Habit Persistence, Asset Returns, and the Business Cycle

Christiano, Lawrence J.; Fisher, Jonas; Boldrin, Michele; Christiano, Lawrence

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Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola.
In: Journal of Monetary Economics.
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Optimizing composite early warning indicators. (2024). Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A ; Beltran, Daniel O.
In: The North American Journal of Economics and Finance.
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Uncertainty, labour force participation and job search. (2024). Bilenkisi, Fikret.
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The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher.
In: Economic Modelling.
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Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan.
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Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J.
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On history-dependent optimization models: A unified framework to analyze models with habits, satiation and optimal growth. (2023). Ulus, Ayegul Yildiz ; Morhaim, Lisa.
In: Journal of Mathematical Economics.
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A robust Glasso approach to portfolio selection in high dimensions. (2023). Gu, Xinhua ; Shu, Lianjie ; Ding, Wenliang.
In: Journal of Empirical Finance.
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Are all economic fluctuations bad for consumers?. (2023). Shim, Myungkyu ; Kim, Kwang Hwan.
In: Journal of Economic Dynamics and Control.
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Inventory dynamics and endogenous persistence in a new Keynesian model. (2022). Malikane, Christopher ; Mokoka, Tshepo ; Alovokpinhou, Sedjro Aaron.
In: Applied Economics.
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Prevention Effect of News Shocks in Anti-Doping Policies. (2022). , Viktoria ; Maennig, Wolfgang.
In: Journal of Sports Economics.
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Climate Actions, Market Beliefs and Monetary Policy. (2022). Annicchiarico, Barbara ; Diluiso, Francesca ; di Dio, Fabio.
In: CEIS Research Paper.
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The implications of public expenditures on a small economy in transition: a Bayesian DSGE approach. (2022). Sala, Hector ; Pham, Binh Thai.
In: Economic Change and Restructuring.
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The inverted leading indicator property and redistribution effect of the interest rate. (2022). Xing, Xiaochuan ; Wen, YI ; Pintus, Patrick.
In: Post-Print.
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SONOMA: a Small Open ecoNOmy for MAcrofinance. (2022). Jahan-Parvar, Mohammad ; Rosen, Samuel ; Croce, Mariano.
In: International Finance Discussion Papers.
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Cross country stock market comovement: A macro perspective. (2022). Giannitsarou, Chryssi ; Faraglia, Elisa ; Atesagaoglu, Orhan Erem ; Anagnostopoulos, Alexios.
In: Journal of Monetary Economics.
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The international real business cycle when demand matters. (2022). Cavallari, Lilia.
In: Journal of Macroeconomics.
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Credit cycles with market-based household leverage. (2022). Landvoigt, Tim ; Diamond, William.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:146:y:2022:i:2:p:726-753.
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Oil volatility risk. (2022). Xu, Lai ; Shaliastovich, Ivan ; Hitzemann, Steffen ; Gao, Lin.
In: Journal of Financial Economics.
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Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang.
In: Journal of Financial Economics.
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Assessing the dual mandates of sustainability-linked monetary policy. (2022). Xie, Taojun ; Huang, Jingong ; George, Ammu.
In: Energy Economics.
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The inverted leading indicator property and redistribution effect of the interest rate. (2022). Pintus, Patrick A ; Wen, YI ; Xing, Xiaochuan.
In: European Economic Review.
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Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge.
In: The North American Journal of Economics and Finance.
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E-QUEST: A multisector dynamic general equilibrium model with energy and a model-based assessment to reach the EU climate targets. (2022). In, Jan ; Roeger, Werner ; Varga, Janos.
In: Economic Modelling.
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Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.
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Habit persistence reduces risk aversion. (2021). Gollier, Christian.
In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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On the closed-form solution of an endogenous growth model with anticipated consumption. (2021). GÃ³mez, Manuel ; Gomez, Manuel A.
In: Journal of Mathematical Economics.
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Revisiting the process of aggregate growth recovery after a capital destruction. (2021). BouchÃ©, StÃ©phane ; de Miguel, Carlos ; Bouche, Stephane ; Alonso-Carrera, Jaime.
In: Journal of Macroeconomics.
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In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy. (2021). Martinez-Garcia, Enrique ; Balke, Nathan S ; Zeng, Zheng.
In: Economic Modelling.
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Risk matters: Breaking certainty equivalence in linear approximations. (2021). Polattimur, Hamza ; Posch, Olaf ; Parra-Alvarez, Juan.
In: Journal of Economic Dynamics and Control.
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Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin.
In: Journal of Economic Dynamics and Control.
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The effects of capacity reduction policy under the interest rate peg in China. (2021). Tong, Bing.
In: Journal of Asian Economics.
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Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi.
In: CERGE-EI Working Papers.
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Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola.
In: CERGE-EI Working Papers.
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Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael.
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Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016). (2020). Vasilev, Aleksandar.
In: EconStor Open Access Articles.
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On the characterization of linear habit formation. (2020). Tserenjigmid, Gerelt.
In: Economic Theory.
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The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah.
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The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah.
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LeÃ§ons macroÃ©conomiques de la Covid-19: une analyse pour la RDC. (2020). UMBA, Gilles Bertrand ; Lumbala, Gregoire ; Siasi, Yves.
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Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. (2020). Alonso-Conde, Ana Belen ; Rojo-Suarez, Javier.
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Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang.
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Complementarity and Macroeconomic Uncertainty. (2020). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael ; Atkinson, Tyler.
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The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah.
In: EERI Research Paper Series.
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The role of learning for asset prices and business cycles. (2020). Winkler, Fabian.
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International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico.
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Optimal emissions tax rates under habit formation and social comparisons. (2020). Chan, Ying Tung.
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Aggregate fluctuations and the industry structure of the US economy. (2020). Caunedo, Julieta.
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Growth and real business cycles in Vietnam and the Asean-5. Does the trend shock matter?. (2020). Silva, JosÃƒÂ© ; Sala, Hector ; Pham, Binh Thai.
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The impact of converting waste into resources on the regional economy, evidence from Poland. (2020). Avdiushchenko, A ; Zajc, P.
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Variable Effort, Business Cycles, and Economic Welfare. (2020). Shim, Myungkyu ; Kim, Minseung.
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Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
In: Journal of Economic Dynamics and Control.
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Saving-Based Asset Pricing and Leisure. (2020). Schneider, Johannes ; Dreyer, Johannes K ; Smith, William T.
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Business Cycle during Structural Change: Arthur Lewis Theory from a Neoclassical Perspective. (2020). Zhao, Bo ; Storesletten, Kjetil ; Zilibotti, Fabrizio.
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LeÃ§ons macroÃ©conomiques de la Covid-19: une analyse pour la RDC. (2020). UMBA, Gilles Bertrand ; Lumbala, Gregoire ; Siasi, Yves.
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The Whip and the Bible: Punishment Versus Internalization. (2020). Dutta, Rohan ; Levine, David K ; Modica, Salvatore.
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News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; GÃ¶rtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph.
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News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; GÃ¶rtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph.
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Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza .
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Nationâ€dyadic history and crossâ€border corporate deals: Role of conflict, trade, generational distance, and professional education. (2020). Shenkar, Oded ; Arikan, Asli M.
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The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher.
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The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher.
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Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael.
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Risk Matters: Breaking Certainty Equivalence. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Polattimur, Hamza .
