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Citations for "Asset Pricing Implications of Pareto Optimality with Private Information"

by Narayana R. Kocherlakota & Luigi Pistaferri

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  1. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "Uninsurable Risk and Financial Market Puzzles," MPRA Paper 23351, University Library of Munich, Germany.
  2. Parantap Basu & Andrei Semenovz & Kenji Wadax, 2007. " Uninsurable Risk and Financial Market Puzzles," CDMA Conference Paper Series 0701, Centre for Dynamic Macroeconomic Analysis.
  3. Ligon, Ethan A., 2010. "Measuring Risk by Looking at Changes in Inequality: vulnerability in Ecuador," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt8vj75725, Department of Agricultural & Resource Economics, UC Berkeley.
  4. Pierre-Olivier Weill & Chris Edmond, 2008. "Aggregate implications of micro asset market segmentation," 2008 Meeting Papers 481, Society for Economic Dynamics.
  5. Noah Williams, 2007. "Persistent Private Information," 2007 Meeting Papers, Society for Economic Dynamics 158, Society for Economic Dynamics.
  6. YiLi Chien & Hanno Lustig, 2010. "The Market Price of Aggregate Risk and the Wealth Distribution," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
  7. 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.
  8. Mark L. J. Wright, 2004. "Private capital flows, capital controls, and default risk," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jun.
  9. Ligon, Ethan A., 2011. "Dynamics, risk, and vulnerability," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt8kw7k2dz, Department of Agricultural & Resource Economics, UC Berkeley.
  10. Laura Blow & Valérie Lechene & Peter Levell, 2014. "Using the CE to Model Household Demand," NBER Chapters, in: Improving the Measurement of Consumer Expenditures National Bureau of Economic Research, Inc.
  11. Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique, 2012. "Underidentification?," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 256-280.
  12. Florian Scheuer, 2013. "Optimal Asset Taxes in Financial Markets with Aggregate Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 405-420, July.
  13. Narayana R. Kocherlakota & Luigi Pistaferri, 2006. "Household Heterogeneity and Real Exchange Rates," Levine's Bibliography 122247000000001275, UCLA Department of Economics.
  14. Costa, Carlos Eugênio da & Luz, Vitor F., 2010. "The Private Memory of Aggregate Shocks," Economics Working Papers (Ensaios Economicos da EPGE) 706, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  15. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008. "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, MIT Press, vol. 6(2-3), pages 715-726, 04-05.
  16. Mikhail Golosov & Aleh Tayvinski & Matthew Weinzierl, 2010. "Preference Heterogeneity and Optimal Capital Income Taxation," STICERD - Public Economics Programme Discussion Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 04, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  17. Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2006. "Temptation and self-control: some evidence and applications," Staff Report, Federal Reserve Bank of Minneapolis 367, Federal Reserve Bank of Minneapolis.
  18. Alexander Karaivanov & Robert M. Townsend, 2014. "Dynamic Financial Constraints: Distinguishing Mechanism Design From Exogenously Incomplete Regimes," Econometrica, Econometric Society, Econometric Society, vol. 82(3), pages 887-959, 05.
  19. Andrei Semenov, 2008. "Estimation of the consumption CAPM with imperfect sample separation information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(4), pages 333-348.
  20. Andrei Semenov, 2003. "High-Order Consumption Moments and Asset Pricing," Working Papers, York University, Department of Economics 2003_4, York University, Department of Economics, revised Jan 2005.
  21. Kollmann, Robert, 2009. "Household Heterogeneity and the Real Exchange Rate: Still a Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7301, C.E.P.R. Discussion Papers.
  22. Vitor F. Luz & Carlos E. da Costa, 2011. "Separability and Memory: Micro Causes, Macro Consequences," 2011 Meeting Papers 916, Society for Economic Dynamics.
  23. Lars Peter Hansen, 2012. "Risk Pricing over Alternative Investment Horizons," Working Papers, Becker Friedman Institute for Research In Economics 2012-008, Becker Friedman Institute for Research In Economics.
  24. Takekuma, Shin-Ichi, 2010. "The Modigliani-Miller Theorem In A Dynamic Economy," Hitotsubashi Journal of Economics, Hitotsubashi University, Hitotsubashi University, vol. 51(1), pages 43-55, June.
  25. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," NBER Working Papers 15756, National Bureau of Economic Research, Inc.
  26. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2011. "Uninsurable risk and financial market puzzles," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(6), pages 1055-1089, October.