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Amir Yaron

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Personal Details

First Name: Amir
Middle Name:
Last Name: Yaron
Suffix:

RePEc Short-ID: pya156

Email:
Homepage: http://savage.wharton.upenn.edu
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

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Working papers

  1. Frank Schorfheide & Dongho Song & Amir Yaron, 2014. "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," NBER Working Papers 20303, National Bureau of Economic Research, Inc.
  2. Ravi Bansal & Dana Kiku & Amir Yaron, 2012. "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers 18305, National Bureau of Economic Research, Inc.
  3. Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2012. "Volatility, the Macroeconomy and Asset Prices," NBER Working Papers 18104, National Bureau of Economic Research, Inc.
  4. Ravi Bansal & Dana Kiku & Amir Yaron, 2009. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers 15504, National Bureau of Economic Research, Inc.
  5. Mark Huggett & Gustavo Ventura & Amir Yaron, 2007. "Sources of Lifetime Inequality," Working Papers, Georgetown University, Department of Economics gueconwpa~07-07-04, Georgetown University, Department of Economics.
  6. Amir Yaron & Leonid Kogan & Dmitry Livdan, 2004. "Futures Prices in a Production Economy with Investment Constraints," 2004 Meeting Papers, Society for Economic Dynamics 128, Society for Economic Dynamics.
  7. Ravi Bansal & Varoujan Khatchatrian & Amir Yaron, 2004. "Interpretable Asset Markets?," 2004 Meeting Papers, Society for Economic Dynamics 136b, Society for Economic Dynamics.
  8. Amir Yaron & Mark Huggett & Gustavo Ventura, 2004. "Consumption and Earnings Inequality with Risky Human Capital," 2004 Meeting Papers, Society for Economic Dynamics 669, Society for Economic Dynamics.
  9. Amir Yaron & Joao Gomes, 2004. "Investment and Asset Prices with Financing Constraints," 2004 Meeting Papers, Society for Economic Dynamics 806, Society for Economic Dynamics.
  10. Michael W. Brandt & Amir Yaron, 2003. "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers 9458, National Bureau of Economic Research, Inc.
  11. Gomes, Joao F & Yaron, Amir & Zhang, Lu, 2003. "Asset Prices and Business Cycles with Costly External Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3927, C.E.P.R. Discussion Papers.
  12. Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron, 2002. "How Well Do Banks Manage Their Reserves?," NBER Working Papers 9388, National Bureau of Economic Research, Inc.
  13. Gomes, Joao F & Yaron, Amir & Zhang, Lu, 2002. "Asset Pricing Implications of Firms' Financing Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3495, C.E.P.R. Discussion Papers.
  14. Mark Hugget & Gustavo Ventura & Amir Yaron, 2002. "Human Capital and Earnings Distribution Dynamics," NBER Working Papers 9366, National Bureau of Economic Research, Inc.
  15. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2000. "The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk," NBER Working Papers 8040, National Bureau of Economic Research, Inc.
  16. Ravi Bansal & Amir Yaron, 2000. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers 8059, National Bureau of Economic Research, Inc.
  17. Hollifield, B. & Yaron, A., 1999. "The Foreign Exchange Risk Premium: Real and Nominal Factors," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 1999-17, Carnegie Mellon University, Tepper School of Business.
  18. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1998. "The risk sharing implications of alternative social security arrangements," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 252, Carnegie Mellon University, Tepper School of Business.
  19. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1997. "Consumption and risk sharing over the life cycle," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 228, Carnegie Mellon University, Tepper School of Business.
  20. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996. "Asset pricing with idiosyncratic risk and overlapping generations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 405, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
  21. Amir Yaron & Harold Zhang, 1995. "Fixed Costs and Asset Market Participation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 1997-25, Carnegie Mellon University, Tepper School of Business.
