Details about Sujoy Mukerji

Access statistics for papers by Sujoy Mukerji.

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

Short-id: pmu154

Working Papers

2025

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

2024

2. Persuasion with Ambiguous Communication
   Papers, arXiv.org

2023

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

2022

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

2021

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

2020

6. Ambiguous Business Cycles: A Quantitative Assessment
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (6)
   Also in Post-Print, HAL (2020) 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) View citations (10) (2020)
7. Market Allocations under Ambiguity: A Survey
   (Allocations des biens et ambiguïté: une revue de la littérature)
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2020)
   Working Papers, HAL (2019)
   PSE Working Papers, HAL (2019)
   Working Papers, Queen Mary University of London, School of Economics and Finance (2019)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2020)
   Post-Print, HAL (2020)
   See also Journal Article Market Allocations under Ambiguity: A Survey, Revue économique, Presses de Sciences-Po (2020) (2020)
8. Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"
   Online Appendices, Review of Economic Dynamics 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) View citations (10) (2020)

2018

9. Ambiguity and the historical equity premium
   Post-Print, HAL View citations (37)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) 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)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016) View citations (20)
   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)
   Post-Print, HAL (2016) View citations (5)
   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)
   Working Papers, Queen Mary University of London, School of Economics and Finance (2017) View citations (1)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (37)
   Economics Series Working Papers, University of Oxford, Department of Economics (2011) View citations (29)
   See also Journal Article Ambiguity and the historical equity premium, Quantitative Economics, Econometric Society (2018) View citations (37) (2018)
10. Incomplete Information Games with Ambiguity Averse Players
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (8)
    See also Journal Article Incomplete Information Games with Ambiguity Averse Players, American Economic Journal: Microeconomics, American Economic Association (2020) View citations (14) (2020)

2017

11. Discriminating between Models of Ambiguity Attitude: A Qualitative Test
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (3)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2014) 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) View citations (17) (2020)
12. Ordering Ambiguous Acts
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (29)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) View citations (19)
    See also Journal Article Ordering ambiguous acts, Journal of Economic Theory, Elsevier (2017) View citations (25) (2017)
13. Symmetry Axioms and Perceived Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance
14. The Strength of Sensitivity to Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance View citations (7)
    See also Journal Article The strength of sensitivity to ambiguity, Theory and Decision, Springer (2018) View citations (20) (2018)

2014

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

2011

16. Definitions of Ambiguous Events and the Smooth Ambiguity Model
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (15)
    See also Journal Article Definitions of ambiguous events and the smooth ambiguity model, Economic Theory, Springer (2011) View citations (14) (2011)
17. On the Smooth Ambiguity Model: A Reply
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2009) View citations (1)
    Levine's Working Paper Archive, David K. Levine (2009) View citations (3)
    See also Journal Article On the Smooth Ambiguity Model: A Reply, Econometrica, Econometric Society (2012) View citations (29) (2012)
18. Relevance and Symmetry
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (10)

2009

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

2008

20. Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2008) View citations (1)
    Post-Print, HAL (2008) 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) View citations (3) (2008)
21. Recursive Smooth Ambiguity Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (11)
    See also Journal Article Recursive smooth ambiguity preferences, Journal of Economic Theory, Elsevier (2009) View citations (193) (2009)

2004

22. Ambiguity aversion and the absence of indexed debt
    Post-Print, HAL View citations (7)
    Also in 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)
    Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (6)
    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) View citations (9) (2004)
23. Ambiguity aversion and the absence of wage indexation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (19)
    Also in Post-Print, HAL (2004) View citations (19)
    Economics Series Working Papers, University of Oxford, Department of Economics (2002) View citations (10)
    See also Journal Article Ambiguity aversion and the absence of wage indexation, Journal of Monetary Economics, Elsevier (2004) View citations (20) (2004)
24. An overview of economic applications of David Schmeidler's models of decision making under uncertainty
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (11)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (40)
    Post-Print, HAL (2004) View citations (39)

2003

25. A smooth model of decision making under ambiguity
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (58)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2002) View citations (8)
    See also Journal Article A Smooth Model of Decision Making under Ambiguity, Econometrica, Econometric Society (2005) View citations (1060) (2005)
26. Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Post-Print, HAL View citations (5)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2003) View citations (6)
    See also Journal Article Ellsberg's two-color experiment, portfolio inertia and ambiguity, Journal of Mathematical Economics, Elsevier (2003) View citations (11) (2003)

2002

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

2001

29. Ambiguity Aversion and Incompleteness of Financial Markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (141)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000)
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (1999) View citations (7)
    Post-Print, HAL (2001) View citations (128)
    See also Journal Article Ambiguity Aversion and Incompleteness of Financial Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2001) View citations (151) (2001)

1997

30. 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) View citations (6) (2002)

