Jaroslav Borovička

New York University (NYU) - Department of Economics

19 W 4th Street, 6th floor

New York, NY 10012

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 20,603

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1,837

CITATIONS
Rank 15,389

SSRN RANKINGS

Top 15,389

in Total Papers Citations

23

Scholarly Papers (7)

1.
Downloads 888 ( 20,246)
Citation 1

Misspecified Recovery

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 25 May 2014 Last Revised: 10 Oct 2015
Jaroslav Borovička, Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 787 (23,773)
Citation 1

Abstract:

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 Jose A. Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 59 (303,955)
Citation 1

Abstract:

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 Jose A. Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 41 (359,057)
Citation 1

Abstract:

Misspecified Recovery

NBER Working Paper No. w20209
Number of pages: 31 Posted: 16 Jun 2014
Jaroslav Borovička, Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 1 (567,857)
Citation 1

Abstract:

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 175 (140,994)
Citation 4

Abstract:

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 113 (202,524)
Citation 4

Abstract:

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 225 (111,177)
Citation 12

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: 03 May 2012
University of Chicago - Department of Economics, New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 208 (119,757)
Citation 12

Abstract:

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

Risk Price Dynamics

NBER Working Paper No. w15506
Number of pages: 52 Posted: 17 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 17 (473,435)
Citation 12

Abstract:

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

Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 20 Jan 2017
Jaroslav Borovička
New York University (NYU) - Department of Economics
Downloads 102 (218,181)
Citation 6

Abstract:

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 45 (345,514)
Citation 6

Abstract:

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

Number of pages: 54 Posted: 25 May 2011
Jaroslav Borovička
New York University (NYU) - Department of Economics
Downloads 34 (385,543)
Citation 6

Abstract:

heterogeneous beliefs, survival, recursive preferences, variational utility

Shock Elasticities and Impulse Responses

Number of pages: 30 Posted: 17 Apr 2014 Last Revised: 25 Apr 2014
Jaroslav Borovička, Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 121 (192,301)

Abstract:

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 Jose A. Scheinkman
New York University (NYU) - Department of Economics, University of Chicago - Department of Economics and Columbia University
Downloads 4 (544,527)

Abstract:

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 92 (234,245)

Abstract:

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 11 (507,951)

Abstract:

Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data

Number of pages: 58 Posted: 18 Apr 2016 Last Revised: 28 Apr 2016
Anmol Bhandari, Jaroslav Borovička and Paul Ho
University of Minnesota, New York University (NYU) - Department of Economics and Princeton University - Department of Economics
Downloads 20 (456,040)

Abstract:

robustness, ambiguity shocks, survey data, business cycle fluctuations, labor market dynamics

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, New York University (NYU) - Department of Economics and Princeton University - Department of Economics
Downloads 7 (529,551)

Abstract: