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Chao Wei

Personal Details

First Name:Chao
Middle Name:
Last Name:Wei
Suffix:
RePEc Short-ID:pwe82
[This author has chosen not to make the email address public]
http://home.gwu.edu/~cdwei
Terminal Degree:2001 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

(50%) Department of Economics
George Washington University

Washington, District of Columbia (United States)
http://www.gwu.edu/~econ/

: (202) 994-6150
(202) 994-6147
Monroe Hall #340, 2115 G Street, NW, Washington, DC 20052
RePEc:edi:degwuus (more details at EDIRC)

(50%) Institute for International Economic Policy (IIEP)
Elliott School of International Affairs
George Washington University

Washington, District of Columbia (United States)
http://www.gwu.edu/~iiep/

:


RePEc:edi:iigwuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Chao Wei & Shanjun Li, 2014. "The Cost of Greening Stimulus: A Dynamic Discrete Choice Analysis of Vehicle Scrappage Programs," Working Papers 2014-12, The George Washington University, Institute for International Economic Policy.
  2. Marika Santoro & Chao Wei, 2011. "The Welfare Cost of Capital Taxation: An Asset Market Approach (Working Paper 2011-03)," Working Papers 41152, Congressional Budget Office.
  3. Chao Wei, 2007. "Inflation and Stock Prices: No Illusion," 2007 Meeting Papers 565, Society for Economic Dynamics.
  4. Chao Wei, 2005. "Unexpected Inflation, Firm Characteristics and Equity Returns in a New-Keynesian Model," Computing in Economics and Finance 2005 178, Society for Computational Economics.

Articles

  1. Santoro, Marika & Wei, Chao, 2013. "The marginal welfare cost of capital taxation: Discounting matters," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 897-909.
  2. Chao Wei, 2013. "A Dynamic General Equilibrium Model of Driving, Gasoline Use and Vehicle Fuel Efficiency," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 650-667, October.
  3. Santoro, Marika & Wei, Chao, 2012. "A Note On The Impact Of Progressive Dividend Taxation On Investment Decisions," Macroeconomic Dynamics, Cambridge University Press, vol. 16(02), pages 309-319, April.
  4. Marika Santoro & Chao Wei, 2011. "Taxation, Investment and Asset Pricing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 443-454, July.
  5. Chao Wei & Fred Joutz, 2011. "Inflation illusion or no illusion: what did pre- and post-war data say?," Applied Financial Economics, Taylor & Francis Journals, vol. 21(21), pages 1599-1603.
  6. Chao Wei, 2010. "Inflation and Stock Prices: No Illusion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 325-345, March.
  7. Chao Wei, 2009. "Does the stock market react to unexpected inflation differently across the business cycle?," Applied Financial Economics, Taylor & Francis Journals, vol. 19(24), pages 1947-1959.
  8. Wei, Chao, 2009. "A quartet of asset pricing models in nominal and real economies," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 154-165, January.
  9. Chao Wei, 2003. "Energy, the Stock Market, and the Putty-Clay Investment Model," American Economic Review, American Economic Association, vol. 93(1), pages 311-323, March.
  10. Mariacristina De Nardi & Liqian Ren & Chao Wei, 2000. "Income inequality and redistribution in five countries," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 2-20.

Software components

  1. Chao Wei, 2012. "Code and data files for "A Dynamic General Equilibrium Model of Driving, Gasoline Use and Vehicle Fuel Efficiency"," Computer Codes 11-284, Review of Economic Dynamics.
  2. Marika Santoro & Chao Wei, 2010. "Code files for "Taxation, Investment and Asset Pricing"," Computer Codes 09-164, Review of Economic Dynamics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Chao Wei, 2007. "Inflation and Stock Prices: No Illusion," 2007 Meeting Papers 565, Society for Economic Dynamics.

    Cited by:

    1. Hylton Hollander & Guangling Liu, 2013. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Working Papers 16/2013, Stellenbosch University, Department of Economics, revised 2014.
    2. Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
    3. Cedric L. Mbanga & Ali F. Darrat, 2016. "Fiscal policy and the US stock market," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 987-1002, November.
    4. : Arie E. Gozluklu, 2012. "Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics," Working Papers wpn12-06, Warwick Business School, Finance Group.
    5. Heimonen, Kari & Junttila, Juha & Kärkkäinen, Samu, 2017. "Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 1-18.

