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Details about Sujoy Mukerji

Postal address:School of Economics and Finance Queen Mary University of London Mile End Road London E1 4NS
Workplace:School of Economics and Finance, Queen Mary University of London, (more information at EDIRC)

Access statistics for papers by Sujoy Mukerji.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pmu154


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Working Papers

2025

  1. Sharing Model Uncertainty
    Working Papers, HAL Downloads
    Also in PSE Working Papers, HAL (2025) Downloads

2024

  1. Persuasion with Ambiguous Communication
    Papers, arXiv.org Downloads

2023

  1. Trading ambiguity: a tale of two heterogeneities
    Post-Print, HAL Downloads View citations (1)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2023) Downloads
    Working Papers, HAL (2018) Downloads

    See also Journal Article TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2023) Downloads View citations (1) (2023)

2022

  1. Efficient Allocations under Ambiguous Model Uncertainty
    Working Papers, HAL Downloads View citations (1)
    Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2022) Downloads View citations (3)
    PSE Working Papers, HAL (2022) Downloads View citations (1)

2021

  1. Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    See also Journal Article Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity, Journal of Economic Theory, Elsevier (2022) Downloads View citations (3) (2022)

2020

  1. Ambiguous Business Cycles: A Quantitative Assessment
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (6)
    Also in Post-Print, HAL (2020) Downloads View citations (4)

    See also Journal Article Ambiguous Business Cycles: A Quantitative Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (10) (2020)
  2. Market Allocations under Ambiguity: A Survey
    (Allocations des biens et ambiguïté: une revue de la littérature)
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Post-Print, HAL (2020)
    Post-Print, HAL (2020) Downloads
    PSE Working Papers, HAL (2019) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2020) Downloads
    Working Papers, HAL (2019) Downloads
    Working Papers, Queen Mary University of London, School of Economics and Finance (2019) Downloads

    See also Journal Article Market Allocations under Ambiguity: A Survey, Revue économique, Presses de Sciences-Po (2020) Downloads (2020)
  3. Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"
    Online Appendices, Review of Economic Dynamics Downloads View citations (5)
    See also Journal Article Ambiguous Business Cycles: A Quantitative Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (10) (2020)

2018

  1. Ambiguity and the historical equity premium
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (37)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016) Downloads View citations (20)
    Post-Print, HAL (2016) Downloads View citations (5)
    Post-Print, HAL (2018) View citations (37)
    Economics Series Working Papers, University of Oxford, Department of Economics (2011) Downloads View citations (29)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) View citations (8)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) Downloads View citations (14)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2011) View citations (53)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2017) Downloads View citations (1)

    See also Journal Article Ambiguity and the historical equity premium, Quantitative Economics, Econometric Society (2018) Downloads View citations (36) (2018)
  2. Incomplete Information Games with Ambiguity Averse Players
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (8)
    See also Journal Article Incomplete Information Games with Ambiguity Averse Players, American Economic Journal: Microeconomics, American Economic Association (2020) Downloads View citations (12) (2020)

2017

  1. Discriminating between Models of Ambiguity Attitude: A Qualitative Test
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (3)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2014) Downloads View citations (5)

    See also Journal Article Discriminating Between Models of Ambiguity Attitude: a Qualitative Test, Journal of the European Economic Association, European Economic Association (2020) Downloads View citations (16) (2020)
  2. Ordering Ambiguous Acts
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (29)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) Downloads View citations (19)

    See also Journal Article Ordering ambiguous acts, Journal of Economic Theory, Elsevier (2017) Downloads View citations (25) (2017)
  3. Symmetry Axioms and Perceived Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
  4. The Strength of Sensitivity to Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (7)

    See also Journal Article The strength of sensitivity to ambiguity, Theory and Decision, Springer (2018) Downloads View citations (20) (2018)

2014

  1. Perceived Ambiguity and Relevant Measures
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (32)
    See also Journal Article Perceived Ambiguity and Relevant Measures, Econometrica, Econometric Society (2014) Downloads View citations (22) (2014)

2011

  1. Definitions of Ambiguous Events and the Smooth Ambiguity Model
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (15)
    See also Journal Article Definitions of ambiguous events and the smooth ambiguity model, Economic Theory, Springer (2011) Downloads View citations (14) (2011)
  2. On the Smooth Ambiguity Model: A Reply
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2009) Downloads View citations (1)
    Levine's Working Paper Archive, David K. Levine (2009) Downloads View citations (3)

    See also Journal Article On the Smooth Ambiguity Model: A Reply, Econometrica, Econometric Society (2012) Downloads View citations (29) (2012)
  3. Relevance and Symmetry
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (10)

2009

  1. Foundations of ambiguity and economic modeling
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (2)
    See also Journal Article FOUNDATIONS OF AMBIGUITY AND ECONOMIC MODELLING, Economics and Philosophy, Cambridge University Press (2009) Downloads View citations (5) (2009)

2008

  1. Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (5)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) Downloads View citations (1)
    Post-Print, HAL (2008) Downloads View citations (5)

