Jaroslav Borovička

New York University (NYU) - Department of Economics

19 W 4th Street, 6th floor

New York, NY 10012

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 4,218

in Total Papers Citations

107

CROSSREF CITATIONS

138

Scholarly Papers (8)

1.
Downloads 985 ( 22,308)
Citation 15

Misspecified Recovery

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 25 May 2014 Last Revised: 22 Apr 2019
Jaroslav Borovička, Lars Peter Hansen and José Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 851 (27,081)

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Perron-Frobenius theory, recovery theorem, stochastic discount factor, martingale decomposition, stochastic stability

Misspecified Recovery

Number of pages: 52 Posted: 28 Jul 2015
Jaroslav Borovička, Lars Peter Hansen and José Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 77 (317,587)

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Perron-Frobenius theory, recovery theorem, stochastic discount factor, martingale distribution, stochastic stability

Misspecified Recovery

Princeton University William S. Dietrich II Economic Theory Center Research Paper No. 063-2014
Number of pages: 31 Posted: 31 May 2014
Jaroslav Borovička, Lars Peter Hansen and José Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 51 (394,413)
Citation 13

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Misspecified Recovery

NBER Working Paper No. w20209
Number of pages: 31 Posted: 16 Jun 2014
Jaroslav Borovička, Lars Peter Hansen and José Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 6 (640,284)
Citation 1

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Examining Macroeconomic Models Through the Lens of Asset Pricing

Becker Friedman Institute for Research in Economics Working Paper No. 2011-012
Number of pages: 65 Posted: 11 Dec 2011 Last Revised: 23 Feb 2012
Jaroslav Borovička and Lars Peter Hansen
New York University (NYU) - Department of Economics and University of Chicago - Department of Economics
Downloads 179 (169,254)
Citation 6

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Examining Macroeconomic Models Through the Lens of Asset Pricing

FRB of Chicago Working Paper No. 2012-01
Number of pages: 70 Posted: 15 Dec 2011
Jaroslav Borovička and Lars Peter Hansen
New York University (NYU) - Department of Economics and University of Chicago - Department of Economics
Downloads 125 (228,628)
Citation 10

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shock elasticity, pricing, perturbation methods, Markov process, Model Evaluation and Selection, Asset Pricing, Trading volume, Bond Interest Rates, Financial Markets and the Macroeconomy

3.
Downloads 275 (111,557)
Citation 14

Risk Price Dynamics

Becker Friedman Institute for Research in Economics Working Paper No. 2010-004, Economic Theory Center Working Paper No. 33-2012
Number of pages: 53 Posted: 26 Jan 2010 Last Revised: 24 Apr 2019
University of Chicago - Department of Economics, New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 233 (131,738)
Citation 1

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growth-rate risk, pricing, dynamics, elasticities, Markov process

Risk Price Dynamics

NBER Working Paper No. w15506
Number of pages: 52 Posted: 17 Nov 2009 Last Revised: 23 Nov 2009
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 23 (524,683)
Citation 6

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Risk Price Dynamics

Journal of Financial Econometrics, Forthcoming
Number of pages: 67 Posted: 23 May 2019
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 19 (550,734)

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growth-rate risk, pricing, dynamics, elasticities, Markov process

Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences

Journal of Political Economy, Forthcoming
Number of pages: 41 Posted: 16 Mar 2012 Last Revised: 26 Apr 2019
Jaroslav Borovička
New York University (NYU) - Department of Economics
Downloads 138 (211,356)
Citation 21

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survival, recursive preferences, heterogeneous beliefs, variational utility, risk sharing, speculation, consumption-saving decision

Survival and Long-Run Dynamics with Heterogeneous Beliefs Under Recursive Preferences

FRB of Chicago Working Paper No. 2011-06
Number of pages: 60 Posted: 10 Nov 2011
Jaroslav Borovička
New York University (NYU) - Department of Economics
Downloads 80 (310,294)
Citation 17

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survival, recursive preferences, heterogeneous beliefs, optimal allocations, Microeconomics, General Financial Markets, General Equilibrium and Disequilibrium: Financial Markets, Asset Pricing, Trading volume, Bond Interest Rates

Survival and Long-Run Dynamics with Heterogeneous Beliefs Under Recursive Preferences

Journal of Political Economy, Forthcoming
Number of pages: 41 Posted: 25 May 2011 Last Revised: 24 Apr 2019
Jaroslav Borovička
New York University (NYU) - Department of Economics
Downloads 45 (416,452)
Citation 12

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survival, recursive preferences, heterogeneous beliefs, variational utility, risk sharing, speculation, consumption-saving decision

5.
Downloads 152 (194,850)
Citation 5

Shock Elasticities and Impulse Responses

Number of pages: 30 Posted: 17 Apr 2014 Last Revised: 25 Apr 2014
Jaroslav Borovička, Lars Peter Hansen and José Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 145 (202,986)

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shock elasticities, impulse response functions, risk pricing, Markov dynamics

Shock Elasticities and Impulse Responses

NBER Working Paper No. w20104
Number of pages: 31 Posted: 14 May 2014
Jaroslav Borovička, Lars Peter Hansen and José Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 7 (633,014)
Citation 1

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6.
Downloads 116 (240,801)
Citation 5

Term Structure of Uncertainty in the Macroeconomy

Number of pages: 58 Posted: 09 Jun 2016
Jaroslav Borovička and Lars Peter Hansen
New York University (NYU) - Department of Economics and University of Chicago - Department of Economics
Downloads 101 (267,019)

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asset pricing, impulse response functions, shock elasticities, financing frictions, martingales

Term Structure of Uncertainty in the Macroeconomy

NBER Working Paper No. w22364
Number of pages: 59 Posted: 27 Jun 2016
Jaroslav Borovička and Lars Peter Hansen
New York University (NYU) - Department of Economics and University of Chicago - Department of Economics
Downloads 15 (576,947)

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Survey Data and Subjective Beliefs in Business Cycle Models

Number of pages: 61 Posted: 18 Apr 2016 Last Revised: 19 Sep 2019
Anmol Bhandari, Jaroslav Borovička and Paul Ho
University of Minnesota - Minneapolis - Department of Economics, New York University (NYU) - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 33 (468,222)
Citation 1

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subjective beliefs, pessimism, business cycles, survey data

Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data

NBER Working Paper No. w22225
Number of pages: 59 Posted: 09 May 2016
Anmol Bhandari, Jaroslav Borovička and Paul Ho
University of Minnesota - Minneapolis - Department of Economics, New York University (NYU) - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 9 (618,749)
Citation 1

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Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities

Journal of Finance, Forthcoming
Number of pages: 39 Posted: 17 Oct 2017 Last Revised: 19 Sep 2019
Jaroslav Borovička and John Stachurski
New York University (NYU) - Department of Economics and Australian National University (ANU) - Research School of Economics
Downloads 32 (473,110)

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Recursive Utility, Epstein-Zin, Spectral Radius, Monotone Concave Operators, Uniqueness, Existence, Computation

Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities

NBER Working Paper No. w24162
Number of pages: 31 Posted: 03 Jan 2018
Jaroslav Borovička and John Stachurski
New York University (NYU) - Department of Economics and Australian National University (ANU) - Research School of Economics
Downloads 6 (640,284)

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