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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 2020-05-15. Update your information in the RePEc Author Service.

Short-id: pmi103


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Working Papers

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
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (15)

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

2019

  1. Asset Market Equilibrium under Rational Inattention
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
  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
    See also Journal Article in Economic Theory (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
  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 (1)
  7. Multivariate Rational Inattention
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads

2018

  1. Ambiguity Aversion and Variance Premium
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) Downloads View citations (14)

    See also Journal Article in Quarterly Journal of Finance (QJF) (2019)

2017

  1. Asset Bubbles and Foreign Interest Rate Shocks
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2016

  1. Land Prices and Unemployment
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (3)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) Downloads View citations (4)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads

    See also Journal Article in Journal of Monetary Economics (2016)
  2. Saving China's Stock Market
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies Downloads View citations (2)
    See also Journal Article in IMF Economic Review (2019)

2015

  1. Does Calvo Meet Rotemberg at the Zero Lower Bound?
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
  2. Housing Bubbles and Policy Analysis
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2014

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

    See also Journal Article in Journal of Economic Theory (2015)
  2. Liquidity Premia, Price-Rent Dynamics, and Business Cycles
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (4)

2013

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

    See also Journal Article in Economic Theory (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 in Journal of Economic Dynamics and Control (2017)
  5. Woodford's Approach to Robust Policy Analysis in a Linear-Quadratic Framework
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2019)

2012

  1. Banking Bubbles and Financial Crisis
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of Economic Theory (2015)
  2. Sectoral Bubbles and Endogenous Growth
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    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
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (25)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (21)
  2. Bubbles and Total Factor Productivity
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
    See also Journal Article in American Economic Review (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 in Journal of Finance (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 in Journal of Economic Dynamics and Control (2012)

2010

  1. AMBIGUITY, LEARNING, AND ASSET RETURNS
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (6)
    Also in CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2010) Downloads View citations (6)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (24)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (15)

    See also Journal Article in Econometrica (2012)
  2. Credit Risk and Business Cycles
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (18)
  3. Intertemporal substitution and recursive smooth ambiguity preferences
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
    See also Journal Article in Theoretical Economics (2011)
  4. Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
    Online Appendices, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)
  5. Risk, uncertainty,and option exercise
    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 (2007) View citations (4)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2004) Downloads
    Finance, University Library of Munich, Germany (2004) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  6. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Economic Dynamics (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 (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (4)

    See also Journal Article in Annals of Economics and Finance (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 in Annals of Economics and Finance (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 (19)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (10)

    See also Journal Article in Review of Economic Dynamics (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 (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (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 Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2006) Downloads View citations (1)
    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)
    2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads

    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  6. Numerical Simulation of Nonoptimal Dynamic Equilibrium Models
    Working Papers, University of Miami, Department of Economics Downloads View citations (7)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
    2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (1)
    Working Papers, Federal Reserve Bank of St. Louis (2009) Downloads View citations (10)

    See also Journal Article in International Economic Review (2014)

2008

  1. Advance Information and Asset Prices
    2008 Meeting Papers, Society for Economic Dynamics Downloads
    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 in Journal of Economic Theory (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 (54)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (1)
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2006) Downloads View citations (2)
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2006) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (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 in Annals of Economics and Finance (2013)
  2. Managerial Preferences, Corporate Governance, and Financial Structure
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)

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 (1)
    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 (2)

    See also Journal Article in Review of Economic Dynamics (2006)
  2. Capital Structure, Credit Risk, and Macroeconomic Conditions
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics Downloads View citations (11)
    Also in CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2005) Downloads View citations (3)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004) Downloads View citations (6)

    See also Journal Article in Journal of Financial Economics (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 in Economic Theory (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 (1)
    Also in Macroeconomics, University Library of Munich, Germany (2003) Downloads View citations (4)

