Yulei Luo

University of Hong Kong

Pokfulam Road

Hong Kong, HK

China

SCHOLARLY PAPERS

25

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1,846

SSRN CITATIONS
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SSRN RANKINGS

Top 14,776

in Total Papers Citations

83

CROSSREF CITATIONS

18

Scholarly Papers (25)

1.

Rational Inattention, Long-Run Consumption Risk, and Portfolio Choice

Number of pages: 38 Posted: 13 Jul 2006 Last Revised: 14 Feb 2009
Yulei Luo
University of Hong Kong
Downloads 179 (312,266)
Citation 4

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Rational Inattention, Long-term Consumption Decisions, Portfolio Choice, the Equity Premium

2.

‚ÄčAmbiguity, Information Processing, and Financial Intermediation

Number of pages: 49 Posted: 03 Jun 2019 Last Revised: 17 Jan 2024
Boston University - Questrom School of Business, Simon Fraser University (SFU) - Department of Economics and University of Hong Kong
Downloads 117 (440,065)
Citation 2

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Ambiguity, Rational Inattention, Portfolio Delegation, Intermediary Asset Pricing, Financial Crisis

3.

Rational Inattention and Aggregate Fluctuations

Number of pages: 51 Posted: 01 Jun 2006 Last Revised: 10 Nov 2008
Yulei Luo and Eric R. Young
University of Hong Kong and University of Virginia
Downloads 115 (445,672)
Citation 9

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Rational Inattention, Consumption Volatility, Propagation Mechanism

4.

Consumption Dynamics Under Information Processing Constraints

Number of pages: 37 Posted: 11 Nov 2008
Yulei Luo
University of Hong Kong
Downloads 112 (454,600)
Citation 29

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Rational Inattention, Consumption and Savings Behavior, Short-run and long-run Impacts, Aggregation

5.

Ignorance, Pervasive Uncertainty, and Household Finance

Number of pages: 43 Posted: 07 Sep 2017 Last Revised: 30 Sep 2019
Yulei Luo, Jun Nie and Haijun Wang
University of Hong Kong, Federal Reserve Bank of Kansas City and Shanghai University of Finance and Economics
Downloads 106 (473,050)

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Ignorance, Unknown Income Growth, Induced Uncertainty, Strategic Asset Allocation

6.

Model Uncertainty, State Uncertainty, and State-Space Models

Federal Reserve Bank of Kansas City Working Paper No. 12-02
Number of pages: 25 Posted: 20 Apr 2012
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 103 (482,893)

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Robustness, Model Uncertainty, Rational Inattention, State Uncertainty, Signal

Robust Control, Informational Frictions, and International Consumption Correlations

Number of pages: 41 Posted: 19 Jul 2010
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 37 (831,285)
Citation 3

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8.

A Note on Entrepreneurial Risk, Capital Market Imperfections, and Heterogeneity

Number of pages: 18 Posted: 09 Nov 2008
Yulei Luo
University of Hong Kong
Downloads 98 (499,339)
Citation 1

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9.

Asset Pricing Under Information-Processing Constraints

Number of pages: 12 Posted: 09 Nov 2008
Yulei Luo and Eric R. Young
University of Hong Kong and University of Virginia
Downloads 94 (513,031)

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Rational Inattention, Asset Pricing, Permanent Income

10.

Risk-Sensitive Consumption and Savings under Rational Inattention

Number of pages: 48 Posted: 09 Nov 2008
Yulei Luo and Eric R. Young
University of Hong Kong and University of Virginia
Downloads 85 (546,269)
Citation 12

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11.

Money, Growth, and Welfare in a Schumpeterian Model with the Spirit of Capitalism

Federal Reserve Bank of Kansas City Working Paper, October 2020, RWP 20-16; http://doi.org/10.18651/RWP2020-16
Number of pages: 49 Posted: 17 Nov 2020
Qichun He, Yulei Luo, Jun Nie and Heng-Fu Zou
China Economics and Management Academy, University of Hong Kong, Federal Reserve Bank of Kansas City and World Bank - Development Research Group (DECRG)
Downloads 75 (587,942)

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spirit of capitalism; cash-in-advance; Schumpeterian model; monetary policy; growth and welfare

12.

Growth and Welfare Gains from Financial Integration Under Model Uncertainty

Federal Reserve Bank of Kansas City Working Paper No. 18-12
Number of pages: 48 Posted: 12 Dec 2018
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 75 (587,942)
Citation 1

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Robustness, Model Uncertainty, Financial Integration, Risk Sharing, Economic Growth, Welfare

13.

Long-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention

Number of pages: 38 Posted: 19 Jul 2010
Yulei Luo
University of Hong Kong
Downloads 68 (620,058)

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Rational Inattention, Recursive Utility, Consumption Risk, Portfolio Choice

14.

