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 2022-06-08. Update your information in the RePEc Author Service.

Short-id: pmi103

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Working Papers

2021

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

2020

3. 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 (19)
   Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (18)
   See also Journal Article in Review of Economic Dynamics (2020)
4. Discount Shock, Price-Rent Dynamics, and the Business Cycle
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (4)
   See also Journal Article in International Economic Review (2020)

2019

5. Asset Market Equilibrium under Rational Inattention
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
6. China’s Housing Bubble, Infrastructure Investment, and Economic Growth
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
7. 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 in Economic Theory (2020)
8. Dynamic Rationally Inattentive Discrete Choice: A Posterior-Based Approach
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
9. 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)
10. Multivariate LQG Control under Rational Inattention in Continuous Time
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
11. Multivariate Rational Inattention
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (7)
    See also Journal Article in Econometrica (2022)

2018

12. Ambiguity Aversion and Variance Premium
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012) View citations (18)
    See also Journal Article in Quarterly Journal of Finance (QJF) (2019)

2017

13. Asset Bubbles and Foreign Interest Rate Shocks
    2017 Meeting Papers, Society for Economic Dynamics
    See also Journal Article in Review of Economic Dynamics (2022)

2016

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

2015

15. Does Calvo Meet Rotemberg at the Zero Lower Bound?
    2015 Meeting Papers, Society for Economic Dynamics View citations (13)
    See also Journal Article in Macroeconomic Dynamics (2021)
16. Housing Bubbles and Policy Analysis
    2015 Meeting Papers, Society for Economic Dynamics View citations (3)
17. Land Prices and Unemployment
    2015 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (14)
    Working Paper Series, Federal Reserve Bank of San Francisco (2013) View citations (18)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2013) View citations (7)
    See also Journal Article in Journal of Monetary Economics (2016)

2014

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

2013

20. A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles
    2013 Meeting Papers, Society for Economic Dynamics View citations (10)
21. 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 in Econometrica (2016)
22. 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 in Economic Theory (2016)
23. 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 in Journal of Economic Dynamics and Control (2017)
24. 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 in Macroeconomic Dynamics (2019)

2012

25. 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 in Journal of Economic Theory (2015)
26. 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

27. 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)
28. 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 in American Economic Review (2012)
29. 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 in Journal of Finance (2005)
30. 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

31. AMBIGUITY, LEARNING, AND ASSET RETURNS
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (8)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (22)
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2010) View citations (8)
    MPRA Paper, University Library of Munich, Germany (2009) View citations (19)
    See also Journal Article in Econometrica (2012)
32. Credit Risk and Business Cycles
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (26)
33. 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 in Theoretical Economics (2011)
34. Online Appendix to "Transitional Dynamics of Dividend and Capital Gains Tax Cuts"
    Online Appendices, Review of Economic Dynamics
    See also Journal Article in Review of Economic Dynamics (2011)
35. 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 (8)
    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)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
36. 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 in Review of Economic Dynamics (2011)
37. 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 (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (6)
    See also Journal Article in Annals of Economics and Finance (2013)

2009

38. 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 in Annals of Economics and Finance (2019)
39. 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)
40. 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 in Review of Economic Dynamics (2014)
41. 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 - Working Papers Series, Boston University - Department of Economics View citations (2)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2009) View citations (2)
    See also Journal Article in Review of Financial Studies (2010)
42. 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 - Working Papers Series, Boston University - Department of Economics (2006) View citations (3)
    2007 Meeting Papers, Society for Economic Dynamics (2007)
    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 in American Economic Journal: Macroeconomics (2010)
43. 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 (10)
    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 (9)
    See also Journal Article in International Economic Review (2014)

2008

44. Advance Information and Asset Prices
    2008 Meeting Papers, Society for Economic Dynamics View citations (3)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (3)
    See also Journal Article in Journal of Economic Theory (2014)
45. 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

46. Investment, Consumption, and Hedging under Incomplete Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (74)
    Also in 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)
    2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (2)
    See also Journal Article in Journal of Financial Economics (2007)

2006

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

2005

49. 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 in Review of Economic Dynamics (2006)
50. 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 in Journal of Financial Economics (2006)
51. 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)
52. 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 in Economic Theory (2008)

2004

53. 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 in Journal of Economic Theory (2006)
54. Investment, Hedging, and Consumption Smoothing
    Finance, University Library of Munich, Germany View citations (2)

2003

55. 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

56. Irreversible Investment with Regime Shifts
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (4)
    See also Journal Article in Journal of Economic Theory (2005)

2001

57. 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 in Journal of Economic Dynamics and Control (2003)

