Amir Yaron

Best Publications

• Finite sample properties of some alternative GMM estimators

  Lars Peter Hansen;John Heaton;Amir Yaron

  1648
  Citations

• What's Vol Got to Do with It

  Itamar Drechsler;Amir Yaron

  1089
  Citations

• Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

  Ravi Bansal;Amir Yaron;Amir Yaron

  992
  Citations

• Cyclical Dynamics in Idiosyncratic Labor Market Risk

  Kjetil Storesletten;Chris I. Telmer;Amir Yaron

  902
  Citations

• Sources of Lifetime Inequality

  Mark Huggett;Gustavo Ventura;Amir Yaron

  794
  Citations

• Asset pricing with idiosyncratic risk and overlapping generations

  Kjetil Storesletten;Kjetil Storesletten;Christopher I. Telmer;Amir Yaron;Amir Yaron

  707
  Citations

• Good and bad uncertainty: Macroeconomic and financial market implications ☆

  Gill Segal;Ivan Shaliastovich;Amir Yaron

  577
  Citations

• Volatility, the Macroeconomy, and Asset Prices

  Ravi Bansal;Dana Kiku;Ivan Shaliastovich;Amir Yaron

  571
  Citations

• An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

  Ravi Bansal;Dana Kiku;Amir Yaron

  475
  Citations

• Asset Pricing Implications of Firms' Financing Constraints

  João F. Gomes;Amir Yaron;Lu Zhang

  305
  Citations

• Human capital and earnings distribution dynamics

  Mark Huggett;Gustavo Ventura;Amir Yaron

  280
  Citations

• Risks For the Long Run: Estimation and Inference ⁄

  Ravi Bansal;Dana Kiku;Amir Yaron

  255
  Citations

• Risks For the Long Run: Estimation with Time Aggregation

  Ravi Bansal;Dana Kiku;Amir Yaron

  199
  Citations

• The risk-sharing implications of alternative social security arrangements ¢

  Kjetil Storesletten;Chris I. Telmer;Amir Yaron

  194
  Citations

• What's Vol Got to Do With It

  Itamar Drechsler;Amir Yaron;Amir Yaron

  181
  Citations

• Oil Futures Prices in a Production Economy with Investment Constraints

  Leonid Kogan;Dmitry Livdan;Amir Yaron

  168
  Citations

• Asset Prices and Business Cycles with Costly External Finance

  Joao F Gomes;Amir Yaron;Lu Zhang

  162
  Citations

• Long Run Risks, the Macroeconomy, and Asset Prices

  Ravi Bansal;Dana Kiku;Amir Yaron

  155
  Citations

• Asset Pricing with Idiosyncratic Risk and Overlapping Generations

  Kjetil Storesletten;Kjetil Storesletten;Chris Telmer;Amir Yaron;Amir Yaron;Amir Yaron

  130
  Citations

• Consumption and Risk Sharing Over the Life Cycle

  Kjetil Storesletten;Kjetil Storesletten;Chris Telmer;Amir Yaron;Amir Yaron

  110
  Citations