    See also Journal Article in Journal of Economic Theory (2006)
  2. Investment, Hedging, and Consumption Smoothing
    Finance, University Library of Munich, Germany Downloads

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 in Journal of Economic Theory (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 in Journal of Economic Dynamics and Control (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 in Annals of Economics and Finance (2009)
  2. Lumpy Investment and Corporate Tax Policy
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
    See also Journal Article in Journal of Money, Credit and Banking (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 (2)
  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

2020

  1. Asset Bubbles and Monetary Policy
    Review of Economic Dynamics, 2020, 38, 3 Downloads
    See also Software Item (2020)
    Working Paper (2020)
  2. Convergence, financial development, and policy analysis
    Economic Theory, 2020, 69, (3), 523-568 Downloads
    See also Working Paper (2019)

2019

  1. Ambiguity Aversion and the Variance Premium
    Quarterly Journal of Finance (QJF), 2019, 09, (02), 1-36 Downloads View citations (2)
    See also Working Paper (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
    See also Working Paper (2009)
  3. Monetary Policy and Rational Asset Price Bubbles: Comment
    American Economic Review, 2019, 109, (5), 1969-90 Downloads View citations (7)
  4. Saving China’s Stock Market?
    IMF Economic Review, 2019, 67, (2), 349-394 Downloads View citations (1)
    See also Working Paper (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 (2013)

2018

  1. Asset Bubbles and Credit Constraints
    American Economic Review, 2018, 108, (9), 2590-2628 Downloads View citations (21)
  2. The perils of credit booms
    Economic Theory, 2018, 66, (4), 819-861 Downloads View citations (2)

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
    See also Working Paper (2013)

2016

  1. Chaotic banking crises and regulations
    Economic Theory, 2016, 61, (2), 393-422 Downloads View citations (2)
    Also in Economic Theory, 2016, 61, (2), 393-422 (2016) Downloads View citations (2)
  2. Introduction to the symposium on bubbles, multiple equilibria, and economic activities
    Economic Theory, 2016, 61, (2), 207-214 Downloads
    Also in Economic Theory, 2016, 61, (2), 207-214 (2016) Downloads
  3. Land prices and unemployment
    Journal of Monetary Economics, 2016, 80, (C), 86-105 Downloads View citations (15)
    See also Working Paper (2016)
  4. Robust Contracts in Continuous Time
    Econometrica, 2016, 84, 1405-1440 Downloads View citations (9)
    See also Working Paper (2013)
  5. Stock market bubbles and unemployment
    Economic Theory, 2016, 61, (2), 273-307 Downloads View citations (10)
    See also Working Paper (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 (13)
  2. A duality approach to continuous-time contracting problems with limited commitment
    Journal of Economic Theory, 2015, 159, (PB), 929-988 Downloads View citations (9)
    See also Working Paper (2014)
  3. Asset bubbles, collateral, and policy analysis
    Journal of Monetary Economics, 2015, 76, (S), S57-S70 Downloads View citations (20)
  4. Banking bubbles and financial crises
    Journal of Economic Theory, 2015, 157, (C), 763-792 Downloads View citations (29)
    See also Working Paper (2012)
  5. Growth uncertainty, generalized disappointment aversion and production-based asset pricing
    Journal of Monetary Economics, 2015, 69, (C), 70-89 Downloads View citations (3)

2014

  1. A Q-theory model with lumpy investment
    Economic Theory, 2014, 57, (1), 133-159 Downloads View citations (2)
  2. Advance information and asset prices
    Journal of Economic Theory, 2014, 149, (C), 236-275 Downloads View citations (12)
    See also Working Paper (2008)
  3. Dynamic Asset Allocation with Ambiguous Return Predictability
    Review of Economic Dynamics, 2014, 17, (4), 799-823 Downloads View citations (6)
    See also Working Paper (2009)
    Software Item (2013)
  4. Introduction to economic theory of bubbles
    Journal of Mathematical Economics, 2014, 53, (C), 130-136 Downloads View citations (58)
  5. Lumpy Investment and Corporate Tax Policy
    Journal of Money, Credit and Banking, 2014, 46, (6), 1171-1203 Downloads View citations (4)
    See also Working Paper
  6. NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
    International Economic Review, 2014, 55, 83-110 Downloads View citations (11)
    See also Working Paper (2009)
  7. Sectoral bubbles, misallocation, and endogenous growth
    Journal of Mathematical Economics, 2014, 53, (C), 153-163 Downloads View citations (35)