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Revisiting habits and heterogeneity in demands. (2019). Schnurbus, Joachim ; Yu, Andrew Adrian ; Fritsch, Markus.
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Are habits in consumption important for the propagation of business cycle fluctuations in Bulgaria?. (2019). Vasilev, Aleksandar.
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Revisiting Evidence on Habits and Heterogeneity in Demands. (2019). Schnurbus, Joachim ; Pua, Andrew Adrian ; Fritsch, Markus.
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Ambiguity Aversion and the Variance Premium. (2019). Miao, Jianjun ; Zhou, Hao ; Wei, Bin .
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Predicting Longâ€Term Financial Returns: VAR versus DSGE Modelâ€”A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael.
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New Keynesian Liquidity Trap and Conventional Fiscal Stance: An Estimated DSGE Model. (2019). Shobande, Olatunji ; Tomiwa, Shodipe Oladimeji ; Abdul, Shobande Olatunji.
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Corporate Debt Maturity and the Real Economy. (2019). Yamarthy, Ram .
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New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei.
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Business Cycle during Structural Change: Arthur Lewis Theory from a Neoclassical Perspective.. (2019). Zilibotti, Fabrizio ; Storesletten, Kjetil ; Zhao, BO.
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Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2019). Swanson, Eric.
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Monetary policy, trade, and endogenous growth under different international financial market structures. (2019). Proskute, Aurelija ; Gruning, Patrick ; Donadelli, Michael.
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Business-cycle pattern of asset returns: a general equilibrium explanation. (2019). Kang, Qiang.
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Exports, Exchange Regimes, and Fragility. (2019). Elbadawi, Ibrahim ; El Badawi, Ibrahim ; Soto, Raimundo ; Martinez, Isaac.
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A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion. (2019). Skiadopoulos, George ; Faccini, Renato ; Sarantopoulou-Chiourea, Sylvia ; Konstantinidi, Eirini.
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International credit markets and global business cycles. (2019). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
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International R&D Spillovers and Asset Prices. (2019). Santacreu, Ana Maria ; Gavazzoni, Federico.
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Indeterminacy with preferences featuring multiplicative habits in consumption. (2019). Vasilev, Aleksandar.
In: EERI Research Paper Series.
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The consumptionâ€“investment decision of a prospect theory household: A two-period model with an endogenous second period reference level. (2019). Tsigaris, Panagiotis ; Fortin, Ines ; Hlouskova, Jaroslava.
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A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill .
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The global equity premium revisited: What human rights imply for assets purchasing power. (2019). Ronn, Ehud I ; Biakowski, Jdrzej.
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Housing and the business cycle revisited. (2019). Fehrle, Daniel.
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Business Cycle during Structural Change: Arthur Lewis Theory from a Neoclassical Perspective. (2019). Zhao, Bo ; Storesletten, Kjetil ; Zilibotti, Fabrizio.
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The Shifts in Lead-Lag Properties of the US Business Cycle. (2019). Khan, Hashmat ; Brault, Joshua ; Ca, Joshuabraultcmail Carleton.
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What does a relative price of investment wedge reveal about the role of investment-specific technology?. (2019). Joel, Wagner.
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New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin .
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Are habits important for the propagation of business cycle fluctuations in Bulgaria?. (2018). Vasilev, Aleksandar.
In: EconStor Preprints.
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Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016). (2018). Vasilev, Aleksandar.
In: EconStor Preprints.
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Income Inequality and Stock Market Returns. (2018). Markiewicz, Agnieszka ; Raciborski, Rafal.
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Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?. (2018). Ward, Colin ; Yaron, Amir ; Bansal, Ravi.
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The Changing Nature of Sectoral Comovement. (2018). vom Lehn, Christian ; Winberry, Thomas.
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Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2018). SÃƒÂ¼ssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard.
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Can Price-Level Targeting Reduce Exchange Rate Volatility?. (2018). Azcona, Nestor.
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Flexible Labour, Income EÃ¯Â¬â‚¬ects, and Asset Prices. (2018). Nath, Rahul.
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Equity Pricing New Keynesian Models with Nominal Rigidities and Investment. (2018). Nath, Rahul.
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On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin ; Christiano, Lawrence.
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Sticky Expectations and Consumption Dynamics. (2018). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher ; Crawley, Edmund.
In: NBER Working Papers.
RePEc:nbr:nberwo:24377.
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Intangible Capital, the Labor Wedge and the Volatility of Corporate Profits. (2018). Johri, Alok ; Hou, Keqiang.
In: Department of Economics Working Papers.
RePEc:mcm:deptwp:2018-01.
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Tax reforms and the underground economy: a simulation-based analysis. (2018). Annicchiarico, Barbara ; Cesaroni, Claudio.
In: International Tax and Public Finance.
RePEc:kap:itaxpf:v:25:y:2018:i:2:d:10.1007_s10797-017-9450-7.
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Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data. (2018). Aminu, Nasir.
In: Computational Economics.
RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9657-9.
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International Credit Markets and Global Business Cycles. (2018). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
In: Working Papers.
RePEc:hal:wpaper:halshs-01797029.
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On sunspot fluctuations in variable capacity utilization models. (2018). VivÃƒÂ¨s, RÃƒÂ©mi ; Venditti, Alain ; Dufourt, FrÃƒÂ©dÃƒÂ©ric ; Vives, Remi.
In: Post-Print.
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International Credit Markets and Global Business Cycles. (2018). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
In: Working Papers.
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Oil, Equities, and the Zero Lower Bound. (2018). Vigfusson, Robert ; Datta, Deepa ; Kwon, Hannah ; Johannsen, Benjamin K.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2018-58.
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Ambiguity Aversion and Variance Premium. (2018). zhao, hao ; Wei, Bin ; Miao, Jianjun ; Zhou, Hao.
In: FRB Atlanta Working Paper.
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On sunspot fluctuations in variable capacity utilization models. (2018). VivÃƒÂ¨s, RÃƒÂ©mi ; Venditti, Alain ; Dufourt, FrÃƒÂ©dÃƒÂ©ric ; Vives, Remi.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:76:y:2018:i:c:p:80-94.
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Labor force participation, wage rigidities, and inflation. (2018). Nucci, Francesco ; Riggi, Marianna.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:55:y:2018:i:c:p:274-292.
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The role of energy prices in the Great Recession â€” A two-sector model with unfiltered data. (2018). Minford, A. Patrick ; Meenagh, David ; Aminu, Nasir.
In: Energy Economics.
RePEc:eee:eneeco:v:71:y:2018:i:c:p:14-34.
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On the diversity of growth patterns with habit formation. (2018). Yang, Zaifu ; Zhang, Rong.
In: Economics Letters.
RePEc:eee:ecolet:v:170:y:2018:i:c:p:155-158.
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Welfare analysis of bank capital requirements with endogenous default. (2018). Garcia-Barragan, Fernando ; Liu, Guangling.
In: Economic Modelling.
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Financial disruption and state dependent credit policy. (2018). Cargoet, Thibaud ; Poutineau, Jean-Christophe.
In: Economic Modelling.
RePEc:eee:ecmode:v:68:y:2018:i:c:p:249-272.
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The effect of early and salient investment experiences on subsequent asset allocationsâ€”An experimental study. (2018). Sundali, James ; Guerrero, Federico ; Papadovasilaki, Dimitra .
In: Journal of Behavioral and Experimental Finance.
