Access Statistics for Stanley E. Zin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Linear Programming Approach to Solving Stochastic Dynamic Programming 0 7 26 460 3 18 57 933
Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs 1 1 7 96 3 9 29 422
Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility 0 0 0 0 2 7 25 44
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 1 8 38 644 22 52 154 3,122
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 0 1 4 23 404
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 1 0 2 12 204
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 1 3 7 40 380
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models 6 12 38 69 15 42 125 163
Asset pricing implications for business cycle analysis 0 0 0 0 6 13 63 110
Competition and Intervention in Sovereign Debt Markets 0 1 3 26 1 3 17 157
Exotic Preferences for Macroeconomists 4 5 35 196 8 19 75 351
Exotic Preferences for Macroeconomists 4 7 22 31 4 12 40 62
Fractional integration with Drift: Estimation in Small Samples 0 6 17 121 0 13 45 353
Generalized Disappointment Aversion and Asset Prices 5 10 28 154 7 16 61 384
International Risk Sharing with exotic preferences 0 0 0 1 0 6 36 173
Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns 0 0 0 2 0 1 14 28
Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates 0 1 9 40 2 5 19 192
MODEL UNCERTAINITY AND LIQUIDITY 0 0 0 0 7 16 43 374
Markov Chain Approximations For Term Structure Models 3 12 46 526 9 27 116 1,244
Model Uncertainty and Liquidity 4 6 12 56 6 11 28 137
Model Uncertainty and Liquidity 2 4 14 158 10 15 47 360
Model Uncertainty and Liquidity 1 4 11 64 5 13 42 135
Portfolio Choice and Permanent Income 0 0 0 1 0 7 35 156
Reverse Engineering the Yield Curve 0 0 0 3 13 27 90 394
Reverse Engineering the Yield Curve 13 33 90 537 26 81 241 2,133
Risk Premiums in the Term Structure: Evidence from Artificial Economies 0 0 0 1 2 7 27 79
SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY 0 0 0 0 5 13 39 477
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 5 12 51 100
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 2 9 32 72
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates 4 11 39 210 14 35 142 544
Testing a Government's Present-Value Borrowing Constraint 0 0 0 0 4 7 24 38
The Independence Axiom and Asset Returns 1 2 13 184 8 14 46 719
The yield curve: terms of endearment or terms of endowment? 0 1 3 65 3 5 26 353
Total Working Papers 49 131 451 3,651 196 528 1,864 14,797

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'First-order' risk aversion and the equity premium puzzle 5 7 48 182 8 13 73 281
A Diagnostic Test for Normality within the Power Exponential Family 0 0 0 0 2 5 22 451
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing 0 0 0 0 5 11 41 325
Arbitrage-free bond pricing with dynamic macroeconomic models 3 9 33 35 5 13 75 82
Are behavioral asset-pricing models structural? 0 1 9 36 0 1 18 98
Comment 0 0 2 2 0 0 12 13
Fractional Integration with Drift: Estimation in Small Samples 0 0 0 0 1 5 30 307
Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates 1 3 12 69 1 4 24 192
Long-memory inflation uncertainty: evidence from the term structure of interest rates 0 0 0 1 4 12 44 150
Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum 0 0 13 60 0 2 26 132
Persistent Deficits and the Market Value of Government Debt 0 1 7 32 1 4 41 191
Prices as factors: Approximate aggregation with incomplete markets 0 1 10 32 0 1 13 50
Real business-cycle realizations 0 0 0 10 0 2 12 46
Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment 0 1 2 3 0 1 6 21
Risk premiums in the term structure: Evidence from artificial economies 6 14 56 85 17 33 127 200
SPLINE APPROXIMATIONS TO VALUE FUNCTIONS 2 7 19 27 4 12 46 65
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 17 35 144 791 26 66 246 1,634
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 5 24 111 675 16 58 211 1,660
Taylor rules, McCallum rules and the term structure of interest rates 3 7 22 45 4 14 45 106
The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices: A comment 0 3 8 14 2 9 33 64
The independence axiom and asset returns 0 3 20 93 0 5 36 247
Total Journal Articles 42 116 516 2,192 96 271 1,181 6,315

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Statistics updated 2008-10-02