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Amir Yaron

Personal Details

First Name:Amir
Middle Name:
Last Name:Yaron
Suffix:
RePEc Short-ID:pya156
[This author has chosen not to make the email address public]
http://savage.wharton.upenn.edu
Terminal Degree:1994 Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

(in no particular order)

Finance Department
Wharton School of Business
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://finance.wharton.upenn.edu/
RePEc:edi:fdupaus (more details at EDIRC)

National Bureau of Economic Research (NBER)

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

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron, 2023. "Identifying Preference for Early Resolution from Asset Prices," NBER Working Papers 31087, National Bureau of Economic Research, Inc.
  2. Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron, 2019. "The Term Structure of Equity Risk Premia," NBER Working Papers 25690, National Bureau of Economic Research, Inc.
  3. Frank Schorfheide & Dongho Song & Amir Yaron, 2013. "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers 13-39, Federal Reserve Bank of Philadelphia.
  4. Ravi Bansal & Dana Kiku & Amir Yaron, 2012. "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers 18305, National Bureau of Economic Research, Inc.
  5. Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron, 2012. "Volatility, the Macroeconomy and Asset Prices," NBER Working Papers 18104, National Bureau of Economic Research, Inc.
  6. Ravi Bansal & Dana Kiku & Amir Yaron, 2009. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers 15504, National Bureau of Economic Research, Inc.
  7. Mark Huggett & Gustavo Ventura & Amir Yaron, 2007. "Sources of Lifetime Inequality," Working Papers gueconwpa~07-07-04, Georgetown University, Department of Economics.
  8. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc.
  9. Amir Yaron & Mark Huggett & Gustavo Ventura, 2004. "Consumption and Earnings Inequality with Risky Human Capital," 2004 Meeting Papers 669, Society for Economic Dynamics.
  10. Amir Yaron & Joao Gomes, 2004. "Investment and Asset Prices with Financing Constraints," 2004 Meeting Papers 806, Society for Economic Dynamics.
  11. Michael W. Brandt & Amir Yaron, 2003. "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers 9458, National Bureau of Economic Research, Inc.
  12. Yaron, Amir & Gomes, Joao & Zhang, Lu, 2003. "Asset Prices and Business Cycles with Costly External Finance," CEPR Discussion Papers 3927, C.E.P.R. Discussion Papers.
  13. Ravi Bansal & Varoujan Khatachtrian & Amir Yaron, 2002. "Interpretable Asset Markets?," NBER Working Papers 9383, National Bureau of Economic Research, Inc.
  14. Mark Hugget & Gustavo Ventura & Amir Yaron, 2002. "Human Capital and Earnings Distribution Dynamics," NBER Working Papers 9366, National Bureau of Economic Research, Inc.
  15. Yaron, Amir & Gomes, Joao & Zhang, Lu, 2002. "Asset Pricing Implications of Firms' Financing Constraints," CEPR Discussion Papers 3495, C.E.P.R. Discussion Papers.
  16. Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron, 2002. "How Well Do Banks Manage Their Reserves?," NBER Working Papers 9388, National Bureau of Economic Research, Inc.
  17. Ravi Bansal & Amir Yaron, 2000. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers 8059, National Bureau of Economic Research, Inc.
  18. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2000. "The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk," NBER Working Papers 8040, National Bureau of Economic Research, Inc.
  19. Hollifield, B. & Yaron, A., 1999. "The Foreign Exchange Risk Premium: Real and Nominal Factors," GSIA Working Papers 1999-17, Carnegie Mellon University, Tepper School of Business.
  20. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1998. "The risk sharing implications of alternative social security arrangements," GSIA Working Papers 252, Carnegie Mellon University, Tepper School of Business.
  21. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1997. "Consumption and risk sharing over the life cycle," GSIA Working Papers 228, Carnegie Mellon University, Tepper School of Business.
  22. Amir Yaron & Harold Zhang, 1995. "Fixed Costs and Asset Market Participation," GSIA Working Papers 1997-25, Carnegie Mellon University, Tepper School of Business.
  23. Kjetil Storesletten & Chris Telmer & Amir Yaron, "undated". "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers 226, Carnegie Mellon University, Tepper School of Business.
  24. Lars Hansen & John Heaton & Amir Yaron, "undated". "Small Sample Properties of Alternative GMM Estimators," GSIA Working Papers 25, Carnegie Mellon University, Tepper School of Business.
  25. Amir Yaron, "undated". "Asset Pricing and The Liquidity Effect: A Theoretical and Empirical Investigation," GSIA Working Papers 27, Carnegie Mellon University, Tepper School of Business.
  26. Kjetil Storesletten & Chris Telmer & Amir Yaron, "undated". "Persistent Idiosyncratic Shocks and Incomplete Markets," GSIA Working Papers 24, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 519-548, October.
  2. João F. Gomes & Amir Yaron & Lu Zhang, 2006. "Asset Pricing Implications of Firms' Financing Constraints," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1321-1356.
  3. Huggett, Mark & Ventura, Gustavo & Yaron, Amir, 2006. "Human capital and earnings distribution dynamics," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 265-290, March.
  4. Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, vol. 49(3), pages 531-560, April.
  5. Jallath-Coria, Eduardo & Mukhopadhyay, Tridas & Yaron, Amir, 2005. "How Well Do Mexican Banks Manage Their Reserves?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(4), pages 623-643, August.
  6. Storesletten, Kjetil & Telmer, Christopher I. & Yaron, Amir, 2004. "Consumption and risk sharing over the life cycle," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 609-633, April.
  7. Joao F. Gomes & Amir Yaron & Lu Zhang, 2003. "Asset Prices and Business Cycles with Costly External Finance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 767-788, October.
  8. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2001. "How Important Are Idiosyncratic Shocks? Evidence from Labor Supply," American Economic Review, American Economic Association, vol. 91(2), pages 413-417, May.
  9. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 2001. "The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk," European Economic Review, Elsevier, vol. 45(7), pages 1311-1339.
  10. Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 1999. "The risk-sharing implications of alternative social security arrangements," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 50(1), pages 213-259, June.
  11. Hansen, Lars Peter & Heaton, John & Yaron, Amir, 1996. "Finite-Sample Properties of Some Alternative GMM Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 262-280, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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