  22. Lars Hansen & John Heaton & Amir Yaron, . "Small Sample Properties of Alternative GMM Estimators," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 25, Carnegie Mellon University, Tepper School of Business.
  23. Amir Yaron, . "Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 27, Carnegie Mellon University, Tepper School of Business.
  24. Kjetil Storesletten & Chris Telmer & Amir Yaron, . "Persistent Idiosyncratic Shocks and Incomplete Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 24, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 519-548, October.
  2. João F. Gomes & Amir Yaron & Lu Zhang, 2006. "Asset Pricing Implications of Firms' Financing Constraints," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 19(4), pages 1321-1356.
  3. Huggett, Mark & Ventura, Gustavo & Yaron, Amir, 2006. "Human capital and earnings distribution dynamics," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(2), pages 265-290, March.
  4. Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, Elsevier, vol. 49(3), pages 531-560, April.
  5. Jallath-Coria, Eduardo & Mukhopadhyay, Tridas & Yaron, Amir, 2005. "How Well Do Mexican Banks Manage Their Reserves?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 37(4), pages 623-43, August.
  6. Storesletten, Kjetil & Telmer, Christopher I. & Yaron, Amir, 2004. "Consumption and risk sharing over the life cycle," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(3), pages 609-633, April.
  7. Ravi Bansal & Amir Yaron, 2004. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," Journal of Finance, American Finance Association, American Finance Association, vol. 59(4), pages 1481-1509, 08.
  8. Joao F. Gomes & Amir Yaron & Lu Zhang, 2003. "Asset Prices and Business Cycles with Costly External Finance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 767-788, October.
  9. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 2001. "The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk," European Economic Review, Elsevier, Elsevier, vol. 45(7), pages 1311-1339.
  10. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2001. "How Important Are Idiosyncratic Shocks? Evidence from Labor Supply," American Economic Review, American Economic Association, American Economic Association, vol. 91(2), pages 413-417, May.
  11. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 1999. "The risk-sharing implications of alternative social security arrangements," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 50(1), pages 213-259, June.
  12. Hansen, Lars Peter & Heaton, John & Yaron, Amir, 1996. "Finite-Sample Properties of Some Alternative GMM Estimators," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 14(3), pages 262-80, July.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (3) 2002-12-09 2002-12-09 2002-12-09
  2. NEP-BEC: Business Economics (1) 2009-11-21
  3. NEP-CBA: Central Banking (1) 2009-11-21
  4. NEP-CFN: Corporate Finance (3) 2002-12-17 2003-03-14 2003-07-13
  5. NEP-DGE: Dynamic General Equilibrium (11) 2000-09-05 2000-09-13 2000-09-13 2002-03-04 2002-03-04 2002-12-09 2002-12-09 2003-07-13 2004-08-02 2007-07-07 2007-08-08. Author is listed
  6. NEP-ECM: Econometrics (1) 2000-09-05
  7. NEP-ETS: Econometric Time Series (1) 2000-09-05
  8. NEP-FIN: Finance (8) 2000-03-06 2000-09-05 2000-09-05 2002-12-17 2004-08-02 2004-08-02 2004-12-02 2005-08-13. Author is listed
  9. NEP-FMK: Financial Markets (8) 2000-09-05 2000-09-05 2000-09-13 2002-04-08 2002-12-17 2003-01-27 2004-08-02 2005-08-13. Author is listed
  10. NEP-HRM: Human Capital & Human Resource Management (2) 2007-07-07 2007-08-08
  11. NEP-IAS: Insurance Economics (1) 2000-09-13
  12. NEP-IND: Industrial Organization (1) 2000-09-05
  13. NEP-MAC: Macroeconomics (5) 2003-07-17 2009-11-21 2012-06-05 2012-08-23 2014-07-28. Author is listed
  14. NEP-MIC: Microeconomics (1) 2002-04-08
  15. NEP-RMG: Risk Management (3) 2002-12-17 2003-01-27 2003-03-14
  16. NEP-UPT: Utility Models & Prospect Theory (3) 2007-07-07 2007-08-08 2012-08-23

Statistics

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 Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Number of Journal Pages, Weighted by Recursive Impact Factor
  20. Breadth of citations across fields
  21. Wu-Index

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