RePEc:eee:beexfi:v:19:y:2018:i:c:p:1-19.
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Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan.
In: Working Paper Series.
RePEc:ecb:ecbwps:20182174.
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Sticky expectations and consumption dynamics. (2018). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher ; Crawley, Edmund.
In: Working Paper Series.
RePEc:ecb:ecbwps:20182152.
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Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; RÃƒÂ¼nstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; LenarÄiÄ, ÄŒrt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma.
In: Occasional Paper Series.
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Interventions when Social Norms are Endogenous: A Critique. (2018). Dutta, Rohan ; Modica, Salvatore ; Levine, David K.
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Peer Monitoring, Ostracism and the Internalization of Social Norms. (2018). Levine, David ; Dutta, Rohan ; Modica, Salvatore.
In: Levine's Working Paper Archive.
RePEc:cla:levarc:786969000000001449.
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The Role of Energy Prices in the Great Recession - A Two-Sector Model with Unfiltered Data. (2018). Minford, A. Patrick ; Meenagh, David ; Aminu, Nasir.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2018/13.
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Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information. (2018). Masoudy, Farouq Abdulaziz.
In: Papers.
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On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J.
In: Journal of Economic Perspectives.
RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.
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News Shocks under Financial Frictions. (2017). Zanetti, Francesco ; GÃƒÂ¶rtz, Christoph ; Tsoukalas, John ; Gortz, Christoph.
In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2017). GrÃƒÂ¼ning, Patrick ; Donadelli, Michael ; Gruning, Patrick.
In: SAFE Working Paper Series.
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GOVERNMENT SPENDING, ENTRY, AND THE CONSUMPTION CROWDING?IN PUZZLE. (2017). Winkler, Roland ; Lewis, Vivien.
In: International Economic Review.
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Demand, Markups and the Business Cycle. Bayesian Estimation and Quantitative Analysis in Closed and Open Economies. (2017). Etro, Federico ; Cavallari, Lilia.
In: Working Papers.
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Heterogeneity of habits as a foundation for Schumpeterian economic policy. (2017). Becker, Markus C ; Knudsen, Thorbjorn.
In: Journal of Evolutionary Economics.
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Consumption habits and humps. (2017). Munk, Claus ; Seifried, Frank Thomas ; Kraft, Holger ; Wagner, Sebastian.
In: Economic Theory.
RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0984-1.
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Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2017). Kilic, Mete ; Wachter, Jessica .
In: 2017 Meeting Papers.
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Do The Effects of Social Nudges Persist? Theory and Evidence from 38 Natural Field Experiments. (2017). Rundhammer, Florian ; Price, Michael ; Metcalfe, Robert ; list, john ; Ferraro, Paul ; Brandon, Alec .
In: NBER Working Papers.
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Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare. (2017). GrÃƒÂ¼ning, Patrick ; Donadelli, Michael ; Gruning, Patrick.
In: Bank of Lithuania Working Paper Series.
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The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate. (2017). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
In: Working Papers.
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The Role of Learning for Asset Prices and Business Cycles. (2017). Winkler, Fabian.
In: Finance and Economics Discussion Series.
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Understanding the Aggregate Effects of Credit Frictions and Uncertainty. (2017). Zeng, Zheng ; MartÃƒÂnez GarcÃƒÂa, Enrique ; Balke, Nathan ; Martinez-Garcia, Enrique.
In: Globalization Institute Working Papers.
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Do the effects of social nudges persist? Theory and evidence from 38 natural field experiments. (2017). Rundhammer, Florian ; Price, Michael ; Metcalfe, Robert ; List, John ; Ferraro, Paul ; Brandon, Alec.
In: Natural Field Experiments.
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Do The Effects of Social Nudges Persist? Theory and Evidence from 38 Natural Field Experiments. (2017). Rundhammer, Florian ; Price, Michael ; Metcalfe, Robert ; List, John ; Ferraro, Paul ; Brandon, Alec.
In: Experimental Economics Center Working Paper Series.
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Research in economics and macroeconomics. (2017). Etro, Federico.
In: Research in Economics.
RePEc:eee:reecon:v:71:y:2017:i:3:p:373-383.
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The consumptionâ€“investment decision of a prospect theory household: A two-period model. (2017). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
In: Journal of Mathematical Economics.
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Macroprudential policy with convertible debt. (2017). Hollander, Hylton.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:54:y:2017:i:pb:p:285-305.
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Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.
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Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; RusnÃƒÂ¡k, Marek ; Havranek, Tomas ; Rusnak, Marek .
In: European Economic Review.
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Sticky price models of the business cycle: Can the roundabout production solve the persistence puzzle?. (2017). el Omari, Salaheddine.
In: Economics Letters.
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Revisiting the effect of a technology shock on hours. (2017). Choi, Yoonseok.
In: Economics Letters.
RePEc:eee:ecolet:v:157:y:2017:i:c:p:67-70.
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The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru.
In: Journal of Economic Dynamics and Control.
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Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.
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Five Essays on International Trade, Factor Flows and the Gains from Globalization. (2017). Heiland, Inga.
In: ifo BeitrÃ¤ge zur Wirtschaftsforschung.
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Vitesse et composition des ajustements budgÃ©taires en Ã©quilibre gÃ©nÃ©ral : une analyse appliquÃ©e Ã la zone euro. (2017). Brand, Thomas.
In: Revue Ã©conomique.
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Exchange rate policy and the role of non-traded goods prices in real exchange rate fluctuations. (2017). Azcona, Nestor ; Nestor, Azcona .
In: The B.E. Journal of Macroeconomics.
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Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence. (2016). Heiland, Inga.
In: Annual Conference 2016 (Augsburg): Demographic Change.
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Investment-specific shocks, business cycles, and asset prices. (2016). GrÃƒÂ¼ning, Patrick ; Donadelli, Michael ; Curatola, Giuliano ; Meinerding, Christoph ; Gruning, Patrick.
In: SAFE Working Paper Series.
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Understanding DSGE models. (2016). Costa, Celso Jose .
In: Vernon Press Titles in Economics.
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Quantitative Easing and the Liquidity Channel of Monetary Policy. (2016). Herrenbrueck, Lucas.
In: Discussion Papers.
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Tax Reforms and the Underground Economy: A Simulation-Based Analysis. (2016). Annicchiarico, Barbara ; Cesaroni, Claudio.
In: CEIS Research Paper.
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Quantitative Easing and the Liquidity Channel of Monetary Policy. (2016). Herrenbrueck, Lucas.
In: 2016 Meeting Papers.
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Macro Announcement Premium and Risk Preferences. (2016). Bansal, Ravi ; Ai, Hengjie.
In: 2016 Meeting Papers.
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Interest Rate Dynamics, Variable-Rate Loans, and the Business Cycle. (2016). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
In: 2016 Meeting Papers.
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Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations. (2016). Jurado, Kyle.
In: 2016 Meeting Papers.
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Misallocation Cycles. (2016). Ehouarne, Cedric ; Kuehn, Lars ; Schreindorfer, David .
In: 2016 Meeting Papers.
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Government Debt and the Returns to Innovation. (2016). Schmid, Lukas ; Nguyen, Thien ; Raymond, Steve ; Croce, Mariano .
In: 2016 Meeting Papers.
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Wealth, Portfolio Allocations, and Risk Preference. (2016). ÃƒÂ–stling, Robert ; Lindqvist, Erik ; Cesarini, David ; Briggs, Joseph.
