Selected Publications

"Implications Of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in An Endowment Economy"
with Harold L. Cole and Hanno Lustig
Review of Economic Dynamics, April 2016, Vol. 20, pp. 215-239
Working Paper
https://doi.org/10.1016/j.red.2015.02.001

"The Risk Premium and Long-run Global Imbalances"
with Kanda Naknoi
Journal of Monetary Economics, November 2015, Vol. 76, pp. 299-315
Working Paper
https://doi.org/10.1016/j.jmoneco.2015.04.001

"Understanding The Distributional Impact of Long-Run Inflation"
with Gabriele Camera
Journal of Money, Credit, and Banking, September 2014, Vol. 46, No. 6, pp. 1137-1170
Working Paper
https://doi.org/10.1111/jmcb.12136

"Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-balancing?"
with Harold L. Cole and Hanno Lustig
American Economic Review, Oct 2012, Vol. 102, No. 6, pp. 2859-2896
Program code
Appendix
https://doi.org/10.1257/aer.102.6.2859

"A Multiplier Approach to Understanding the Macro Implications of Household Finance"
with Harold L. Cole and Hanno Lustig
Review of Economic Studies, January 2011, Vol. 78, No. 1, pp. 199-234
Program code
https://doi.org/10.1093/restud/rdq008