Articles

  1. Chao Wei, 2013. "A Dynamic General Equilibrium Model of Driving, Gasoline Use and Vehicle Fuel Efficiency," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 650-667, October.

    Cited by:

    1. Valerie A. Ramey & Daniel J. Vine, 2011. "Oil, Automobiles, and the U.S. Economy: How Much Have Things Really Changed?," NBER Chapters,in: NBER Macroeconomics Annual 2010, Volume 25, pages 333-367 National Bureau of Economic Research, Inc.
    2. Zubarev, Andrey V. & Polbin, Andrey V., 2016. "Estimation of Macroeconomic Effects from the Decline in Oil Export Duty," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-35, December.
    3. Jo, Soojin & Karnizova, Lilia & Reza, Abeer, 2017. "Industry Effects of Oil Price Shocks: Re-Examination," Working Papers 1710, Federal Reserve Bank of Dallas.
    4. Jesús Rodríguez-López & Gustavo A. Marrero & Rosa Marina González-Marrero, 2015. "Dieselization, CO2 emissions and fuel taxes in Europe," Working Papers 15.11, Universidad Pablo de Olavide, Department of Economics.
    5. Zubarev, Andrey & Polbin, Andrey, 2017. "Scenario Analysis of the Impact of Reducing the Export Duty on Oil on the Russian Economy within the Framework of the General Equilibrium Model," Working Papers 051734, Russian Presidential Academy of National Economy and Public Administration.

  2. Santoro, Marika & Wei, Chao, 2012. "A Note On The Impact Of Progressive Dividend Taxation On Investment Decisions," Macroeconomic Dynamics, Cambridge University Press, vol. 16(02), pages 309-319, April.

    Cited by:

    1. Anagnostopoulos, Alexis & Cárceles-Poveda, Eva & Lin, Danmo, 2012. "Dividend and capital gains taxation under incomplete markets," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 599-611.
    2. Igor Kotlán & Zuzana Machová, 2012. "Vliv zdanění korporací na ekonomický růst: selhání daňové kvóty?
      [The Influence of Corporate Taxation on Economic Growth: The Failure of Tax Quota?]
      ," Politická ekonomie, University of Economics, Prague, vol. 2012(6), pages 743-763.
    3. Igor Kotlán & Zuzana Machová & Lenka Janíčková, 2011. "Vliv zdanění na dlouhodobý ekonomický růst
      [Taxation Influence on the Economic Growth]
      ," Politická ekonomie, University of Economics, Prague, vol. 2011(5), pages 638-658.
    4. Bialowolski, Piotr & Weziak-Bialowolska, Dorota, 2014. "External factors affecting investment decisions of companies," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-21.
    5. Yuhn, Ky-hyang & Bennett, Christopher S., 2016. "A Note On The Bush Tax Cuts: Did They Succeed In Stimulating Business Investment?," Macroeconomic Dynamics, Cambridge University Press, vol. 20(06), pages 1623-1639, September.

  3. Marika Santoro & Chao Wei, 2011. "Taxation, Investment and Asset Pricing," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 443-454, July.

    Cited by:

