Yuliy Sannikov

Princeton University

22 Chambers Street

Princeton, NJ 08544-0708

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 20,159

in Total Papers Downloads

2,304

CITATIONS
Rank 8,656

SSRN RANKINGS

Top 8,656

in Total Papers Citations

52

Scholarly Papers (5)

1.

A Macroeconomic Model with a Financial Sector

National Bank of Belgium Working Paper No. 236
Number of pages: 75 Posted: 14 Oct 2012
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 1,595 (10,223)
Citation 50

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2.

A 'Pencil Sharpening' Algorithm for Two Player Stochastic Games with Perfect Monitoring

Princeton University William S. Dietrich II Economic Theory Center Research Paper No. 078_2016
Number of pages: 79 Posted: 24 Feb 2016
Dilip Abreu, Benjamin A. Brooks and Yuliy Sannikov
Princeton University - Department of Economics, Princeton University - Department of Economics and Princeton University
Downloads 348 (83,639)

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Stochastic game, perfect monitoring, algorithm, computation

International Credit Flows and Pecuniary Externalities

CESifo Working Paper Series No. 5170
Number of pages: 52 Posted: 04 Feb 2015
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 240 (124,087)

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credit flows, capital flows, sudden stops, pecuniary externalities, hot money, Phoenix Miracle, terms of trade hedge

International Credit Flows and Pecuniary Externalities

CEPR Discussion Paper No. DP10339
Number of pages: 53 Posted: 23 Jan 2015
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 2 (650,901)
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hot money, international capital flows, international credit flows, pecuniary externalities, sudden stops, terms of trade hedge

4.

An Algorithm for Two Player Repeated Games with Perfect Monitoring

Economic Theory Center Working Paper No. 26-2011
Number of pages: 26 Posted: 24 Oct 2011
Dilip Abreu and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 118 (230,924)
Citation 2

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Macro, Money and Finance: A Continuous Time Approach

CEPR Discussion Paper No. DP11329
Number of pages: 59 Posted: 20 Jun 2016
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Downloads 1 (664,626)
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(Inside) Money, Endogenous Risk Dynamics, Financial Frictions, Macroeconomic Modeling, Monetary Economics, Paradox of Prudence, Volatility Paradox