In: 2016 Meeting Papers.
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Why does employment in all major sectors move together over the business cycle?. (2016). Yedid-Levi, Yaniv.
In: Review of Economic Dynamics.
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Quantitative Easing and the Liquidity Channel of Monetary Policy. (2016). Herrenbrueck, Lucas.
In: MPRA Paper.
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News Shocks under Financial Frictions. (2016). Zanetti, Francesco ; Gartz, Christoph .
In: Economics Series Working Papers.
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POPULATION GROWTH AND PREFERENCE CHANGE IN A GENERALIZED SOLOW GROWTH MODEL WITH GENDER TIME DISTRIBUTIONS. (2016). Zhang, Wei-Bin.
In: Oradea Journal of Business and Economics.
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Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
In: NBER Working Papers.
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Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models. (2016). Fowler, Stuart ; Chen, Yuanyuan.
In: Computational Economics.
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The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
In: Economics Series.
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News Shocks under Financial Frictions. (2016). Zanetti, Francesco ; Tsoukalas, John ; GÃƒÂ¶rtz, Christoph ; Gortz, Christoph.
In: Working Papers.
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Land Prices and Unemployment. (2016). Zha, Tao ; Miao, Jianjun ; Liu, Zheng.
In: Working Paper Series.
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Uncertainty shocks are aggregate demand shocks. (2016). Liu, Zheng ; Leduc, Sylvain.
In: Journal of Monetary Economics.
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Housing and Credit Markets. (2016). Guerrieri, V ; Uhlig, H.
In: Handbook of Macroeconomics.
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Time-to-produce, inventory, and asset prices. (2016). Chen, Zhanhui .
In: Journal of Financial Economics.
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Macroprudential regulation and macroeconomic activity. (2016). Karmakar, Sudipto.
In: Journal of Financial Stability.
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Does relative risk aversion vary with wealth? Evidence from households×³ portfolio choice data. (2016). Yang, Fang ; CAI, ZONGWU ; Liu, Xuan.
In: Journal of Economic Dynamics and Control.
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Envy and Habits: Panel Data Estimates of Interdependent Preferences. (2016). Labeaga, Jose ; Casado, Jose ; Alvarez-Cuadrado, Francisco.
In: Oxford Bulletin of Economics and Statistics.
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Valuation Risk and Asset Pricing. (2016). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
In: Journal of Finance.
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A Closed-form Solution of a Two-sector Endogenous Growth Model with Habit Formation. (2016). ViaÅŸu, Ioana ; Chilarescu, Constantin.
In: Australian Economic Papers.
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The Inverted Leading Indicator Property and Redistribution Effect of the Interest Rate.. (2016). Wen, Yi ; Pintus, Patrick ; Xing, X.
In: Working papers.
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Labor force participation, wage rigidities, and inflation. (2016). Riggi, Marianna ; Nucci, Francesco.
In: Temi di discussione (Economic working papers).
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Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Jorgensen, Kasper ; Andreasen, Martin M.
In: CREATES Research Papers.
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International endogenous growth, macro anomalies, and asset prices. (2015). GrÃƒÂ¼ning, Patrick ; Gruning, Patrick.
In: SAFE Working Paper Series.
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Introduction to Dynamic Macroeconomic General Equilibrium Models. (2015). Torres, Jose Luis.
In: Vernon Press Titles in Economics.
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Introduction to Dynamic Macroeconomic General Equilibrium Models [Second Edition, Paperback]. (2015). Torres, Jose Luis.
In: Vernon Press Titles in Economics.
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Labour force participation, wage rigidities, and inflation. (2015). Riggi, Marianna ; Nucci, Francesco.
In: DSS Empirical Economics and Econometrics Working Papers Series.
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The Role of Monetary and Fiscal Policies in Ensuring Macroeconomic Stability in Romania. (2015). Sandica, Ana-Maria ; SNDIC, Ana-Maria .
In: Economia. Seria Management.
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Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
In: 2015 Meeting Papers.
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A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt. (2015). Swanson, Eric.
In: 2015 Meeting Papers.
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Carlstrom and Fuerst meets Epstein and Zin: The Asset Pricing Implications of Contracting Frictions. (2015). Gomes, JoÃƒÂ£o ; Yamarthy, Ram ; Yaron, Amir.
In: 2015 Meeting Papers.
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Land Prices and Unemployment. (2015). Zha, Tao ; Miao, Jianjun ; Liu, Zheng.
In: 2015 Meeting Papers.
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Innovation, Product Cycle, and Asset Prices. (2015). Jinnai, Ryo.
In: Review of Economic Dynamics.
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Taxes, Natural Resource Endowment, and the Supply of Labor: New Evidence. (2015). Razzak, Weshah ; Laabas, Belkacem.
In: MPRA Paper.
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On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods, Second Version. (2015). Postlewaite, Andrew ; Krueger, Dirk ; Hai, Rong.
In: PIER Working Paper Archive.
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Disaster Risk and its Implications for Asset Pricing. (2015). Wachter, Jessica ; Tsai, Jerry.
In: NBER Working Papers.
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Interest Rate Dynamics, Variable-Rate Loan Contracts, and the Business Cycle. (2015). Wen, Yi ; Pintus, Patrick ; Xing, Xiaochuan.
In: Working Papers.
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Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
In: Finance and Economics Discussion Series.
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Habit Formation in Consumption: A Meta-Analysis. (2015). Sokolova, Anna ; RusnÃƒÂ¡k, Marek ; Havranek, Tomas.
In: Working Papers IES.
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News shocks and asset prices. (2015). Malkhozov, Aytek ; Tamoni, Andrea .
In: LSE Research Online Documents on Economics.
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Asset pricing in production economies with extrapolative expectations. (2015). Hirshleifer, David ; Li, Jun ; Yu, Jianfeng.
In: Journal of Monetary Economics.
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing. (2015). Miao, Jianjun ; Liu, Hening.
In: Journal of Monetary Economics.
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Why are aggregate equity payouts pro-cyclical?. (2015). Huang, Winifred ; Mazouz, Khelifa ; Freeman, Mark C. ; Huang-Meier, Winifred .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:44:y:2015:i:c:p:98-108.
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Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:115:y:2015:i:1:p:42-57.
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Aggregate dividends and consumption smoothing. (2015). Huang, Winifred ; Freeman, Mark C ; Huang-Meier, Winifred .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:42:y:2015:i:c:p:324-335.
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Real business-cycle model with habits: Empirical investigation. (2015). Khorunzhina, Natalia.
In: Economic Modelling.
RePEc:eee:ecmode:v:46:y:2015:i:c:p:61-69.
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Energy Business Cycles. (2015). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2015/19.
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Oil Prices and the Dynamics of Output and Real Exchange Rate. (2015). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2015/18.
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Hodrick-Prescott filtering of Large, emerging Economies and Analysis of Russian GDP Growth. (2015). Mezentceva, Olga V.
In: Athens Journal of Business & Economics.
RePEc:ate:journl:ajbev1i4-2.
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Decomposing Risk in Dynamic Stochastic General Equilibrium. (2014). Meyer-Gohde, Alexander ; Lan, Hong.
In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100523.
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Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2014). SÃƒÂ¼ssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard ; Mauner, Alfred ; Sussmuth, Bernd.
In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
RePEc:zbw:vfsc14:100319.