    1. Peter A. Schmid, 2013. "The destabilizing effect of company income taxation," Society and Economy, Akadémiai Kiadó, Hungary, vol. 35(3), pages 365-388, September.
    2. François Gourio, 2013. "Credit Risk and Disaster Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
    3. Marika Santoro, 2015. "Long-term Gain, Short-Term Pain; Assessing the Potential Impact of Structural Reforms in Chile," IMF Working Papers 15/282, International Monetary Fund.
    4. Anagnostopoulos, Alexis & Cárceles-Poveda, Eva & Lin, Danmo, 2012. "Dividend and capital gains taxation under incomplete markets," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 599-611.
    5. Orhan Atesagaoglu & Eva Carceles-Poveda & Alexis Anagnostopoulos, 2014. "Capital Income Taxation with Household and Firm Heterogeneity," 2014 Meeting Papers 525, Society for Economic Dynamics.
    6. Huang-Meier, Winifred & Freeman, Mark C. & Mazouz, Khelifa, 2015. "Why are aggregate equity payouts pro-cyclical?," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 98-108.
    7. Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Eva Carceles-Poveda, 2014. "On the Double Taxation of Corporate Profits," Department of Economics Working Papers 14-03, Stony Brook University, Department of Economics.
    8. Thien Nguyen & Lukas Schmid & Howard Kung & Mariano Croce, 2012. "Fiscal Policies and Asset Prices," 2012 Meeting Papers 565, Society for Economic Dynamics.
    9. Gourio, François, 2012. "Macroeconomic implications of time-varying risk premia," Working Paper Series 1463, European Central Bank.
    10. Marika Santoro & Chao Wei, 2011. "The Welfare Cost of Capital Taxation: An Asset Market Approach (Working Paper 2011-03)," Working Papers 41152, Congressional Budget Office.
    11. Santoro, Marika & Wei, Chao, 2013. "The marginal welfare cost of capital taxation: Discounting matters," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 897-909.
    12. International Monetary Fund, 2015. "Chile; Selected Issues," IMF Staff Country Reports 15/228, International Monetary Fund.

  4. Chao Wei & Fred Joutz, 2011. "Inflation illusion or no illusion: what did pre- and post-war data say?," Applied Financial Economics, Taylor & Francis Journals, vol. 21(21), pages 1599-1603.

    Cited by:

    1. Francesco Bianchi, 2015. "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," NBER Working Papers 21056, National Bureau of Economic Research, Inc.
    2. Geert Bekaert & Eric Engstrom, 2009. "Inflation and the Stock Market:Understanding the "Fed Model"," NBER Working Papers 15024, National Bureau of Economic Research, Inc.

  5. Chao Wei, 2010. "Inflation and Stock Prices: No Illusion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 325-345, March.
    See citations under working paper version above.
  6. Chao Wei, 2009. "Does the stock market react to unexpected inflation differently across the business cycle?," Applied Financial Economics, Taylor & Francis Journals, vol. 19(24), pages 1947-1959.

    Cited by:

    1. Ciner, Cetin, 2015. "Are equities good inflation hedges? A frequency domain perspective," Review of Financial Economics, Elsevier, vol. 24(C), pages 12-17.
    2. Adel A. Al-Sharkas & Marwan Al-Zoubi, 2011. "Stock Prices and Inflation: Evidence from Jordan, Saudi Arabia, Kuwait, and Morocco," Working Papers 653, Economic Research Forum, revised 12 Jan 2011.

  7. Wei, Chao, 2009. "A quartet of asset pricing models in nominal and real economies," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 154-165, January.

    Cited by:

    1. Ivan Jaccard, 2007. "Asset Pricing, Habit Memory, and the Labor Market," Swiss Finance Institute Research Paper Series 07-23, Swiss Finance Institute, revised Nov 2007.
    2. Christoffel, Kai & Jaccard, Ivan & Kilponen, Juha, 2013. "Welfare and bond pricing implications of fiscal stabilization policies," Research Discussion Papers 32/2013, Bank of Finland.
    3. Roman Horvath & Lorant Kaszab, 2016. "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," Working Papers IES 2016/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2016.
    4. Challe, Edouard & Giannitsarou, Chryssi, 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," CEPR Discussion Papers 8387, C.E.P.R. Discussion Papers.

  8. Chao Wei, 2003. "Energy, the Stock Market, and the Putty-Clay Investment Model," American Economic Review, American Economic Association, vol. 93(1), pages 311-323, March.

    Cited by:

