"Cyclical dynamics in idiosyncratic labor market risk"
(Journal of Political Economy, June 2004).
PostScript
format.
Acrobat format.
"How Important Are Idiosyncratic Shocks? Evidence from Labor Supply"
(AER, Papers and Proceedings, May 2001).
PostScript format.
Acrobat format.
"Consumption
and risk sharing over the life cycle" (Journal of Monetary Economics,
2004).
PostScript format.
Acrobat format.
"The welfare cost of business cycles revisited: finite lives and
cyclical variation in idiosyncratic risk" (European Economic Review, 2001).
PostScript format .
Acrobat format .
"The risk sharing implications of alternative social
security arrangements" ( Carnegie Rochester
Conference Series on Public Policy, vol. 50, June 1999).
PostScript
format.
Acrobat format.
Discrete Time Models of Bond and Currency Pricing
"Affine
models of currency pricing: accounting for the forward premium anomaly," with
Dave Backus and Silverio Foresi (Journal of Finance, February 2001).
PostScript
format.
Acrobat format.
"Discrete
Time Models of Bond Pricing," with
Dave Backus and Silverio Foresi (in "Advanced Fixed-Income Valuation Tools,"
Narasimhan Jegadeesh and
Bruce Tuckman eds, Wiley and Sons, 1999).
PostScript
format.
Acrobat format.
Real Exchange Rate Behavior
"Understanding European real exchange rates,"
with Mario Crucini and Marios Zachariadis
(American Economic Review, June 2005).
Acrobat format.
Data and Matlab code.
Asset Pricing with Incomplete Markets
"Prices as factors: Approximate
aggregation with incomplete markets," with
Stan Zin (Journal of Economic Dynamics and Control, 2002).
PostScript
format.
Acrobat format.