility under Dispersed Information, Boston University - Department of Economics - Working Papers Series (2019) Downloads (2019)

2020

  1. Asset Bubbles and Monetary Policy
    Review of Economic Dynamics, 2020, 37 Supplement 1, S68-S98 Downloads View citations (56)
    See also Working Paper Asset Bubbles and Monetary Policy, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2020) Downloads View citations (35) (2020)
    Software Item Code and data files for "Asset Bubbles and Monetary Policy", Computer Codes (2020) Downloads (2020)
  2. Convergence, financial development, and policy analysis
    Economic Theory, 2020, 69, (3), 523-568 Downloads View citations (6)
    See also Working Paper Convergence, Financial Development, and Policy Analysis, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2019) Downloads View citations (3) (2019)
  3. DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE
    International Economic Review, 2020, 61, (3), 1229-1252 Downloads View citations (3)
    See also Working Paper Discount Shock, Price-Rent Dynamics, and the Business Cycle, FRB Atlanta Working Paper (2020) Downloads View citations (3) (2020)

2019

  1. Ambiguity Aversion and the Variance Premium
    Quarterly Journal of Finance (QJF), 2019, 09, (02), 1-36 Downloads View citations (6)
    See also Working Paper Ambiguity Aversion and Variance Premium, FRB Atlanta Working Paper (2018) Downloads View citations (1) (2018)
  2. Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs
    Annals of Economics and Finance, 2019, 20, (1), 67-101 Downloads View citations (2)
    See also Working Paper Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) Downloads View citations (3) (2009)
  3. Monetary Policy and Rational Asset Price Bubbles: Comment
    American Economic Review, 2019, 109, (5), 1969-90 Downloads View citations (21)
  4. Saving China’s Stock Market?
    IMF Economic Review, 2019, 67, (2), 349-394 Downloads View citations (12)
    See also Working Paper Saving China's Stock Market, IHEID Working Papers (2016) Downloads View citations (2) (2016)
  5. WOODFORD'S APPROACH TO ROBUST POLICY ANALYSIS IN A LINEAR-QUADRATIC FRAMEWORK
    Macroeconomic Dynamics, 2019, 23, (5), 1895-1920 Downloads
    See also Working Paper Woodford's Approach to Robust Policy Analysis in a Linear-Quadratic Framework, 2013 Meeting Papers (2013) Downloads View citations (4) (2013)

2018

  1. Asset Bubbles and Credit Constraints
    American Economic Review, 2018, 108, (9), 2590-2628 Downloads View citations (83)
  2. Aversion to ambiguity and model misspecification in dynamic stochastic environments
    Proceedings of the National Academy of Sciences, 2018, 115, (37), 9163-9168 Downloads View citations (18)
  3. The perils of credit booms
    Economic Theory, 2018, 66, (4), 819-861 Downloads View citations (5)

2017

  1. Three types of robust Ramsey problems in a linear-quadratic framework
    Journal of Economic Dynamics and Control, 2017, 76, (C), 211-231 Downloads View citations (7)
    See also Working Paper Three Types of Robjst Ramsey Problem in a Linear-Quadratic Framework, Boston University - Department of Economics - Working Papers Series (2013) Downloads (2013)

2016

  1. Chaotic banking crises and regulations
    Economic Theory, 2016, 61, (2), 393-422 Downloads View citations (9)
    Also in Economic Theory, 2016, 61, (2), 393-422 (2016) Downloads View citations (9)
  2. Introduction to the symposium on bubbles, multiple equilibria, and economic activities
    Economic Theory, 2016, 61, (2), 207-214 Downloads View citations (4)
    Also in Economic Theory, 2016, 61, (2), 207-214 (2016) Downloads View citations (4)
  3. Land prices and unemployment
    Journal of Monetary Economics, 2016, 80, (C), 86-105 Downloads View citations (34)
    See also Working Paper Land Prices and Unemployment, 2015 Meeting Papers (2015) Downloads View citations (1) (2015)
  4. Robust Contracts in Continuous Time
    Econometrica, 2016, 84, 1405-1440 Downloads View citations (42)
    Also in Econometrica, 2016, 84, (4), 1405-1440 (2016) Downloads View citations (39)

    See also Working Paper Robust Contracts in Continuous Time, Boston University - Department of Economics - Working Papers Series (2013) Downloads View citations (5) (2013)
  5. Stock market bubbles and unemployment
    Economic Theory, 2016, 61, (2), 273-307 Downloads View citations (35)
    See also Working Paper Stock Market Bubbles and Unemployment, 2013 Meeting Papers (2013) View citations (5) (2013)

