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Information about:
Rajnish Mehra

Personal Details | Affiliation | Works
This is information that was supplied by Rajnish Mehra in registering through RePEc. If you are Rajnish Mehra , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Rajnish
Middle Name:
Last Name: Mehra
Suffix:

RePEc Short-ID: pme56

Email:
Homepage: http://econ.ucsb.edu/~mehra/
Postal Address: Department of Economics University of California Santa Barbara CA 93106 USA
Phone: 805 893 3238

Affiliation

(in no particular order)

Lists

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

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics. [Downloadable!]
    Other versions:

  2. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Rajnish Mehra, 2006. "Recursive Competitive Equilibrium," NBER Working Papers 12433, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Rajnish Mehra, 2006. "The Equity Premium in India," NBER Working Papers 12434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  6. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  7. Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security," NBER Working Papers 8906, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  9. Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers 97-24, Columbia - Graduate School of Business.
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    Published as:

  10. Robert Alan Feldman & Rajnish Mehra, 1993. "Auctions - Theory and Possible Applications to Economies in Transition," IMF Working Papers 93/12, International Monetary Fund.

  11. Jean-Pierre Danthine & John B. Donaldson & Rajnish Mehra, 1992. "The equity premium and the allocation of income risk," Discussion Paper / Institute for Empirical Macroeconomics 60, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    Published as:

  12. Mehra, R., 1990. "On The Volatility Of Stock Market Prices," University of California at Santa Barbara, Economics Working Paper Series 17-90, Department of Economics, UC Santa Barbara.

  13. Jean-Pierre DANTHINE & John B. DONALDSON & Rajnish MEHRA, 1988. "On some computational Aspects of Equilibrium Business Cycle Theory," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 8810, Université de Lausanne, Faculté des HEC, DEEP.
    Published as:

  14. Rajnish Mehra & Edward C. Prescott, 1982. "A test of the intertemporal asset pricing model," Staff Report 81, Federal Reserve Bank of Minneapolis. [Downloadable!]

  15. Rajnish Mehra & Raaj Sah, . "Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?," University of California at Santa Barbara, Economics Working Paper Series 22-98, Department of Economics, UC Santa Barbara.
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Articles

  1. George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July. [Downloadable!] (restricted)
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  2. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, vol. 1(1), pages 1-34, 01. [Downloadable!] (restricted)
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  3. Mehra, Rajnish, 2002. "Finance," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1069-1074, July. [Downloadable!] (restricted)

  4. Mehra, Rajnish & Sah, Raaj, 2002. "Mood fluctuations, projection bias, and volatility of equity prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 869-887, May. [Downloadable!] (restricted)

  5. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle," The Quarterly Journal of Economics, MIT Press, vol. 117(1), pages 269-296, February. [Downloadable!] (restricted)
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  6. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1992. "The equity premium and the allocation of income risk," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 509-532. [Downloadable!] (restricted)
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  7. Donaldson, John B. & Johnsen, Thore & Mehra, Rajnish, 1990. "On the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 14(3-4), pages 571-596, October. [Downloadable!] (restricted)

  8. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1989. "On some computational aspects of equilibrium business cycle theory," Journal of Economic Dynamics and Control, Elsevier, vol. 13(3), pages 449-470, July. [Downloadable!] (restricted)
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  9. Mehra, Rajnish & Prescott, Edward C., 1988. "The equity risk premium: A solution?," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 133-136, July. [Downloadable!] (restricted)

  10. Mehra, Rajnish, 1988. "On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 131-35, February. [Downloadable!] (restricted)

  11. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March. [Downloadable!] (restricted)

  12. Mehra, Rajnish, 1984. "Recursive competitive equilibrium : A parametric example," Economics Letters, Elsevier, vol. 16(3-4), pages 273-278. [Downloadable!] (restricted)

  13. Donaldson, John B & Mehra, Rajnish, 1984. "Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model," Review of Economic Studies, Blackwell Publishing, vol. 51(3), pages 491-508, July. [Downloadable!] (restricted)

  14. Danthine, Jean-Pierre & Donaldson, John B. & Mehra, Rajnish, 1983. "On the impact of shock persistence on the dynamics of a recursive economy," European Economic Review, Elsevier, vol. 22(2), pages 147-166, July. [Downloadable!] (restricted)

  15. Donaldson, John B. & Mehra, Rajnish, 1983. "Stochastic growth with correlated production shocks," Journal of Economic Theory, Elsevier, vol. 29(2), pages 282-312, April. [Downloadable!] (restricted)

  16. Prescott, Edward C & Mehra, Rajnish, 1980. "Recursive Competitive Equilibrium: The Case of Homogeneous Households," Econometrica, Econometric Society, vol. 48(6), pages 1365-79, September. [Downloadable!] (restricted)

  17. Mehra, Rajnish, 1978. "On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(02), pages 227-244, June. [Downloadable!]

Chapters

  1. Mehra, Rajnish & Prescott, Edward C., 2003. "The equity premium in retrospect," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938 Elsevier. [Downloadable!] (restricted)
    Other versions:

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (4) 2007-07-20 2007-10-06 2007-10-13 2008-09-29 Author is listed
  2. NEP-CBA: Central Banking (1) 2006-08-26
  3. NEP-CFN: Corporate Finance (2) 2003-02-24 2006-08-26
  4. NEP-CWA: Central & Western Asia (1) 2006-08-26
  5. NEP-DGE: Dynamic General Equilibrium (7) 2003-02-24 2004-07-18 2006-08-26 2007-07-20 2007-10-13 2008-04-29 2008-09-29 Author is listed
  6. NEP-FIN: Finance (1) 2006-08-26
  7. NEP-FMK: Financial Markets (4) 2002-03-14 2003-02-24 2006-08-26 2007-07-20 Author is listed
  8. NEP-HIS: Business, Economic & Financial History (1) 2004-07-18
  9. NEP-MAC: Macroeconomics (5) 2005-02-20 2006-08-26 2006-08-26 2007-07-20 2008-09-29 Author is listed
  10. NEP-MIC: Microeconomics (1) 2002-04-25
  11. NEP-RMG: Risk Management (3) 2003-02-24 2003-03-03 2007-07-20 Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2007-07-20
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This page was last updated on 2009-11-8.

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