Details about Stanley E. Zin

Access statistics for papers by Stanley E. Zin.

Last updated 2015-03-03. Update your information in the RePEc Author Service.

Short-id: pzi46

Working Papers

2021

1. Monetary Policy Risk: Rules vs. Discretion
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (3)

2014

2. Risk and Ambiguity in Models of Business Cycles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2013

3. Identifying Taylor Rules in Macro-Finance Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2013) View citations (3)

2011

4. Sources of Entropy in Representative Agent Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
   Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2011) View citations (11)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (12)
   See also Journal Article Sources of Entropy in Representative Agent Models, Journal of Finance, American Finance Association (2014) View citations (71) (2014)

2010

5. First order risk aversion and the equity premium puzzle
   Levine's Working Paper Archive, David K. Levine View citations (5)
   See also Journal Article 'First-order' risk aversion and the equity premium puzzle, Journal of Monetary Economics, Elsevier (1990) View citations (114) (1990)
6. Monetary Policy and the Uncovered Interest Parity Puzzle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (71)
7. Sources of entropy in representative agent models of asset pricing
   2010 Meeting Papers, Society for Economic Dynamics

2009

8. The Cyclical Component of US Asset Returns
   2009 Meeting Papers, Society for Economic Dynamics View citations (1)

2008

9. Monetary Policy and the Uncovered Interest Rate Parity Puzzle
   2008 Meeting Papers, Society for Economic Dynamics

2007

10. Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
    See also Journal Article Arbitrage-free bond pricing with dynamic macroeconomic models, Review, Federal Reserve Bank of St. Louis (2007) View citations (45) (2007)
11. Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing
    2007 Meeting Papers, Society for Economic Dynamics

2006

12. Asset pricing implications for business cycle analysis
    2006 Meeting Papers, Society for Economic Dynamics

2005

13. Portfolio Choice and Permanent Income
    Computing in Economics and Finance 2005, Society for Computational Economics
14. Taylor Rules, McCallum Rules and the Term Structure of Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (55)
    See also Journal Article Taylor rules, McCallum rules and the term structure of interest rates, Journal of Monetary Economics, Elsevier (2005) View citations (58) (2005)

2004

15. Exotic Preferences for Macroeconomists
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (122)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (125)
    See also Chapter Exotic Preferences for Macroeconomists, NBER Chapters, National Bureau of Economic Research, Inc (2005) View citations (36) (2005)
16. International Risk Sharing with exotic preferences
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)

2003

17. Generalized Disappointment Aversion and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    See also Journal Article Generalized Disappointment Aversion and Asset Prices, Journal of Finance, American Finance Association (2010) View citations (96) (2010)

2002

18. Markov Chain Approximations For Term Structure Models
    Finance, University Library of Munich, Germany

2001

19. Competition and Intervention in Sovereign Debt Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
20. Model Uncertainty and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in Computing in Economics and Finance 2000, Society for Computational Economics (2000)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (3)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article Model Uncertainty and Liquidity, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (75) (2009)

2000

21. SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY
    Computing in Economics and Finance 2000, Society for Computational Economics

1997

22. Real Business Cycle Realizations
    Working Paper, Economics Department, Queen's University View citations (8)
    See also Journal Article Real business-cycle realizations, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1997) View citations (9) (1997)

1996

23. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-
    Also in Working Papers, Columbia - Graduate School of Business (1994) View citations (9)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1994) View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (1996)
    See also Journal Article Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing, Journal of Business & Economic Statistics, American Statistical Association (1998) View citations (17) (1998)

1994

24. Reverse Engineering the Yield Curve
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (1994) View citations (54)

1993

25. Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (109)
    See also Journal Article Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates, Journal of Money, Credit and Banking, Blackwell Publishing (1993) View citations (111) (1993)

1991

26. The Independence Axiom and Asset Returns
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (14)
    See also Journal Article The independence axiom and asset returns, Journal of Empirical Finance, Elsevier (2001) View citations (33) (2001)

1987

27. Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility
    Working Paper, Economics Department, Queen's University View citations (1)
28. Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns
    Working Paper, Economics Department, Queen's University View citations (2)
29. Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework
    Working Paper, Economics Department, Queen's University View citations (15)
    See also Journal Article Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometrica, Econometric Society (1989) View citations (2439) (1989)
30. Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis
    Working Paper, Economics Department, Queen's University View citations (11)
31. Testing a Government's Present-Value Borrowing Constraint
    Working Paper, Economics Department, Queen's University

1986

32. Risk Premiums in the Term Structure: Evidence from Artificial Economies
    Working Paper, Economics Department, Queen's University View citations (3)
    See also Journal Article Risk premiums in the term structure: Evidence from artificial economies, Journal of Monetary Economics, Elsevier (1989) View citations (171) (1989)

Undated

33. A Linear Programming Approach to Solving Stochastic Dynamic Programming
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
34. Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
35. 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)
36. The yield curve: terms of endearment or terms of endowment?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Journal Articles

2014

1. Sources of Entropy in Representative Agent Models
   Journal of Finance, 2014, 69, (1), 51-99 View citations (71)
   See also Working Paper Sources of Entropy in Representative Agent Models, NBER Working Papers (2011) View citations (12) (2011)

2010

2. Generalized Disappointment Aversion and Asset Prices
   Journal of Finance, 2010, 65, (4), 1303-1332 View citations (96)
   See also Working Paper Generalized Disappointment Aversion and Asset Prices, NBER Working Papers (2003) View citations (15) (2003)

2009

3. Model Uncertainty and Liquidity
   Review of Economic Dynamics, 2009, 12, (4), 543-566 View citations (75)
   See also Working Paper Model Uncertainty and Liquidity, NBER Working Papers (2001) View citations (23) (2001)
   Software Item Code files for "Model Uncertainty and Liquidity", Computer Codes (2009) (2009)

2007

4. Arbitrage-free bond pricing with dynamic macroeconomic models
   Review, 2007, 89, (Jul), 305-326 View citations (45)
   See also Working Paper Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models, NBER Working Papers (2007) View citations (36) (2007)

2005

5. Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum
   Journal of Monetary Economics, 2005, 52, (5), 853-853
6. Taylor rules, McCallum rules and the term structure of interest rates
   Journal of Monetary Economics, 2005, 52, (5), 921-950 View citations (58)
   See also Working Paper Taylor Rules, McCallum Rules and the Term Structure of Interest Rates, NBER Working Papers (2005) View citations (55) (2005)

2002

7. Are behavioral asset-pricing models structural?
   Journal of Monetary Economics, 2002, 49, (1), 215-228 View citations (7)
8. Prices as factors: Approximate aggregation with incomplete markets
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1127-1157 View citations (10)

2001

9. The independence axiom and asset returns
   Journal of Empirical Finance, 2001, 8, (5), 537-572 View citations (33)
   See also Working Paper The Independence Axiom and Asset Returns, NBER Technical Working Papers (1991) View citations (14) (1991)

1998

10. Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
    Journal of Business & Economic Statistics, 1998, 16, (1), 13-26 View citations (17)
    See also Working Paper Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1996) (1996)

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. Real business-cycle realizations
    Carnegie-Rochester Conference Series on Public Policy, 1997, 47, (1), 243-280 View citations (9)
    See also Working Paper Real Business Cycle Realizations, Working Paper (1997) View citations (8) (1997)
13. SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
    Macroeconomic Dynamics, 1997, 1, (1), 255-277 View citations (19)

1995

14. The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1995, 42, (1), 33-38

1993

15. Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates
    Journal of Money, Credit and Banking, 1993, 25, (3), 681-700 View citations (111)
    Also in Proceedings, 1993, 681-708 (1993) View citations (102)
    See also Working Paper Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates, NBER Technical Working Papers (1993) View citations (109) (1993)

1991

16. Persistent Deficits and the Market Value of Government Debt
    Journal of Applied Econometrics, 1991, 6, (1), 31-44 View citations (50)
17. Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment
    Carnegie-Rochester Conference Series on Public Policy, 1991, 35, (1), 217-220
18. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
    Journal of Political Economy, 1991, 99, (2), 263-86 View citations (955)

1990

19. 'First-order' risk aversion and the equity premium puzzle
    Journal of Monetary Economics, 1990, 26, (3), 387-407 View citations (114)
    See also Working Paper First order risk aversion and the equity premium puzzle, Levine's Working Paper Archive (2010) View citations (5) (2010)

1989

20. Risk premiums in the term structure: Evidence from artificial economies
    Journal of Monetary Economics, 1989, 24, (3), 371-399 View citations (171)
    See also Working Paper Risk Premiums in the Term Structure: Evidence from Artificial Economies, Working Paper (1986) View citations (3) (1986)
21. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
    Econometrica, 1989, 57, (4), 937-69 View citations (2439)
    See also Working Paper Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework, Working Paper (1987) View citations (15) (1987)

1986

22. A Diagnostic Test for Normality within the Power Exponential Family
    Journal of Business & Economic Statistics, 1986, 4, (3), 359-53

Chapters

2005

1. Exotic Preferences for Macroeconomists
   A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 319-414 View citations (36)
   See also Working Paper Exotic Preferences for Macroeconomists, New York University, Leonard N. Stern School of Business, Department of Economics (2004) View citations (122) (2004)

Software Items

2009

1. Code files for "Model Uncertainty and Liquidity"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Model Uncertainty and Liquidity, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (75) (2009)