Journal Articles

2023

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

2022

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

2020

3. Ambiguous Business Cycles: A Quantitative Assessment
   Review of Economic Dynamics, 2020, 38, 220-237 View citations (10)
   See also Working Paper Ambiguous Business Cycles: A Quantitative Assessment, TSE Working Papers (2020) View citations (6) (2020)
   Working Paper Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment", Online Appendices (2020) View citations (5) (2020)
   Software Item Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment", Computer Codes (2020) (2020)
4. Discriminating Between Models of Ambiguity Attitude: a Qualitative Test
   Journal of the European Economic Association, 2020, 18, (2), 708-749 View citations (17)
   See also Working Paper Discriminating between Models of Ambiguity Attitude: A Qualitative Test, Working Papers (2017) View citations (3) (2017)
5. Incomplete Information Games with Ambiguity Averse Players
   American Economic Journal: Microeconomics, 2020, 12, (2), 135-87 View citations (14)
   See also Working Paper Incomplete Information Games with Ambiguity Averse Players, Working Papers (2018) View citations (8) (2018)
6. Market Allocations under Ambiguity: A Survey
   Revue économique, 2020, 71, (2), 267-282
   See also Working Paper Market Allocations under Ambiguity: A Survey, Post-Print (2020) (2020)

2018

7. Ambiguity and the historical equity premium
   Quantitative Economics, 2018, 9, (2), 945-993 View citations (37)
   See also Working Paper Ambiguity and the historical equity premium, Post-Print (2018) View citations (37) (2018)
8. The strength of sensitivity to ambiguity
   Theory and Decision, 2018, 85, (3), 275-302 View citations (20)
   See also Working Paper The Strength of Sensitivity to Ambiguity, Working Papers (2017) (2017)

2017

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

2014

10. Perceived Ambiguity and Relevant Measures
    Econometrica, 2014, 82, 1945-1978 View citations (32)
    Also in Econometrica, 2014, 82, (5), 1945-1978 (2014) View citations (22)
    See also Working Paper Perceived Ambiguity and Relevant Measures, Economics Series Working Papers (2014) View citations (32) (2014)

2012

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

2011

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

2009

13. FOUNDATIONS OF AMBIGUITY AND ECONOMIC MODELLING
    Economics and Philosophy, 2009, 25, (3), 297-302 View citations (5)
    See also Working Paper Foundations of ambiguity and economic modeling, Economics Series Working Papers (2009) View citations (2) (2009)
14. Recursive smooth ambiguity preferences
    Journal of Economic Theory, 2009, 144, (3), 930-976 View citations (193)
    See also Working Paper Recursive Smooth Ambiguity Preferences, Carlo Alberto Notebooks (2008) View citations (11) (2008)

2008

15. Comment on “Ellsberg's two‐color experiment, portfolio inertia and ambiguity”
    International Journal of Economic Theory, 2008, 4, (3), 433-444 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) View citations (5) (2008)

2005

16. A Smooth Model of Decision Making under Ambiguity
    Econometrica, 2005, 73, (6), 1849-1892 View citations (1060)
    See also Working Paper A smooth model of decision making under ambiguity, ICER Working Papers - Applied Mathematics Series (2003) View citations (58) (2003)

2004

17. Ambiguity aversion and the absence of indexed debt
    Economic Theory, 2004, 24, (3), 665-685 View citations (9)
    See also Working Paper Ambiguity aversion and the absence of indexed debt, Post-Print (2004) View citations (7) (2004)
    Chapter Ambiguity aversion and the absence of indexed debt, Studies in Economic Theory, 2005, 143-179 (2005) (2005)
18. Ambiguity aversion and the absence of wage indexation
    Journal of Monetary Economics, 2004, 51, (3), 653-670 View citations (20)
    See also Working Paper Ambiguity aversion and the absence of wage indexation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2004) View citations (19) (2004)

2003

19. Conventional Development Versus Managed Growth: The Costs of Sprawl
    American Journal of Public Health, 2003, 93, (9), 1534-1540 View citations (34)
20. Ellsberg's two-color experiment, portfolio inertia and ambiguity
    Journal of Mathematical Economics, 2003, 39, (3-4), 299-316 View citations (11)
    See also Working Paper Ellsberg's two-color experiment, portfolio inertia and ambiguity, Post-Print (2003) View citations (5) (2003)

2002

21. Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility
    The B.E. Journal of Theoretical Economics, 2002, 2, (1), 30 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

22. Ambiguity Aversion and Incompleteness of Financial Markets
    The Review of Economic Studies, 2001, 68, (4), 883-904 View citations (151)
    See also Working Paper Ambiguity Aversion and Incompleteness of Financial Markets, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2001) View citations (141) (2001)

1998

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

1996

24. 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

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

Software Items

2020

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