Tao Jin
Personal Details
First Name: | Tao |
Middle Name: | |
Last Name: | Jin |
Suffix: | |
RePEc Short-ID: | pji129 |
| |
http://scholar.harvard.edu/tjin/ | |
Terminal Degree: | 2014 (from RePEc Genealogy) |
Affiliation
(90%) PBC School of Finance
Tsinghua University
Beijing, Chinahttps://www.pbcsf.tsinghua.edu.cn/
RePEc:edi:sftsicn (more details at EDIRC)
(9%) Hang Lung Center for Real Estate
Tsinghua University
Beijing, Chinahttp://www.cre.tsinghua.edu.cn/
RePEc:edi:crtsicn (more details at EDIRC)
(1%) Department of Economics
Harvard University
Cambridge, Massachusetts (United States)http://www.economics.harvard.edu/
RePEc:edi:deharus (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Robert Barro & Tao Jin, 2020.
"Online Appendix to "Rare Events and Long-Run Risks","
Online Appendices
18-485, Review of Economic Dynamics.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Ding Ding & Xiaoyu Huang & Tao Jin & Mr. Waikei R Lam, 2017. "Assessing China’s Residential Real Estate Market," IMF Working Papers 2017/248, International Monetary Fund.
- Xiaoyu Huang & Tao Jin & Ji Zhang, 2017.
"Monetary Policy, Hot Money and Housing Price Growth across Chinese Cities,"
Working Paper
509596, Harvard University OpenScholar.
- Xiaoyu Huang & Tao Jin & Ji Zhang, 2021. "Monetary policy, hot money and housing price growth across Chinese cities," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6855-6877, December.
- Tao Jin & Huang Xiaoyu & Jin Chao & Zheng Siqi, 2016. "On the Functional Orientation and Path Choice of China?s Real Estate Tax Reform," Working Paper 501291, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2016.
"Rare Events and Long-Run Risks,"
Working Paper
115371, Harvard University OpenScholar.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Robert J. Barro & Tao Jin, 2016. "Rare events and long-run risks," AEI Economics Working Papers 905253, American Enterprise Institute.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," NBER Working Papers 21871, National Bureau of Economic Research, Inc.
- Tao Jin & Jin Chao, 2016. "Practice and Prospect of Blockchain Technology in Finance," Working Paper 501296, Harvard University OpenScholar.
- Tao Jin & Heng-fu Zou, 2010. "Rare-Disasters, the Spitit of Capitalism, Oversaving, and Asset Pricing," CEMA Working Papers 470, China Economics and Management Academy, Central University of Finance and Economics.
- Robert J. Barro & Tao Jin, 2009.
"On the Size Distribution of Macroeconomic Disasters,"
NBER Working Papers
15247, National Bureau of Economic Research, Inc.
- Robert J. Barro & Tao Jin, 2011. "On the Size Distribution of Macroeconomic Disasters," Econometrica, Econometric Society, vol. 79(5), pages 1567-1589, September.
- Robert J. Barro & Tao Jin, "undated". "On the Size Distribution of Macroeconomic Disasters," Working Paper 115416, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2023. "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers 634, China Economics and Management Academy, Central University of Finance and Economics.
- Yang, Dan & Tao Jin, 2007. "A Decoupled Dynamical Simulation Method via Modal Partition," Working Paper 115366, Harvard University OpenScholar.
Articles
- Robert Barro & Tao Jin, 2021.
"Rare Events and Long-Run Risks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Robert J. Barro & Tao Jin, 2016. "Rare events and long-run risks," AEI Economics Working Papers 905253, American Enterprise Institute.
- Robert Barro & Tao Jin, 2020. "Code and data files for "Rare Events and Long-Run Risks"," Computer Codes 18-485, Review of Economic Dynamics.
- Robert Barro & Tao Jin, 2020. "Online Appendix to "Rare Events and Long-Run Risks"," Online Appendices 18-485, Review of Economic Dynamics.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," Working Paper 115371, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," NBER Working Papers 21871, National Bureau of Economic Research, Inc.
- Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017. "The Residential Real Estate Market in China: Assessment and Policy Implications," Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 411-442, November.
- Robert J. Barro & Tao Jin, 2011.
"On the Size Distribution of Macroeconomic Disasters,"
Econometrica, Econometric Society, vol. 79(5), pages 1567-1589, September.
- Robert J. Barro & Tao Jin, "undated". "On the Size Distribution of Macroeconomic Disasters," Working Paper 115416, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2023. "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers 634, China Economics and Management Academy, Central University of Finance and Economics.
- Robert J. Barro & Tao Jin, 2009. "On the Size Distribution of Macroeconomic Disasters," NBER Working Papers 15247, National Bureau of Economic Research, Inc.
Software components
- Robert Barro & Tao Jin, 2020.
"Code and data files for "Rare Events and Long-Run Risks","
Computer Codes
18-485, Review of Economic Dynamics.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Robert J. Barro & Tao Jin, 2011.
"On the Size Distribution of Macroeconomic Disasters,"
Econometrica, Econometric Society, vol. 79(5), pages 1567-1589, September.
- Robert J. Barro & Tao Jin, "undated". "On the Size Distribution of Macroeconomic Disasters," Working Paper 115416, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2023. "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers 634, China Economics and Management Academy, Central University of Finance and Economics.
- Robert J. Barro & Tao Jin, 2009. "On the Size Distribution of Macroeconomic Disasters," NBER Working Papers 15247, National Bureau of Economic Research, Inc.
Mentioned in:
- On the Size Distribution of Macroeconomic Disasters (ECTA 2011) in ReplicationWiki ()
Working papers
- Robert Barro & Tao Jin, 2020.
"Online Appendix to "Rare Events and Long-Run Risks","
Online Appendices
18-485, Review of Economic Dynamics.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
Cited by:
- Lars Hultkrantz, 2021. "Discounting in economic evaluation of healthcare interventions: what about the risk term?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 22(3), pages 357-363, April.
- Lorenzo Esposito & Giuseppe Mastromatteo, 2019. "Defaultnomics: Making Sense of the Barro-Ricardo Equivalence in a Financialized World," Economics Working Paper Archive wp_933, Levy Economics Institute.
- Robert Barro, 2023.
"r Minus g,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 1-17, April.
- Robert Barro, 2022. "Data files for "r Minus g"," Computer Codes 22-139, Review of Economic Dynamics.
- Robert J. Barro, 2020. "r Minus g," CESifo Working Paper Series 8661, CESifo.
- Robert J. Barro, 2020. "r Minus g," NBER Working Papers 28002, National Bureau of Economic Research, Inc.
- Sönksen, Jantje & Grammig, Joachim, 2021.
"Empirical asset pricing with multi-period disaster risk: A simulation-based approach,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
- Sönksen, Jantje & Grammig, Joachim, 2020. "Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR), revised 2020.
- Robert J. Barro, 2014.
"Safe Assets,"
Working Papers
2014-28, Economic Research Institute, Bank of Korea.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- Gomes Orlando, 2024. "Economic Growth in the Age of Ubiquitous Threats: How Global Risks are Reshaping Growth Theory," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-15, January.
- David Alaminos & Ignacio Esteban & M. Belén Salas, 2023. "Neural networks for estimating Macro Asset Pricing model in football clubs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(2), pages 57-75, April.
- Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019. "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, vol. 46(C).
- Rayenda Khresna Brahmana & Doddy Setiawan & Maria Kontesa, 2022. "The blame game: COVID-19 crisis and financial performance," SN Business & Economics, Springer, vol. 2(11), pages 1-20, November.
- Merella, Vincenzo & Satchell, Stephen E., 2022. "By force of confidence," European Economic Review, Elsevier, vol. 150(C).
- Thanasis Stengos & Nikos Fatouros, 2020.
"Nuclear Energy, Economic Growth and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints,"
Working Papers
2002, University of Guelph, Department of Economics and Finance.
