Browsing by Author "Asriyan, Vladimir"

Sort by: Order: Results:

  • Asriyan, Vladimir; Fuchs, William; Green, Brett (2017-07-03)
    How effectively does a decentralized marketplace aggregate information that is dispersed throughout the economy? We study this question in a dynamic setting where sellers have private information that is correlated with ...
  • Asriyan, Vladimir (2014-10-01)
    We consider a model of the balance sheet channel à la Kiyotaki and Moore (1997) but allow agents to trade claims contingent on aggregate states. We show that the interaction of information dispersion about aggregate states ...
  • Asriyan, Vladimir; Laeven, Luc; Martin, Alberto (2018-11-20)
    We develop a new theory of information production during credit booms. In our model, entrepreneurs need credit to undertake investment projects, some of which enable them to divert resources towards private consumption. ...
  • Chan, Jenny (Universitat Pompeu Fabra, 2019-12-03)
    This dissertation consists of three chapters related to questions in macroeconomics and information frictions. In the first chapter, I relax the complete information assumption in the standard New Keynesian framework to ...
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (2015-04-01)
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (2017-10-09)
    We develop a rational theory of liquidity sentiments in which the market outcome in any given period depends on agents' expectations about market conditions in future periods. Our theory is based on the interaction between ...
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (American Economic Association, 2019)
    We develop a rational theory of liquidity sentiments in which the market outcome in any given period depends on agents' expectations about market conditions in future periods. Our theory is based on the interaction between ...
  • Asriyan, Vladimir; Fornaro, Luca; Martin, Alberto; Ventura, Jaume (2016-07-01)
    What is the role of monetary policy in a bubbly world? To address this question, we study an economy in which financial frictions limit the supply of assets. The ensuing scarcity generates a demand for â unbackedâ assets, ...
  • Asriyan, Vladimir; Vanasco, Victoria (2019-11-01)
    We revisit the classic problem of a seller (e.g. firm) who is privately informed about her asset and needs to raise funds from uninformed buyers (e.g. investors) by issuing securities backed by her asset cash flows. In our ...
  • Asriyan, Vladimir; Foarta, Dana; Vanasco, Victoria (2019-03-20)
    This paper explores the incentives of product designers to complexify products, and the resulting implications for overall product quality. In our model, a consumer can accept or reject a product proposed by a designer, ...