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Austerity, fiscal volatility, and economic growth. (2014). GrÃƒÂ¼ning, Patrick ; GioffrÃƒÂ©, Alessandro ; Donadelli, Michael ; Gioffre, Alessandro ; Gruning, Patrick ; Curatola, Giuliano.
In: SAFE Working Paper Series.
RePEc:zbw:safewp:56.
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Business Cycle Implications of Internal Consumption Habit for New Keynesian Models. (2014). Nason, James ; Kano, Takashi.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:519-544.
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Introduction to Dynamic Macroeconomic General Equilibrium Models. (2014). Torres, Jose Luis.
In: Vernon Press Titles in Economics.
RePEc:vpr:ecbook:18.
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Buyer-Size Discounts and Inflation Dynamics. (2014). Ueda, Kozo ; Shino, Junnosuke ; Saijo, Hikaru.
In: UTokyo Price Project Working Paper Series.
RePEc:upd:utppwp:017.
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The Uncertainty Multiplier and Business Cycles. (2014). Saijo, Hikaru.
In: Working Papers.
RePEc:tcr:wpaper:e67.
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The equity price channel in a New-Keynesian DSGE model with financial frictions and banking. (2014). Liu, Guangling ; Hollander, Hylton.
In: Working Papers.
RePEc:sza:wpaper:wpapers192.
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The Role of Curvature in the Transformation Frontier between Consumption and Investment. (2014). Mennuni, Alessandro.
In: Discussion Paper Series In Economics And Econometrics.
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A Q-theory model with lumpy investment. (2014). Wang, Pengfei ; Miao, Jianjun.
In: Economic Theory.
RePEc:spr:joecth:v:57:y:2014:i:1:p:133-159.
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Indeterminacy and nonlinear dynamics in an OLG growth model with endogenous labour supply and inherited tastes. (2014). Gori, Luca ; Sodini, Mauro.
In: Decisions in Economics and Finance.
RePEc:spr:decfin:v:37:y:2014:i:1:p:159-179.
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External Equity Financing Costs, Financial Flows, and Asset Prices. (2014). Lin, Xiaoji ; Yang, Fan ; Belo, Frederico.
In: 2014 Meeting Papers.
RePEc:red:sed014:863.
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Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
In: 2014 Meeting Papers.
RePEc:red:sed014:560.
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Long-Term Asset Price Volatility and Macroeconomic Fluctuations. (2014). Santos, Manuel ; Iraola, Miguel .
In: 2014 Meeting Papers.
RePEc:red:sed014:559.
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Nominal Rigidities and Asset Pricing. (2014). Weber, Michael.
In: 2014 Meeting Papers.
RePEc:red:sed014:53.
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Oil Price fluctuations and it impact on Economic Growth: A DSGE approach.. (2014). Di Bartolomeo, Giovanni ; Bondzie, Eric ; Fosu, Gabriel Obed .
In: MPRA Paper.
RePEc:pra:mprapa:69231.
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Liquidity Premia, Price-Rent Dynamics, and Business Cycles. (2014). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
In: NBER Working Papers.
RePEc:nbr:nberwo:20377.
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External Equity Financing Shocks, Financial Flows, and Asset Prices. (2014). Lin, Xiaoji ; Yang, Fan ; Belo, Frederico.
In: NBER Working Papers.
RePEc:nbr:nberwo:20210.
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The Equity Premium in a DSGE Model with Limited Asset Market Participation. (2014). Tirelli, Patrizio ; Menna, Lorenzo.
In: Working Papers.
RePEc:mib:wpaper:275.
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Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Dong, Jinyue ; Kwan, Yum K..
In: Emerging Markets Finance and Trade.
RePEc:mes:emfitr:v:50:y:2014:i:03:p:77-108.
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Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
In: Annals of Finance.
RePEc:kap:annfin:v:10:y:2014:i:2:p:197-215.
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Oil Price Fluctuations and it Impact on Economic Growth: A Dsge Approach. (2014). Di Bartolomeo, Giovanni ; Bondzie, Eric ; Fosu, Gabriel Obed .
In: International Journal of Academic Research in Business and Social Sciences.
RePEc:hur:ijarbs:v:4:y:2014:i:2:p:217-242.
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Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Larin, Alexander ; Khvostova, Irina ; Novak, Anna .
In: HSE Working papers.
RePEc:hig:wpaper:52/ec/2014.
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How Can Consumption-Based Asset-Pricing Models Explain Low Interest Rates?. (2014). Schwartzman, Felipe.
In: Economic Quarterly.
RePEc:fip:fedreq:00020.
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Precautionary Volatility and Asset Prices. (2014). Chen, Andrew Y..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2014-59.
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Habit, Production, and the Cross-Section of Stock Returns. (2014). Chen, Andrew Y..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2014-103.
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Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2014). Swanson, Eric.
In: Working Paper Series.
RePEc:fip:fedfwp:2013-30.
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Liquidity Premia, Price-Rent Dynamics, and Business Cycles. (2014). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2014-15.
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Nominal rigidities, asset returns, and monetary policy. (2014). Palomino, Francisco ; Li, Erica X. N., .
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:66:y:2014:i:c:p:210-225.
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Long-run productivity risk: A new hope for production-based asset pricing?. (2014). Croce, Mariano Massimiliano.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:66:y:2014:i:c:p:13-31.
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Dynamic theory of preferences: Habit formation and taste for variety. (2014). Rustichini, Aldo ; Siconolfi, Paolo .
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:55:y:2014:i:c:p:55-68.
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Testing for intertemporal nonseparability. (2014). Polisson, Matthew ; Crawford, Ian.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:52:y:2014:i:c:p:46-49.
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Optimal climate change mitigation under long-term growth uncertainty: Stochastic integrated assessment and analytic findings. (2014). Traeger, Christian ; Jensen, Svenn.
In: European Economic Review.
RePEc:eee:eecrev:v:69:y:2014:i:c:p:104-125.
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What (really) accounts for the fall in hours after a technology shock?. (2014). Rebei, Nooman.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:45:y:2014:i:c:p:330-352.
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Stock prices and monetary policy shocks: A general equilibrium approach. (2014). Giannitsarou, Chryssi ; Challe, Edouard.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:40:y:2014:i:c:p:46-66.
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The Distribution of Wealth and the Marginal Propensity to Consume. (2014). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher.
In: Working Papers.
RePEc:dlw:wpaper:14-15..
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Technology Shocks and Asset Pricing: The Role of Consumer Confidence. (2014). Merella, Vincenzo ; Satchell, Stephen E..
In: Carlo Alberto Notebooks.
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Consumption habits and humps. (2013). Munk, Claus ; Wagner, Sebastian ; Kraft, Holger ; Seifried, Frank Thomas.
In: SAFE Working Paper Series.
RePEc:zbw:safewp:15.
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Bayesian estimation of a DSGE model with asset prices. (2013). Uhlig, Harald ; Kliem, Martin.
In: Discussion Papers.
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HABIT FORMATION AND PREFERENCE CHANGE IN A TWOSECTOR GROWTH MODEL WITH ELASTIC LABOR SUPPLY. (2013). Zhang, Wei-Bin.
In: Academica Science Journal, Economica Series.
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Limited Stock Market Participation Among Renters and Home Owners. (2013). Vestman, Roine.
In: 2013 Meeting Papers.