- Fatouros, Nikos & Stengos, Thanasis, 2023. "Nuclear Energy, Economic Growth, and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Horvath, Jaroslav, 2020. "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
- Barro, Robert J. & Ursúa, José F. & Weng, Joanna, 2022. "Macroeconomics of the Great Influenza Pandemic, 1918–1920," Research in Economics, Elsevier, vol. 76(1), pages 21-29.
- Bruno Ćorić & Rangan Gupta, 2023. "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, vol. 56(5), pages 3527-3543, October.
- Ding Ding & Xiaoyu Huang & Tao Jin & Mr. Waikei R Lam, 2017.
"Assessing China’s Residential Real Estate Market,"
IMF Working Papers
2017/248, International Monetary Fund.
Cited by:
- Ding Ding & Weicheng Lian, 2018. "The Long-Run Trend of Residential Investment in China," IMF Working Papers 2018/261, International Monetary Fund.
- Mr. Fei Han & Ms. Emilia M Jurzyk & Wei Guo & Yun He & Ms. Nadia Rendak, 2019. "Assessing Macro-Financial Risks of Household Debt in China," IMF Working Papers 2019/258, International Monetary Fund.
- Michael Funke & Danilo Leiva-Leon & Andrew Tsang, 2019.
"Mapping China’s time-varying house price landscape,"
Working Papers
1930, Banco de España.
- Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China's time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
- Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2019. "Mapping China’s time-varying house price landscape," Regional Science and Urban Economics, Elsevier, vol. 78(C).
- Linxi Chen & Ding Ding & Rui Mano, 2018. "China’s Capacity Reduction Reform and Its Impact on Producer Prices," IMF Working Papers 2018/216, International Monetary Fund.
- Xiaoyu Huang & Tao Jin & Ji Zhang, 2017.
"Monetary Policy, Hot Money and Housing Price Growth across Chinese Cities,"
Working Paper
509596, Harvard University OpenScholar.
- Xiaoyu Huang & Tao Jin & Ji Zhang, 2021. "Monetary policy, hot money and housing price growth across Chinese cities," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6855-6877, December.
Cited by:
- Deng, Qiu Shi & Alvarado, Rafael & Cheng, Fang Nan & Cuesta, Lizeth & Wang, Chun Bao & Pinzón, Stefania, 2023. "Long-run mechanism for house price regulation in China: Real estate tax, monetary policy or macro-prudential policy?," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 174-186.
- Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022. "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Robert J. Barro & Tao Jin, 2016.
"Rare Events and Long-Run Risks,"
Working Paper
115371, Harvard University OpenScholar.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Robert J. Barro & Tao Jin, 2016. "Rare events and long-run risks," AEI Economics Working Papers 905253, American Enterprise Institute.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," NBER Working Papers 21871, National Bureau of Economic Research, Inc.
Cited by:
- Lars Hultkrantz, 2021. "Discounting in economic evaluation of healthcare interventions: what about the risk term?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 22(3), pages 357-363, April.
- Lorenzo Esposito & Giuseppe Mastromatteo, 2019. "Defaultnomics: Making Sense of the Barro-Ricardo Equivalence in a Financialized World," Economics Working Paper Archive wp_933, Levy Economics Institute.
- Robert Barro, 2023.
"r Minus g,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 1-17, April.
- Robert Barro, 2022. "Data files for "r Minus g"," Computer Codes 22-139, Review of Economic Dynamics.
- Robert J. Barro, 2020. "r Minus g," CESifo Working Paper Series 8661, CESifo.
- Robert J. Barro, 2020. "r Minus g," NBER Working Papers 28002, National Bureau of Economic Research, Inc.
- Sönksen, Jantje & Grammig, Joachim, 2021.
"Empirical asset pricing with multi-period disaster risk: A simulation-based approach,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
- Sönksen, Jantje & Grammig, Joachim, 2020. "Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR), revised 2020.
- Robert J. Barro, 2014.
"Safe Assets,"
Working Papers
2014-28, Economic Research Institute, Bank of Korea.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- Gomes Orlando, 2024. "Economic Growth in the Age of Ubiquitous Threats: How Global Risks are Reshaping Growth Theory," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-15, January.