2015

  1. A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
    Quantitative Economics, 2015, 6, (3), 599-635 Downloads View citations (34)
  2. A duality approach to continuous-time contracting problems with limited commitment
    Journal of Economic Theory, 2015, 159, (PB), 929-988 Downloads View citations (19)
    See also Working Paper A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment, 2014 Meeting Papers (2014) Downloads View citations (3) (2014)
  3. Asset bubbles, collateral, and policy analysis
    Journal of Monetary Economics, 2015, 76, (S), S57-S70 Downloads View citations (40)
  4. Banking bubbles and financial crises
    Journal of Economic Theory, 2015, 157, (C), 763-792 Downloads View citations (39)
    See also Working Paper Banking Bubbles and Financial Crisis, Boston University - Department of Economics - Working Papers Series (2012) Downloads View citations (6) (2012)
  5. Growth uncertainty, generalized disappointment aversion and production-based asset pricing
    Journal of Monetary Economics, 2015, 69, (C), 70-89 Downloads View citations (8)

2014

  1. A Q-theory model with lumpy investment
    Economic Theory, 2014, 57, (1), 133-159 Downloads View citations (4)
  2. Advance information and asset prices
    Journal of Economic Theory, 2014, 149, (C), 236-275 Downloads View citations (17)
    See also Working Paper Advance Information and Asset Prices, 2008 Meeting Papers (2008) Downloads View citations (3) (2008)
  3. Dynamic Asset Allocation with Ambiguous Return Predictability
    Review of Economic Dynamics, 2014, 17, (4), 799-823 Downloads View citations (29)
    See also Software Item Code and data files for "Dynamic Asset Allocation with Ambiguous Return Predictability", Computer Codes (2013) Downloads (2013)
    Working Paper Dynamic Asset Allocation with Ambiguous Return Predictability, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) Downloads View citations (21) (2009)
  4. Introduction to economic theory of bubbles
    Journal of Mathematical Economics, 2014, 53, (C), 130-136 Downloads View citations (77)
  5. Lumpy Investment and Corporate Tax Policy
    Journal of Money, Credit and Banking, 2014, 46, (6), 1171-1203 Downloads View citations (10)
    See also Working Paper Lumpy Investment and Corporate Tax Policy, Boston University - Department of Economics - Working Papers Series View citations (1)
  6. NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
    International Economic Review, 2014, 55, (1), 83-110 Downloads View citations (2)
    See also Working Paper Numerical Simulation of Nonoptimal Dynamic Equilibrium Models, 2009 Meeting Papers (2009) Downloads View citations (11) (2009)
  7. Sectoral bubbles, misallocation, and endogenous growth
    Journal of Mathematical Economics, 2014, 53, (C), 153-163 Downloads View citations (66)

2013

  1. CEO Power, Compensation, and Governance
    Annals of Economics and Finance, 2013, 14, (2), 443-479 Downloads View citations (3)
    See also Working Paper CEO Power, Compensation and Governance, CEPR Discussion Papers (2006) Downloads (2006)
  2. Economic growth under money illusion
    Journal of Economic Dynamics and Control, 2013, 37, (1), 84-103 Downloads View citations (14)
  3. What Does the Corporate Income Tax Tax? A Simple Model Without Capital
    Annals of Economics and Finance, 2013, 14, (1), 1-19 Downloads View citations (4)
    See also Working Paper What Does the Corporate Income Tax Tax? A Simple Model Without Capital, Boston University - Department of Economics - Working Papers Series (2010) View citations (7) (2010)

2012

  1. Ambiguity, Learning, and Asset Returns
    Econometrica, 2012, 80, (2), 559-591 Downloads View citations (184)
    See also Working Paper AMBIGUITY, LEARNING, AND ASSET RETURNS, Boston University - Department of Economics - Working Papers Series (2010) View citations (9) (2010)
  2. Bubbles and Total Factor Productivity
    American Economic Review, 2012, 102, (3), 82-87 Downloads View citations (108)
    See also Working Paper Bubbles and Total Factor Productivity, Boston University - Department of Economics - Working Papers Series (2011) View citations (6) (2011)
  3. The dynamics of mergers and acquisitions in oligopolistic industries
    Journal of Economic Dynamics and Control, 2012, 36, (4), 585-609 Downloads View citations (30)
    See also Working Paper The dynamics of mergers and acquisitions in oligopolistic industries, Boston University - Department of Economics - Working Papers Series (2011) View citations (3) (2011)