    1. Francois Gourio & Anil K Kashyap, 2007. "Investment Spikes: New Facts And A General Equilibrium Exploration," Boston University - Department of Economics - Working Papers Series WP2007-006, Boston University - Department of Economics.
    2. Sami Alpanda & Adrian Peralta-Alva, 2003. "Oil Crisis, Energy-Saving Technological Change and the Stock Market Crash of 1973-74," Working Papers 0604, University of Miami, Department of Economics, revised Dec 2006.
    3. Michael R. Pakko & William T. Gavin & Finn E. Kydland, 2004. "Monetary Policy, Taxes, and the Business Cycle," Computing in Economics and Finance 2004 32, Society for Computational Economics.
    4. Kamiar Mohaddes & M. Hashem Pesaran, 2016. "Oil Prices and the Global Economy: Is It Different This Time Around?," Working Papers 1052, Economic Research Forum, revised 10 2016.
    5. Tsai, Chun-Li, 2013. "The high-frequency asymmetric response of stock returns to monetary policy for high oil price events," Energy Economics, Elsevier, vol. 36(C), pages 166-176.
    6. Anna Créti & Zied Ftiti & Khaleb Guesmi, 2013. "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Working Papers hal-00822070, HAL.
    7. Donald L. Kohn, 2008. "Lessons for central bankers from a Phillips curve framework," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 53.
    8. Fabio Milani, 2009. "Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy," Working Papers 080923, University of California-Irvine, Department of Economics.
    9. Simon Gilchrist & John C. Williams, 2005. "Investment, Capacity, and Uncertainty: A Putty-Clay Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 1-27, January.
    10. Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2016. "Intraday volatility interaction between the crude oil and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 1-13.
    11. Suliman Zakaria S. Abdalla, 2014. "The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance," Working Papers 887, Economic Research Forum, revised Dec 2014.
    12. Yudong Wang & Li Liu, 2016. "Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging," Empirical Economics, Springer, vol. 50(4), pages 1481-1509, June.
    13. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
    14. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
    15. Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Oil price and stock returns of consumers and producers of crude oil," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 245-262.
    16. Conrad, Christian & Loch, Karin & Rittler, Daniel, 2012. "On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation," Working Papers 0525, University of Heidelberg, Department of Economics.
    17. Boubaker, Heni & Raza, Syed Ali, 2017. "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, vol. 64(C), pages 105-117.
    18. Andrea BASTIANIN & Matteo MANERA, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Departmental Working Papers 2015-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    19. Luís Francisco Aguiar-Conraria & Yi Wen, 2005. "Understanding the Impact of Oil Shocks," NIPE Working Papers 2/2005, NIPE - Universidade do Minho.
    20. Nikolaos Sariannidis & Grigoris Giannarakis & Eleni Zafeiriou & Ioannis Billias, 2016. "The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 356-363.
    21. Hiroyuki Kasahara, 2003. "Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model," Working Papers 1014, Queen's University, Department of Economics.
    22. Ciner, Cetin, 2013. "Oil and stock returns: Frequency domain evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 1-11.
    23. Jammazi, Rania, 2012. "Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach," Energy, Elsevier, vol. 37(1), pages 430-454.
    24. Apergis, Nicholas & Miller, Stephen M., 2009. "Do structural oil-market shocks affect stock prices?," Energy Economics, Elsevier, vol. 31(4), pages 569-575, July.
    25. Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016. "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, vol. 98(C), pages 160-169.
    26. Hirokazu Ishise, 2015. "Capital Heterogeneity as a Source of Comparative Advantage: Putty-Clay Technology in a Ricardian Model," ISER Discussion Paper 0940, Institute of Social and Economic Research, Osaka University.
    27. Samuel Gamtessa & Adugna Olani, 2016. "How Does Energy-Cost Lead to Energy Efficiency? Panel Evidence from Canada," Working Papers 1368, Queen's University, Department of Economics.
    28. Felipe Aldunate & Jaime Casassus, 2010. "Consumption and Hedging in Oil Importing Developing Countries," Documentos de Trabajo 376, Instituto de Economia. Pontificia Universidad Católica de Chile..
    29. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.
    30. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Post-Print hal-01410627, HAL.
    31. William T. Gavin & Benjamin D. Keen & Finn E. Kydland, 2013. "Monetary policy, the tax code, and the real effects of energy shocks," Working Papers 2013-019, Federal Reserve Bank of St. Louis.
    32. Kaboski, Joseph P., 2005. "Factor price uncertainty, technology choice and investment delay," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 509-527, March.
    33. Lance Bachmeier & Qi Li & Dandan Liu, 2008. "Should Oil Prices Receive So Much Attention? An Evaluation Of The Predictive Power Of Oil Prices For The U.S. Economy," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 528-539, October.
    34. Naohisa Hirakata & Nao Sudo, 2009. "Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis," IMES Discussion Paper Series 09-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    35. Jaime Casassus & Freddy Higuera, 2011. "Stock Return Predictability and Oil Prices," Documentos de Trabajo 406, Instituto de Economia. Pontificia Universidad Católica de Chile..
    36. Jammazi, Rania & Aloui, Chaker, 2010. "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, vol. 38(3), pages 1415-1435, March.
    37. Shaeri, Komeil & Adaoglu, Cahit & Katircioglu, Salih T., 2016. "Oil price risk exposure: A comparison of financial and non-financial subsectors," Energy, Elsevier, vol. 109(C), pages 712-723.
    38. Finn E. Kydland & Fei Mao & William T. Gavin, 2011. "Monetary Policy, the Tax Code, and Energy Price Shocks," 2011 Meeting Papers 1160, Society for Economic Dynamics.