Undated

58. 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)
59. 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 in Journal of Money, Credit and Banking (2014)
60. Monetary Policy and Economic Growth under Money Illusion
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
61. Transitional Dynamics of Dividend Tax Reform
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)

Journal Articles

2022

1. Asset Bubbles and Foreign Interest Rate Shocks
   Review of Economic Dynamics, 2022, 44, 315-348
   See also Software Item (2021)
   Working Paper (2017)
2. Multivariate Rational Inattention
   Econometrica, 2022, 90, (2), 907-945 View citations (3)
   See also Working Paper (2019)

2021

3. DOES CALVO MEET ROTEMBERG AT THE ZERO LOWER BOUND?
   Macroeconomic Dynamics, 2021, 25, (4), 1090-1111 View citations (1)
   See also Working Paper (2015)

2020

4. Asset Bubbles and Monetary Policy
   Review of Economic Dynamics, 2020, 37 Supplement 1, S68-S98 View citations (40)
   See also Software Item (2020)
   Working Paper (2020)
5. Convergence, financial development, and policy analysis
   Economic Theory, 2020, 69, (3), 523-568 View citations (5)
   See also Working Paper (2019)
6. DISCOUNT SHOCK, PRICE–RENT DYNAMICS, AND THE BUSINESS CYCLE
   International Economic Review, 2020, 61, (3), 1229-1252 View citations (1)
   See also Working Paper (2020)

2019

7. Ambiguity Aversion and the Variance Premium
   Quarterly Journal of Finance (QJF), 2019, 09, (02), 1-36 View citations (5)
   See also Working Paper (2018)
8. 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 (2)
   See also Working Paper (2009)
9. Monetary Policy and Rational Asset Price Bubbles: Comment
   American Economic Review, 2019, 109, (5), 1969-90 View citations (15)
10. Saving China’s Stock Market?
    IMF Economic Review, 2019, 67, (2), 349-394 View citations (8)
    See also Working Paper (2016)
11. WOODFORD'S APPROACH TO ROBUST POLICY ANALYSIS IN A LINEAR-QUADRATIC FRAMEWORK
    Macroeconomic Dynamics, 2019, 23, (5), 1895-1920
    See also Working Paper (2013)

2018

12. Asset Bubbles and Credit Constraints
    American Economic Review, 2018, 108, (9), 2590-2628 View citations (69)
13. Aversion to ambiguity and model misspecification in dynamic stochastic environments
    Proceedings of the National Academy of Sciences, 2018, 115, (37), 9163-9168 View citations (13)
14. The perils of credit booms
    Economic Theory, 2018, 66, (4), 819-861 View citations (4)

2017

15. Three types of robust Ramsey problems in a linear-quadratic framework
    Journal of Economic Dynamics and Control, 2017, 76, (C), 211-231 View citations (5)
    See also Working Paper (2013)

2016

16. Chaotic banking crises and regulations
    Economic Theory, 2016, 61, (2), 393-422 View citations (8)
    Also in Economic Theory, 2016, 61, (2), 393-422 (2016) View citations (8)
17. 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)
18. Land prices and unemployment
    Journal of Monetary Economics, 2016, 80, (C), 86-105 View citations (33)
    See also Working Paper (2015)
19. Robust Contracts in Continuous Time
    Econometrica, 2016, 84, 1405-1440 View citations (35)
    Also in Econometrica, 2016, 84, (4), 1405-1440 (2016) View citations (32)
    See also Working Paper (2013)
20. Stock market bubbles and unemployment
    Economic Theory, 2016, 61, (2), 273-307 View citations (33)
    See also Working Paper (2013)

2015

21. A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
    Quantitative Economics, 2015, 6, (3), 599-635 View citations (26)
22. A duality approach to continuous-time contracting problems with limited commitment
    Journal of Economic Theory, 2015, 159, (PB), 929-988 View citations (16)
    See also Working Paper (2014)
23. Asset bubbles, collateral, and policy analysis
    Journal of Monetary Economics, 2015, 76, (S), S57-S70 View citations (34)
24. Banking bubbles and financial crises
    Journal of Economic Theory, 2015, 157, (C), 763-792 View citations (35)
    See also Working Paper (2012)
25. Growth uncertainty, generalized disappointment aversion and production-based asset pricing
    Journal of Monetary Economics, 2015, 69, (C), 70-89 View citations (7)

