Details about Jianjun Miao
Access statistics for papers by Jianjun Miao.
Last updated 2025-01-06. Update your information in the RePEc Author Service.
Short-id: pmi103
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Working Papers
2022
- Fiscal Stimulus Under Average Inflation Targeting
Working Paper Series, Federal Reserve Bank of San Francisco
2021
- Capital Return Jumps and Wealth Distribution
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Robust Financial Contracting and Investment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2020
- Asset Bubbles and Monetary Policy
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (43)
Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (18)
See also Journal Article Asset Bubbles and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (64) (2020)
- Discount Shock, Price-Rent Dynamics, and the Business Cycle
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) 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) View citations (3) (2020)
2019
- Asset Market Equilibrium under Rational Inattention
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics 
See also Journal Article Asset market equilibrium under rational inattention, Economic Theory, Springer (2023) View citations (1) (2023)
- China’s Housing Bubble, Infrastructure Investment, and Economic Growth
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
- Convergence, Financial Development, and Policy Analysis
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (3)
See also Journal Article Convergence, financial development, and policy analysis, Economic Theory, Springer (2020) View citations (7) (2020)
- Dynamic Rationally Inattentive Discrete Choice: A Posterior-Based Approach
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
- Macro-Financial Volatility under Dispersed Information
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics 
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2019) 
See also Journal Article Macro-financial volatility under dispersed information, Theoretical Economics, Econometric Society (2021) View citations (2) (2021)
- Multivariate LQG Control under Rational Inattention in Continuous Time
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
- Multivariate Rational Inattention
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (7)
See also Journal Article Multivariate Rational Inattention, Econometrica, Econometric Society (2022) View citations (6) (2022)
2018
- Ambiguity Aversion and Variance Premium
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) 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) View citations (7) (2019)
2017
- Asset Bubbles and Foreign Interest Rate Shocks
2017 Meeting Papers, Society for Economic Dynamics 
See also Journal Article Asset Bubbles and Foreign Interest Rate Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (1) (2022)
2016
- Saving China's Stock Market
IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (2)
See also Journal Article Saving China’s Stock Market?, IMF Economic Review, Palgrave Macmillan (2019) View citations (13) (2019)
2015
- Does Calvo Meet Rotemberg at the Zero Lower Bound?
2015 Meeting Papers, Society for Economic Dynamics View citations (13)
See also Journal Article DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND?, Macroeconomic Dynamics, Cambridge University Press (2021) View citations (3) (2021)
- Housing Bubbles and Policy Analysis
2015 Meeting Papers, Society for Economic Dynamics View citations (3)
- Land Prices and Unemployment
2015 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2013) View citations (26) FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) View citations (7) NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (15)
See also Journal Article Land prices and unemployment, Journal of Monetary Economics, Elsevier (2016) View citations (38) (2016)
2014
- A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment
2014 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2013) View citations (1)
See also Journal Article A duality approach to continuous-time contracting problems with limited commitment, Journal of Economic Theory, Elsevier (2015) View citations (21) (2015)
- Liquidity Premia, Price-Rent Dynamics, and Business Cycles
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)
2013
- A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles
2013 Meeting Papers, Society for Economic Dynamics View citations (10)
- Robust Contracts in Continuous Time
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (5)
See also Journal Article Robust Contracts in Continuous Time, Econometrica, Econometric Society (2016) View citations (46) (2016)
- 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) View citations (7)
See also Journal Article Stock market bubbles and unemployment, Economic Theory, Springer (2016) View citations (37) (2016)
- Three Types of Robjst Ramsey Problem in a Linear-Quadratic Framework
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics 
See also Journal Article Three types of robust Ramsey problems in a linear-quadratic framework, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (7) (2017)
- Woodford's Approach to Robust Policy Analysis in a Linear-Quadratic Framework
2013 Meeting Papers, Society for Economic Dynamics 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) (2019)
2012
- Banking Bubbles and Financial Crisis
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (6)
See also Journal Article Banking bubbles and financial crises, Journal of Economic Theory, Elsevier (2015) View citations (41) (2015)
- Sectoral Bubbles and Endogenous Growth
2012 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011) View citations (4)
2011
- Bubbles and Credit Constraints
2011 Meeting Papers, Society for Economic Dynamics View citations (51)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2011) View citations (55)
- 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) View citations (111) (2012)
- Optimal Capital Structure and Industry Dynamics
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (1)
Also in Industrial Organization, University Library of Munich, Germany (2003) View citations (3)
See also Journal Article Optimal Capital Structure and Industry Dynamics, Journal of Finance, American Finance Association (2005) View citations (115) (2005)
- 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) View citations (31) (2012)
2010
- AMBIGUITY, LEARNING, AND ASSET RETURNS
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (9)
Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (19) CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2010) View citations (9) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (22)
See also Journal Article Ambiguity, Learning, and Asset Returns, Econometrica, Econometric Society (2012) View citations (190) (2012)
- Credit Risk and Business Cycles
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (27)
- 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) View citations (51) (2011)
- Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
Online Appendices, Review of Economic Dynamics 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) View citations (34) (2011)
- Risk, uncertainty,and option exercise
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (8) Finance, University Library of Munich, Germany (2004) View citations (3) Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2004) View citations (2)
See also Journal Article Risk, uncertainty, and option exercise, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (47) (2011)
- Transitional Dynamics of Dividend and Capital Gains Tax Cuts
NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (34) (2011)
- 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) 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) View citations (4) (2013)
2009
- 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 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) View citations (3) (2019)
- Does Lumy Investment Matter for Business Cycles?
