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Information about:
Stanley E. Zin

Personal Details | Affiliation | Works
This is information that was supplied by Stanley Zin in registering through RePEc. If you are Stanley E. Zin , 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.

Other registered authors

Personal Details

First Name: Stanley
Middle Name: E.
Last Name: Zin
Suffix:

RePEc Short-ID: pzi46

Email: [This author has chosen not to make the email address public]
Homepage: http://stan.zin.googlepages.com
Postal Address:
Phone:

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, 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 and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. h, where author has written h papers that have each been cited at least h times.
  15. Number of Registered Citing Authors
  16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  17. Number of Journal Pages, Weighted by Simple Impact Factor
  18. Number of Journal Pages, Weighted by Recursive Impact Factor
  19. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

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

Working papers

  1. Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007. "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers 13245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  2. Stanley Zin & David Backus & Bryan Routledge, 2006. "Asset pricing implications for business cycle analysis," 2006 Meeting Papers 14, Society for Economic Dynamics.

  3. Stanley Zin & Thomas Tallarini, 2005. "Portfolio Choice and Permanent Income," Computing in Economics and Finance 2005 408, Society for Computational Economics.

  4. Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers 11276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  5. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    Other versions:

  6. Stan Zin & David Backus & Bryan Routledge, 2004. "International Risk Sharing with exotic preferences," 2004 Meeting Papers 149, Society for Economic Dynamics.

  7. Bryan R. Routledge & Stanley E. Zin, 2003. "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers 10107, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. David Backus & Liuren Wu & Stanley Zin, 2002. "Markov Chain Approximations For Term Structure Models," Finance 0207018, EconWPA. [Downloadable!]

  9. Bernhard Paasche & Stanley E. Zin, 2001. "Competition and Intervention in Sovereign Debt Markets," NBER Working Papers 8679, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  10. Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  11. Stanley A. Zin, Bryan Routledge, 2000. "Solution Algorithms For Dynamic Choquet Expected Utility," Computing in Economics and Finance 2000 119, Society for Computational Economics.

  12. David K. Backus & Silverio Foresi & Stanley E. Zin, 1994. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Working Papers 94-28, New York University, Leonard N. Stern School of Business, Department of Economics.
    Other versions:
    Published as:

  13. David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," Working Papers 94-09, New York University, Leonard N. Stern School of Business, Department of Economics.
    Other versions:

  14. David K. Backus & Stanley E. Zin, 1993. "Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates," NBER Technical Working Papers 0133, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  15. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  16. Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis," Working Papers 698, Queen's University, Department of Economics.

  17. Gregor W. Smith & Stanley E. Zin, 1987. "Testing a Government's Present-Value Borrowing Constraint," Working Papers 695, Queen's University, Department of Economics.

  18. Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework," Working Papers 699, Queen's University, Department of Economics.

  19. Stanley E. Zin, 1987. "Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns," Working Papers 694, Queen's University, Department of Economics.

  20. Stanley E. Zin, 1987. "Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility," Working Papers 693, Queen's University, Department of Economics.

  21. David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986. "Risk Premiums in the Term Structure : Evidence from Artificial Economies," Working Papers 665, Queen's University, Department of Economics.
    Published as:

  22. Michael Trick & Stanley Zin, . "Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs," GSIA Working Papers 16, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  23. Michael Trick & Stanley Zin, . "A Linear Programming Approach to Solving Stochastic Dynamic Programming," GSIA Working Papers 4, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  24. Chris Telmer & Stanley E. Zin, . "The yield curve: terms of endearment or terms of endowment?," GSIA Working Papers 231, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  25. Tony Smith & Fallaw Sowell & Stanley Zin, . "Fractional integration with Drift: Estimation in Small Samples," GSIA Working Papers 22, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
    Published as:

Articles

  1. Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007. "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 305-326. [Downloadable!]
    Other versions:

  2. Trick, Michael A. & Zin, Stanley E., 2005. "Spline Approximations To Value Functions," Macroeconomic Dynamics, Cambridge University Press, vol. 1(01), pages 255-277, March. [Downloadable!]

