Yulei Luo

University of Hong Kong

Pokfulam Road

Hong Kong, HK

China

SCHOLARLY PAPERS

23

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SSRN CITATIONS
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SSRN RANKINGS

Top 15,549

in Total Papers Citations

30

CROSSREF CITATIONS

25

Scholarly Papers (23)

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 158 (190,322)
Citation 3

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

2.

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 93 (282,546)
Citation 8

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Rational Inattention, Consumption Volatility, Propagation Mechanism

3.

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 76 (319,739)
Citation 1

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4.

Consumption Dynamics Under Information Processing Constraints

Number of pages: 37 Posted: 11 Nov 2008
Yulei Luo
University of Hong Kong
Downloads 70 (334,893)
Citation 9

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

5.

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 68 (340,122)

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Rational Inattention, Asset Pricing, Permanent Income

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 57 (371,991)

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

7.

Ambiguity and Information Processing in a Model of Intermediary Asset Pricing

Number of pages: 44 Posted: 03 Jun 2019 Last Revised: 12 Jul 2019
University of Hong Kong, Simon Fraser University (SFU) - Department of Economics and University of Hong Kong
Downloads 55 (378,412)
Citation 2

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Ambiguity, Information Processing, Asset Pricing, Financial Crisis

8.

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 54 (381,631)
Citation 10

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9.

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 43 (420,005)

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Rational Inattention, Recursive Utility, Consumption Risk, Portfolio Choice

10.

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 42 (423,826)
Citation 3

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Robustness, Model Uncertainty, Taxation Smoothing, Taxation Tilting

11.

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 41 (427,613)
Citation 1

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Durability, Slow Learning, Sticky Information Diffusion, Infrequent Adjustments

12.

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 34 (456,776)
Citation 2

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Durability, Rational Inattention, Infrequent Adjustments, Consumption Stickiness

13.

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 30 (475,323)
Citation 4

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

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 29 (480,262)
Citation 4

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

15.

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 27 (490,780)

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

16.

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 26 (496,320)

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

17.

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 22 (519,040)

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Robustness, Rational Inattention, Risk Sharing, International Consumption Correlations

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 15 (582,292)
Citation 3

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Robust Control, Informational Frictions, and International Consumption Correlations

HKIMR Working Paper No.21/2013
Number of pages: 40 Posted: 27 Nov 2013
Yulei Luo, Jun Nie and Eric R. Young
University of Hong Kong, Federal Reserve Bank of Kansas City and University of Virginia
Downloads 6 (646,035)
Citation 1

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Robustness, Imperfect State Observation, International Consumption Correlations

19.

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 20 (530,720)

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

20.

Elastic Attention, Risk Sharing, and International Comovements

HKIMR Working Paper No.26/2015
Number of pages: 49 Posted: 19 Dec 2015
Wei Li, Yulei Luo and Jun Nie
The University of Hong Kong, University of Hong Kong and Federal Reserve Bank of Kansas City
Downloads 18 (542,679)
Citation 1

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Rational Inattention, Elastic Capacity, Risk Sharing, International Consumption Correlations

21.

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 13 (573,127)

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

22.

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 9 (598,836)

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

23.

Signal Extraction and Rational Inattention

Economic Inquiry, Vol. 52, Issue 2, pp. 811-829, 2014
Number of pages: 19 Posted: 26 Feb 2014
Yulei Luo and Eric R. Young
University of Hong Kong and University of Virginia
Downloads 0 (678,789)
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