2013

  1. CEO Power, Compensation, and Governance
    Annals of Economics and Finance, 2013, 14, (2), 443-479 Downloads View citations (2)
    See also Working Paper (2006)
  2. Economic growth under money illusion
    Journal of Economic Dynamics and Control, 2013, 37, (1), 84-103 Downloads View citations (13)
  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 (1)
    See also Working Paper (2010)

2012

  1. Ambiguity, Learning, and Asset Returns
    Econometrica, 2012, 80, (2), 559-591 Downloads View citations (101)
    See also Working Paper (2010)
  2. Bubbles and Total Factor Productivity
    American Economic Review, 2012, 102, (3), 82-87 Downloads View citations (45)
    See also Working Paper (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 (16)
    See also Working Paper (2011)

2011

  1. Intertemporal substitution and recursive smooth ambiguity preferences
    Theoretical Economics, 2011, 6, (3) Downloads View citations (29)
    See also Working Paper (2010)
  2. Risk, uncertainty, and option exercise
    Journal of Economic Dynamics and Control, 2011, 35, (4), 442-461 Downloads View citations (27)
    See also Working Paper (2010)
  3. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    Review of Economic Dynamics, 2011, 14, (2), 368-383 Downloads View citations (10)
    See also Software Item (2010)
    Working Paper (2010)
    Working Paper (2010)

2010

  1. Entrepreneurial Finance and Nondiversifiable Risk
    Review of Financial Studies, 2010, 23, (12), 4348-4388 Downloads View citations (35)
    See also Working Paper (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 (25)
    See also Working Paper (2009)

2009

  1. Ambiguity, Risk and Portfolio Choice under Incomplete Information
    Annals of Economics and Finance, 2009, 10, (2), 257-279 Downloads View citations (20)
    See also Working Paper

2008

  1. Option exercise with temptation
    Economic Theory, 2008, 34, (3), 473-501 Downloads View citations (16)
    See also Working Paper (2005)

2007

  1. Investment, consumption, and hedging under incomplete markets
    Journal of Financial Economics, 2007, 86, (3), 608-642 Downloads View citations (54)
    See also Working Paper (2007)

2006

  1. A search model of centralized and decentralized trade
    Review of Economic Dynamics, 2006, 9, (1), 68-92 Downloads View citations (22)
    See also Working Paper (2005)
  2. Capital structure, credit risk, and macroeconomic conditions
    Journal of Financial Economics, 2006, 82, (3), 519-550 Downloads View citations (132)
    See also Working Paper (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 (56)
    See also Working Paper (2004)

2005

  1. Irreversible investment with regime shifts
    Journal of Economic Theory, 2005, 122, (1), 37-59 Downloads View citations (69)
    See also Working Paper (2002)
  2. Optimal Capital Structure and Industry Dynamics
    Journal of Finance, 2005, 60, (6), 2621-2659 Downloads View citations (79)
    See also Working Paper (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 (13)

2003

  1. A two-person dynamic equilibrium under ambiguity
    Journal of Economic Dynamics and Control, 2003, 27, (7), 1253-1288 Downloads View citations (110)
    See also Working Paper (2001)

Software Items

2020

  1. Code and data files for "Asset Bubbles and Monetary Policy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (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 in Review of Economic Dynamics (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 in Review of Economic Dynamics (2011)
 
Page updated 2020-08-08