Yulei Luo

University of Hong Kong

Pokfulam Road

Hong Kong, HK

China

SCHOLARLY PAPERS

25

DOWNLOADS

1,170

SSRN CITATIONS
Rank 13,975

SSRN RANKINGS

Top 13,975

in Total Papers Citations

62

CROSSREF CITATIONS

21

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 164 (255,338)
Citation 4

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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 99 (371,298)
Citation 9

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Rational Inattention, Consumption Volatility, Propagation Mechanism

3.

Consumption Dynamics Under Information Processing Constraints

Number of pages: 37 Posted: 11 Nov 2008
Yulei Luo
University of Hong Kong
Downloads 82 (416,793)
Citation 25

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

4.

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 81 (419,818)
Citation 1

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5.

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 74 (441,699)

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

6.

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 74 (441,699)

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Rational Inattention, Asset Pricing, Permanent Income

7.

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 60 (491,952)
Citation 12

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8.

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 53 (520,729)

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

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 47 (547,897)

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Rational Inattention, Recursive Utility, Consumption Risk, Portfolio Choice

10.

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 45 (557,615)
Citation 2

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Durability, Slow Learning, Sticky Information Diffusion, Infrequent Adjustments

11.

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 44 (562,444)

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

12.

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 44 (562,444)
Citation 3

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Robustness, Model Uncertainty, Taxation Smoothing, Taxation Tilting

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 37 (599,428)
Citation 13

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

14.

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 37 (599,428)
Citation 2

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Durability, Rational Inattention, Infrequent Adjustments, Consumption Stickiness

15.

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 34 (616,841)
Citation 9

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

16.

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 33 (622,838)

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

17.

​Ambiguity, Information Processing, and Financial Intermediation

Number of pages: 44 Posted: 03 Jun 2019 Last Revised: 30 Sep 2022
Boston University - Questrom School of Business, Simon Fraser University (SFU) - Department of Economics and University of Hong Kong
Downloads 31 (641,815)
Citation 2

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Ambiguity, Rational Inattention, Asset Pricing, Financial Crisis

18.

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 26 (669,594)

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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 16 (776,155)
Citation 3

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20.

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 25 (677,091)
Citation 1

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

21.

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 22 (700,296)
Citation 1

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

22.

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 18 (732,682)

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

23.

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 15 (759,086)

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

24.

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 Shandong University
Downloads 8 (828,785)

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

25.

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 1 (915,413)
Citation 2

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