  3. Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005. "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 921-950, July. [Downloadable!] (restricted)
    Other versions:

  4. Goodfriend, Marvin & Zin, Stanley, 2005. "Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 853-853, July. [Downloadable!] (restricted)

  5. Telmer, Chris I. & Zin, Stanley E., 2002. "Prices as factors: Approximate aggregation with incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1127-1157, July. [Downloadable!] (restricted)

  6. Zin, Stanley E., 2002. "Are behavioral asset-pricing models structural?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 215-228, January. [Downloadable!] (restricted)

  7. Epstein, Larry G. & Zin, Stanley E., 2001. "The independence axiom and asset returns," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December. [Downloadable!] (restricted)
    Other versions:

  8. Backus, David & Foresi, Silverio & Zin, Stanley, 1998. "Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 13-26, January.
    Other versions:

  9. Smith, Anthony A, Jr & Sowell, Fallaw & Zin, Stanley E, 1997. "Fractional Integration with Drift: Estimation in Small Samples," Empirical Economics, Springer, vol. 22(1), pages 103-16.
    Other versions:

  10. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47, pages 243-280, December. [Downloadable!] (restricted)

  11. Zin, Stanley E., 1995. "The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42, pages 33-38, June. [Downloadable!] (restricted)

  12. David K. Backus & Stanley E. Zin, 1993. "Long-memory inflation uncertainty: evidence from the term structure of interest rates," Proceedings, Federal Reserve Bank of Cleveland, pages 681-708.
    Other versions:
    Published as:

  13. Smith, Gregor W & Zin, Stanley E, 1991. "Persistent Deficits and the Market Value of Government Debt," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 31-44, Jan.-Marc. [Downloadable!] (restricted)

  14. Zin, Stanley E., 1991. "Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 35, pages 217-220. [Downloadable!] (restricted)

  15. Epstein, Larry G & Zin, Stanley E, 1991. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 263-86, April. [Downloadable!] (restricted)

  16. Epstein, Larry G. & Zin, Stanley E., 1990. "'First-order' risk aversion and the equity premium puzzle," Journal of Monetary Economics, Elsevier, vol. 26(3), pages 387-407, December. [Downloadable!] (restricted)

  17. Backus, David K. & Gregory, Allan W. & Zin, Stanley E., 1989. "Risk premiums in the term structure : Evidence from artificial economies," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 371-399, November. [Downloadable!] (restricted)
    Other versions:

  18. Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-69, July. [Downloadable!] (restricted)

  19. Poirier, Dale J & Tello, Mario D & Zin, Stanley E, 1986. "A Diagnostic Test for Normality within the Power Exponential Family," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(3), pages 359-53, July.

  20. Stanley Zin, 1986. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 5(1), pages 75-80. [Downloadable!] (restricted)

  21. RePEc:cup:macdyn:v:1:y:1997:i:1:p:255-77 is not listed on IDEAS

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-07-13
  2. NEP-CFN: Corporate Finance (1) 2003-11-30
  3. NEP-DGE: Dynamic General Equilibrium (3) 2000-09-05 2003-11-30 2007-07-13 Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2000-09-05
  5. NEP-EVO: Evolutionary Economics (1) 2004-06-27
  6. NEP-FIN: Finance (3) 2001-04-11 2004-06-27 2005-05-07 Author is listed
  7. NEP-FMK: Financial Markets (4) 2000-09-13 2001-12-26 2001-12-26 2002-09-11 Author is listed
  8. NEP-MAC: Macroeconomics (3) 2004-06-27 2005-05-07 2007-07-13 Author is listed
  9. NEP-MON: Monetary Economics (2) 2005-05-07 2007-07-13
  10. NEP-RMG: Risk Management (1) 2002-09-11
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This page was last updated on 2008-7-13.

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