Details about Anthony A. Smith

Access statistics for papers by Anthony A. Smith.

Last updated 2010-08-28. Update your information in the RePEc Author Service.

Short-id: psm20

Working Papers

2016

1. The Historical Evolution of the Wealth Distribution: A Quantitative-Theoretic Investigation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

2010

2. Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2010) View citations (38)

2009

3. Modeling Earnings Dynamics
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2009) View citations (12)

2008

4. Appendices for "Revisiting the Welfare Effects of Eliminating Business Cycles"
   Technical Appendices, Review of Economic Dynamics

2006

5. Dynamic Credit Relationships in General Equilibrium
   Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (11)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
   See also Journal Article in Journal of Monetary Economics (2006)
6. What Do Labor and Consumption Data Jointly Tell About Labor Income Risk?
   2006 Meeting Papers, Society for Economic Dynamics View citations (1)

2004

7. Generalized Indirect Inference for Discrete Choice Models
   Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (10)

2001

8. Consumption Savings Decisions with Quasi-Geometric Discounting
   NajEcon Working Paper Reviews, www.najecon.org View citations (8)
   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 (32)
   See also Journal Article in Econometrica (2003)
9. Equilibrium Welfare and Government Policy with Quasi-Geometric Discounting
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (28)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2001) View citations (11)
   See also Journal Article in Journal of Economic Theory (2002)

2000

10. Temptation and Taxation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (19)

1996

11. 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

12. 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 in Journal of Political Economy (1998)

1994

13. 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

14. 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

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

Undated

16. 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 in The Review of Economics and Statistics (1999)
17. Fractional integration with Drift: Estimation in Small Samples
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Empirical Economics (1997)
18. 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 in Macroeconomic Dynamics (1997)
19. Near-Rational Behavior and the Real Business Cycle
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
20. 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 in Review of Economic Dynamics (1999)
21. Time Orientation and Asset Prices
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (11)
    See also Journal Article in Journal of Monetary Economics (2002)

Journal Articles

2006

1. Dynamic credit relationships in general equilibrium
   Journal of Monetary Economics, 2006, 53, (4), 847-877 View citations (13)
   See also Working Paper (2006)

2003

2. Consumption--Savings Decisions with Quasi--Geometric Discounting
   Econometrica, 2003, 71, (1), 365-375 View citations (93)
   See also Working Paper (2001)
3. The Research Agenda: Business Cycles and Inequality
   EconomicDynamics Newsletter, 2003, 4, (2)

2002

4. Equilibrium Welfare and Government Policy with Quasi-geometric Discounting
   Journal of Economic Theory, 2002, 105, (1), 42-72 View citations (86)
   See also Working Paper (2001)
5. Time orientation and asset prices
   Journal of Monetary Economics, 2002, 49, (1), 107-135 View citations (30)
   See also Working Paper

2000

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

1999

7. A Sequential Game Model Of Sports Championship Series: Theory And Estimation
   The Review of Economics and Statistics, 1999, 81, (4), 704-719 View citations (24)
   See also Working Paper
8. On the Welfare Effects of Eliminating Business Cycles
   Review of Economic Dynamics, 1999, 2, (1), 245-272 View citations (93)
   See also Working Paper

1998

9. Income and Wealth Heterogeneity in the Macroeconomy
   Journal of Political Economy, 1998, 106, (5), 867-896 View citations (972)
   See also Working Paper (1995)

1997

10. Fractional Integration with Drift: Estimation in Small Samples
    Empirical Economics, 1997, 22, (1), 103-16 View citations (16)
    See also Working Paper
11. INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
    Macroeconomic Dynamics, 1997, 1, (02), 387-422 View citations (156)
    See also Working Paper

1996

12. Rules of thumb in macroeconomic equilibrium A quantitative analysis
    Journal of Economic Dynamics and Control, 1996, 20, (4), 527-558 View citations (24)

1993

13. Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions
    Journal of Applied Econometrics, 1993, 8, (S), S63-84 View citations (316)

Software Items

2008

1. Code files for "Revisiting the Welfare Effects of Eliminating Business Cycles"
   Computer Codes, Review of Economic Dynamics