IDEAS home Printed from https://ideas.repec.org/e/pzi46.html
   My authors  Follow this author

Stanley E. Zin

Personal Details

First Name:Stanley
Middle Name:E.
Last Name:Zin
Suffix:
RePEc Short-ID:pzi46
[This author has chosen not to make the email address public]
https://sites.google.com/site/stanzin2/
Department of Economics Stern School of Business New York University 44 W 4th St, Suite 7-91 New York, NY 10012
Terminal Degree:1987 Department of Economics; University of Toronto (from RePEc Genealogy)

Affiliation

(25%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(25%) Economics Department
Stern School of Business
New York University (NYU)

New York City, New York (United States)
http://w4.stern.nyu.edu/economics/
RePEc:edi:ednyuus (more details at EDIRC)

(25%) Department of Economics
New York University (NYU)

New York City, New York (United States)
http://econ.as.nyu.edu
RePEc:edi:denyuus (more details at EDIRC)

(25%) Finance Department
Stern School of Business
New York University (NYU)

New York City, New York (United States)
http://w4.stern.nyu.edu/finance/
RePEc:edi:fdnyuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. David Backus & Axelle Ferriere & Stanley Zin, 2014. "Risk and Ambiguity in Models of Business Cycles," NBER Working Papers 20319, National Bureau of Economic Research, Inc.
  2. David Backus & Mikhail Chernov & Stanley E. Zin, 2013. "Identifying Taylor Rules in Macro-Finance Models," NBER Working Papers 19360, National Bureau of Economic Research, Inc.
  3. Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013. "Monetary policy risk: Rules vs. discretion," CEPR Discussion Papers 9611, C.E.P.R. Discussion Papers.
  4. Backus, David & Zin, Stanley E. & Chernov, Mikhail, 2011. "Sources of entropy in representative agent models," CEPR Discussion Papers 8488, C.E.P.R. Discussion Papers.
  5. L. Epstein & S. Zin, 2010. "First order risk aversion and the equity premium puzzle," Levine's Working Paper Archive 1400, David K. Levine.
  6. Stanley Zin & Mikhail Chernov & David Backus, 2010. "Sources of entropy in representative agent models of asset pricing," 2010 Meeting Papers 476, Society for Economic Dynamics.
  7. David K. Backus & Federico Gavazzoni & Christopher Telmer & Stanley E. Zin, 2010. "Monetary Policy and the Uncovered Interest Parity Puzzle," NBER Working Papers 16218, National Bureau of Economic Research, Inc.
  8. Stanley E. Zin & Bryan R. Routledge & David K. Backus, 2009. "The Cyclical Component of US Asset Returns," 2009 Meeting Papers 13, Society for Economic Dynamics.
  9. Stanley E. Zin & Chris Telmer & David K. Backus, 2008. "Monetary Policy and the Uncovered Interest Rate Parity Puzzle," 2008 Meeting Papers 834, Society for Economic Dynamics.
  10. Stanley E. Zin & Bryan R. Routledge & David K. Backus, 2007. "Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing," 2007 Meeting Papers 992, Society for Economic Dynamics.
  11. 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.
  12. Stanley Zin & David Backus & Bryan Routledge, 2006. "Asset pricing implications for business cycle analysis," 2006 Meeting Papers 14, Society for Economic Dynamics.
  13. 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.
  14. Stanley Zin & Thomas Tallarini, 2005. "Portfolio Choice and Permanent Income," Computing in Economics and Finance 2005 408, Society for Computational Economics.
  15. 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.
  16. Stan Zin & David Backus & Bryan Routledge, 2004. "International Risk Sharing with exotic preferences," 2004 Meeting Papers 149, Society for Economic Dynamics.
  17. Bryan R. Routledge & Stanley E. Zin, 2003. "Generalized Disappointment Aversion and Asset Prices," NBER Working Papers 10107, National Bureau of Economic Research, Inc.
  18. David Backus & Liuren Wu & Stanley Zin, 2002. "Markov Chain Approximations For Term Structure Models," Finance 0207018, University Library of Munich, Germany.
  19. Bernhard Paasche & Stanley E. Zin, 2001. "Competition and Intervention in Sovereign Debt Markets," NBER Working Papers 8679, National Bureau of Economic Research, Inc.
  20. Bryan R. Routledge & Stanley E. Zin, 2001. "Model Uncertainty and Liquidity," NBER Working Papers 8683, National Bureau of Economic Research, Inc.
  21. Stanley A. Zin, Bryan Routledge, 2000. "Solution Algorithms For Dynamic Choquet Expected Utility," Computing in Economics and Finance 2000 119, Society for Computational Economics.
  22. Gregor W. Smith & Stanley E. Zin, 1997. "Real Business Cycle Realizations," Working Paper 1253, Economics Department, Queen's University.
  23. 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.
  24. 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.
  25. 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.
  26. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
  27. Stanley E. Zin, 1987. "Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns," Working Paper 694, Economics Department, Queen's University.
  28. Gregor W. Smith & Stanley E. Zin, 1987. "Testing a Government's Present-Value Borrowing Constraint," Working Paper 695, Economics Department, Queen's University.
  29. Stanley E. Zin, 1987. "Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility," Working Paper 693, Economics Department, Queen's University.
  30. Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework," Working Paper 699, Economics Department, Queen's University.
  31. Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis," Working Paper 698, Economics Department, Queen's University.
  32. David K. Backus & Allan W. Gregory & Stanley E. Zin, 1986. "Risk Premiums in the Term Structure : Evidence from Artificial Economies," Working Paper 665, Economics Department, Queen's University.
  33. Tony Smith & Fallaw Sowell & Stanley Zin, "undated". "Fractional integration with Drift: Estimation in Small Samples," GSIA Working Papers 22, Carnegie Mellon University, Tepper School of Business.
  34. Michael Trick & Stanley Zin, "undated". "Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs," GSIA Working Papers 16, Carnegie Mellon University, Tepper School of Business.
  35. Chris Telmer & Stanley E. Zin, "undated". "The yield curve: terms of endearment or terms of endowment?," GSIA Working Papers 231, Carnegie Mellon University, Tepper School of Business.
  36. Michael Trick & Stanley Zin, "undated". "A Linear Programming Approach to Solving Stochastic Dynamic Programming," GSIA Working Papers 4, Carnegie Mellon University, Tepper School of Business.

