YiLi Chien
Personal Details
First Name: YiLi
Middle Name:
Last Name: Chien
Suffix:
RePEc Short-ID: pch650
Email: [This author has chosen not to make the email address public]
Homepage:
http://research.stlouisfed.org/econ/chien/
Postal Address: Research Division Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis, MO 63166-0442
Phone: 314-444-4617
Affiliation
- Research Division
Federal Reserve Bank of St. Louis - Location: St. Louis, Missouri (United States)
Homepage: http://research.stlouisfed.org/
Email:
Phone:
Fax: (314)444-8753
Postal: P.O. Box 442, St. Louis, MO 63166
Handle: RePEc:edi:efrblus (more details at EDIRC)
Works
Working papers
- Gabriele Camera & YiLi Chien, 2012. "Understanding the distributional impact of long-run inflation," Working Papers 2012-058, Federal Reserve Bank of St. Louis.
- YiLi Chien & Kanda Naknoi, 2011.
"The Risk Premium and Long-Run Global Imbalances,"
Purdue University Economics Working Papers
1266, Purdue University, Department of Economics.
- YiLi Chien & Kanda Naknoi, 2012. "The Risk Premium and Long-Run Global Imbalances," Working papers 2012-41, University of Connecticut, Department of Economics.
- YiLi Chien & Kanda Naknoi, 2012. "The risk premium and long-run global imbalances," Working Papers 2012-009, Federal Reserve Bank of St. Louis.
- Yili Chien & Junsang Lee, 2009. "Optimal Capital Taxation Under Limited Commitment," CAMA Working Papers 2009-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2009.
"Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?,"
NBER Working Papers
15382, National Bureau of Economic Research, Inc.
- YiLi Chien & Harold Cole & Hanno Lustig, 2012. "Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?," American Economic Review, American Economic Association, vol. 102(6), pages 2859-96, October.
- Yili Chien & Junsang Lee, 2009. "Why Tax Capital?," CAMA Working Papers 2009-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- YiLi Chien & Harold Cole & Hanno Lustig, 2007.
"A Multiplier Approach to Understanding the Macro Implications of Household Finance,"
NBER Working Papers
13555, National Bureau of Economic Research, Inc.
- Yili Chien & Harold Cole & Hanno Lustig, 2011. "A Multiplier Approach to Understanding the Macro Implications of Household Finance," Review of Economic Studies, Oxford University Press, vol. 78(1), pages 199-234.
- Harold L. Cole & Hanno & YiLi Chien, 2007. "Macro Implications of Household Finance," 2007 Meeting Papers 479, Society for Economic Dynamics.
- YiLi Chien & JunSang Lee, 2006.
"Optimal Capital Taxation under Limited Commitment,"
2006 Meeting Papers
430, Society for Economic Dynamics.
- Junsang Lee & Yili Chien, 2008. "Optimal Capital Taxation Under Limited Commitment," ANU Working Papers in Economics and Econometrics 2008-498, Australian National University, College of Business and Economics, School of Economics.
- Yili Chien & Junsang Lee, 2009. "Optimal Capital Taxation Under Limited Commitment," CAMA Working Papers 2009-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yili Chien & Junsang Lee, 2006.
"Why Tax Capital?,"
2006 Meeting Papers
492, Society for Economic Dynamics.
- Junsang Lee & Yili Chien, 2008. "Why Tax Capital?," ANU Working Papers in Economics and Econometrics 2008-497, Australian National University, College of Business and Economics, School of Economics.
- Yili Chien & Junsang Lee, 2009. "Why Tax Capital?," CAMA Working Papers 2009-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hanno Lustig & Yi-Li Chien, 2005.
"The Market Price of Aggregate Risk and the Wealth Distribution,"
NBER Working Papers
11132, National Bureau of Economic Research, Inc.
- YiLi Chien & Hanno Lustig, 2010. "The Market Price of Aggregate Risk and the Wealth Distribution," Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
- Hanno Lustig, 2001. "The Market Price of Aggregate Risk and the Wealth Distribution," Finance 0111004, EconWPA, revised 16 Nov 2001.
- Hanno Lustig, 2004. "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers 299, UCLA Department of Economics.
Articles
- YiLi Chien & Harold Cole & Hanno Lustig, 2012.
"Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?,"
American Economic Review,
American Economic Association, vol. 102(6), pages 2859-96, October.
- Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2009. "Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?," NBER Working Papers 15382, National Bureau of Economic Research, Inc.
- Yili Chien & Harold Cole & Hanno Lustig, 2011.
"A Multiplier Approach to Understanding the Macro Implications of Household Finance,"
Review of Economic Studies,
Oxford University Press, vol. 78(1), pages 199-234.
- YiLi Chien & Harold Cole & Hanno Lustig, 2007. "A Multiplier Approach to Understanding the Macro Implications of Household Finance," NBER Working Papers 13555, National Bureau of Economic Research, Inc.
- YiLi Chien & Hanno Lustig, 2010.
"The Market Price of Aggregate Risk and the Wealth Distribution,"
Review of Financial Studies,
Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
- Hanno Lustig, 2001. "The Market Price of Aggregate Risk and the Wealth Distribution," Finance 0111004, EconWPA, revised 16 Nov 2001.
- Hanno Lustig, 2004. "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers 299, UCLA Department of Economics.
- Hanno Lustig & Yi-Li Chien, 2005. "The Market Price of Aggregate Risk and the Wealth Distribution," NBER Working Papers 11132, National Bureau of Economic Research, Inc.
NEP Fields
12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (1) 2009-09-26
- NEP-CFN: Corporate Finance (1) 2005-02-20
- NEP-DGE: Dynamic General Equilibrium (9) 2005-02-20 2007-01-13 2007-11-10 2008-09-20 2008-09-20 2009-06-10 2009-06-10 2012-12-15 2012-12-22. Author is listed
- NEP-FIN: Finance (1) 2005-02-20
- NEP-IFN: International Finance (2) 2012-02-08 2012-05-02
- NEP-MAC: Macroeconomics (4) 2007-01-13 2008-09-20 2012-02-08 2012-12-15. Author is listed
- NEP-OPM: Open Economy Macroeconomic (3) 2012-02-08 2012-05-02 2012-12-22. Author is listed
- NEP-PUB: Public Finance (5) 2007-01-13 2008-09-20 2008-09-20 2009-06-10 2009-06-10. Author is listed
- NEP-UPT: Utility Models & Prospect Theory (3) 2012-02-08 2012-05-02 2012-12-22. Author is listed
Statistics
Most cited item
- Hanno Lustig & Yi-Li Chien, 2005. "The Market Price of Aggregate Risk and the Wealth Distribution," NBER Working Papers 11132, National Bureau of Economic Research, Inc.
Most downloaded item (past 12 months)
- Gabriele Camera & YiLi Chien, 2012. "Understanding the distributional impact of long-run inflation," Working Papers 2012-058, Federal Reserve Bank of St. Louis.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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