2014

26. A Q-theory model with lumpy investment
    Economic Theory, 2014, 57, (1), 133-159 View citations (4)
27. Advance information and asset prices
    Journal of Economic Theory, 2014, 149, (C), 236-275 View citations (16)
    See also Working Paper (2008)
28. Dynamic Asset Allocation with Ambiguous Return Predictability
    Review of Economic Dynamics, 2014, 17, (4), 799-823 View citations (17)
    See also Working Paper (2009)
    Software Item (2013)
29. Introduction to economic theory of bubbles
    Journal of Mathematical Economics, 2014, 53, (C), 130-136 View citations (73)
30. Lumpy Investment and Corporate Tax Policy
    Journal of Money, Credit and Banking, 2014, 46, (6), 1171-1203 View citations (9)
    See also Working Paper
31. NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
    International Economic Review, 2014, 55, (1), 83-110 View citations (1)
    See also Working Paper (2009)
32. Sectoral bubbles, misallocation, and endogenous growth
    Journal of Mathematical Economics, 2014, 53, (C), 153-163 View citations (56)

2013

33. CEO Power, Compensation, and Governance
    Annals of Economics and Finance, 2013, 14, (2), 443-479 View citations (3)
    See also Working Paper (2006)
34. Economic growth under money illusion
    Journal of Economic Dynamics and Control, 2013, 37, (1), 84-103 View citations (13)
35. 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 (2010)

2012

36. Ambiguity, Learning, and Asset Returns
    Econometrica, 2012, 80, (2), 559-591 View citations (161)
    See also Working Paper (2010)
37. Bubbles and Total Factor Productivity
    American Economic Review, 2012, 102, (3), 82-87 View citations (101)
    See also Working Paper (2011)
38. The dynamics of mergers and acquisitions in oligopolistic industries
    Journal of Economic Dynamics and Control, 2012, 36, (4), 585-609 View citations (23)
    See also Working Paper (2011)

2011

39. Intertemporal substitution and recursive smooth ambiguity preferences
    Theoretical Economics, 2011, 6, (3) View citations (46)
    See also Working Paper (2010)
40. Risk, uncertainty, and option exercise
    Journal of Economic Dynamics and Control, 2011, 35, (4), 442-461 View citations (43)
    See also Working Paper (2010)
41. Transitional Dynamics of Dividend and Capital Gains Tax Cuts
    Review of Economic Dynamics, 2011, 14, (2), 368-383 View citations (26)
    See also Working Paper (2010)
    Working Paper (2010)
    Software Item (2010)

2010

42. Entrepreneurial Finance and Nondiversifiable Risk
    Review of Financial Studies, 2010, 23, (12), 4348-4388 View citations (49)
    See also Working Paper (2009)
43. Firm Heterogeneity and the Long-Run Effects of Dividend Tax Reform
    American Economic Journal: Macroeconomics, 2010, 2, (1), 131-68 View citations (51)
    See also Working Paper (2009)

2009

44. Ambiguity, Risk and Portfolio Choice under Incomplete Information
    Annals of Economics and Finance, 2009, 10, (2), 257-279 View citations (26)
    See also Working Paper

2008

45. Option exercise with temptation
    Economic Theory, 2008, 34, (3), 473-501 View citations (19)
    See also Working Paper (2005)

2007

46. Investment, consumption, and hedging under incomplete markets
    Journal of Financial Economics, 2007, 86, (3), 608-642 View citations (73)
    See also Working Paper (2007)

2006

47. A search model of centralized and decentralized trade
    Review of Economic Dynamics, 2006, 9, (1), 68-92 View citations (33)
    See also Working Paper (2005)
48. Capital structure, credit risk, and macroeconomic conditions
    Journal of Financial Economics, 2006, 82, (3), 519-550 View citations (205)
    See also Working Paper (2005)
49. Competitive equilibria of economies with a continuum of consumers and aggregate shocks
    Journal of Economic Theory, 2006, 128, (1), 274-298 View citations (75)
    See also Working Paper (2004)

2005

50. Irreversible investment with regime shifts
    Journal of Economic Theory, 2005, 122, (1), 37-59 View citations (84)
    See also Working Paper (2002)
51. Optimal Capital Structure and Industry Dynamics
    Journal of Finance, 2005, 60, (6), 2621-2659 View citations (110)
    See also Working Paper (2011)

2004

52. A Note on Consumption and Savings under Knightian Uncertainty
    Annals of Economics and Finance, 2004, 5, (2), 299-311 View citations (15)

2003

53. A two-person dynamic equilibrium under ambiguity
    Journal of Economic Dynamics and Control, 2003, 27, (7), 1253-1288 View citations (120)
    See also Working Paper (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 in Review of Economic Dynamics (2022)

2020

2. Code and data files for "Asset Bubbles and Monetary Policy"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (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 in Review of Economic Dynamics (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 in Review of Economic Dynamics (2011)