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Yili Chien
Yili Chien
Federal Reserve Bank of Saint Louis
Verified email at stls.frb.org - Homepage
Title
Cited by
Cited by
Year
The market price of aggregate risk and the wealth distribution
YL Chien, H Lustig
The Review of Financial Studies 23 (4), 1596-1650, 2010
284*2010
A multiplier approach to understanding the macro implications of household finance
YL Chien, H Cole, H Lustig
The Review of Economic Studies 78 (1), 199-234, 2011
1242011
Is the volatility of the market price of risk due to intermittent portfolio rebalancing?
YL Chien, H Cole, H Lustig
American Economic Review 102 (6), 2859-2896, 2012
1182012
Understanding the distributional impact of long‐run inflation
G Camera, YL Chien
Journal of Money, Credit and Banking 46 (6), 1137-1170, 2014
452014
Why are exchange rates so smooth? A household finance explanation
YL Chien, H Lustig, K Naknoi
Journal of Monetary Economics 112, 129-144, 2020
212020
Household participation in stock market varies widely by state
Y Chien, P Morris
The Regional Economist 3, 4-5, 2017
202017
Why are Exchange Rates So Smooth?: A Segmented Asset Markets Explanation
YL Chien, H Lustig, K Naknoi
Federal Reserve Bank of St. Louis, Research Division, 2015
182015
The risk premium and long-run global imbalances
YL Chien, K Naknoi
Journal of Monetary Economics 76, 299-315, 2015
172015
Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy
YL Chien, H Cole, H Lustig
Review of Economic Dynamics 20, 215-239, 2016
152016
Implementing the Modified Golden Rule? Optimal Ramsey Capital Taxation with Incomplete Markets Revisited
Y Chen, YL Chien, CC Yang
FRB St. Louis Working Paper, 2017
142017
Externality cost of capital investment in limited commitment
YL Chien, J Lee
KDI Journal of Economic Policy 34 (2), 17-40, 2012
12*2012
The determination of public debt under both aggregate and idiosyncratic uncertainty
YL Chien, Y Wen
Journal of Economic Theory 203, 105474, 2022
102022
Optimal Ramsey taxation in heterogeneous agent economies with quasi-linear preferences
YL Chien, Y Wen
FRB St. Louis Working Paper, 2019
102019
Optimal Ramsey Capital Income Taxation—A Reappraisal
YL Chien, Y Wen
FRB St. Louis Working Paper, 2017
92017
Time-inconsistent optimal quantity of debt
YL Chien, Y Wen
European Economic Review 140, 103913, 2021
82021
Two monetary models with alternating markets
G Camera, YL Chien
Journal of Money, Credit and Banking 48 (5), 1051-1064, 2016
8*2016
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy
YL Chien, HL Cole, H Lustig
National Bureau of Economic Research, 2014
72014
Why Tax Capital
Y Chien, J Lee
Purdue University Working Paper, 2008
72008
The large gap in stock market participation between black and white households
J Bennett, YL Chien
Economic Synopses, 2022
62022
Should capital be taxed?
Y Chen, YL Chien, Y Wen, CC Yang
Economics Letters 200, 109746, 2021
62021
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