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A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2011). Lustig, Hanno ; Chien, YiLi.
In: Review of Economic Studies.
RePEc:oup:restud:v:78:y:2011:i:1:p:199-234.

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  1. Business Education and Portfolio Returns. (2024). Karabulut, Yigitcan ; Jansson, Thomas ; Altmejd, Adam.
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  2. Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w.

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  3. Intermediary balance sheets and the treasury yield curve. (2023). Hebert, Benjamin ; Du, Wenxin ; Li, Wenhao.
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    RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001629.

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  8. MANAGING INEQUALITY OVER BUSINESS CYCLES: OPTIMAL POLICIES WITH HETEROGENEOUS AGENTS AND AGGREGATE SHOCKS. (2022). Ragot, Xavier ; le Grand, Franois ; Legrand, Franois .
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  9. Asset scarcity and collateral rehypothecation. (2022). Maurin, Vincent.
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  15. Limited Participation in Equity Markets and Business Cycles. (2021). Morelli, Juan.
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    RePEc:fip:fedgfe:2021-26.

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  16. Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy.
    In: Journal of Financial Economics.
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  17. Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks. (2020). Ragot, Xavier ; le Grand, Franois ; Legrand, Franois .
    In: Working Papers.
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  18. Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution. (2020). Gordon, Grey.
    In: Economic Quarterly.
    RePEc:fip:fedreq:88440.

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  19. Why are exchange rates so smooth? A household finance explanation. (2020). Naknoi, Kanda ; Chien, YiLi ; Lustig, Hanno.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:112:y:2020:i:c:p:129-144.

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  20. The redistributive effects of bank capital regulation. (2020). Marquez, Robert ; Carletti, Elena ; Petriconi, Silvio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:743-759.

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  21. Asset Quality Dynamics. (2019). Quintin, Erwan ; Corbae, Dean .
    In: 2019 Meeting Papers.
    RePEc:red:sed019:368.

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  22. Dont Tax Capital---Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences. (2019). Wen, Yi ; Chien, YiLi.
    In: 2019 Meeting Papers.
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  23. Imperfect Risk-Sharing and the Business Cycle. (2019). Bocola, Luigi ; Berger, David ; Dovis, Alessandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26032.

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  24. Investor sophistication and capital income inequality. (2019). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:107:y:2019:i:c:p:18-31.

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  25. Implementing the Modified Golden Rule? Optimal Ramsey Capital Taxation with Incomplete Markets Revisited. (2018). Chien, YiLi ; Yang, Cheng Chen ; Chen, Yunmin.
    In: 2018 Meeting Papers.
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  26. The Real Term Premium in a Stationary Economy with Segmented Asset Markets. (2018). Lee, Junsang ; Chien, YiLi.
    In: Working Papers.
    RePEc:fip:fedlwp:2018-030.

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  27. A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois.
    In: European Economic Review.
    RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

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  28. Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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  29. Comments on “Exploiting MIT shocks in heterogeneous-agent economies: The impulse response as a numerical derivative” by T. Boppart, P. Krusell and K. Mitman. (2018). Reiter, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:89:y:2018:i:c:p:93-99.

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  30. Investor Sophistication and Capital Income Inequality. (2018). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12870.

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  31. The redistributive effects of bank capital regulation. (2018). Petriconi, Silvio ; Marquez, Roberto ; Carletti, Elena.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp18102.

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  32. Why Are Exchange Rates So Smooth? A Household Finance Explanation. (2017). Naknoi, Kanda ; Lustig, Hanno ; Chien, YiLi.
    In: Working papers.
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  33. Why Are Exchange Rates So Smooth? A Heterogeneous Portfolio Explanation. (2017). Naknoi, Kanda ; Chien, YiLi ; Lustig, Hanno.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:214.

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  34. Complex Asset Markets. (2017). Zhang, Lei ; Lustig, Hanno ; Eisfeldt, Andrea.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23476.

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  35. Implementing the Modified Golden Rule? Optimal Ramsey Capital Taxation with Incomplete Markets Revisited. (2017). Chien, YiLi ; Yang, C C ; Chen, Yunmin.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-003.

