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Publication DateArticle TitleAuthor(s)
Sep-2015Has Consumption Inequality Mirrored Income Inequality?Aguiar, Mark A.; Bils, Mark
May-2013The Life-Cycle Profile of Time Spent on Job SearchAguiar, Mark A.; Hurst, Erik; Karabarbounis, Loukas
Feb-2014A Macroeconomic Model with a Financial SectorBrunnermeier, Markus K.; Sannikov, Yuliy
Aug-2015Market-based estimation of stochastic volatility modelsAit-Sahalia, Yacine; Amengual, Dante; Manresa, Elena
Jun-2012Identifying the successive Blumenthal–Getoor indices of a discretely observed processAit-Sahalia, Yacine; Jacod, Jean
May-2016The Sovereign-Bank Diabolic Loop and ESBiesBrunnermeier, Markus K.; Garicano, Luis; Lane, Philip R.; Pagano, Marco; Reis, Ricardo, et al
Jun-2013Deconstructing Life Cycle ExpenditureAguiar, Mark A.; Hurst, Erik
Aug-2013Time Use During the Great RecessionAguiar, Mark A.; Hurst, Erik; Karabarbounis, Loukas
Sep-2015Modeling financial contagion using mutually exciting jump processesAit-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J.A.
May-2016Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time modelsAit-Sahalia, Yacine; Park, Joon Y.