• Intergenertional Mobility and the Informative Content of Surnames (2007), with Maia Güell and Sevi Rodríguez.

• "Asset pricing with idiosyncratic risk and overlapping generations," (Review of Economic Dynamics, 2007).
• "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.

• "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.

• "Understanding European real exchange rates," with Mario Crucini and Marios Zachariadis (American Economic Review, June 2005). Acrobat format. Data and Matlab code.

• "Prices as factors: Approximate aggregation with incomplete markets," with Stan Zin (Journal of Economic Dynamics and Control, 2002). PostScript format. Acrobat format.
• "The yield curve, terms of endearment or terms of endowment?" with Stan Zin PostScript format. Acrobat format.

• "Current Account Fact and Fiction." with Dave Backus, Fredric Lambert and Espen Henriksen.

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