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
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Working Papers
2025
- Sharing Model Uncertainty
Working Papers, HAL 
Also in PSE Working Papers, HAL (2025)
2024
- Persuasion with Ambiguous Communication
Papers, arXiv.org
2023
- 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
- Efficient Allocations under Ambiguous Model Uncertainty
Working Papers, HAL View citations (1)
Also in Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University (2022) View citations (3) PSE Working Papers, HAL (2022) View citations (1)
2021
- 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
- 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)
- 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)  PSE Working Papers, HAL (2019)  PSE-Ecole d'économie de Paris (Postprint), HAL (2020)  Working Papers, HAL (2019)  Working Papers, Queen Mary University of London, School of Economics and Finance (2019) 
See also Journal Article Market Allocations under Ambiguity: A Survey, Revue économique, Presses de Sciences-Po (2020) (2020)
- 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
- 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) View citations (20) Post-Print, HAL (2016) View citations (5) Post-Print, HAL (2018) View citations (37) Economics Series Working Papers, University of Oxford, Department of Economics (2011) 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) 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) View citations (1)
See also Journal Article Ambiguity and the historical equity premium, Quantitative Economics, Econometric Society (2018) View citations (36) (2018)
- 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 (12) (2020)
2017
- 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 (16) (2020)
- 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)
- Symmetry Axioms and Perceived Ambiguity
Working Papers, Queen Mary University of London, School of Economics and Finance
- 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
- 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 (22) (2014)
2011
- 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)
- 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)
- Relevance and Symmetry
Economics Series Working Papers, University of Oxford, Department of Economics View citations (10)
2009
- 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
- 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)
- 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 (191) (2009)
2004
- 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) 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) View citations (9) (2004)
- Ambiguity aversion and the absence of wage indexation
Post-Print, HAL View citations (19)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), 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)
- 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) View citations (40)
2003
- 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 (1041) (2005)
- 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) View citations (11) (2003)
2002
- Ambiguity Aversion and Cost-Plus Procurement Contracts
Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
- Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity
Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
2001
- Ambiguity Aversion and Incompleteness of Financial Markets
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (140)
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 (127)
See also Journal Article Ambiguity Aversion and Incompleteness of Financial Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2001) View citations (150) (2001)
1997
- 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
- 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
- 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
- Ambiguous Business Cycles: A Quantitative Assessment
Review of Economic Dynamics, 2020, 38, 220-237 View citations (10)
See also Software Item Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment", Computer Codes (2020) (2020) Working Paper Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment", Online Appendices (2020) View citations (5) (2020) Working Paper Ambiguous Business Cycles: A Quantitative Assessment, TSE Working Papers (2020) View citations (6) (2020)
- Discriminating Between Models of Ambiguity Attitude: a Qualitative Test
Journal of the European Economic Association, 2020, 18, (2), 708-749 View citations (16)
See also Working Paper Discriminating between Models of Ambiguity Attitude: A Qualitative Test, Working Papers (2017) View citations (3) (2017)
- Incomplete Information Games with Ambiguity Averse Players
American Economic Journal: Microeconomics, 2020, 12, (2), 135-87 View citations (12)
See also Working Paper Incomplete Information Games with Ambiguity Averse Players, Working Papers (2018) View citations (8) (2018)
- Market Allocations under Ambiguity: A Survey
Revue économique, 2020, 71, (2), 267-282 
See also Working Paper Market Allocations under Ambiguity: A Survey, PSE-Ecole d'économie de Paris (Postprint) (2020) (2020)
2018
- Ambiguity and the historical equity premium
Quantitative Economics, 2018, 9, (2), 945-993 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)
- 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
- 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
- Perceived Ambiguity and Relevant Measures
Econometrica, 2014, 82, (5), 1945-1978 View citations (22)
Also in Econometrica, 2014, 82, 1945-1978 (2014) View citations (32)
See also Working Paper Perceived Ambiguity and Relevant Measures, Economics Series Working Papers (2014) View citations (32) (2014)
2012
- 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
- 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
- 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)
- Recursive smooth ambiguity preferences
Journal of Economic Theory, 2009, 144, (3), 930-976 View citations (191)
See also Working Paper Recursive Smooth Ambiguity Preferences, Carlo Alberto Notebooks (2008) View citations (11) (2008)
2008
- 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
- A Smooth Model of Decision Making under Ambiguity
Econometrica, 2005, 73, (6), 1849-1892 View citations (1041)
See also Working Paper A smooth model of decision making under ambiguity, ICER Working Papers - Applied Mathematics Series (2003) View citations (58) (2003)
2004
- Ambiguity aversion and the absence of indexed debt
Economic Theory, 2004, 24, (3), 665-685 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)
- 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, Post-Print (2004) View citations (19) (2004)
2003
- Conventional Development Versus Managed Growth: The Costs of Sprawl
American Journal of Public Health, 2003, 93, (9), 1534-1540 View citations (34)
- 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, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2003) View citations (6) (2003)
2002
- 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
- Ambiguity Aversion and Incompleteness of Financial Markets
The Review of Economic Studies, 2001, 68, (4), 883-904 View citations (150)
See also Working Paper Ambiguity Aversion and Incompleteness of Financial Markets, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2001) View citations (140) (2001)
1998
- Ambiguity Aversion and Incompleteness of Contractual Form
American Economic Review, 1998, 88, (5), 1207-31 View citations (86)
1996
- Understanding the nonadditive probability decision model (*)
Economic Theory, 1996, 9, (1), 23-46 View citations (13)
Chapters
2010
- Ambiguity and Economic Activity: Implications for the Current Crisis in Credit Markets
Palgrave Macmillan
2005
- Ambiguity aversion and the absence of indexed debt
Springer
See also Journal Article Ambiguity aversion and the absence of indexed debt, Springer (2004) View citations (9) (2004) Working Paper Ambiguity aversion and the absence of indexed debt, HAL (2004) View citations (7) (2004)
Software Items
2020
- 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)
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