Amir Yaron
Names
Identifer
Contact
Affiliations
-
University of Pennsylvania
/ Wharton School of Business
/ Finance Department
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National Bureau of Economic Research (NBER)
Research profile
author of:
- How Important Are Idiosyncratic Shocks? Evidence from Labor Supply
American Economic Review, American Economic Association (2001)
by Kjetil Storesletten & Chris I. Telmer & Amir Yaron
(ReDIF-article, aea:aecrev:v:91:y:2001:i:2:p:413-417) - Finite-Sample Properties of Some Alternative GMM Estimators
Journal of Business & Economic Statistics, American Statistical Association (1996)
by Hansen, Lars Peter & Heaton, John & Yaron, Amir
(ReDIF-article, bes:jnlbes:v:14:y:1996:i:3:p:262-80) - The Foreign Exchange Risk Premium: Real and Nominal Factors
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1999)
by Hollifield, B. & Yaron, A.
(ReDIF-paper, cmu:gsiawp:1999-17) - Asset pricing with idiosyncratic risk and overlapping generations
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
by Kjetil Storesletten & Chris Telmer & Amir Yaron
(ReDIF-paper, cmu:gsiawp:226) - Consumption and risk sharing over the life cycle
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1997)
by Kjetil Storesletten & Chris Telmer & Amir Yaron
(ReDIF-paper, cmu:gsiawp:228) - Persistent Idiosyncratic Shocks and Incomplete Markets
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
by Kjetil Storesletten & Chris Telmer & Amir Yaron
(ReDIF-paper, cmu:gsiawp:24) - Small Sample Properties of Alternative GMM Estimators
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
by Lars Hansen & John Heaton & Amir Yaron
(ReDIF-paper, cmu:gsiawp:25) - The risk sharing implications of alternative social security arrangements
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1998)
by Kjetil Storesletten & Chris Telmer & Amir Yaron
(ReDIF-paper, cmu:gsiawp:252) - Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
by Amir Yaron
(ReDIF-paper, cmu:gsiawp:27) - Fixed Costs and Asset Market Participation
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1995)
by Amir Yaron & Harold Zhang
(ReDIF-paper, cmu:gsiawp:28) - Asset Pricing with Idiosyncratic Risk and Overlapping Generations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
by Yaron, Amir & Storesletten, Kjetil & Telmer, Chris
(ReDIF-paper, cpr:ceprdp:3065) - Asset Pricing Implications of Firms' Financing Constraints
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Yaron, Amir & Gomes, Joao & Zhang, Lu
(ReDIF-paper, cpr:ceprdp:3495) - Asset Prices and Business Cycles with Costly External Finance
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
by Yaron, Amir & Gomes, Joao & Zhang, Lu
(ReDIF-paper, cpr:ceprdp:3927) - The risk-sharing implications of alternative social security arrangements
Carnegie-Rochester Conference Series on Public Policy, Elsevier (1999)
by Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir
(ReDIF-article, eee:crcspp:v:50:y:1999:i::p:213-259) - The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
European Economic Review, Elsevier (2001)
by Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir
(ReDIF-article, eee:eecrev:v:45:y:2001:i:7:p:1311-1339) - Interpretable asset markets?
European Economic Review, Elsevier (2005)
by Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir
(ReDIF-article, eee:eecrev:v:49:y:2005:i:3:p:531-560) - Consumption and risk sharing over the life cycle
Journal of Monetary Economics, Elsevier (2004)
by Storesletten, Kjetil & Telmer, Christopher I. & Yaron, Amir
(ReDIF-article, eee:moneco:v:51:y:2004:i:3:p:609-633) - Human capital and earnings distribution dynamics
Journal of Monetary Economics, Elsevier (2006)
by Huggett, Mark & Ventura, Gustavo & Yaron, Amir
(ReDIF-article, eee:moneco:v:53:y:2006:i:2:p:265-290) - Identifying long-run risks: a bayesian mixed-frequency approach
Working Papers, Federal Reserve Bank of Philadelphia (2013)
by Frank Schorfheide & Dongho Song & Amir Yaron
(ReDIF-paper, fip:fedpwp:13-39) - Sources of Lifetime Inequality
Working Papers, Georgetown University, Department of Economics (2007)
by Mark Huggett & Gustavo Ventura & Amir Yaron
(ReDIF-paper, geo:guwopa:gueconwpa~07-07-04) - Consumption and Risk Sharing Over the Life Cycle
Seminar Papers, Stockholm University, Institute for International Economic Studies (2002)
by Storesletten, Kjetil & Telmer, Chris & Yaron, Amir
(ReDIF-paper, hhs:iiessp:0702) - Asset pricing with idiosyncratic risk and overlapping generations
Seminar Papers, Stockholm University, Institute for International Economic Studies (2002)
by Storesletten, Kjetil & Telmer, Chris & Yaron, Amir
(ReDIF-paper, hhs:iiessp:0703) - How Well Do Mexican Banks Manage Their Reserves?
