PUBLICATIONS
Racing to Zipf’s Law: Race and Metropolitan Population Size 1910-2020 [PDF] (with Rory
Kramer)
Journal
of Regional Science, June 2024, 64(3), p. 649-670
Online
Supplemental Material
Rising Inequality and Declining Mobility in the Forbes 400 [PDF] (with Kara Hagler)
Economics
Letters, September 2023, 230,
111235
Forbes 400 Intergenerational Data Set
Heterogeneous Dynasties and Long-Run Mobility [PDF] (with
Alberto
Bisin and Jess
Benhabib)
Economic Journal, April 2022, 132(643), p. 906-925
Presentation
Slides
Stone Centre Summary
Permutation-Weighted Portfolios and the Efficiency of Commodity Futures
Markets [PDF] (with Robert Fernholz)
Annals of Finance, March 2022, 18(1), p. 81-108
Presentation
Slides
The Rise of Big U.S. Banks and the Fall of Big European Banks: A
Statistical Decomposition [PDF] (with Christoffer
Koch)
European Economic
Review,
June 2021, 135, 103723
Presentation
Slides
Zipf’s Law for Atlas Models [PDF] (with Robert Fernholz)
Journal
of Applied Probability, December 2020, 57(4), p.
1276-1297
Presentation Slides
Related Working Paper
Nonparametric Methods and Local-Time-Based Estimation for Dynamic Power
Law Distributions [PDF]
Journal
of Applied Econometrics, November/December 2017, 32(7),
p. 1244-1260
Presentation
Slides
Bank Asset Concentration Not Necessarily a Cause for Worry [PDF] (with
Christoffer
Koch)
Federal
Reserve Bank of Dallas Economic Letter, June
2017, 12(7), p. 1-4
Pulling up the Tarnished Anchor: The End of Silver as a Unit of Account
[PDF]
(with Kris Mitchener and Marc Weidenmier)
Journal
of International Money and Finance, June 2017, 74, p. 209-228
VoxEu Column
Big Banks, Idiosyncratic Volatility, and Systemic Risk [PDF]
(with Christoffer
Koch)
American
Economic Review: Papers & Proceedings, May
2017, 107(5), p. 603-607
Wall Street Journal Coverage
The Distributional Effects of Progressive Capital Taxes [PDF]
Journal
of Economic Policy Reform, 2017, 15(2), p. 99-112
Related Working Paper
(Presentation
Slides for working paper) (Econbrowser
Summary for working paper)
A Model of Economic Mobility and the Distribution of Wealth [PDF]
Journal
of Macroeconomics, December 2016, 50, p. 168-192
Presentation
Slides
Exchange Rate Manipulation and Constructive Ambiguity [PDF]
International
Economic Review, November 2015, 56(4), p.
1323-1348
Presentation
Slides
Supplemental Materials
Instability and Concentration in the Distribution of Wealth [PDF]
(with Robert Fernholz)
Journal
of Economic Dynamics and Control, July 2014, 44, p. 251-269
Presentation
Slides
VoxEu Column
Baseline Scenario Discussion
Terrorism and the Invisible Hook [PDF]
(with S. Brock Blomberg and John-Clark Levin)
Southern
Economic Journal, April 2013, 79(4), p. 849-863
WORKING PAPERS
Portfolios Generated by Contingent Claim Functions, with Applications to
Option Pricing [PDF]
(with Robert Fernholz)
Finance
and Stochastics, Revise and Resubmit
|