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
- 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 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) View citations (32) (2014)
- Entrepreneurial Finance and Non-diversifiable Risk
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) 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) View citations (62) (2010)
- Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
Also in Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2006) View citations (2) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (3) 2007 Meeting Papers, Society for Economic Dynamics (2007)  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (3)
See also Journal Article Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (68) (2010)
- Numerical Simulation of Nonoptimal Dynamic Equilibrium Models
Working Papers, University of Miami, Department of Economics View citations (16)
Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (11) Working Papers, Federal Reserve Bank of St. Louis (2009) View citations (11) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
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) View citations (2) (2014)
2008
- Advance Information and Asset Prices
2008 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (3) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
See also Journal Article Advance information and asset prices, Journal of Economic Theory, Elsevier (2014) View citations (18) (2014)
- The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries
2008 Meeting Papers, Society for Economic Dynamics 
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
2007
- Investment, Consumption, and Hedging under Incomplete Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (82)
Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (2) Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2006) View citations (3) CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2006) View citations (5)
See also Journal Article Investment, consumption, and hedging under incomplete markets, Journal of Financial Economics, Elsevier (2007) View citations (76) (2007)
2006
- CEO Power, Compensation and Governance
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
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) View citations (3) (2013)
- Managerial Preferences, Corporate Governance, and Financial Structure
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
2005
- 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 View citations (2)
Also in Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2005) View citations (4) Microeconomics, University Library of Munich, Germany (2004) View citations (5)
See also Journal Article A search model of centralized and decentralized trade, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2006) View citations (33) (2006)
- Capital Structure, Credit Risk, and Macroeconomic Conditions
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (5)
Also in Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2005) View citations (13) FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) View citations (10)
See also Journal Article Capital structure, credit risk, and macroeconomic conditions, Journal of Financial Economics, Elsevier (2006) View citations (236) (2006)
- 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)
- 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) View citations (2)
See also Journal Article Option exercise with temptation, Economic Theory, Springer (2008) View citations (21) (2008)
2004
- 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 View citations (2)
Also in Macroeconomics, University Library of Munich, Germany (2003) 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) View citations (80) (2006)
- Investment, Hedging, and Consumption Smoothing
Finance, University Library of Munich, Germany View citations (2)
2003
- Consumption and Saving under Knightian Uncertainty
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (4)
2002
- Irreversible Investment with Regime Shifts
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (4)
See also Journal Article Irreversible investment with regime shifts, Journal of Economic Theory, Elsevier (2005) View citations (92) (2005)