    39. Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers wp2016-11, Bank of Estonia, revised 06 Feb 2017.
    40. Bodenstein, Martin & Erceg, Christopher J. & Guerrieri, Luca, 2011. "Oil shocks and external adjustment," Journal of International Economics, Elsevier, vol. 83(2), pages 168-184, March.
    41. Stefania Lovo & Michael Gasiorek & Richard Tol, 2014. "Investment in second-hand capital goods and energy intensity," GRI Working Papers 163, Grantham Research Institute on Climate Change and the Environment.
    42. Bart Hobijn & Boyan Jovanovic, 2001. "The Information-Technology Revolution and the Stock Market: Evidence," American Economic Review, American Economic Association, vol. 91(5), pages 1203-1220, December.
    43. Luís Aguiar-Conraria & Yi Wen, 2011. "OPEC’s oil exporting strategy and macroeconomic (in)stability," Working Papers 2011-013, Federal Reserve Bank of St. Louis.
    44. Adrian Peralta Alva & Sami Alpanda, 2003. "Oil crisis, Energy Saving Technological Change, and the Stock Market Collapse of 1974," Macroeconomics 0307007, EconWPA.
    45. Mohanty, Sunil K. & Nandha, Mohan & Turkistani, Abdullah Q. & Alaitani, Muhammed Y., 2011. "Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries," Global Finance Journal, Elsevier, vol. 22(1), pages 42-55.
    46. Hritonenko, Natali & Yatsenko, Yuri, 2012. "Energy substitutability and modernization of energy-consuming technologies," Energy Economics, Elsevier, vol. 34(5), pages 1548-1556.
    47. Anna Creti & Zied Ftiti & Khaled Guesmi, 2014. "Oil price impact on financial markets:," Working Papers 2014-435, Department of Research, Ipag Business School.
    48. Adrian Peralta-Alva, 2007. "THE INFORMATION TECHNOLOGY REVOLUTION AND THE PUZZLING TRENDS IN TOBIN'S AVERAGE "q"," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(3), pages 929-951, August.
    49. Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
    50. Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Oil shocks, stock market prices, and the U.S. dividend yield decomposition," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 639-649.
    51. Lutz Kilian & Cheolbeom Park, 2009. "The Impact Of Oil Price Shocks On The U.S. Stock Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1267-1287, November.
    52. Schubert, Stefan F. & Turnovsky, Stephen J., 2011. "The impact of oil prices on an oil-importing developing economy," Journal of Development Economics, Elsevier, vol. 94(1), pages 18-29, January.
    53. Rozenberg, Julie & Vogt-Schilb, Adrien & Hallegatte, Stephane, 2014. "Transition to clean capital, irreversible investment and stranded assets," Policy Research Working Paper Series 6859, The World Bank.
    54. Tsai, Chun-Li, 2015. "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, vol. 50(C), pages 47-62.
    55. Pascal Jacquinot & Mika Kuismanen & Ricardo Mestre & Martin Spitzer, 2009. "An Assessment of the Inflationary Impact of Oil Shocks in the Euro Area," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 49-84.
    56. Jaime Casassus & Freddy Higuera, 2013. "The Economic Impact of Oil on Industry Portfolios," Documentos de Trabajo 433, Instituto de Economia. Pontificia Universidad Católica de Chile..
    57. Moreno, Georgina & Sunding, David L. & Schoengold, Karina, 2004. "Panel Estimation Of Water Demand Based On An Episode Of Rate Reform," 2004 Annual meeting, August 1-4, Denver, CO 20342, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    58. Nikolaos SARIANNIDIS & Grigoris GIANNARAKIS & Nicolaos LITINAS & George KONTEOS, 2010. "Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 129-142.
    59. Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016. "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 266-280.
    60. Linn, Joshua & Anna Muehlenbachs, Lucija & Wang, Yshuang, 2014. "How Do Natural Gas Prices Affect Electricity Consumers and the Environment?," Discussion Papers dp-14-19, Resources For the Future.
    61. Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Stock return forecasting: Some new evidence," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 38-51.
    62. Alsalman, Zeina, 2016. "Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model," Energy Economics, Elsevier, vol. 59(C), pages 251-260.
    63. Chou, Kuo-Wei & Tseng, Yi-Heng, 2016. "Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market," Economic Modelling, Elsevier, vol. 52(PB), pages 733-741.
    64. Güntner, Jochen H. F., 2014. "How Do International Stock Markets Respond To Oil Demand And Supply Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(08), pages 1657-1682, December.
    65. Lizardo, Radhamés A. & Mollick, André V., 2009. "Do foreign purchases of U.S. stocks help the U.S. stock market?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 969-986, December.
    66. Sim, Nicholas & Zhou, Hongtao, 2015. "Oil prices, US stock return, and the dependence between their quantiles," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 1-8.
    67. Berna Aydoğan & Gökçe Tunç & Tezer Yelkenci, 2017. "The impact of oil price volatility on net-oil exporter and importer countries’ stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 231-253, August.
    68. Casassus, Jaime & Ceballos, Diego & Higuera, Freddy, 2010. "Correlation structure between inflation and oil futures returns: An equilibrium approach," Resources Policy, Elsevier, vol. 35(4), pages 301-310, December.
    69. Conrad, Christian & Loch, Karin & Rittler, Daniel, 2014. "On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 26-40.
    70. Francois Gourio, 2005. "Operating Leverage, Stock Market Cyclicality, and the Cross-Section of Returns," 2005 Meeting Papers 66, Society for Economic Dynamics.
    71. Kensuke Miyazawa, 2009. "Estimation of the elasticity of substitution between oil and capital," Economics Bulletin, AccessEcon, vol. 29(2), pages 655-660.
    72. Tonn, Victor Lux & Li, H.C. & McCarthy, Joseph, 2010. "Wavelet domain correlation between the futures prices of natural gas and oil," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 408-414, November.
    73. Chao Wei, 2013. "A Dynamic General Equilibrium Model of Driving, Gasoline Use and Vehicle Fuel Efficiency," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 650-667, October.
    74. Zeina Alsalman Ana María Herrera, 2015. "Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).

