Details about Anthony A. Smith

Access statistics for papers by Anthony A. Smith.

Last updated 2023-03-11. Update your information in the RePEc Author Service.

Short-id: psm20

Working Papers

2022

1. Climate Change Around the World
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2016

2. The Historical Evolution of the Wealth Distribution: A Quantitative-Theoretic Investigation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)

2010

3. Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2010) View citations (51)

2009

4. Modeling Earnings Dynamics
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (55)
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (1)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2009) View citations (15)

2008

5. Appendices for "Revisiting the Welfare Effects of Eliminating Business Cycles"
   Online Appendices, Review of Economic Dynamics
   See also Journal Article Revisiting the Welfare Effects of Eliminating Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (117) (2009)

2006

6. Dynamic Credit Relationships in General Equilibrium
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (18)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
   See also Journal Article Dynamic credit relationships in general equilibrium, Journal of Monetary Economics, Elsevier (2006) View citations (17) (2006)
7. What Do Labor and Consumption Data Jointly Tell About Labor Income Risk?
   2006 Meeting Papers, Society for Economic Dynamics View citations (1)

2004

8. Generalized Indirect Inference for Discrete Choice Models
   Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (11)

2001

9. Consumption Savings Decisions with Quasi-Geometric Discounting
   NajEcon Working Paper Reviews, www.najecon.org View citations (9)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (35)
   See also Journal Article Consumption--Savings Decisions with Quasi--Geometric Discounting, Econometrica, Econometric Society (2003) View citations (171) (2003)
10. Equilibrium Welfare and Government Policy with Quasi-Geometric Discounting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (14)
    See also Journal Article Equilibrium Welfare and Government Policy with Quasi-geometric Discounting, Journal of Economic Theory, Elsevier (2002) View citations (143) (2002)

2000

11. Temptation and Taxation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (18)

1996

12. Approximate Bias Correction in Econometrics
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (7)
    Also in Working Paper, Economics Department, Queen's University (1995)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)

1995

13. Income and Wealth Heterogeneity in the Macroeconomic
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (17)
    See also Journal Article Income and Wealth Heterogeneity in the Macroeconomy, Journal of Political Economy, University of Chicago Press (1998) View citations (1708) (1998)

1994

14. Coupons and Market Share: Joint Estimates of Brand Choice and Coupon Redemption from Scanner Panel Data
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

1993

15. Near-Rational Alternatives and the Empirical Evaluation of Real Business Cycle Models
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)

1991

16. Solving Stochastic Dynamic Programming Problems Using Rules Of Thumb
    Working Paper, Economics Department, Queen's University View citations (9)

Undated

17. A Sequential Game Model of Sports Championship Series: Theory and Estimation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (2)
    See also Journal Article A Sequential Game Model Of Sports Championship Series: Theory And Estimation, The Review of Economics and Statistics, MIT Press (1999) View citations (49) (1999)
18. Fractional integration with Drift: Estimation in Small Samples
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article Fractional Integration with Drift: Estimation in Small Samples, Empirical Economics, Springer (1997) View citations (17) (1997)
19. Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (53)
    See also Journal Article INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS, Macroeconomic Dynamics, Cambridge University Press (1997) View citations (270) (1997)
20. Near-Rational Behavior and the Real Business Cycle
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
21. On the Welfare Effects of Eliminating Business Cycles
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (21)
    See also Journal Article On the Welfare Effects of Eliminating Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (1999) View citations (150) (1999)
22. Time Orientation and Asset Prices
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (10)
    See also Journal Article Time orientation and asset prices, Journal of Monetary Economics, Elsevier (2002) View citations (32) (2002)

Journal Articles

2009

1. Revisiting the Welfare Effects of Eliminating Business Cycles
   Review of Economic Dynamics, 2009, 12, (3), 393-402 View citations (117)
   See also Working Paper Appendices for "Revisiting the Welfare Effects of Eliminating Business Cycles", Online Appendices (2008) (2008)
   Software Item Code files for "Revisiting the Welfare Effects of Eliminating Business Cycles", Computer Codes (2008) (2008)

2006

2. Dynamic credit relationships in general equilibrium
   Journal of Monetary Economics, 2006, 53, (4), 847-877 View citations (17)
   See also Working Paper Dynamic Credit Relationships in General Equilibrium, Staff General Research Papers Archive (2006) View citations (18) (2006)

2003

3. Consumption--Savings Decisions with Quasi--Geometric Discounting
   Econometrica, 2003, 71, (1), 365-375 View citations (171)
   See also Working Paper Consumption Savings Decisions with Quasi-Geometric Discounting, NajEcon Working Paper Reviews (2001) View citations (9) (2001)
4. The Research Agenda: Business Cycles and Inequality
   EconomicDynamics Newsletter, 2003, 4, (2)

2002

5. Equilibrium Welfare and Government Policy with Quasi-geometric Discounting
   Journal of Economic Theory, 2002, 105, (1), 42-72 View citations (143)
   See also Working Paper Equilibrium Welfare and Government Policy with Quasi-Geometric Discounting, CEPR Discussion Papers (2001) View citations (29) (2001)
6. Time orientation and asset prices
   Journal of Monetary Economics, 2002, 49, (1), 107-135 View citations (32)
   See also Working Paper Time Orientation and Asset Prices, GSIA Working Papers View citations (10)

2000

7. Tax Policy with Quasi-Geometric Discounting
   International Economic Journal, 2000, 14, (3), 1-40 View citations (3)

1999

8. A Sequential Game Model Of Sports Championship Series: Theory And Estimation
   The Review of Economics and Statistics, 1999, 81, (4), 704-719 View citations (49)
   See also Working Paper A Sequential Game Model of Sports Championship Series: Theory and Estimation, GSIA Working Papers View citations (2)
9. On the Welfare Effects of Eliminating Business Cycles
   Review of Economic Dynamics, 1999, 2, (1), 245-272 View citations (150)
   See also Working Paper On the Welfare Effects of Eliminating Business Cycles, GSIA Working Papers View citations (21)

1998

10. Income and Wealth Heterogeneity in the Macroeconomy
    Journal of Political Economy, 1998, 106, (5), 867-896 View citations (1708)
    See also Working Paper Income and Wealth Heterogeneity in the Macroeconomic, RCER Working Papers (1995) View citations (3) (1995)

1997

11. Fractional Integration with Drift: Estimation in Small Samples
    Empirical Economics, 1997, 22, (1), 103-16 View citations (17)
    See also Working Paper Fractional integration with Drift: Estimation in Small Samples, GSIA Working Papers
12. INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
    Macroeconomic Dynamics, 1997, 1, (2), 387-422 View citations (270)
    See also Working Paper Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns, GSIA Working Papers View citations (53)

1996

13. Rules of thumb in macroeconomic equilibrium A quantitative analysis
    Journal of Economic Dynamics and Control, 1996, 20, (4), 527-558 View citations (38)

1993

14. Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions
    Journal of Applied Econometrics, 1993, 8, (S), S63-84 View citations (496)

Chapters

2020

1. Sources of US Wealth Inequality: Past, Present, and Future
   A chapter in NBER Macroeconomics Annual 2020, volume 35, 2020, pp 391-455 View citations (42)

Software Items

2008

1. Code files for "Revisiting the Welfare Effects of Eliminating Business Cycles"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Revisiting the Welfare Effects of Eliminating Business Cycles, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (117) (2009)