2001
- A Two-Person Dynamic Equilibrium under Ambiguity
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (18)
See also Journal Article A two-person dynamic equilibrium under ambiguity, Journal of Economic Dynamics and Control, Elsevier (2003) View citations (131) (2003)
Undated
- 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) View citations (31) (2009)
- 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) View citations (10) (2014)
- Monetary Policy and Economic Growth under Money Illusion
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
- Transitional Dynamics of Dividend Tax Reform
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
Journal Articles
2024
- Dynamic discrete choice under rational inattention
Economic Theory, 2024, 77, (3), 597-652
- Fiscal and Monetary Policy Interactions in a Model with Low Interest Rates
American Economic Journal: Macroeconomics, 2024, 16, (4), 35-76
2023
- Asset market equilibrium under rational inattention
Economic Theory, 2023, 75, (1), 1-30 View citations (1)
See also Working Paper Asset Market Equilibrium under Rational Inattention, Boston University - Department of Economics - Working Papers Series (2019) (2019)
- Correction to: Asset pricing under smooth ambiguity in continuous time
Economic Theory, 2023, 75, (1), 291-292
2022
- Asset Bubbles and Foreign Interest Rate Shocks
Review of Economic Dynamics, 2022, 44, 315-348 View citations (1)
See also Working Paper Asset Bubbles and Foreign Interest Rate Shocks, 2017 Meeting Papers (2017) (2017) Software Item Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks", Computer Codes (2021) (2021)
- Asset pricing under smooth ambiguity in continuous time
Economic Theory, 2022, 74, (2), 335-371 View citations (6)
- CHINA'S HOUSING BUBBLE, INFRASTRUCTURE INVESTMENT, AND ECONOMIC GROWTH
International Economic Review, 2022, 63, (3), 1189-1237 View citations (1)
- Introduction to the special issue in honor of Larry Epstein
Economic Theory, 2022, 74, (2), 329-333
- Multivariate Rational Inattention
Econometrica, 2022, 90, (2), 907-945 View citations (6)
See also Working Paper Multivariate Rational Inattention, Boston University - Department of Economics - Working Papers Series (2019) View citations (7) (2019)
2021
- DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND?
Macroeconomic Dynamics, 2021, 25, (4), 1090-1111 View citations (3)
See also Working Paper Does Calvo Meet Rotemberg at the Zero Lower Bound?, 2015 Meeting Papers (2015) View citations (13) (2015)
- Macro-financial volatility under dispersed information
Theoretical Economics, 2021, 16, (1) View citations (2)
See also Working Paper Macro-Financial Volatility under Dispersed Information, Boston University - Department of Economics - Working Papers Series (2019) (2019)
2020
- Asset Bubbles and Monetary Policy
Review of Economic Dynamics, 2020, 37 Supplement 1, S68-S98 View citations (64)
See also Software Item Code and data files for "Asset Bubbles and Monetary Policy", Computer Codes (2020) (2020) Working Paper Asset Bubbles and Monetary Policy, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2020) View citations (43) (2020)
- Convergence, financial development, and policy analysis
Economic Theory, 2020, 69, (3), 523-568 View citations (7)
See also Working Paper Convergence, Financial Development, and Policy Analysis, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2019) View citations (3) (2019)
- DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE
International Economic Review, 2020, 61, (3), 1229-1252 View citations (3)
See also Working Paper Discount Shock, Price-Rent Dynamics, and the Business Cycle, FRB Atlanta Working Paper (2020) View citations (3) (2020)
2019
- Ambiguity Aversion and the Variance Premium
Quarterly Journal of Finance (QJF), 2019, 09, (02), 1-36 View citations (7)
See also Working Paper Ambiguity Aversion and Variance Premium, FRB Atlanta Working Paper (2018) View citations (1) (2018)
- 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 View citations (3)
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) View citations (3) (2009)
- Monetary Policy and Rational Asset Price Bubbles: Comment
American Economic Review, 2019, 109, (5), 1969-90 View citations (25)
- Saving China’s Stock Market?
