Details about Sujoy Mukerji

Access statistics for papers by Sujoy Mukerji.

Last updated 2023-01-04. Update your information in the RePEc Author Service.

Short-id: pmu154

Working Papers

2022

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

2020

2. Ambiguous Business Cycles: A Quantitative Assessment
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)
   Also in Post-Print, HAL (2020) View citations (2)
   See also Journal Article in Review of Economic Dynamics (2020)
3. Market Allocations under Ambiguity: A Survey
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2019)
   Post-Print, HAL (2020)
   Working Papers, HAL (2019)
   Post-Print, HAL (2020)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2020)
   PSE Working Papers, HAL (2019)
   See also Journal Article in Revue économique (2020)
4. Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"
   Online Appendices, Review of Economic Dynamics View citations (1)
   See also Journal Article in Review of Economic Dynamics (2020)

2018

5. Ambiguity and the historical equity premium
   Post-Print, HAL View citations (28)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (14)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (28)
   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)
   Working Papers, Queen Mary University of London, School of Economics and Finance (2017) View citations (1)
   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)
   Post-Print, HAL (2016) View citations (5)
   Economics Series Working Papers, University of Oxford, Department of Economics (2011) View citations (29)
   See also Journal Article in Quantitative Economics (2018)
6. 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 in American Economic Journal: Microeconomics (2020)
7. Trading ambiguity: a tale of two heterogeneities
   Working Papers, HAL

2017

8. 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 in Journal of the European Economic Association (2020)
9. Ordering Ambiguous Acts
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (19)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2011) View citations (19)
   See also Journal Article in Journal of Economic Theory (2017)
10. Symmetry Axioms and Perceived Ambiguity
    Working Papers, Queen Mary University of London, School of Economics and Finance
11. 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 in Theory and Decision (2018)

2014

12. Perceived Ambiguity and Relevant Measures
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (26)
    See also Journal Article in Econometrica (2014)

2011

13. 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 in Economic Theory (2011)
14. On the Smooth Ambiguity Model: A Reply
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (1)
    Also in Levine's Working Paper Archive, David K. Levine (2009) View citations (3)
    Economics Series Working Papers, University of Oxford, Department of Economics (2009) View citations (1)
    See also Journal Article in Econometrica (2012)
15. Relevance and Symmetry
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (10)

2009

16. Foundations of ambiguity and economic modeling
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
    See also Journal Article in Economics and Philosophy (2009)

2008

17. Comment on 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 (2008) View citations (5)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2008) View citations (1)
    See also Journal Article in International Journal of Economic Theory (2008)
18. Recursive Smooth Ambiguity Preferences
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (11)
    See also Journal Article in Journal of Economic Theory (2009)

2004

19. Ambiguity aversion and the absence of indexed debt
    Post-Print, HAL View citations (6)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (7)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (6)
    Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (6)
    See also Journal Article in Economic Theory (2004)
    Chapter (2005)
20. Ambiguity aversion and the absence of wage indexation
    Post-Print, HAL View citations (17)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (17)
    Economics Series Working Papers, University of Oxford, Department of Economics (2002) View citations (10)
    See also Journal Article in Journal of Monetary Economics (2004)
21. 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 (10)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (40)
    Post-Print, HAL (2004) View citations (38)

2003

22. 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 in Econometrica (2005)
23. 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 in Journal of Mathematical Economics (2003)

2002

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

2001

26. Ambiguity Aversion and Incompleteness of Financial Markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (136)
    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 (123)
    See also Journal Article in Review of Economic Studies (2001)

1997

27. 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 in The B.E. Journal of Theoretical Economics (2002)

Journal Articles

2022

1. Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity
   Journal of Economic Theory, 2022, 199, (C) View citations (1)

2020

2. Ambiguous Business Cycles: A Quantitative Assessment
   Review of Economic Dynamics, 2020, 38, 220-237 View citations (2)
   See also Working Paper (2020)
   Working Paper (2020)
   Software Item (2020)
3. Discriminating Between Models of Ambiguity Attitude: a Qualitative Test
   Journal of the European Economic Association, 2020, 18, (2), 708-749 View citations (6)
   See also Working Paper (2017)
4. Incomplete Information Games with Ambiguity Averse Players
   American Economic Journal: Microeconomics, 2020, 12, (2), 135-87 View citations (9)
   See also Working Paper (2018)
5. Market Allocations under Ambiguity: A Survey
   Revue économique, 2020, 71, (2), 267-282
   See also Working Paper (2020)

2018

6. Ambiguity and the historical equity premium
   Quantitative Economics, 2018, 9, (2), 945-993 View citations (22)
   See also Working Paper (2018)
7. The strength of sensitivity to ambiguity
   Theory and Decision, 2018, 85, (3), 275-302 View citations (15)
   See also Working Paper (2017)

2017

8. Ordering ambiguous acts
   Journal of Economic Theory, 2017, 171, (C), 213-267 View citations (19)
   See also Working Paper (2017)

2014

9. Perceived Ambiguity and Relevant Measures
   Econometrica, 2014, 82, 1945-1978 View citations (26)
   Also in Econometrica, 2014, 82, (5), 1945-1978 (2014) View citations (16)
   See also Working Paper (2014)

2012

10. On the Smooth Ambiguity Model: A Reply
    Econometrica, 2012, 80, (3), 1303-1321 View citations (27)
    See also Working Paper (2011)

2011

11. Definitions of ambiguous events and the smooth ambiguity model
    Economic Theory, 2011, 48, (2), 399-424 View citations (14)
    See also Working Paper (2011)

2009

12. FOUNDATIONS OF AMBIGUITY AND ECONOMIC MODELLING
    Economics and Philosophy, 2009, 25, (3), 297-302 View citations (4)
    See also Working Paper (2009)
13. Recursive smooth ambiguity preferences
    Journal of Economic Theory, 2009, 144, (3), 930-976 View citations (166)
    See also Working Paper (2008)

2008

14. 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 (2008)

2005

15. A Smooth Model of Decision Making under Ambiguity
    Econometrica, 2005, 73, (6), 1849-1892 View citations (883)
    See also Working Paper (2003)

2004

16. Ambiguity aversion and the absence of indexed debt
    Economic Theory, 2004, 24, (3), 665-685 View citations (8)
    See also Chapter (2005)
    Working Paper (2004)
17. Ambiguity aversion and the absence of wage indexation
    Journal of Monetary Economics, 2004, 51, (3), 653-670 View citations (18)
    See also Working Paper (2004)

2003

18. Conventional Development Versus Managed Growth: The Costs of Sprawl
    American Journal of Public Health, 2003, 93, (9), 1534-1540 View citations (30)
19. 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 (2003)

2002

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

2001

21. Ambiguity Aversion and Incompleteness of Financial Markets
    Review of Economic Studies, 2001, 68, (4), 883-904 View citations (140)
    See also Working Paper (2001)

1998

22. Ambiguity Aversion and Incompleteness of Contractual Form
    American Economic Review, 1998, 88, (5), 1207-31 View citations (79)

1996

23. 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 Journal Article in Economic Theory (2004)
   Working Paper (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 in Review of Economic Dynamics (2020)