  9. Mariacristina De Nardi & Liqian Ren & Chao Wei, 2000. "Income inequality and redistribution in five countries," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 2-20.

    Cited by:

    1. Mariacristina De Nardi, 2004. "Wealth Inequality and Intergenerational Links," Review of Economic Studies, Oxford University Press, vol. 71(3), pages 743-768.
    2. De Nardi, Mariacristina & Yang, Fang, 2016. "Wealth inequality, family background, and estate taxation," Journal of Monetary Economics, Elsevier, vol. 77(C), pages 130-145.
    3. Hamid Abrishami & Mohsen Mehrara & Ali Sadeghein, 2010. "Assessment of the Role of Inequality and Income Distribution Factors in the Third Economic Development Plan (with Emphasis on Direct Taxes)," Iranian Economic Review, Economics faculty of Tehran university, vol. 15(2), pages 105-123, spring.
    4. George Korres & Emmanuel Marmaras & George Tsobanoglou, 2004. "A note on poverty, inequality and growth," ERSA conference papers ersa04p500, European Regional Science Association.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (1) 2014-09-29
  2. NEP-DCM: Discrete Choice Models (1) 2014-09-29
  3. NEP-ENE: Energy Economics (1) 2014-09-29
  4. NEP-ENV: Environmental Economics (1) 2014-09-29
  5. NEP-GER: German Papers (1) 2014-09-29
  6. NEP-MAC: Macroeconomics (1) 2014-09-29
  7. NEP-TRE: Transport Economics (1) 2014-09-29

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