IMF Economic Review, 2019, 67, (2), 349-394 View citations (13)
See also Working Paper Saving China's Stock Market, IHEID Working Papers (2016) View citations (2) (2016)
- WOODFORD'S APPROACH TO ROBUST POLICY ANALYSIS IN A LINEAR-QUADRATIC FRAMEWORK
Macroeconomic Dynamics, 2019, 23, (5), 1895-1920 
See also Working Paper Woodford's Approach to Robust Policy Analysis in a Linear-Quadratic Framework, 2013 Meeting Papers (2013) View citations (4) (2013)
2018
- Asset Bubbles and Credit Constraints
American Economic Review, 2018, 108, (9), 2590-2628 View citations (96)
- The perils of credit booms
Economic Theory, 2018, 66, (4), 819-861 View citations (6)
2017
- Three types of robust Ramsey problems in a linear-quadratic framework
Journal of Economic Dynamics and Control, 2017, 76, (C), 211-231 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) (2013)
2016
- Chaotic banking crises and regulations
Economic Theory, 2016, 61, (2), 393-422 View citations (10)
Also in Economic Theory, 2016, 61, (2), 393-422 (2016) View citations (10)
- Introduction to the symposium on bubbles, multiple equilibria, and economic activities
Economic Theory, 2016, 61, (2), 207-214 View citations (4)
Also in Economic Theory, 2016, 61, (2), 207-214 (2016) View citations (4)
- Land prices and unemployment
Journal of Monetary Economics, 2016, 80, (C), 86-105 View citations (38)
See also Working Paper Land Prices and Unemployment, 2015 Meeting Papers (2015) View citations (1) (2015)
- Robust Contracts in Continuous Time
Econometrica, 2016, 84, 1405-1440 View citations (46)
Also in Econometrica, 2016, 84, (4), 1405-1440 (2016) View citations (43)
See also Working Paper Robust Contracts in Continuous Time, Boston University - Department of Economics - Working Papers Series (2013) View citations (5) (2013)
- Stock market bubbles and unemployment
Economic Theory, 2016, 61, (2), 273-307 View citations (37)
See also Working Paper Stock Market Bubbles and Unemployment, 2013 Meeting Papers (2013) View citations (5) (2013)
2015
- A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Quantitative Economics, 2015, 6, (3), 599-635 View citations (36)
- A duality approach to continuous-time contracting problems with limited commitment
Journal of Economic Theory, 2015, 159, (PB), 929-988 View citations (21)
See also Working Paper A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment, 2014 Meeting Papers (2014) View citations (3) (2014)
- Asset bubbles, collateral, and policy analysis
Journal of Monetary Economics, 2015, 76, (S), S57-S70 View citations (44)
- Banking bubbles and financial crises
Journal of Economic Theory, 2015, 157, (C), 763-792 View citations (41)
See also Working Paper Banking Bubbles and Financial Crisis, Boston University - Department of Economics - Working Papers Series (2012) View citations (6) (2012)
- Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Journal of Monetary Economics, 2015, 69, (C), 70-89 View citations (9)
2014
- A Q-theory model with lumpy investment
Economic Theory, 2014, 57, (1), 133-159 View citations (4)
- Advance information and asset prices
Journal of Economic Theory, 2014, 149, (C), 236-275 View citations (18)
See also Working Paper Advance Information and Asset Prices, 2008 Meeting Papers (2008) View citations (3) (2008)
- Dynamic Asset Allocation with Ambiguous Return Predictability
Review of Economic Dynamics, 2014, 17, (4), 799-823 View citations (32)
See also Working Paper Dynamic Asset Allocation with Ambiguous Return Predictability, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) View citations (21) (2009) Software Item Code and data files for "Dynamic Asset Allocation with Ambiguous Return Predictability", Computer Codes (2013) (2013)
- Introduction to economic theory of bubbles
Journal of Mathematical Economics, 2014, 53, (C), 130-136 View citations (81)
- Lumpy Investment and Corporate Tax Policy
Journal of Money, Credit and Banking, 2014, 46, (6), 1171-1203 View citations (10)
See also Working Paper Lumpy Investment and Corporate Tax Policy, Boston University - Department of Economics - Working Papers Series View citations (1)
- NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
International Economic Review, 2014, 55, (1), 83-110 View citations (2)
See also Working Paper Numerical Simulation of Nonoptimal Dynamic Equilibrium Models, Working Papers (2009) View citations (16) (2009)
- Sectoral bubbles, misallocation, and endogenous growth
Journal of Mathematical Economics, 2014, 53, (C), 153-163 View citations (76)
2013
- CEO Power, Compensation, and Governance
Annals of Economics and Finance, 2013, 14, (2), 443-479 View citations (3)
See also Working Paper CEO Power, Compensation and Governance, CEPR Discussion Papers (2006) (2006)
- Economic growth under money illusion
Journal of Economic Dynamics and Control, 2013, 37, (1), 84-103 View citations (15)
- What Does the Corporate Income Tax Tax? A Simple Model Without Capital
Annals of Economics and Finance, 2013, 14, (1), 1-19 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
- Ambiguity, Learning, and Asset Returns
Econometrica, 2012, 80, (2), 559-591 View citations (190)
See also Working Paper AMBIGUITY, LEARNING, AND ASSET RETURNS, Boston University - Department of Economics - Working Papers Series (2010) View citations (9) (2010)
