Stanley E. Zin
Stanley E. Zin
Professor of Economics, New York University
Verified email at nyu.edu - Homepage
Title
Cited by
Cited by
Year
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
LG Epstein, SE Zin
Econometrica: Journal of the Econometric Society, 937-969, 1989
4765*1989
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis
LG Epstein, SE Zin
Journal of political Economy 99 (2), 263-286, 1991
20991991
‘First-order’risk aversion and the equity premium puzzle
LG Epstein, SE Zin
Journal of monetary Economics 26 (3), 387-407, 1990
3621990
Risk premiums in the term structure: Evidence from artificial economies
DK Backus, AW Gregory, SE Zin
Journal of Monetary Economics 24 (3), 371-399, 1989
3561989
Generalized disappointment aversion and asset prices
BR Routledge, SE Zin
The Journal of Finance 65 (4), 1303-1332, 2010
2872010
Exotic preferences for macroeconomists
DK Backus, BR Routledge, SE Zin
NBER Macroeconomics Annual 19, 319-390, 2004
2442004
Long-memory inflation uncertainty: Evidence from the term structure of interest rates
D Backus, SE Zin
National Bureau of Economic Research, 1993
2311993
Model Uncertainty and Liquidity
B Routledge, S Zin
Review of Economic Dynamics, 2009
2172009
Sources of entropy in representative agent models
D Backus, M Chernov, S Zin
The Journal of Finance 69 (1), 51-99, 2014
1562014
Persistent deficits and the market value of government debt
GW Smith, SE Zin
Journal of Applied Econometrics 6 (1), 31-44, 1991
1521991
The independence axiom and asset returns
LG Epstein, SE Zin
Journal of Empirical Finance 8 (5), 537-572, 2001
134*2001
Taylor rules, McCallum rules and the term structure of interest rates
MF Gallmeyer, B Hollifield, SE Zin
Journal of Monetary Economics 52 (5), 921-950, 2005
1292005
Monetary policy and the uncovered interest parity puzzle
DK Backus, F Gavazzoni, C Telmer, SE Zin
National Bureau of Economic Research, 2010
128*2010
Reverse engineering the yield curve
D Backus, SE Zin
National Bureau of Economic Research, 1994
1201994
Arbitrage-free bond pricing with dynamic macroeconomic models
M Gallmeyer, B Hollifield, F Palomino, SE Zin
National Bureau of Economic Research, 2007
1022007
Spline approximations to value functions: linear programming approach
MA Trick, SE Zin
Macroeconomic Dynamics 1 (1), 255-277, 1997
1021997
Arbitrage opportunities in arbitrage-free models of bond pricing
D Backus, S Foresi, S Zin
Journal of Business & Economic Statistics 16 (1), 13-26, 1998
821998
The cyclical component of US asset returns
D Backus, B Routledge, S Zin
Unpublished working paper. New York University and Carnegie Mellon University, 2010
72*2010
A linear programming approach to solving stochastic dynamic programs
MA Trick, SE Zin
Working Paper, Carnegie–Mellon University, 1993
651993
Fractional integration with drift: estimation in small samples
AA Smith, F Sowell, SE Zin
Empirical Economics 22 (1), 103-116, 1997
541997
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Articles 1–20