Details about Amir Yaron

Access statistics for papers by Amir Yaron.

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

Short-id: pya156

Working Papers

2023

1. Identifying Preference for Early Resolution from Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc

2019

2. The Term Structure of Equity Risk Premia
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)

2014

3. Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) View citations (12)

2012

4. Risks For the Long Run: Estimation with Time Aggregation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
5. Volatility, the Macroeconomy and Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)

2009

6. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)

2007

7. Sources of Lifetime Inequality
   Working Papers, Georgetown University, Department of Economics View citations (30)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (36)

2005

8. Futures Prices in a Production Economy with Investment Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
   Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (1)

2004

9. Consumption and Earnings Inequality with Risky Human Capital
   2004 Meeting Papers, Society for Economic Dynamics View citations (1)
10. Interpretable Asset Markets?
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002)
    See also Journal Article Interpretable asset markets?, European Economic Review, Elsevier (2005) View citations (117) (2005)
11. Investment and Asset Prices with Financing Constraints
    2004 Meeting Papers, Society for Economic Dynamics

2003

12. Asset Prices and Business Cycles with Costly External Finance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (57)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (9)
    See also Journal Article Asset Prices and Business Cycles with Costly External Finance, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003) View citations (63) (2003)
13. Time-Consistent No-Arbitrage Models of the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)

2002

14. Asset Pricing Implications of Firms' Financing Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (9)
    See also Journal Article Asset Pricing Implications of Firms' Financing Constraints, The Review of Financial Studies, Society for Financial Studies (2006) View citations (53) (2006)
15. Asset pricing with idiosyncratic risk and overlapping generations
    Seminar Papers, Stockholm University, Institute for International Economic Studies View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (50)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (63)
    See also Journal Article Asset Pricing with Idiosyncratic Risk and Overlapping Generations, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2007) View citations (164) (2007)
16. Consumption and Risk Sharing Over the Life Cycle
    Seminar Papers, Stockholm University, Institute for International Economic Studies View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (30)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1997) View citations (50)
    See also Journal Article Consumption and risk sharing over the life cycle, Journal of Monetary Economics, Elsevier (2004) View citations (475) (2004)
17. How Well Do Banks Manage Their Reserves?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
18. Human Capital and Earnings Distribution Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
    See also Journal Article Human capital and earnings distribution dynamics, Journal of Monetary Economics, Elsevier (2006) View citations (134) (2006)

2000

19. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
20. The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk, European Economic Review, Elsevier (2001) View citations (190) (2001)

1999

21. The Foreign Exchange Risk Premium: Real and Nominal Factors
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)

1998

22. The risk sharing implications of alternative social security arrangements
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (41)
    See also Journal Article The risk-sharing implications of alternative social security arrangements, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1999) View citations (93) (1999)

1995

23. Fixed Costs and Asset Market Participation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (2)

Undated

24. Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
25. Persistent Idiosyncratic Shocks and Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (13)
26. Small Sample Properties of Alternative GMM Estimators
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Journal Articles

2007

1. Asset Pricing with Idiosyncratic Risk and Overlapping Generations
   Review of Economic Dynamics, 2007, 10, (4), 519-548 View citations (164)
   See also Working Paper Asset pricing with idiosyncratic risk and overlapping generations, Seminar Papers (2002) View citations (1) (2002)

2006

2. Asset Pricing Implications of Firms' Financing Constraints
   The Review of Financial Studies, 2006, 19, (4), 1321-1356 View citations (53)
   See also Working Paper Asset Pricing Implications of Firms' Financing Constraints, CEPR Discussion Papers (2002) View citations (13) (2002)
3. Human capital and earnings distribution dynamics
   Journal of Monetary Economics, 2006, 53, (2), 265-290 View citations (134)
   See also Working Paper Human Capital and Earnings Distribution Dynamics, NBER Working Papers (2002) View citations (16) (2002)

2005

4. How Well Do Mexican Banks Manage Their Reserves?
   Journal of Money, Credit and Banking, 2005, 37, (4), 623-43 View citations (5)
5. Interpretable asset markets?
   European Economic Review, 2005, 49, (3), 531-560 View citations (117)
   See also Working Paper Interpretable Asset Markets?, 2004 Meeting Papers (2004) View citations (1) (2004)

2004

6. Consumption and risk sharing over the life cycle
   Journal of Monetary Economics, 2004, 51, (3), 609-633 View citations (475)
   See also Working Paper Consumption and Risk Sharing Over the Life Cycle, Seminar Papers (2002) View citations (2) (2002)

2003

7. Asset Prices and Business Cycles with Costly External Finance
   Review of Economic Dynamics, 2003, 6, (4), 767-788 View citations (63)
   See also Working Paper Asset Prices and Business Cycles with Costly External Finance, CEPR Discussion Papers (2003) View citations (57) (2003)

2001

8. How Important Are Idiosyncratic Shocks? Evidence from Labor Supply
   American Economic Review, 2001, 91, (2), 413-417 View citations (58)
9. The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
   European Economic Review, 2001, 45, (7), 1311-1339 View citations (190)
   See also Working Paper The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk, NBER Working Papers (2000) View citations (12) (2000)

1999

10. The risk-sharing implications of alternative social security arrangements
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 213-259 View citations (93)
    See also Working Paper The risk sharing implications of alternative social security arrangements, GSIA Working Papers (1998) View citations (41) (1998)

1996

11. Finite-Sample Properties of Some Alternative GMM Estimators
    Journal of Business & Economic Statistics, 1996, 14, (3), 262-80 View citations (644)