Sai Ma

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://saimaecon.com

SCHOLARLY PAPERS

17

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Top 38,825

in Total Papers Downloads

1,881

SSRN CITATIONS
Rank 7,494

SSRN RANKINGS

Top 7,494

in Total Papers Citations

134

CROSSREF CITATIONS

40

Scholarly Papers (17)

1.
Downloads 765 ( 48,874)
Citation 3

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 548 (74,323)

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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 217 (205,613)
Citation 3

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

Housing Cycles and Exchange Rates

Fisher College of Business Working Paper No. 2019-03-014, Charles A. Dice Center Working Paper No. 2019-14
Number of pages: 48 Posted: 09 May 2019 Last Revised: 30 Nov 2022
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 240 (187,220)
Citation 2

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housing, exchange rate, predictability

3.
Downloads 157 (273,101)
Citation 13

Capital Share Risk in U.S. Asset Pricing

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 22 Aug 2018
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 125 (327,642)
Citation 9

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risk premia, cross-section, capital share, labor share, inequality

Capital Share Risk in U.S. Asset Pricing

NBER Working Paper No. w20744
Number of pages: 52 Posted: 15 Dec 2014 Last Revised: 07 Sep 2022
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 32 (667,330)
Citation 1

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Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing

CEPR Discussion Paper No. DP10335
Number of pages: 80 Posted: 23 Jan 2015
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System
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capital share, heterogeneous agents, inequality, labor share, momentum, value premium

Capital Share Risk in U.S. Asset Pricing

CEPR Discussion Paper No. DP12628
Number of pages: 77 Posted: 22 Jan 2018 Last Revised: 29 Jan 2018
University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System
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capital share, inequality, Labor Share, value premium

4.

Heterogeneous Intermediaries and Asset Prices

Number of pages: 74 Posted: 04 Sep 2018
Sai Ma
Board of Governors of the Federal Reserve System
Downloads 147 (288,149)
Citation 5

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intermediary asset pricing, heterogeneity

5.

Housing Risk and the Cross-Section of Returns Across Many Asset Classes

Fisher College of Business Working Paper No. 2020-03-008, Charles A. Dice Working Paper No. 2020-08
Number of pages: 55 Posted: 10 May 2020
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 132 (313,420)

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asset classes, cross section, risk, housing, demand shocks

The Effect of the Dollar on Trade Prices

CESifo Working Paper No. 8727
Number of pages: 26 Posted: 03 Dec 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 112 (354,759)

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dominant currency, dollar invoicing, international trade

The Causal Effect of the Dollar on Trade

Number of pages: 29 Posted: 25 May 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 14 (822,927)

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Dominant Currency, Dollar Invoicing, International Trade

7.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803
Number of pages: 52 Posted: 14 Dec 2015 Last Revised: 30 Jul 2022
New York University - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School, Economics
Downloads 73 (459,878)
Citation 60

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8.
Downloads 58 (516,660)
Citation 1

Uncertainty and Growth Disasters

FRB International Finance Discussion Paper No. 1279
Number of pages: 35 Posted: 15 Jun 2020
Boyan Jovanovic and Sai Ma
New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 47 (577,343)

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Uncertainty and Growth Disasters

NBER Working Paper No. w28024
Number of pages: 53 Posted: 02 Nov 2020 Last Revised: 29 Jul 2022
Boyan Jovanovic and Sai Ma
New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 11 (854,786)
Citation 1

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9.

Covid-19 and the Macroeconomic Effects of Costly Disasters

NBER Working Paper No. w26987
Number of pages: 24 Posted: 13 Apr 2020 Last Revised: 28 Sep 2022
New York University - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School, Economics
Downloads 57 (520,811)
Citation 11

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10.

The Global Transmission of Real Economic Uncertainty

International Finance Discussion Paper No. 1317
Number of pages: 41 Posted: 14 Jun 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 48 (561,388)

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11.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225
Number of pages: 49 Posted: 19 Mar 2017 Last Revised: 18 Jun 2022
New York University - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School, Economics
Downloads 26 (700,142)
Citation 5

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Belief Distortions and Macroeconomic Fluctuations

NBER Working Paper No. w27406
Number of pages: 91 Posted: 22 Jun 2020 Last Revised: 20 Nov 2022
Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 19 (773,971)

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Belief Distortions and Macroeconomic Fluctuations

CEPR Discussion Paper No. DP15003
Number of pages: 93 Posted: 28 Jul 2020 Last Revised: 04 Feb 2022
Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 2 (967,328)
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beliefs, Biases, Expectations, Machine Learning

13.

Competition and Implementation Cycles

Number of pages: 51 Posted: 09 Nov 2018
Sai Ma
Board of Governors of the Federal Reserve System
Downloads 16 (775,401)

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Endogenous Fluctuations, Implementation Cycles, Sunspot

14.

Private Equity and Growth

NBER Working Paper No. w28030
Number of pages: 54 Posted: 02 Nov 2020 Last Revised: 19 Aug 2022
New York University - Department of Economics, Board of Governors of the Federal Reserve System and Vanderbilt University - Department of Economics
Downloads 11 (823,842)

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15.

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

NBER Working Paper No. w30072
Number of pages: 100 Posted: 23 May 2022 Last Revised: 14 Nov 2022
Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 4 (900,868)
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16.

Global Real Economic Uncertainty and COVID-19

FEDS Notes No. 2022-02-18-1
Posted: 24 Feb 2022
Rice University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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17.

Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy

FEDS Notes No. 2019-10-08
Posted: 22 Oct 2019
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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