- David Alaminos & Ignacio Esteban & M. Belén Salas, 2023. "Neural networks for estimating Macro Asset Pricing model in football clubs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(2), pages 57-75, April.
- Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019. "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, vol. 46(C).
- Rayenda Khresna Brahmana & Doddy Setiawan & Maria Kontesa, 2022. "The blame game: COVID-19 crisis and financial performance," SN Business & Economics, Springer, vol. 2(11), pages 1-20, November.
- Merella, Vincenzo & Satchell, Stephen E., 2022. "By force of confidence," European Economic Review, Elsevier, vol. 150(C).
- Thanasis Stengos & Nikos Fatouros, 2020.
"Nuclear Energy, Economic Growth and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints,"
Working Papers
2002, University of Guelph, Department of Economics and Finance.
- Fatouros, Nikos & Stengos, Thanasis, 2023. "Nuclear Energy, Economic Growth, and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Horvath, Jaroslav, 2020. "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
- Barro, Robert J. & Ursúa, José F. & Weng, Joanna, 2022. "Macroeconomics of the Great Influenza Pandemic, 1918–1920," Research in Economics, Elsevier, vol. 76(1), pages 21-29.
- Bruno Ćorić & Rangan Gupta, 2023. "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, vol. 56(5), pages 3527-3543, October.
- Robert J. Barro & Tao Jin, 2009.
"On the Size Distribution of Macroeconomic Disasters,"
NBER Working Papers
15247, National Bureau of Economic Research, Inc.
- Robert J. Barro & Tao Jin, 2011. "On the Size Distribution of Macroeconomic Disasters," Econometrica, Econometric Society, vol. 79(5), pages 1567-1589, September.
- Robert J. Barro & Tao Jin, "undated". "On the Size Distribution of Macroeconomic Disasters," Working Paper 115416, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2023. "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers 634, China Economics and Management Academy, Central University of Finance and Economics.
Cited by:
- Kuehn, Lars-Alexander & Petrosky-Nadeau, Nicolas & Zhang, Lu, 2011.
"An Equilibrium Asset Pricing Model with Labor Market Search,"
Working Paper Series
2012-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, "undated". "An Equilibrium Asset Pricing Model with Labor Market Search," GSIA Working Papers 2010-E63, Carnegie Mellon University, Tepper School of Business.
- Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau & Lu Zhang, 2012. "An Equilibrium Asset Pricing Model with Labor Market Search," NBER Working Papers 17742, National Bureau of Economic Research, Inc.
- Ralph S. J. Koijen & Tomas J. Philipson & Harald Uhlig, 2016.
"Financial Health Economics,"
Econometrica, Econometric Society, vol. 84, pages 195-242, January.
- Ralph Koijen & Tomas Philipson & Harald Uhlig, 2014. "Financial Health Economics," NBER Working Papers 20075, National Bureau of Economic Research, Inc.
- Barro, Robert J. & Ursúa, José F., 2017.
"Stock-market crashes and depressions,"
Research in Economics, Elsevier, vol. 71(3), pages 384-398.
- Robert J. Barro & José F. Ursúa, 2009. "Stock-Market Crashes and Depressions," NBER Working Papers 14760, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Joseph G. Haubrich, 2012.
"Deep recessions, fast recoveries, and financial crises: evidence from the American record,"
Working Papers (Old Series)
1214, Federal Reserve Bank of Cleveland.
- Michael D. Bordo & Joseph G. Haubrich, 2017. "Deep Recessions, Fast Recoveries, And Financial Crises: Evidence From The American Record," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 527-541, January.
- Michael D. Bordo & Joseph G. Haubrich, 2012. "Deep Recessions, Fast Recoveries, and Financial Crises: Evidence from the American Record," NBER Working Papers 18194, National Bureau of Economic Research, Inc.
- Robert J. Barro & Tao Jin, 2016.
"Rare Events and Long-Run Risks,"
NBER Working Papers
21871, National Bureau of Economic Research, Inc.