    See also Journal Article Comment on “Ellsberg's two‐color experiment, portfolio inertia and ambiguity”, International Journal of Economic Theory, The International Society for Economic Theory (2008) Downloads View citations (3) (2008)
  2. Recursive Smooth Ambiguity Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (11)
    See also Journal Article Recursive smooth ambiguity preferences, Journal of Economic Theory, Elsevier (2009) Downloads View citations (191) (2009)

2004

  1. Ambiguity aversion and the absence of indexed debt
    Post-Print, HAL View citations (7)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) Downloads View citations (6)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (7)
    Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (7)

    See also Chapter Ambiguity aversion and the absence of indexed debt, Studies in Economic Theory, Springer (2005) (2005)
    Journal Article Ambiguity aversion and the absence of indexed debt, Economic Theory, Springer (2004) Downloads View citations (9) (2004)
  2. Ambiguity aversion and the absence of wage indexation
    Post-Print, HAL Downloads View citations (19)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) Downloads View citations (19)
    Economics Series Working Papers, University of Oxford, Department of Economics (2002) Downloads View citations (10)

    See also Journal Article Ambiguity aversion and the absence of wage indexation, Journal of Monetary Economics, Elsevier (2004) Downloads View citations (20) (2004)
  3. An overview of economic applications of David Schmeidler's models of decision making under uncertainty
    Post-Print, HAL View citations (39)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (11)
    Economics Series Working Papers, University of Oxford, Department of Economics (2003) Downloads View citations (40)

2003

  1. A smooth model of decision making under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (58)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2002) Downloads View citations (8)

    See also Journal Article A Smooth Model of Decision Making under Ambiguity, Econometrica, Econometric Society (2005) Downloads View citations (1041) (2005)
  2. Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
    Also in Post-Print, HAL (2003) View citations (5)

    See also Journal Article Ellsberg's two-color experiment, portfolio inertia and ambiguity, Journal of Mathematical Economics, Elsevier (2003) Downloads View citations (11) (2003)

2002

  1. Ambiguity Aversion and Cost-Plus Procurement Contracts
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (3)
  2. Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)

2001

  1. Ambiguity Aversion and Incompleteness of Financial Markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (140)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) Downloads
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1999) View citations (7)
    Post-Print, HAL (2001) Downloads View citations (127)

    See also Journal Article Ambiguity Aversion and Incompleteness of Financial Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2001) Downloads View citations (150) (2001)

1997

  1. Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (1)
    See also Journal Article Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility, The B.E. Journal of Theoretical Economics, De Gruyter (2002) Downloads View citations (6) (2002)

Journal Articles

2023

  1. TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
    International Economic Review, 2023, 64, (3), 1127-1164 Downloads View citations (1)
    See also Working Paper Trading ambiguity: a tale of two heterogeneities, Post-Print (2023) Downloads View citations (1) (2023)

2022

  1. Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity
    Journal of Economic Theory, 2022, 199, (C) Downloads View citations (3)
    See also Working Paper Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity, Working Papers (2021) Downloads (2021)

2020

  1. Ambiguous Business Cycles: A Quantitative Assessment
    Review of Economic Dynamics, 2020, 38, 220-237 Downloads View citations (10)
    See also Software Item Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment", Computer Codes (2020) Downloads (2020)
    Working Paper Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment", Online Appendices (2020) Downloads View citations (5) (2020)
    Working Paper Ambiguous Business Cycles: A Quantitative Assessment, TSE Working Papers (2020) Downloads View citations (6) (2020)
  2. Discriminating Between Models of Ambiguity Attitude: a Qualitative Test
    Journal of the European Economic Association, 2020, 18, (2), 708-749 Downloads View citations (16)
    See also Working Paper Discriminating between Models of Ambiguity Attitude: A Qualitative Test, Working Papers (2017) Downloads View citations (3) (2017)
  3. Incomplete Information Games with Ambiguity Averse Players
    American Economic Journal: Microeconomics, 2020, 12, (2), 135-87 Downloads View citations (12)
    See also Working Paper Incomplete Information Games with Ambiguity Averse Players, Working Papers (2018) Downloads View citations (8) (2018)
  4. Market Allocations under Ambiguity: A Survey
    Revue économique, 2020, 71, (2), 267-282 Downloads
    See also Working Paper Market Allocations under Ambiguity: A Survey, PSE-Ecole d'économie de Paris (Postprint) (2020) (2020)

2018

  1. Ambiguity and the historical equity premium
    Quantitative Economics, 2018, 9, (2), 945-993 Downloads View citations (36)
    See also Working Paper Ambiguity and the historical equity premium, PSE-Ecole d'économie de Paris (Postprint) (2018) View citations (37) (2018)
  2. The strength of sensitivity to ambiguity
    Theory and Decision, 2018, 85, (3), 275-302 Downloads View citations (20)
    See also Working Paper The Strength of Sensitivity to Ambiguity, Working Papers (2017) Downloads (2017)