Articles

  1. David Backus & Mikhail Chernov & Stanley Zin, 2014. "Sources of Entropy in Representative Agent Models," Journal of Finance, American Finance Association, vol. 69(1), pages 51-99, February.
  2. Bryan R. Routledge & Stanley E. Zin, 2010. "Generalized Disappointment Aversion and Asset Prices," Journal of Finance, American Finance Association, vol. 65(4), pages 1303-1332, August.
  3. Bryan Routledge & Stanley Zin, 2009. "Model Uncertainty and Liquidity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
  4. 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, vol. 89(Jul), pages 305-326.
  5. 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.
  6. 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.
  7. Zin, Stanley E., 2002. "Are behavioral asset-pricing models structural?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 215-228, January.
  8. 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.
  9. 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.
  10. 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.
  11. 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 103-116.
  12. Trick, Michael A. & Zin, Stanley E., 1997. "Spline Approximations To Value Functions," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 255-277, January.
  13. Smith, Gregor W. & Zin, Stanley E., 1997. "Real business-cycle realizations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 243-280, December.
  14. 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(1), pages 33-38, June.
  15. 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.
  16. 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.
  17. 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 263-286, April.
  18. 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(1), pages 217-220, January.
  19. 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.
  20. 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.
  21. 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 937-969, July.
  22. 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 359-353, July.

Software components

  1. Bryan Routledge & Stanley Zin, 2009. "Code files for "Model Uncertainty and Liquidity"," Computer Codes 08-143, Review of Economic Dynamics.

Chapters

  1. David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

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

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Stan Zin in Wikipedia (English)
  2. Stan Zin in Wikipedia (French)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers 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-MAC: Macroeconomics (10) 2004-06-27 2005-05-07 2007-07-13 2011-07-27 2011-07-27 2013-09-24 2013-09-28 2013-11-02 2014-07-28 2021-07-26. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (5) 2000-09-05 2003-11-30 2007-07-13 2011-07-27 2014-07-28. Author is listed
  3. NEP-MON: Monetary Economics (5) 2005-05-07 2007-07-13 2013-09-24 2013-09-28 2021-07-26. Author is listed
  4. NEP-CBA: Central Banking (4) 2007-07-13 2011-07-27 2011-07-27 2021-07-26
  5. NEP-FMK: Financial Markets (4) 2000-09-13 2001-12-26 2001-12-26 2002-09-11
  6. NEP-FIN: Finance (3) 2001-04-11 2004-06-27 2005-05-07
  7. NEP-CFN: Corporate Finance (1) 2003-11-30
  8. NEP-ETS: Econometric Time Series (1) 2000-09-05
  9. NEP-EVO: Evolutionary Economics (1) 2004-06-27
  10. NEP-RMG: Risk Management (1) 2002-09-11
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2014-07-28

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Stanley E. Zin should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.