- Robert J. Barro & Tao Jin, 2016. "Rare events and long-run risks," AEI Economics Working Papers 905253, American Enterprise Institute.
- Robert Barro & Tao Jin, 2021. "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," Working Paper 115371, Harvard University OpenScholar.
- Kent D. Daniel & Robert B. Litterman & Gernot Wagner, 2016. "Applying Asset Pricing Theory to Calibrate the Price of Climate Risk," NBER Working Papers 22795, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Levintal, Oren, 2016.
"Solution Methods for Models with Rare Disasters,"
CEPR Discussion Papers
11115, C.E.P.R. Discussion Papers.
- Jesús Fernández‐Villaverde & Oren Levintal, 2018. "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, vol. 9(2), pages 903-944, July.
- Jesús Fernández-Villaverde & Oren Levintal, 2016. "Solution Methods for Models with Rare Disasters," NBER Working Papers 21997, National Bureau of Economic Research, Inc.
- Sang Byung Seo & Jessica A. Wachter, 2019. "Option Prices in a Model with Stochastic Disaster Risk," Management Science, INFORMS, vol. 65(8), pages 3449-3469, August.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017.
"Uncertainty Shocks as Second-Moment News Shocks,"
2017 Meeting Papers
403, Society for Economic Dynamics.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2020. "Uncertainty Shocks as Second-Moment News Shocks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 40-76.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2017. "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers 23796, National Bureau of Economic Research, Inc.
- Robert Barro, 2023.
"r Minus g,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 1-17, April.
- Robert Barro, 2022. "Data files for "r Minus g"," Computer Codes 22-139, Review of Economic Dynamics.
- Robert J. Barro, 2020. "r Minus g," CESifo Working Paper Series 8661, CESifo.
- Robert J. Barro, 2020. "r Minus g," NBER Working Papers 28002, National Bureau of Economic Research, Inc.
- Hong, Yi & Jin, Xing, 2018. "Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix," European Journal of Operational Research, Elsevier, vol. 265(1), pages 389-398.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019.
"The role of time‐varying rare disaster risks in predicting bond returns and volatility,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
- Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
- Olijslagers, Stan & van der Ploeg, Frederick & van Wijnbergen, Sweder, 2023.
"On current and future carbon prices in a risky world,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Stan W.J. Olijslagers & Rick van der Ploeg & Sweder van Wijnbergen, 2021. "On Current and Future Carbon Prices in a Risky World," CESifo Working Paper Series 9092, CESifo.
- Stan Olijslagers & Rick van der Ploeg & Sweder van Wijnbergen, 2021. "On current and future carbon prices in a risky world," Tinbergen Institute Discussion Papers 21-045/VI, Tinbergen Institute.
- Roberto Marfe & Julien Penasse, 2024.
"Measuring Macroeconomic Tail Risk,"
Carlo Alberto Notebooks
715 JEL Classification: E, Collegio Carlo Alberto.
- Roberto Marfè & Julien Pénasse, 2020. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 621, Collegio Carlo Alberto.
- Marfè, Roberto & Pénasse, Julien, 2024. "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, vol. 156(C).
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017.
"Time-Varying Rare Disaster Risks, Oil Returns and Volatility,"
Working Papers
201762, University of Pretoria, Department of Economics.
- Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
- Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, 2013.
"How Much Would You Pay to Resolve Long-Run Risk?,"
Working Paper
106061, Harvard University OpenScholar.
- Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2013. "How Much Would You Pay to Resolve Long-Run Risk?," NBER Working Papers 19541, National Bureau of Economic Research, Inc.
- Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2014. "How Much Would You Pay to Resolve Long-Run Risk?," American Economic Review, American Economic Association, vol. 104(9), pages 2680-2697, September.
- Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck, 2013. "How Much Would You Pay to Resolve Long-Run Risk?," Boston University - Department of Economics - Working Papers Series WP2013-002, Boston University - Department of Economics.
- Tomasz Strzalecki & Emmanuel Farhi & Larry Epstein, 2014. "How much would you pay to resolve long-run risk?," 2014 Meeting Papers 429, Society for Economic Dynamics.