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 29 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-DGE: Dynamic General Equilibrium (11) 2000-09-05 2000-09-13 2000-09-13 2002-03-04 2002-03-04 2002-12-09 2002-12-09 2003-07-13 2004-08-02 2007-07-07 2007-08-08. Author is listed
  2. NEP-FIN: Finance (8) 2000-03-06 2000-09-05 2000-09-05 2002-12-17 2004-08-02 2004-08-02 2004-12-02 2005-08-13. Author is listed
  3. NEP-FMK: Financial Markets (8) 2000-09-05 2000-09-05 2000-09-13 2002-04-08 2002-12-17 2003-01-27 2004-08-02 2005-08-13. Author is listed
  4. NEP-MAC: Macroeconomics (6) 2003-07-17 2009-11-21 2012-06-05 2012-08-23 2014-07-28 2019-04-01. Author is listed
  5. NEP-RMG: Risk Management (5) 2002-12-17 2003-01-27 2003-03-14 2019-04-01 2023-05-08. Author is listed
  6. NEP-UPT: Utility Models and Prospect Theory (4) 2007-07-07 2007-08-08 2012-08-23 2023-05-08
  7. NEP-ACC: Accounting and Auditing (3) 2002-12-09 2002-12-09 2002-12-09
  8. NEP-CFN: Corporate Finance (3) 2002-12-17 2003-03-14 2003-07-13
  9. NEP-HRM: Human Capital and Human Resource Management (2) 2007-07-07 2007-08-08
  10. NEP-BEC: Business Economics (1) 2009-11-21
  11. NEP-CBA: Central Banking (1) 2009-11-21
  12. NEP-ECM: Econometrics (1) 2000-09-05
  13. NEP-ETS: Econometric Time Series (1) 2000-09-05
  14. NEP-FOR: Forecasting (1) 2013-10-18
  15. NEP-IAS: Insurance Economics (1) 2000-09-13
  16. NEP-IND: Industrial Organization (1) 2000-09-05
  17. NEP-MIC: Microeconomics (1) 2002-04-08

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