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A Bayesian DSGE Model of Stock Market Bubbles and Business Cycles. (2013). Xu, Zhiwei ; Wang, Pengfei ; Miao, Jianjun.
In: 2013 Meeting Papers.
RePEc:red:sed013:167.
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Implications of Labor Market Frictions for Risk Aversion and Risk Premia. (2013). Swanson, Eric.
In: 2013 Meeting Papers.
RePEc:red:sed013:1137.
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Leveraged Borrowing and Boom-Bust Cycles. (2013). Wen, Yi ; Pintus, Patrick.
In: Review of Economic Dynamics.
RePEc:red:issued:10-168.
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International Business Cycles with Complete Markets. (2013). Roberts, Ivan ; Dmitriev, Alexandre.
In: RBA Research Discussion Papers.
RePEc:rba:rbardp:rdp2013-08.
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Macroprudential Regulation and Macroeconomic Activity. (2013). Karmakar, Sudipto.
In: Working Papers.
RePEc:ptu:wpaper:w201317.
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Land Prices and Unemployment. (2013). Zha, Tao ; Miao, Jianjun ; Liu, Zheng.
In: NBER Working Papers.
RePEc:nbr:nberwo:19382.
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Winners and Losers: Creative Destruction and the Stock Market. (2013). Papanikolaou, Dimitris ; Kogan, Leonid ; Stoffman, Noah .
In: NBER Working Papers.
RePEc:nbr:nberwo:18671.
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Limited Asset Market Participation, Income Inequality and Macroeconomic Volatility. (2013). Tirelli, Patrizio ; Motta, Giorgio.
In: Working Papers.
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Intangible Capital and the Excess Volatility of Aggregate Profits. (2013). Johri, Alok ; Hou, Kegiang .
In: Department of Economics Working Papers.
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Does Relative Risk Aversion Vary with Wealth? Evidence from Households Portfolio Choice Data. (2013). Yang, Fang ; Liu, Xuan ; CAI, ZONGWU.
In: Departmental Working Papers.
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External Habit in a Production Economy. (2013). Chen, Andrew.
In: 2013 Papers.
RePEc:jmp:jm2013:pch1244.
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What fiscal policy is most effective? A Meta Regression Analysis. (2013). Gechert, Sebastian.
In: IMK Working Paper.
RePEc:imk:wpaper:117-2013.
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News shocks and business cycles: bridging the gap from different methodologies. (2013). Gortz, Christoph ; Tsoukalas, John D. ; JohnD. Tsoukalas, .
In: Working Papers.
RePEc:gla:glaewp:2013_25.
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New Evidence on the Information and Predictive Content of the Baltic Dry Index. (2013). Payne, James ; Apergis, Nicholas.
In: IJFS.
RePEc:gam:jijfss:v:1:y:2013:i:3:p:62-80:d:27458.
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Risk, economic growth and the value of U.S. corporations. (2013). Gornemann, Nils ; Bocola, Luigi.
In: Working Papers.
RePEc:fip:fedpwp:13-10.
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The FRBNY DSGE model. (2013). Tambalotti, Andrea ; Sbordone, Argia ; Giannoni, Marc ; Eusepi, Stefano ; Del Negro, Marco ; Hasegawa, Raiden ; Cocci, Matthew ; Linder, Henry M..
In: Staff Reports.
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Land prices and unemployment. (2013). Zha, Tao ; Miao, Jianjun ; Liu, Zheng.
In: FRB Atlanta Working Paper.
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Do habits generate endogenous fluctuations in a growing economy?. (2013). Park, Hyun .
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:27:y:2013:i:c:p:54-68.
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Inventory investment and the cost of capital. (2013). Jones, Christopher S. ; Tuzel, Selale .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:107:y:2013:i:3:p:557-579.
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Some unpleasant general equilibrium implications of executive incentive compensation contracts. (2013). Giannoni, Marc ; Donaldson, John B. ; Gershun, Natalia .
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:148:y:2013:i:1:p:31-63.
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Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
In: Handbook of the Economics of Finance.
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The cost of adjustment: On comovement between the trade balance and the terms of trade. (2013). Roberts, Ivan ; Dmitriev, Alexandre.
In: Economic Modelling.
RePEc:eee:ecmode:v:35:y:2013:i:c:p:689-700.
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Price and liquidity puzzles of a monetary shock: Evidence from indebted African economies. (2013). Ojah, Kalu ; Malikane, Christopher ; Muhanji, Stella .
In: Economic Modelling.
RePEc:eee:ecmode:v:33:y:2013:i:c:p:620-630.
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The marginal welfare cost of capital taxation: Discounting matters. (2013). Wei, Chao ; Santoro, Marika.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:4:p:897-909.
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Macroeconomic effects of an equity transaction tax in a general-equilibrium model. (2013). Vogel, Lukas ; Raciborski, Rafal ; Lendvai, Julia .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:37:y:2013:i:2:p:466-482.
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News Shocks and Business Cycles: Bridging the Gap from Different Methodologies. (2013). Gortz, Christoph ; Tsoukalas, John D. ; JohnD. Tsoukalas, .
In: SIRE Discussion Papers.
RePEc:edn:sirdps:542.
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Safety Traps. (2013). Massenot, Baptiste ; Benhima, Kenza.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9636.
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Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2013). SÃƒÂ¼ssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard ; Sussmuth, Bernd.
In: CESifo Working Paper Series.
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Sector Specific News Shocks in Aggregate and Sectoral Fluctuations. (2013). Tsoukalas, John ; Gortz, Christoph ; JohnD. Tsoukalas, .
In: CESifo Working Paper Series.
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Dynamic Interactions among Growth, Environmental Change, Habit Formation, and Preference Change. (2013). Zhang, Wei-Bin.
In: The International Journal of Economic Behavior - IJEB.
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Financial Inflexibility and the Value Premium. (2013). faff, robert ; Poulsen, Michael ; Gray, Stephen.
In: International Review of Finance.
RePEc:bla:irvfin:v:13:y:2013:i:3:p:327-344.
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Asset Returns, the Business Cycle and the Labor Market. (2013). Maussner, Alfred ; Heer, Burkhard ; Mauner, Alfred .
In: German Economic Review.
RePEc:bla:germec:v:14:y:2013:i:3:p:372-397.
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Habit Formation and Preference Change with Capital and Renewable Resources. (2013). Zhang, Wei-Bin.
In: Business Systems Research.
RePEc:bit:bsrysr:v:4:y:2013:i:2:p:108-125.
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The destabilizing effect of company income taxation. (2013). Schmid, Peter A..
In: Society and Economy.
RePEc:aka:soceco:v:35:y:2013:i:3:p:365-388.
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Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation. (2012). Tirelli, Patrizio ; Motta, Giorgio.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1351-1374.
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Envy and habits: Panel data estimates of interdependent preferences. (2012). Labeaga, Jose ; Alvarez-Cuadrado, Francisco ; Sutthiphisal, Dhanoos .
In: MERIT Working Papers.
RePEc:unm:unumer:2012054.
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Expected Currency Excess Returns and International Business Cycles. (2012). Lee, Sanglim.
In: Working papers.
RePEc:uct:uconnp:2012-16.
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Endogenous Entry, Product Variety, and Business Cycles. (2012). Melitz, Marc ; Ghironi, Fabio ; bilbiie, florin.
In: Journal of Political Economy.
RePEc:ucp:jpolec:doi:10.1086/665825.