Journal of Money, Credit and Banking, Blackwell Publishing (2005)
by Jallath-Coria, Eduardo & Mukhopadhyay, Tridas & Yaron, Amir
(ReDIF-article, mcb:jmoncb:v:37:y:2005:i:4:p:623-43) - Futures Prices in a Production Economy with Investment Constraints
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Leonid Kogan & Dmitry Livdan & Amir Yaron
(ReDIF-paper, nbr:nberwo:11509) - Sources of Lifetime Inequality
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Mark Huggett & Gustavo Ventura & Amir Yaron
(ReDIF-paper, nbr:nberwo:13224) - An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Ravi Bansal & Dana Kiku & Amir Yaron
(ReDIF-paper, nbr:nberwo:15504) - Volatility, the Macroeconomy and Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron
(ReDIF-paper, nbr:nberwo:18104) - Risks For the Long Run: Estimation with Time Aggregation
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Ravi Bansal & Dana Kiku & Amir Yaron
(ReDIF-paper, nbr:nberwo:18305) - Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Frank Schorfheide & Dongho Song & Amir Yaron
(ReDIF-paper, nbr:nberwo:20303) - The Term Structure of Equity Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron
(ReDIF-paper, nbr:nberwo:25690) - Identifying Preference for Early Resolution from Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron
(ReDIF-paper, nbr:nberwo:31087) - Consumption and Risk Sharing Over the Life Cycle
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Kjetil Storesletten & Chris I. Telmer & Amir Yaron
(ReDIF-paper, nbr:nberwo:7995) - The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Kjetil Storesletten & Chris I. Telmer & Amir Yaron
(ReDIF-paper, nbr:nberwo:8040) - Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by Ravi Bansal & Amir Yaron
(ReDIF-paper, nbr:nberwo:8059) - Asset Prices and Business Cycles with Costly External Finance
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Joao Gomes & Amir Yaron & Lu Zhang
(ReDIF-paper, nbr:nberwo:9364) - Asset Pricing Implications of Firms' Financing Constraints
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Joao Gomes & Amir Yaron & Lu Zhang
(ReDIF-paper, nbr:nberwo:9365) - Human Capital and Earnings Distribution Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Mark Hugget & Gustavo Ventura & Amir Yaron
(ReDIF-paper, nbr:nberwo:9366) - Interpretable Asset Markets?
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Ravi Bansal & Varoujan Khatachtrian & Amir Yaron
(ReDIF-paper, nbr:nberwo:9383) - How Well Do Banks Manage Their Reserves?
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron
(ReDIF-paper, nbr:nberwo:9388) - Time-Consistent No-Arbitrage Models of the Term Structure
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by Michael W. Brandt & Amir Yaron
(ReDIF-paper, nbr:nberwo:9458) - Asset Pricing Implications of Firms' Financing Constraints
Review of Financial Studies, Society for Financial Studies (2006)
by João F. Gomes & Amir Yaron & Lu Zhang
(ReDIF-article, oup:rfinst:v:19:y:2006:i:4:p:1321-1356) - Asset Pricing with Idiosyncratic Risk and Overlapping Generations
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2007)
by Kjetil Storesletten & Chris Telmer & Amir Yaron
(ReDIF-article, red:issued:06-70) - Asset Prices and Business Cycles with Costly External Finance
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2003)
by Joao F. Gomes & Amir Yaron & Lu Zhang
(ReDIF-article, red:issued:v:6:y:2003:i:4:p:767-788) - Futures Prices in a Production Economy with Investment Constraints
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Amir Yaron & Leonid Kogan & Dmitry Livdan
(ReDIF-paper, red:sed004:128) - Interpretable Asset Markets?
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Ravi Bansal & Varoujan Khatchatrian & Amir Yaron
(ReDIF-paper, red:sed004:136b) - Consumption and Earnings Inequality with Risky Human Capital
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Amir Yaron & Mark Huggett & Gustavo Ventura
(ReDIF-paper, red:sed004:669) - Investment and Asset Prices with Financing Constraints
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Amir Yaron & Joao Gomes
(ReDIF-paper, red:sed004:806) - Asset pricing with idiosyncratic risk and overlapping generations
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1996)
by Kjetil Storesletten & Chris Telmer & Amir Yaron
(ReDIF-paper, upf:upfgen:405)