- Epstein, Larry G. & Farhi, Emmanuel & Strzalecki, Tomasz, 2014. "How Much Would You Pay to Resolve Long-Run Risk?," Scholarly Articles 12967842, Harvard University Department of Economics.
- Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki, "undated". "How Much Would You Pay To Resolve Long-Run Risk?," Working Paper 136671, Harvard University OpenScholar.
- Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki, "undated". "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper 8366, Harvard University OpenScholar.
- Aurélie Méjean & Antonin Pottier & Marc Fleurbaey & Stéphane Zuber, 2020.
"Catastrophic climate change, population ethics and intergenerational equity,"
Post-Print
halshs-01599453, HAL.
- Aurélie Méjean & Antonin Pottier & Marc Fleurbaey & Stéphane Zuber, 2020. "Catastrophic climate change, population ethics and intergenerational equity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01599453, HAL.
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Articles
- Robert Barro & Tao Jin, 2021.
"Rare Events and Long-Run Risks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 1-25, January.
See citations under working paper version above.
- Robert J. Barro & Tao Jin, 2016. "Rare events and long-run risks," AEI Economics Working Papers 905253, American Enterprise Institute.
- Robert Barro & Tao Jin, 2020. "Code and data files for "Rare Events and Long-Run Risks"," Computer Codes 18-485, Review of Economic Dynamics.
- Robert Barro & Tao Jin, 2020. "Online Appendix to "Rare Events and Long-Run Risks"," Online Appendices 18-485, Review of Economic Dynamics.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," Working Paper 115371, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2016. "Rare Events and Long-Run Risks," NBER Working Papers 21871, National Bureau of Economic Research, Inc.
- Ding Ding & Xiaoyu Huang & Tao Jin & Waikei Raphael Lam, 2017.
"The Residential Real Estate Market in China: Assessment and Policy Implications,"
Annals of Economics and Finance, Society for AEF, vol. 18(2), pages 411-442, November.
Cited by:
- Chao Jin, 2018. "What Drives House Building The collateral effect with evidence from China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(6), pages 1-1.
- Shengqin Zheng & Ye Cheng & Yingjie Ju, 2019. "Understanding the Intention and Behavior of Renting Houses among the Young Generation: Evidence from Jinan, China," Sustainability, MDPI, vol. 11(6), pages 1-18, March.
- Xuefang Liu & W. Robert J. Alexander & Sajid Anwar, 2018. "Bank Runs in China: Evidence from a Dynamic Panel Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 17(1), pages 15-30, June.
- Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018. "China and international housing price growth," China Economic Review, Elsevier, vol. 50(C), pages 294-312.
- Han, Yang & Zhang, Haotian & Zhao, Yong, 2021. "Structural evolution of real estate industry in China: 2002-2017," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 45-56.
- Robert J. Barro & Tao Jin, 2011.
"On the Size Distribution of Macroeconomic Disasters,"
Econometrica, Econometric Society, vol. 79(5), pages 1567-1589, September.
See citations under working paper version above.
- Robert J. Barro & Tao Jin, "undated". "On the Size Distribution of Macroeconomic Disasters," Working Paper 115416, Harvard University OpenScholar.
- Robert J. Barro & Tao Jin, 2023. "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers 634, China Economics and Management Academy, Central University of Finance and Economics.
- Robert J. Barro & Tao Jin, 2009. "On the Size Distribution of Macroeconomic Disasters," NBER Working Papers 15247, National Bureau of Economic Research, Inc.
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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 6 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.- NEP-MAC: Macroeconomics (4) 2009-08-16 2013-12-15 2016-03-29 2017-03-19
- NEP-CNA: China (2) 2017-02-26 2017-03-19
- NEP-URE: Urban and Real Estate Economics (2) 2017-02-26 2017-03-19
- NEP-CBA: Central Banking (1) 2017-03-19
- NEP-MON: Monetary Economics (1) 2017-03-19
- NEP-PAY: Payment Systems and Financial Technology (1) 2017-02-26
- NEP-TRA: Transition Economics (1) 2017-03-19
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