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The banking and distribution sectors in a small open economy DSGE Model. (2012). Maffezzoli, Marco ; Marcellino, Massimiliano ; FontagnÃƒÂ©, Lionel ; Deak, Szabolcs ; Dek, Szabolcs .
In: RSCAS Working Papers.
RePEc:rsc:rsceui:2012/53.
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Land-Price Dynamics and Macroeconomic Fluctuations. (2012). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: 2012 Meeting Papers.
RePEc:red:sed012:85.
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Why Does Employment in All Major Sectors Move Together over the Business Cycle?. (2012). Yedid-Levi, Yaniv.
In: 2012 Meeting Papers.
RePEc:red:sed012:677.
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Rare Shocks, Great Recessions. (2012). Del Negro, Marco ; CÃƒÂºrdia, Vasco.
In: 2012 Meeting Papers.
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Wage Rigidity: A Solution to Several Asset Pricing Puzzles. (2012). Lin, Xiaoji ; Favilukis, Jack.
In: 2012 Meeting Papers.
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Technology Shocks in a Two-Sector DSGE Model. (2012). Liu, Zheng ; Fernald, John ; Basu, Susanto.
In: 2012 Meeting Papers.
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On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models. (2012). Andreasen, Martin.
In: Review of Economic Dynamics.
RePEc:red:issued:11-84.
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Hayashi Meets Kiyotaki and Moore: A Theory of Capital Adjustment. (2012). Wen, Yi ; Wang, Pengfei.
In: Review of Economic Dynamics.
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HABITS, SAVING PROPENSITY, AND ECONOMIC GROWTH. (2012). Zhang, Wei-Bin.
In: Scientific Bulletin - Economic Sciences.
RePEc:pts:journl:y:2012:i:2:p:3-15.
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News and financial intermediation in aggregate and sectoral fluctuations. (2012). Tsoukalas, John ; Gortz, Christoph.
In: MPRA Paper.
RePEc:pra:mprapa:40442.
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News and financial intermediation in aggregate and sectoral fluctuations. (2012). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph, .
In: MPRA Paper.
RePEc:pra:mprapa:38986.
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News and financial intermediation in aggregate and sectoral fluctuations. (2012). Gortz, Christoph ; Tsoukalas, John.
In: MPRA Paper.
RePEc:pra:mprapa:38985.
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Reexamining the Empirical Relevance of Habit Formation Preferences. (2012). Yang, Fang ; Liu, Xuan ; CAI, ZONGWU.
In: MPRA Paper.
RePEc:pra:mprapa:37817.
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Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
In: NBER Working Papers.
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An Equilibrium Asset Pricing Model with Labor Market Search. (2012). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander.
In: NBER Working Papers.
RePEc:nbr:nberwo:17742.
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Income inequality and macroeconomic stability in a New Keynesian model with limited asset market participation. (2012). Tirelli, Patrizio ; Motta, Giorgio.
In: Working Papers.
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Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation. (2012). Tirelli, Patrizio ; Motta, Giorgio.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:44:y:2012:i:7:p:1351-1374.
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Safety Traps. (2012). Massenot, Baptiste ; Benhima, Kenza.
In: Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP).
RePEc:lau:crdeep:12.04.
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What (Really) Accounts for the Fall in Hours After a Technology Shock?. (2012). Rebei, Nooman.
In: IMF Working Papers.
RePEc:imf:imfwpa:2012/211.
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Price Subsidies and the Conduct of Monetary Policy. (2012). Rebei, Nooman ; BEN AISSA, Mohamed.
In: IMF Working Papers.
RePEc:imf:imfwpa:2012/015.
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The banking and distribution sectors in a small open economy DSGE Model. (2012). Maffezzoli, Marco ; Marcellino, Massimiliano ; FontagnÃƒÂ©, Lionel ; Deak, Szabolcs ; Fontagne, Lionel.
In: Working Papers.
RePEc:igi:igierp:454.
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Endogenous Entry, Product Variety, and Business Cycles. (2012). Melitz, Marc ; Ghironi, Fabio ; bilbiie, florin.
In: Scholarly Articles.
RePEc:hrv:faseco:10914281.
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Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models. (2012). Nason, James ; Kano, Takashi.
In: Discussion Papers.
RePEc:hit:econdp:2012-08.
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Endogenous Entry, Product Variety and Business Cycles. (2012). Ghironi, Fabio ; bilbiie, florin ; Melitz, Marc.
In: PSE-Ecole d'Ã©conomie de Paris (Postprint).
RePEc:hal:pseptp:hal-00680634.
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Endogenous Entry, Product Variety and Business Cycles. (2012). Ghironi, Fabio ; bilbiie, florin ; Melitz, Marc.
In: Post-Print.
RePEc:hal:journl:hal-00680634.
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Endogenous Entry, Product Variety and Business Cycles. (2012). Melitz, Marc ; Ghironi, Fabio ; bilbiie, florin.
In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers).
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Infinite horizon allocation with consumption-dependent utility. (2012). Rachmilevitch, Shiran ; Peled, Dan.
In: Working Papers.
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Habit formation heterogeneity: Implications for aggregate asset pricing. (2012). Grishchenko, Olesya ; Dubin, Eduard ; Kartashov, Vasily .
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2012-07.
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Risk aversion, risk premia, and the labor margin with generalized recursive preferences. (2012). Swanson, Eric.
In: Working Paper Series.
RePEc:fip:fedfwp:2012-17.
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Lumpiness, capital adjustment costs and investment dynamics. (2012). Fiori, Giuseppe.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:4:p:381-392.
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Price subsidies and the conduct of monetary policy. (2012). Rebei, Nooman ; BEN AISSA, Mohamed.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:34:y:2012:i:3:p:769-787.
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Endogenous technological progress and the cross-section of stock returns. (2012). Lin, Xiaoji.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:103:y:2012:i:2:p:411-427.
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Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level. (2012). Liu, Desu .
In: Economics Letters.
RePEc:eee:ecolet:v:117:y:2012:i:1:p:250-252.
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Inflation, human capital and Tobins q. (2012). Pearlman, Joseph ; Gillman, Max ; Basu, Parantap.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:7:p:1057-1074.
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International business cycles with complete markets. (2012). Roberts, Ivan ; Dmitriev, Alexandre.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:36:y:2012:i:6:p:862-875.
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Asset pricing and housing supply in a production economy. (2012). Jaccard, Ivan.
In: Working Paper Series.
RePEc:ecb:ecbwps:20121454.
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Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9262.
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News and Financial Intermediation in Aggregate and Sectoral Fluctuations. (2012). Tsoukalas, John ; GÃƒÂ¶rtz, Christoph ; Gortz, Christoph.
In: Dynare Working Papers.
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Ambiguity Aversion and Variance Premium. (2012). Zhou, Hao ; Wei, Bin ; Miao, Jianjun.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2012-009.
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News and Financial Intermediation in Aggregate and Sectoral Fluctuations. (2012). Tsoukalas, John ; Gortz, Christoph.
In: Discussion Papers.
RePEc:bir:birmec:12-10.
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Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation. (2012). Cappelletti, Giuseppe.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_845_12.
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Disaster Risk and Business Cycles. (2012). Gourio, Francois.
In: American Economic Review.
RePEc:aea:aecrev:v:102:y:2012:i:6:p:2734-66.
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Investment Shocks and Asset Prices. (2011). Papanikolaou, Dimitris.