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  36. Why Are Exchange Rates So Smooth? A Household Finance Explanation. (2017). Naknoi, Kanda ; Lustig, Hanno ; Chien, YiLi.
    In: Working Papers.
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  37. The Inequality Accelerator. (2016). Pancrazi, Roberto ; Mengus, Eric.
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  38. Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy. (2016). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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  39. Individual and Aggregate Constrained Efficient Intertemporal Wedges in Dynamic Mirrleesian Economies. (2016). Chien, YiLi ; Chen, Yunmin ; Yang, C C.
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  40. The Inequality Accelerator. (2015). Pancrazi, Roberto ; Mengus, Eric.
    In: The Warwick Economics Research Paper Series (TWERPS).
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  41. The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies. (2015). Chien, YiLi.
    In: Review.
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  42. The risk premium and long-run global imbalances. (2015). Naknoi, Kanda ; Chien, YiLi.
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  43. Does Financial Integration Increase Welfare? Evidence from International Household-Level Data. (2015). Friedrich, Christian.
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  44. The Inequality Accelerator. (2015). Pancrazi, Roberto ; Mengus, Eric.
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  45. Understanding the Distributional Impact of Long‐Run Inflation. (2014). Chien, YiLi ; Camera, Gabriele.
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  46. The Dual Approach to Recursive Optimization: Theory and Examples. (2014). Pavoni, Nicola ; Messner, Matthias ; Sleet, Christopher.
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  47. Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy. (2014). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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  48. Investor Sophistication and Capital Income Inequality. (2014). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin.
    In: NBER Working Papers.
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  49. Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy. (2014). Chien, YiLi ; Lustig, Hanno ; Cole, Harold L..
    In: Working Papers.
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  50. Limited participation in international business cycle models: A formal evaluation. (2014). Marmer, Vadim ; Hnatkovska, Viktoria ; Gao, Xiaodan .
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  51. Limited Participation in International Business Cycle Models: A Formal Evaluation. (2013). Marmer, Vadim ; Hnatkovska, Viktoria ; Gao, Xiaodan .
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  52. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
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  53. Applying Negishis method to stochastic models with overlapping generations. (2013). Kubler, Felix ; Brumm, Johannes.
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  54. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Post-Print.
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  55. Inequality, stock market participation, and the equity premium. (2013). Favilukis, Jack.
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  56. Financial market segmentation, stock market volatility and the role of monetary policy. (2013). Zervou, Anastasia.
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  57. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
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  58. The Risk Premium and Long-Run Global Imbalances. (2012). Naknoi, Kanda ; Chien, YiLi.
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  59. Dynamic Competitive Economies with Complete Markets and Collateral Constraints. (2012). Kubler, Felix ; Gottardi, Piero.
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  60. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets. (2012). Kubler, Felix ; Cole, Harold.
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  61. Understanding the distributional impact of long-run inflation. (2012). Chien, YiLi ; Camera, Gabriele.
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  62. The risk premium and long-run global imbalances. (2012). Naknoi, Kanda ; Chien, YiLi.
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  63. Dynamic Competitive Economies with Complete Markets and Collateral Constraints. (2012). Kubler, Felix ; Gottardi, Piero.
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  64. Aggregate implications of micro asset market segmentation. (2012). Weill, Pierre-Olivier ; Edmond, Chris.
    In: Journal of Monetary Economics.
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  65. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
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  66. The Risk Premium and Long-Run Global Imbalances. (2011). Naknoi, Kanda ; Chien, YiLi.
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  67. Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution. (2011). Gordon, Grey.
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  68. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
    In: NBER Working Papers.
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  69. On the Dual Approach to Recursive Optimization. (2011). Pavoni, Nicola ; Messner, Matthias ; Sleet, Christopher.
    In: Working Papers.
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  70. On the Dual Approach to Recursive Optimization. (2011). Pavoni, Nicola ; Messner, Matthias ; Christopher, Sleet .
    In: GSIA Working Papers.
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  71. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
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  72. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p7j6b6.

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  73. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
    In: Working Papers.
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  74. Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2010). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; De Graeve, Ferre ; Emiris, Marina .
    In: Journal of Economic Dynamics and Control.
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  75. Aggregate Implications of Micro Asset Market Segmentation. (2009). Weill, Pierre-Olivier ; Edmond, Chris.
    In: NBER Working Papers.
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  76. Quantitative Macroeconomics with Heterogeneous Households. (2009). Violante, Giovanni ; Storesletten, Kjetil ; Heathcote, Jonathan.
    In: NBER Working Papers.
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  77. On the Dual Approach to Recursive Optimization. (2003). Pavoni, Nicola ; Messner, Matthias ; Matthias, Messner ; Christopher, Sleet ; Nicola, Pavoni .
    In: GSIA Working Papers.
    RePEc:cmu:gsiawp:1288034208.

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