- Bubbles and Total Factor Productivity
American Economic Review, 2012, 102, (3), 82-87 View citations (111)
See also Working Paper Bubbles and Total Factor Productivity, Boston University - Department of Economics - Working Papers Series (2011) View citations (6) (2011)
- The dynamics of mergers and acquisitions in oligopolistic industries
Journal of Economic Dynamics and Control, 2012, 36, (4), 585-609 View citations (31)
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
- Intertemporal substitution and recursive smooth ambiguity preferences
Theoretical Economics, 2011, 6, (3) 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)
- Risk, uncertainty, and option exercise
Journal of Economic Dynamics and Control, 2011, 35, (4), 442-461 View citations (47)
See also Working Paper Risk, uncertainty,and option exercise, Boston University - Department of Economics - Working Papers Series (2010) View citations (1) (2010)
- Transitional Dynamics of Dividend and Capital Gains Tax Cuts
Review of Economic Dynamics, 2011, 14, (2), 368-383 View citations (34)
See also Software Item Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Computer Codes (2010) (2010) Working Paper Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Online Appendices (2010) View citations (5) (2010) Working Paper Transitional Dynamics of Dividend and Capital Gains Tax Cuts, NBER Working Papers (2010) View citations (5) (2010)
2010
- Entrepreneurial Finance and Nondiversifiable Risk
The Review of Financial Studies, 2010, 23, (12), 4348-4388 View citations (62)
See also Working Paper Entrepreneurial Finance and Non-diversifiable Risk, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) View citations (2) (2009)
- Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform
American Economic Journal: Macroeconomics, 2010, 2, (1), 131-68 View citations (68)
See also Working Paper Firm Heterogeneity and the Long-run Effects of Dividend Tax Reform, NBER Working Papers (2009) View citations (2) (2009)
2009
- Ambiguity, Risk and Portfolio Choice under Incomplete Information
Annals of Economics and Finance, 2009, 10, (2), 257-279 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
- Option exercise with temptation
Economic Theory, 2008, 34, (3), 473-501 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
- Investment, consumption, and hedging under incomplete markets
Journal of Financial Economics, 2007, 86, (3), 608-642 View citations (76)
See also Working Paper Investment, Consumption, and Hedging under Incomplete Markets, NBER Working Papers (2007) View citations (82) (2007)
2006
- A search model of centralized and decentralized trade
Review of Economic Dynamics, 2006, 9, (1), 68-92 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) View citations (2) (2005)
- Capital structure, credit risk, and macroeconomic conditions
Journal of Financial Economics, 2006, 82, (3), 519-550 View citations (236)
See also Working Paper Capital Structure, Credit Risk, and Macroeconomic Conditions, CEMA Working Papers (2005) View citations (5) (2005)
- Competitive equilibria of economies with a continuum of consumers and aggregate shocks
Journal of Economic Theory, 2006, 128, (1), 274-298 View citations (80)
See also Working Paper Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks, CEMA Working Papers (2004) View citations (2) (2004)
2005
- Irreversible investment with regime shifts
Journal of Economic Theory, 2005, 122, (1), 37-59 View citations (92)
See also Working Paper Irreversible Investment with Regime Shifts, FAME Research Paper Series (2002) View citations (4) (2002)
- Optimal Capital Structure and Industry Dynamics
Journal of Finance, 2005, 60, (6), 2621-2659 View citations (115)
See also Working Paper Optimal Capital Structure and Industry Dynamics, CEMA Working Papers (2011) View citations (1) (2011)
2004
- A Note on Consumption and Savings under Knightian Uncertainty
Annals of Economics and Finance, 2004, 5, (2), 299-311 View citations (17)
2003
- A two-person dynamic equilibrium under ambiguity
Journal of Economic Dynamics and Control, 2003, 27, (7), 1253-1288 View citations (131)
See also Working Paper A Two-Person Dynamic Equilibrium under Ambiguity, RCER Working Papers (2001) View citations (18) (2001)
Software Items
2021
- Code and data files for "Asset Bubbles and Foreign Interest Rate Shocks"
Computer Codes, Review of Economic Dynamics 
See also Journal Article Asset Bubbles and Foreign Interest Rate Shocks, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (1) (2022)
2020
- Code and data files for "Asset Bubbles and Monetary Policy"
Computer Codes, Review of Economic Dynamics 
See also Journal Article Asset Bubbles and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (64) (2020)
2013
- Code and data files for "Dynamic Asset Allocation with Ambiguous Return Predictability"
Computer Codes, Review of Economic Dynamics 
See also Journal Article Dynamic Asset Allocation with Ambiguous Return Predictability, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (32) (2014)
2010
- Code and data files for "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
Computer Codes, Review of Economic Dynamics 
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) View citations (34) (2011)
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