Robustness, Information-Processing Constraints, and the Current Account in Small Open Economies

Number of pages: 51 Posted: 19 Jul 2010
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 65 (634,722)
Citation 11

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Robustness, Rational Inattention, Consumption Smoothing, Current Account, Detection Error Probabilities

15.

Sticky Information Diffusion and the Inertial Behavior of Durable Consumption

Federal Reserve Bank of Kansas City Working Paper No. RWP 12-11
Number of pages: 38 Posted: 08 Mar 2013
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 64 (639,922)
Citation 2

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Durability, Slow Learning, Sticky Information Diffusion, Infrequent Adjustments

16.

Model Uncertainty and Intertemporal Tax Smoothing

Federal Reserve Bank of Kansas City Working Paper No. 12-01
Number of pages: 46 Posted: 20 Apr 2012 Last Revised: 11 Mar 2013
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 62 (650,164)
Citation 3

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Robustness, Model Uncertainty, Taxation Smoothing, Taxation Tilting

17.

Robustness, Infomation-Processing Constraints, and the Current Account in Small Open Economies

Number of pages: 52 Posted: 08 Jan 2011
Jun Nie, Eric R. Young and Yulei Luo
Federal Reserve Bank of Kansas City, University of Virginia and University of Hong Kong
Downloads 59 (666,245)

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Robustness, Rational Inattention, Consumption Smoothing, Current Account, Detection Error, Probabilities

18.

Sticky Information Diffusion and the Inertial Behavior of Durables Consumption

Number of pages: 41 Posted: 19 Jul 2010
Yulei Luo and Eric R. Young
University of Hong Kong and University of Virginia
Downloads 58 (671,719)
Citation 3

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Durability, Rational Inattention, Infrequent Adjustments, Consumption Stickiness

19.

What We Don't Know Doesn't Hurt Us: Rational Inattention and the Permanent Income Hypothesis in General Equilibrium

Federal Reserve Bank of Kansas City Working Paper No. 14-14
Number of pages: 43 Posted: 28 Nov 2014
Federal Reserve Bank of Kansas City, University of Hong Kong, Shandong University and University of Virginia
Downloads 56 (682,915)

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Rational Inattention, Permanent Income Hypothesis, General Equilibrium, Consumption and Income Volatility

20.

Rational Inattention and Dynamics of Consumption and Wealth in General Equilibrium

Federal Reserve Bank of Kansas City Working Paper No. 14-14
Number of pages: 51 Posted: 23 May 2016
University of Hong Kong, Federal Reserve Bank of Kansas City, Shandong University and University of Virginia
Downloads 53 (700,284)
Citation 9

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Rational Inattention; Permanent Income Hypothesis; General Equilibrium; Con-sumption and Wealth Volatility.

21.

Robust Control, Information Frictions, and International Consumption Correlations

Number of pages: 48 Posted: 09 Jan 2011 Last Revised: 11 Mar 2013
Jun Nie, Eric R. Young and Yulei Luo
Federal Reserve Bank of Kansas City, University of Virginia and University of Hong Kong
Downloads 46 (744,543)

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Robustness, Rational Inattention, Risk Sharing, International Consumption Correlations

22.

Robust Permanent Income in General Equilibrium

Federal Reserve Bank of Kansas City Working Paper No. 15-14
Number of pages: 44 Posted: 22 Nov 2015
Jun Nie, Yulei Luo and Eric R. Young
Federal Reserve Bank of Kansas City, University of Hong Kong and University of Virginia
Downloads 45 (751,310)
Citation 1

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Robustness, Precautionary Savings, the Permanent Income Hypothesis, Low Interest Rates, Consumption and Income Inequality, General Equilibrium

23.

Attention Allocation and Heterogeneous Consumption Responses

Number of pages: 48 Posted: 28 Jul 2022
Yulei Luo, Jun Nie and Penghui Yin
University of Hong Kong, Federal Reserve Bank of Kansas City and Central University of Finance and Economics
Downloads 28 (884,273)

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Capital Income and Labor Income Risks; Optimal Attention Allocation; Consumption and Saving Decisions.

24.

Production and Inventory Dynamics Under Ambiguity Aversion

Number of pages: 41 Posted: 02 Sep 2021
Federal Reserve Bank of Kansas City, University of Hong Kong, Federal Reserve Bank of Kansas City, Shanghai University of Finance and Economics and University of Virginia
Downloads 27 (893,536)
Citation 1

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Ambiguity Aversion, Robustness, Knightian Uncertainty, Inventories, Production Cost Smoothing

25.

Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium

Journal of Economic Theory, 172, 55-87, 2017
Number of pages: 41 Posted: 07 Dec 2022
University of Hong Kong, Federal Reserve Bank of Kansas City, Shandong University and University of Virginia
Downloads 19 (971,546)
Citation 8

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Rational Inattention; General Equilibrium; Consumption and Wealth Dispersion