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Urban Joseph Jermann

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This is information that was supplied by Urban Jermann in registering through RePEc. If you are Urban Joseph Jermann , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Urban
Middle Name: Joseph
Last Name: Jermann
Suffix:

RePEc Short-ID: pje4

Email:
Homepage: http://finance.wharton.upenn.edu/~jermann/
Postal Address: Finance Department The Wharton School of the University of Pennsylvania 3620 Locust Walk Philadelphia, PA 19104-6367
Phone: 215 898-4184

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Review of Economic Dynamics editors and associated editors

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Urban Jermann & Vincenzo Quadrini, 2009. "Macroeconomic Effects of Financial Shocks," NBER Working Papers 15338, National Bureau of Economic Research, Inc.
  2. Urban Jermann & Vivian Z. Yue, 2006. "Interest Rate Swap and Corporate Default," 2006 Meeting Papers 866, Society for Economic Dynamics.
  3. Urban Jermann, 2006. "The Equity Premium Implied by Production," NBER Working Papers 12487, National Bureau of Economic Research, Inc.
  4. Urban Jermann & Vincenzo Quadrini, 2006. "Financial Innovations and Macroeconomic Volatility," NBER Working Papers 12308, National Bureau of Economic Research, Inc.
  5. Vincenzo Quadrini & Urban Jermann, 2005. "Financial Development and Macroeconomic Stability," 2005 Meeting Papers 692, Society for Economic Dynamics.
  6. Urban Jermann & Vincenzo Quadrini, 2002. "Stock Market Boom and the Productivity Gains of the 1990s," NBER Working Papers 9034, National Bureau of Economic Research, Inc.
  7. Fernando Alvarez & Urban J. Jermann, 2001. "The Size of the Permanent Component of Asset Pricing Kernels," NBER Working Papers 8360, National Bureau of Economic Research, Inc.
  8. Alvarez, F. & Jermann, U.J., 2000. "Using Asset Prices to Measure the Cost of Business Cycles," Weiss Center Working Papers 00-1, Wharton School - Weiss Center for International Financial Research.
  9. Marianne Baxter & Urban J. Jermann, 1999. "Household Production and the Excess Sensitivity of Consumption to Current Income," NBER Working Papers 7046, National Bureau of Economic Research, Inc.
  10. Fernando Alvarez & Urban J. Jermann, 1999. "Quantitative asset pricing implications of endogenous solvency constraints," Working Papers 99-5, Federal Reserve Bank of Philadelphia.
  11. Jermann, U.J., 1998. "International Portfolio Diversification and Endogenous Labour Supply Choice," Weiss Center Working Papers 98-06, Wharton School - Weiss Center for International Financial Research.
  12. Fernando Alvarez & Urban J. Jermann, 1998. "Asset Pricing when Risk Sharing is Limited by Default," NBER Working Papers 6476, National Bureau of Economic Research, Inc.
  13. Urban J. Jermann, 1997. "International portfolio diversification and labor/leisure choice," Discussion Paper / Institute for Empirical Macroeconomics 119, Federal Reserve Bank of Minneapolis.
  14. Marianne Baxter & Urban J. Jermann, 1995. "The International Diversification Puzzle is Worse Than You Think," NBER Working Papers 5019, National Bureau of Economic Research, Inc.
  15. Marianne Baxter & Urban J. Jermann & Robert G. King, 1995. "Nontraded Goods, Nontraded Factors, and International Non-Diversification," NBER Working Papers 5175, National Bureau of Economic Research, Inc.

Articles

  1. Fernando Alvarez & Urban J. Jermann, 2005. "Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth," Econometrica, Econometric Society, vol. 73(6), pages 1977-2016, November.
  2. Fernando Alvarez & Urban J. Jermann, 2004. "Using Asset Prices to Measure the Cost of Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1223-1256, December.
  3. Jermann, Urban J., 2002. "International portfolio diversification and endogenous labor supply choice," European Economic Review, Elsevier, vol. 46(3), pages 507-522, March.
  4. Urban Jermann, 2002. "EconomicDynamics Interviews Urban Jermann on Asset Pricing," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 3(2), April.
  5. Alvarez, Fernando & Jermann, Urban J, 2001. "Quantitative Asset Pricing Implications of Endogenous Solvency Constraints," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(4), pages 1117-51.
  6. Fernando Alvarez & Urban J. Jermann, 2000. "Efficiency, Equilibrium, and Asset Pricing with Risk of Default," Econometrica, Econometric Society, vol. 68(4), pages 775-798, July.
  7. Jermann, Urban J., 1999. "Social security and institutions for intergenerational, intragenerational, and international risk-sharing : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 50(1), pages 205-212, June.
  8. Marianne Baxter & Urban J. Jermann, 1999. "Household Production and the Excess Sensitivity of Consumption to Current Income," American Economic Review, American Economic Association, vol. 89(4), pages 902-920, September.
  9. Jermann, Urban J., 1998. "Asset pricing in production economies," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 257-275, April.
  10. Baxter, Marianne & Jermann, Urban J. & King, Robert G., 1998. "Nontraded goods, nontraded factors, and international non-diversification," Journal of International Economics, Elsevier, vol. 44(2), pages 211-229, April.
  11. Baxter, Marianne & Jermann, Urban J. & King, Robert G., 1998. "Synthetic returns on NIPA assets: An international comparison," European Economic Review, Elsevier, vol. 42(6), pages 1141-1172, June.
  12. Baxter, Marianne & Jermann, Urban J, 1997. "The International Diversification Puzzle Is Worse Than You Think," American Economic Review, American Economic Association, vol. 87(1), pages 170-80, March.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 1999-04-27
  2. NEP-BEC: Business Economics (3) 2006-06-24 2006-09-03 2009-09-19 Author is listed
  3. NEP-CBA: Central Banking (2) 2006-06-24 2009-09-19
  4. NEP-DGE: Dynamic General Equilibrium (8) 1999-02-15 1999-04-27 2002-07-04 2005-12-01 2006-06-24 2006-09-03 2006-10-28 2009-09-19 Author is listed
  5. NEP-FIN: Finance (6) 1999-08-04 2002-07-04 2005-12-01 2006-06-24 2006-09-03 2006-10-28 Author is listed
  6. NEP-FMK: Financial Markets (3) 2002-07-04 2006-06-24 2006-09-03 Author is listed
  7. NEP-HIS: Business, Economic & Financial History (1) 2006-10-28
  8. NEP-LAB: Labour Economics (1) 1999-04-27
  9. NEP-MAC: Macroeconomics (5) 2005-12-01 2006-06-24 2006-09-03 2006-10-28 2009-09-19 Author is listed
  10. NEP-MIC: Microeconomics (2) 1999-02-15 1999-04-27
  11. NEP-PKE: Post Keynesian Economics (1) 2005-12-01
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-09-03

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations
  4. Number of Citations, Discounted by Citation Age
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors
  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  15. h-index
  16. Number of Registered Citing Authors
  17. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  18. Number of Journal Pages, Weighted by Simple Impact Factor
  19. Number of Journal Pages, Weighted by Recursive Impact Factor
  20. Wu-Index

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