2017

  1. Ordering ambiguous acts
    Journal of Economic Theory, 2017, 171, (C), 213-267 Downloads View citations (25)
    See also Working Paper Ordering Ambiguous Acts, Working Papers (2017) Downloads View citations (29) (2017)

2014

  1. Perceived Ambiguity and Relevant Measures
    Econometrica, 2014, 82, (5), 1945-1978 Downloads View citations (22)
    Also in Econometrica, 2014, 82, 1945-1978 (2014) Downloads View citations (32)

    See also Working Paper Perceived Ambiguity and Relevant Measures, Economics Series Working Papers (2014) Downloads View citations (32) (2014)

2012

  1. On the Smooth Ambiguity Model: A Reply
    Econometrica, 2012, 80, (3), 1303-1321 Downloads View citations (29)
    See also Working Paper On the Smooth Ambiguity Model: A Reply, Working Papers (2011) Downloads View citations (1) (2011)

2011

  1. Definitions of ambiguous events and the smooth ambiguity model
    Economic Theory, 2011, 48, (2), 399-424 Downloads View citations (14)
    See also Working Paper Definitions of Ambiguous Events and the Smooth Ambiguity Model, Economics Series Working Papers (2011) Downloads View citations (15) (2011)

2009

  1. FOUNDATIONS OF AMBIGUITY AND ECONOMIC MODELLING
    Economics and Philosophy, 2009, 25, (3), 297-302 Downloads View citations (5)
    See also Working Paper Foundations of ambiguity and economic modeling, Economics Series Working Papers (2009) Downloads View citations (2) (2009)
  2. Recursive smooth ambiguity preferences
    Journal of Economic Theory, 2009, 144, (3), 930-976 Downloads View citations (191)
    See also Working Paper Recursive Smooth Ambiguity Preferences, Carlo Alberto Notebooks (2008) Downloads View citations (11) (2008)

2008

  1. Comment on “Ellsberg's two‐color experiment, portfolio inertia and ambiguity”
    International Journal of Economic Theory, 2008, 4, (3), 433-444 Downloads View citations (3)
    See also Working Paper Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2008) Downloads View citations (5) (2008)

2005

  1. A Smooth Model of Decision Making under Ambiguity
    Econometrica, 2005, 73, (6), 1849-1892 Downloads View citations (1041)
    See also Working Paper A smooth model of decision making under ambiguity, ICER Working Papers - Applied Mathematics Series (2003) Downloads View citations (58) (2003)

2004

  1. Ambiguity aversion and the absence of indexed debt
    Economic Theory, 2004, 24, (3), 665-685 Downloads View citations (9)
    See also Chapter Ambiguity aversion and the absence of indexed debt, Studies in Economic Theory, 2005, 143-179 (2005) (2005)
    Working Paper Ambiguity aversion and the absence of indexed debt, Post-Print (2004) View citations (7) (2004)
  2. Ambiguity aversion and the absence of wage indexation
    Journal of Monetary Economics, 2004, 51, (3), 653-670 Downloads View citations (20)
    See also Working Paper Ambiguity aversion and the absence of wage indexation, Post-Print (2004) Downloads View citations (19) (2004)

2003

  1. Conventional Development Versus Managed Growth: The Costs of Sprawl
    American Journal of Public Health, 2003, 93, (9), 1534-1540 View citations (34)
  2. Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Journal of Mathematical Economics, 2003, 39, (3-4), 299-316 Downloads View citations (11)
    See also Working Paper Ellsberg's two-color experiment, portfolio inertia and ambiguity, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2003) View citations (6) (2003)

2002

  1. Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility
    The B.E. Journal of Theoretical Economics, 2002, 2, (1), 30 Downloads View citations (6)
    See also Working Paper Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility, Economics Papers (1997) View citations (1) (1997)

2001

  1. Ambiguity Aversion and Incompleteness of Financial Markets
    The Review of Economic Studies, 2001, 68, (4), 883-904 Downloads View citations (150)
    See also Working Paper Ambiguity Aversion and Incompleteness of Financial Markets, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2001) Downloads View citations (140) (2001)

1998

  1. Ambiguity Aversion and Incompleteness of Contractual Form
    American Economic Review, 1998, 88, (5), 1207-31 Downloads View citations (86)

1996

  1. Understanding the nonadditive probability decision model (*)
    Economic Theory, 1996, 9, (1), 23-46 View citations (13)

Chapters

2010

  1. Ambiguity and Economic Activity: Implications for the Current Crisis in Credit Markets
    Palgrave Macmillan

2005

  1. Ambiguity aversion and the absence of indexed debt
    Springer
    See also Journal Article Ambiguity aversion and the absence of indexed debt, Springer (2004) Downloads View citations (9) (2004)
    Working Paper Ambiguity aversion and the absence of indexed debt, HAL (2004) View citations (7) (2004)

Software Items

2020

  1. Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Ambiguous Business Cycles: A Quantitative Assessment, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) Downloads View citations (10) (2020)
 
Page updated 2025-03-31