2011

  1. Intertemporal substitution and recursive smooth ambiguity preferences
    Theoretical Economics, 2011, 6, (3) Downloads View citations (51)
    See also Working Paper Intertemporal substitution and recursive smooth ambiguity preferences, Boston University - Department of Economics - Working Papers Series (2010) View citations (5) (2010)
  2. Risk, uncertainty, and option exercise
    Journal of Economic Dynamics and Control, 2011, 35, (4), 442-461 Downloads View citations (46)
    See also Working Paper Risk, uncertainty,and option exercise, Boston University - Department of Economics - Working Papers Series (2010) View citations (1) (2010)
  3. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    Review of Economic Dynamics, 2011, 14, (2), 368-383 Downloads View citations (32)
    See also Software Item Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Computer Codes (2010) Downloads (2010)
    Working Paper Transitional Dynamics of Dividend and Capital Gains Tax Cuts, NBER Working Papers (2010) Downloads View citations (5) (2010)
    Working Paper Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Online Appendices (2010) Downloads View citations (5) (2010)

2010

  1. Entrepreneurial Finance and Nondiversifiable Risk
    The Review of Financial Studies, 2010, 23, (12), 4348-4388 Downloads View citations (58)
    See also Working Paper Entrepreneurial Finance and Non-diversifiable Risk, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) Downloads View citations (2) (2009)
  2. Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform
    American Economic Journal: Macroeconomics, 2010, 2, (1), 131-68 Downloads View citations (66)
    See also Working Paper Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform, NBER Working Papers (2009) Downloads View citations (2) (2009)

2009

  1. Ambiguity, Risk and Portfolio Choice under Incomplete Information
    Annals of Economics and Finance, 2009, 10, (2), 257-279 Downloads View citations (31)
    See also Working Paper Ambiguity, Risk and Portfolio Choice under Incomplete Information, Boston University - Department of Economics - Working Papers Series View citations (5)

2008

  1. Option exercise with temptation
    Economic Theory, 2008, 34, (3), 473-501 Downloads View citations (21)
    See also Working Paper Option Exercise with Temptation, Boston University - Department of Economics - Working Papers Series (2005) View citations (3) (2005)

2007

  1. Investment, consumption, and hedging under incomplete markets
    Journal of Financial Economics, 2007, 86, (3), 608-642 Downloads View citations (76)
    See also Working Paper Investment, Consumption, and Hedging under Incomplete Markets, NBER Working Papers (2007) Downloads View citations (81) (2007)

2006

  1. A search model of centralized and decentralized trade
    Review of Economic Dynamics, 2006, 9, (1), 68-92 Downloads View citations (33)
    See also Working Paper A Search Model of Centralzied and Decentralized Trade, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2005) Downloads View citations (2) (2005)
  2. Capital structure, credit risk, and macroeconomic conditions
    Journal of Financial Economics, 2006, 82, (3), 519-550 Downloads View citations (231)
    See also Working Paper Capital Structure, Credit Risk, and Macroeconomic Conditions, CEMA Working Papers (2005) Downloads View citations (5) (2005)
  3. Competitive equilibria of economies with a continuum of consumers and aggregate shocks
    Journal of Economic Theory, 2006, 128, (1), 274-298 Downloads View citations (80)
    See also Working Paper Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks, CEMA Working Papers (2004) Downloads View citations (2) (2004)

2005

  1. Irreversible investment with regime shifts
    Journal of Economic Theory, 2005, 122, (1), 37-59 Downloads View citations (87)
    See also Working Paper Irreversible Investment with Regime Shifts, FAME Research Paper Series (2002) Downloads View citations (4) (2002)
  2. Optimal Capital Structure and Industry Dynamics
    Journal of Finance, 2005, 60, (6), 2621-2659 Downloads View citations (114)
    See also Working Paper Optimal Capital Structure and Industry Dynamics, CEMA Working Papers (2011) Downloads View citations (1) (2011)

2004

  1. A Note on Consumption and Savings under Knightian Uncertainty
    Annals of Economics and Finance, 2004, 5, (2), 299-311 Downloads View citations (17)

2003

  1. A two-person dynamic equilibrium under ambiguity
    Journal of Economic Dynamics and Control, 2003, 27, (7), 1253-1288 Downloads View citations (130)
    See also Working Paper A Two-Person Dynamic Equilibrium under Ambiguity, RCER Working Papers (2001) Downloads View citations (18) (2001)

Software Items

2021

  1. Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Asset Bubbles and Foreign Interest Rate Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) Downloads View citations (1) (2022)

2020

  1. Code and data files for "Asset Bubbles and Monetary Policy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Asset Bubbles and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (56) (2020)

2013

  1. Code and data files for "Dynamic Asset Allocation with Ambiguous Return Predictability"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Dynamic Asset Allocation with Ambiguous Return Predictability, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) Downloads View citations (29) (2014)

2010

  1. Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Transitional Dynamics of Dividend and Capital Gains Tax Cuts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) Downloads View citations (32) (2011)
 
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