Yuliy Sannikov Professor of Economics sannikov@gmail.com Princeton University Department of Economics 208 Fisher Hall Princeton NJ 08544 Fax: (609) 258-6419 CV

Working Papers

• “A Macroeconomic Model with a Financial Sector,” with Markus Brunnermeier, slides (coming soon)
• “Incentives in Organizational Hierarchies,” with Kyna Fong, slides (coming soon)
• “Dynamic Incentive Accounts,” with Alex Edmans, Xavier Gabaix and Tomasz Sadzik
• "Repeated Games with Imperfect Monitoring: Connection between Discrete and Continuous Time," (coming soon)
• “Learning in Dynamic Incentive Contracts,” with Peter DeMarzo
• “Agency Problems, Screening and Increasing Credit Lines.”
• "Reputation Effects and Degenerate Equilibria in Continuous-Time Games," with Eduardo Faingold, (new version coming very soon)
• “Efficiency in the Repeated Prisoners’ Dilemma with Private Monitoring,” with Kyna Fong, Olivier Gossner and Johannes Horner, an old version with partial results is here
• “Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk,” with Thomas Philippon
• “Computing the Efficient Frontier in Discounted Repeated Games,” with Dilip Abreu
• "Competitive Contracting and Employment Dynamics," with Day Manoli

Publications

• “Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model,” with Peter DeMarzo, Journal of Finance (2006)
• “Games with Imperfectly Observable Actions in Continuous Time,” Econometrica (2007)
• “Impossibility of Collusion under Imperfect Monitoring with Flexible Production,” with Andrzej Skrzypacz, American Economic Review (2007)
• “A Continuous-Time Version of the Principal-Agent Problem,” Review of Economic Studies (2008)
• “The Role of Information in Games with Frequent Actions,” with Andrzej Skrzypacz, online Appendix, forthcoming in Econometrica