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 2025-01-06. 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

2021

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

2020

4. 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)
5. 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

6. 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 (2) (2023)
7. China’s Housing Bubble, Infrastructure Investment, and Economic Growth
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
8. 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)
9. Dynamic Rationally Inattentive Discrete Choice: A Posterior-Based Approach
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
10. 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)
11. Multivariate LQG Control under Rational Inattention in Continuous Time
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (5)
12. 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 (7) (2022)

2018

13. 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

14. 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

15. 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

16. 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)
17. Housing Bubbles and Policy Analysis
    2015 Meeting Papers, Society for Economic Dynamics View citations (3)
18. 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

19. 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 (22) (2015)
20. Liquidity Premia, Price-Rent Dynamics, and Business Cycles
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (6)

2013

21. A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles
    2013 Meeting Papers, Society for Economic Dynamics View citations (10)
22. 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)
23. 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)
24. 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)
25. 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

26. 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)
27. 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

28. 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)
29. 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)
30. 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)
31. 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

32. 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)
    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)
    See also Journal Article Ambiguity, Learning, and Asset Returns, Econometrica, Econometric Society (2012) View citations (192) (2012)
33. Credit Risk and Business Cycles
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (27)
34. 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)
35. 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)
36. 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 - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2004) View citations (2)
    Finance, University Library of Munich, Germany (2004) View citations (3)
    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) View citations (47) (2011)
37. 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)
38. 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

39. 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)
40. 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)
41. 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)
42. Entrepreneurial Finance and Non-diversifiable Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2009) View citations (2)
    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)
43. 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 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)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (3)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2006) 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) View citations (68) (2010)
44. Numerical Simulation of Nonoptimal Dynamic Equilibrium Models
    2009 Meeting Papers, Society for Economic Dynamics View citations (11)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
    Working Papers, Federal Reserve Bank of St. Louis (2009) View citations (11)
    Working Papers, University of Miami, Department of Economics (2009) View citations (16)
    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

45. 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)
46. 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

47. 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)
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2006) View citations (5)
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2006) View citations (3)
    See also Journal Article Investment, consumption, and hedging under incomplete markets, Journal of Financial Economics, Elsevier (2007) View citations (76) (2007)

2006

48. 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)
49. Managerial Preferences, Corporate Governance, and Financial Structure
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)

2005

50. 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 Microeconomics, University Library of Munich, Germany (2004) View citations (5)
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2005) 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) View citations (33) (2006)
51. Capital Structure, Credit Risk, and Macroeconomic Conditions
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics View citations (13)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) View citations (10)
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2005) View citations (5)
    See also Journal Article Capital structure, credit risk, and macroeconomic conditions, Journal of Financial Economics, Elsevier (2006) View citations (236) (2006)
52. Numerical Solution of Dynamic Non-Optimal Economies
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (1)
53. 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

54. 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 (81) (2006)
55. Investment, Hedging, and Consumption Smoothing
    Finance, University Library of Munich, Germany View citations (2)

2003

56. 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

57. 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 (93) (2005)

2001

58. 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

59. 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)
60. 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)
61. Monetary Policy and Economic Growth under Money Illusion
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
62. 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

1. Dynamic discrete choice under rational inattention
   Economic Theory, 2024, 77, (3), 597-652 View citations (1)
2. Fiscal and Monetary Policy Interactions in a Model with Low Interest Rates
   American Economic Journal: Macroeconomics, 2024, 16, (4), 35-76

2023

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

2022

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

2021

10. 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)
11. 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

12. 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)
13. 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)
14. 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

15. 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)
16. 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)
17. Monetary Policy and Rational Asset Price Bubbles: Comment
    American Economic Review, 2019, 109, (5), 1969-90 View citations (25)
18. 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)
19. 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

20. Asset Bubbles and Credit Constraints
    American Economic Review, 2018, 108, (9), 2590-2628 View citations (97)
21. The perils of credit booms
    Economic Theory, 2018, 66, (4), 819-861 View citations (6)

2017

22. 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

23. 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)
24. 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)
25. 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)
26. 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)
27. 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

28. A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
    Quantitative Economics, 2015, 6, (3), 599-635 View citations (36)
29. A duality approach to continuous-time contracting problems with limited commitment
    Journal of Economic Theory, 2015, 159, (PB), 929-988 View citations (22)
    See also Working Paper A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment, 2014 Meeting Papers (2014) View citations (3) (2014)
30. Asset bubbles, collateral, and policy analysis
    Journal of Monetary Economics, 2015, 76, (S), S57-S70 View citations (45)
31. 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)
32. Growth uncertainty, generalized disappointment aversion and production-based asset pricing
    Journal of Monetary Economics, 2015, 69, (C), 70-89 View citations (9)

2014

33. A Q-theory model with lumpy investment
    Economic Theory, 2014, 57, (1), 133-159 View citations (4)
34. 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)
35. 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)
36. Introduction to economic theory of bubbles
    Journal of Mathematical Economics, 2014, 53, (C), 130-136 View citations (82)
37. 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)
38. 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, 2009 Meeting Papers (2009) View citations (11) (2009)
39. Sectoral bubbles, misallocation, and endogenous growth
    Journal of Mathematical Economics, 2014, 53, (C), 153-163 View citations (76)

2013

40. 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)
41. Economic growth under money illusion
    Journal of Economic Dynamics and Control, 2013, 37, (1), 84-103 View citations (15)
42. 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

43. Ambiguity, Learning, and Asset Returns
    Econometrica, 2012, 80, (2), 559-591 View citations (192)
    See also Working Paper AMBIGUITY, LEARNING, AND ASSET RETURNS, Boston University - Department of Economics - Working Papers Series (2010) View citations (9) (2010)
44. 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)
45. 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

46. 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)
47. 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)
48. 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 Transitional Dynamics of Dividend and Capital Gains Tax Cuts, NBER Working Papers (2010) View citations (5) (2010)
    Working Paper Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts", Online Appendices (2010) View citations (5) (2010)

2010

49. 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, NBER Working Papers (2009) View citations (4) (2009)
50. 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

51. 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

52. 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

53. 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

54. 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)
55. 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, Boston University - Department of Economics - Macroeconomics Working Papers Series (2005) View citations (13) (2005)
56. Competitive equilibria of economies with a continuum of consumers and aggregate shocks
    Journal of Economic Theory, 2006, 128, (1), 274-298 View citations (81)
    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

57. Irreversible investment with regime shifts
    Journal of Economic Theory, 2005, 122, (1), 37-59 View citations (93)
    See also Working Paper Irreversible Investment with Regime Shifts, FAME Research Paper Series (2002) View citations (4) (2002)
58. 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

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

2003

60. 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

1. 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

2. 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

3. 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

4. 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)