Stan Zin

Q: What Schools Are Affiliated With Stan Zin

Stan Zin is affiliated with the following schools: New York University, University of Windsor, University of Calgary, University of British Columbia, Wayne State University, Carnegie Mellon University, University of Toronto

Stan Zin's AcademicInfluence.com Rankings

Stan Zin

Economics

#1939

World Rank

#2223

Historical Rank

Monetary Economics

#138

World Rank

#145

Historical Rank

Macroeconomics

#221

World Rank

#235

Historical Rank

economics Degrees

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Economics

Why Is Stan Zin Influential?

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According to Wikipedia, Stanley Eugene Zin is a Canadian economist. He is the William R. Berkley Professor Economics and Business at the Leonard N. Stern School of Business, New York University. His research interests are in the areas of asset pricing and macroeconomics. He is well known for his work on Epstein–Zin preferences which provide a recursive specification of a utility function which separates the elasticity of intertemporal substitution from the coefficient of relative risk aversion. For this contribution he was awarded the Frisch Medal by the Econometric Society.

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Stan Zin's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989) (4135)
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991) (2206)
First order risk aversion and the equity premium puzzle (1990) (296)
Risk Premiums in the Term Structure: Evidence from Artificial Economies (1989) (280)
Model Uncertainty and Liquidity (2001) (211)
Exotic Preferences for Macroeconomists (2004) (201)
Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates (1993) (173)
Sources of Entropy in Representative Agent Models (2011) (159)
Taylor Rules, Mccallum Rules and the Term Structure of Interest Rates (2005) (117)
PERSISTENT DEFICITS AND THE MARKET VALUE OF GOVERNMENT DEBT (1991) (103)
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models (2007) (92)
SPLINE APPROXIMATIONS TO VALUE FUNCTIONS (1997) (89)
Risk Aversion and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989) (70)
Monetary Policy and the Uncovered Interest Rate Parity Puzzle (2010) (68)
Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing (1994) (63)
Monetary Policy and the Uncovered Interest Parity Puzzle (2010) (60)
Asset Prices in Business Cycle Analysis (2007) (51)
Risk and Ambiguity in Models of Business Cycles (2014) (48)
The Cyclical Component of US Asset Returns (2009) (43)
A Linear Programming Approach to Solving Stochastic Dynamic Programming (1993) (39)
Term Premium Dynamics and the Taylor Rule (2009) (38)
Fractional integration with drift: estimation in small samples (1997) (36)
MODEL UNCERTAINITY AND LIQUIDITY (2000) (30)
Are behavioral asset-pricing models structural? $ (2002) (20)
Identifying Taylor Rules in Macro-Finance Models (2013) (14)
Who Holds Risky Assets (2008) (13)
Real business-cycle realizations (1997) (13)
Prices as Factors: Approximate Aggregation with Incomplete Markets (2002) (10)
Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns (1987) (9)
Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility (1987) (9)
Recursive Preferences (2005) (8)
A Diagnostic Test for Normality Within the Power Exponential Family (1986) (6)
Testing a Government's Present-Value Borrowing Constraint (1987) (6)
The Yield Curve: Terms of Endearment or Terms of Endowment (1996) (5)
Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing (2007) (3)
Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment (1991) (2)
Asset pricing implications for business cycle analysis (2006) (2)
Notes on Identification of Taylor Rules (2008) (2)
Information, Uncertainty and Sudden Stops in Real Investment (2009) (1)
Monetary Policy Risk: Rules vs. Discretion (2013) (1)
Financial Institutions Center Bubbles and Crises (1998) (1)
Sources of entropy in dynamic representative agent models (2014) (1)
Term Premium Dynamics and the Taylor Rule 1 (2007) (1)
The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices: A comment (1995) (0)
Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum (2005) (0)
Code files for "Model Uncertainty and Liquidity" (2009) (0)
Markov Chain Approximations For Term Structure Models (2002) (0)
International Risk Sharing with exotic preferences (2004) (0)
Sources of entropy in representative agent models of asset pricing (2010) (0)
Monetary Policy Risk: Rules versus Discretion (2021) (0)
[Exotic Preferences for Macroeconomists]: Discussion (2004) (0)
NBER WORKING PAPER SERIES IDENTIFYING TAYLOR RULES IN MACRO-FINANCE MODELS (2015) (0)
Portfolio Choice and Permanent Income (2005) (0)
Asset Pri ing with Idiosyn rati Risk andOverlapping Generations (2001) (0)

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Other Resources About Stan Zin

en.wikipedia.org

What Schools Are Affiliated With Stan Zin?

Stan Zin is affiliated with the following schools:

Stan Zin's Academic­Influence.com Rankings

Why Is Stan Zin Influential?

Stan Zin's Published Works

Published Works

Other Resources About Stan Zin

What Schools Are Affiliated With Stan Zin?

Stan Zin's AcademicInfluence.com Rankings