Stanley E. Zin

New York University (NYU)

William R. Berkley Professor of Economics and Business

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

National Bureau of Economic Research (NBER)

Research Associate

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 34,920

SSRN RANKINGS

Top 34,920

in Total Papers Downloads

991

CITATIONS
Rank 5,376

SSRN RANKINGS

Top 5,376

in Total Papers Citations

96

Scholarly Papers (9)

1.
Downloads 218 ( 48,688)
Citation 2

Recursive Preferences

NYU Working Paper No. 2451/26114
Number of pages: 10 Posted: 13 Oct 2008
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 218 (114,337)
Citation 2

Abstract:

time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing

2.

Monetary Policy and the Uncovered Interest Rate Parity Puzzle

Number of pages: 72 Posted: 06 Jul 2010 Last Revised: 14 Aug 2013
NYU Stern School of Business, INSEAD, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 242 (60,915)
Citation 7

Abstract:

Uncovered interest parity, carry trade, exchange rates, Taylor rule

3.
Downloads 35 (129,552)
Citation 37

Exotic Preferences for Macroeconomists

NYU Working Paper No. S-MF-04-13
Number of pages: 57 Posted: 07 Nov 2008
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 35 (381,727)
Citation 37

Abstract:

time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing

4.

Term Premium Dynamics and the Taylor Rule

EFA 2009 Bergen Meetings Paper
Number of pages: 38 Posted: 17 Feb 2009
University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business, University of Michigan, Stephen M. Ross School of Business and New York University (NYU)
Downloads 160 (144,851)
Citation 8

Abstract:

Affine term structure, general equilibrium, time-varying term premiums, monetary policy

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

NYU Working Paper No. FIN-94-005
Number of pages: 42 Posted: 11 Nov 2008
David K. Backus, Silverio Foresi and Stanley E. Zin
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and New York University (NYU)
Downloads 72 (273,079)
Citation 15

Abstract:

bond prices and yields, forward rates, time-dependent drift and volatility, options

6.
Downloads 49 (324,777)
Citation 11

Sources of Entropy in Representative Agent Models

NYU Working Paper No. 2451/29940
Number of pages: 55 Posted: 13 Jul 2011
David K. Backus, Mikhail Chernov and Stanley E. Zin
NYU Stern School of Business, UCLA Anderson and New York University (NYU)
Downloads 38 (370,228)
Citation 11

Abstract:

pricing kernel, asset returns, bond yields, recursive preferences, habits, jumps, disasters

Sources of Entropy in Representative Agent Models

NBER Working Paper No. w17219
Number of pages: 56 Posted: 16 Jul 2011
David K. Backus, Mikhail Chernov and Stanley E. Zin
NYU Stern School of Business, UCLA Anderson and New York University (NYU)
Downloads 11 (508,332)
Citation 11

Abstract:

7.

Monetary Policy and the Uncovered Interest Parity Puzzle

NBER Working Paper No. w16218
Number of pages: 55 Posted: 26 Jul 2010
NYU Stern School of Business, INSEAD, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 38 (345,993)
Citation 7

Abstract:

Identifying Taylor Rules in Macro-Finance Models

NBER Working Paper No. w19360
Number of pages: 29 Posted: 24 Aug 2013
David K. Backus, Mikhail Chernov and Stanley E. Zin
NYU Stern School of Business, UCLA Anderson and New York University (NYU)
Downloads 9 (519,335)

Abstract:

9.

Risk and Ambiguity in Models of Business Cycles

NBER Working Paper No. w20319
Number of pages: 48 Posted: 24 Jul 2014
David K. Backus, Axelle Ferriere and Stanley E. Zin
NYU Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU)
Downloads 7 (507,062)

Abstract: