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Sule Alan
University Lecturer
Room: 61
Tel: 44-(0) 1223 335261
Email: sa479@cam.ac.uk
Interests:Empirical Financial Economics. Household Finance. Microeconometrics

RECENT PUBLICATIONS:

 

 

 

Publications:

                                                                  

 “Do Disaster Expectations Explain Household Portfolios?” (2011), Forthcoming, Quantitative Economics.

New Evidence on Taxes and Portfolio Choice (2010), joint with T. F. Crossley, K. Atalay and Sung-Hee Jeon, Journal of Public Economics, Vol(94): 813-823.

 

Estimating Intertemporal Allocation Parameters Using Synthetic Residual Estimation”, (2010), joint with M. Browning, Review of Economic Studies, 77(4), lead article.

 

Estimating Euler Equations with Noisy Data: Two exact GMM Estimators,” (2009) with O. Attanasio and M. Browning, Journal of Applied Econometrics, 24: 309-324.

 

The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians(2008), joint with K. Atalay and T. F. Crossley, Canadian Public Policy, 34(S1):95-118.

 

 Precautionary Wealth Accumulation: Evidence from Canadian Microdata” (2006), Canadian Journal of Economics, 39(4): 1105-1124.

 

Entry Costs and Stock Market Participation Over the Life Cycle” (2006), Review of Economic Dynamics, 9(4), 588-611.

 

Distributional Effects of ‘General Population’ Prescription Drug Programs in Canada.” (2005), with T.F. Crossley, P. Grootendorst, and M. Veall. Canadian Journal of Economics, 38(1): 128-148.

“The Effects of Drug Subsidies on Out-of-Pocket Prescription Drug Expenditures by Seniors: Regional Evidence from Canada.” (2002), with T.F. Crossley, P. Grootendorst and M. Veall, Journal of Health Economics. 21 (September): 805-826.

 

 

Working Papers: 

 

“Subprime Consumer Credit Demand: Evidence from a Lender’s Pricing Experiment, (2012), joint with G. Loranth, ECB Working Paper, no:1304

 

Do the Rich Save More in Canada?(2006) joint with K. Atalay and T.F. Crossley, SEDAP Working Paper, no: 153.

 Tax Incentives and Household Portfolios: a Panel Data Analysis” (2006), joint with Søren Leth-Petersen, CAM Working Paper 2006-13.

Estimation of Panel Data Models with Two-Sided Censoring” (2008), Joint with Bo Honore and Soren Leth-Petersen.

Estimating Intertemporal Allocation Parameters Using Synthetic Residual Estimation”, (2009), joint with M. Browning,  Earlier working paper version CAM Working Paper 2003-03.

 

 

 

 

 

 

WORK IN PROGRESS:                                                       

 

“Consumption with Heterogenous Preferences and Heterogenous Income Processes”, joint with M. Browning and M. Ejrneas (2009), SLIDES.

 “Euler Equation Estimation on Micro Data”, joint with K. Atalay and T. Crossley.

 “Explaining Household Portfolio Choice: Stated and Revealed Expectations”, joint with S. Ball.

“Household Saving through Recessions and Crises?, joint with T. Crossley and H. Low.

 

“Risk-Based Pricing and Default in Subprime Credit Card Markets”.