In: Journal of Political Economy.
RePEc:ucp:jpolec:doi:10.1086/662221.
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Asset Prices, Booms and Recessions. (2011). Semmler, Willi.
In: Springer Books.
RePEc:spr:sprbok:978-3-642-20680-1.
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Asset Prices and Business Cycles with Financial Frictions. (2011). Slavik, Ctirad.
In: 2011 Meeting Papers.
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Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2011). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: Review of Economic Dynamics.
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Taxation, Investment and Asset Pricing. (2011). Wei, Chao ; Santoro, Marika.
In: Review of Economic Dynamics.
RePEc:red:issued:09-164.
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The Return to Capital and the Business Cycle. (2011). Rupert, Peter ; Ravikumar, B ; Gomme, Paul.
In: Review of Economic Dynamics.
RePEc:red:issued:08-123.
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ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; d'Addona, Stefano.
In: Working Papers.
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CAN FINANCING CONSTRAINTS EXPLAIN THE ASSET PRICING PUZZLES IN PRODUCTION ECONOMIES?. (2011). Smith, Katherine A..
In: International Economic Review.
RePEc:ier:iecrev:v:52:y:2011:i:3:p:739-765.
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Real Business Cycles with a Human Capital Investment Sector and Endogenous Growth: Persistence, Volatility and Labor Puzzles. (2011). Kejak, Michal ; Gillman, Max ; Dang, Jing .
In: IEHAS Discussion Papers.
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Land-price dynamics and macroeconomic fluctuations. (2011). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: Working Paper Series.
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Land-price dynamics and macroeconomic fluctuations. (2011). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2011-11.
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Uninsured countercyclical risk: an aggregation result and application to optimal monetary policy. (2011). Nakajima, Tomoyuki ; Braun, R..
In: FRB Atlanta Working Paper.
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Putty-clay technology and stock market volatility. (2011). Gourio, Francois.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:58:y:2011:i:2:p:117-131.
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Real investment and risk dynamics. (2011). priestley, richard ; Cooper, Ilan.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:101:y:2011:i:1:p:182-205.
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Asset pricing in the production economy subject to monetary shocks. (2011). Grishchenko, Olesya.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:63:y:2011:i:3:p:187-216.
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LSM: A DSGE model for Luxembourg. (2011). Maffezzoli, Marco ; Marcellino, Massimiliano ; FontagnÃƒÂ©, Lionel ; Deak, Szabolcs ; Fontagne, Lionel.
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:6:p:2862-2872.
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External shocks and persistence of external debt in open vulnerable economies: The case of Africa. (2011). Ojah, Kalu ; Muhanji, Stella .
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:4:p:1615-1628.
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Risk premia in general equilibrium. (2011). Posch, Olaf.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:9:p:1557-1576.
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Unemployment insurance in a sticky-price model with worker moral hazard. (2011). Givens, Gregory.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:8:p:1192-1214.
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A two sector endogenous growth model with habit formation. (2011). Hiraguchi, Ryoji.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:4:p:430-441.
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Fitting observed inflation expectations. (2011). Eusepi, Stefano ; Del Negro, Marco.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:12:p:2105-2131.
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Rebound Effects from Increased Efficiency in the Use of Energy by UK Households. (2011). Turner, Karen ; Swales, John ; Lecca, Patrizio.
In: SIRE Discussion Papers.
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Government bond risk premia and the cyclicality of fiscal policy. (2011). Kilponen, Juha ; Jaccard, Ivan ; Christoffel, Kai.
In: Working Paper Series.
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Endogenous Entry, Product Variety, and Business Cycles. (2011). Melitz, Marc ; Ghironi, Fabio ; bilbiie, florin.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8564.
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Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy. (2011). Maussner, Alfred ; Heer, Burkhard.
In: CESifo Working Paper Series.
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Real Business Cycles with a Human Capital Investment Sector and Endogenous Growth: Persistence, Volatility and Labor Puzzles. (2011). Kejak, Michal ; Gillman, Max ; Dang, Jing .
In: Cardiff Economics Working Papers.
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The Welfare Cost of Capital Taxation: An Asset Market Approach (Working Paper 2011-03). (2011). Wei, Chao ; Santoro, Marika.
In: Working Papers.
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Sector-Specific Markup Fluctuations and the Business Cycle: A Cross-Country Analysis. (2011). Gabler, Alain.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:11:y:2011:i:1:n:36.
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Asset Pricing and Housing Supply in a Production Economy. (2011). Jaccard, Ivan.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:11:y:2011:i:1:n:33.
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How non-Gaussian shocks affect risk premia in non-linear DSGE models. (2011). Andreasen, Martin.
In: Bank of England working papers.
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An efficient method of computing higher-order bond price perturbation approximations. (2011). Zabczyk, Pawel ; Andreasen, Martin.
In: Bank of England working papers.
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Habit Formation in an Overlapping Generations Model with Borrowing Constraints. (2011). Giannikos, Christos ; Farka, Mira ; DaSilva, Amadeu .
In: European Financial Management.
RePEc:bla:eufman:v:17:y:2011:i:4:p:705-725.
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Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach. (2011). Giannitsarou, Chryssi ; Challe, Edouard.
In: Working papers.
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Fitted Value Function Iteration With Probability One Contractions. (2011). Stachurski, John ; Pal, Jeno .
In: ANU Working Papers in Economics and Econometrics.
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Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self?fulfilling expectations. (2010). Gershun, Natalia .
In: Review of Financial Economics.
RePEc:wly:revfec:v:19:y:2010:i:1:p:19-27.
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Inflation and Stock Prices: No Illusion. (2010). Wei, Chao.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:325-345.
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New Keynesian Macroeconomics and the Term Structure. (2010). Bekaert, Geert ; Moreno, Antonio ; Cho, Seong Hoon.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:42:y:2010:i:1:p:33-62.
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The welfare cost of external habits: a quantitative assessment. (2010). GÃƒÂ³mez SuÃƒÂ¡rez, Manuel ; Gomez, Manuel A..
In: Estudios de Economia.
RePEc:udc:esteco:v:37:y:2010:i:1:p:5-36.
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Visualizing the Invisible: Estimating the New Keynesian Output Gap via a Bayesian Approach. (2010). Willems, Tim.
In: Tinbergen Institute Discussion Papers.
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Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital. (2010). Ai, Hengjie ; Croce, Mariano ; Li, Kai.
In: 2010 Meeting Papers.
RePEc:red:sed010:663.
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Asset Pricing and Housing Supply in a Production Economy. (2010). Jaccard, Ivan.
In: 2010 Meeting Papers.
RePEc:red:sed010:605.
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Asset Prices in a News Driven Real Business Cycle Model. (2010). Shamloo, Maral ; Malkhozov, Aytek.
In: 2010 Meeting Papers.
RePEc:red:sed010:546.
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Tax Uncertainty, Leverage and Asset Prices. (2010). Croce, Mariano Max.
In: 2010 Meeting Papers.
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A Contribution Towards New Zealandâ€™s Tax Reform. (2010). Razzak, Weshah ; Laabas, Belkacem.
In: MPRA Paper.
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A contribution towards New Zealands tax reform. (2010). Razzak, Weshah.
In: MPRA Paper.
RePEc:pra:mprapa:25680.
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Taxes, Natural Resource Endowment, and the Supply of Labor: New Evidence. (2010). Razzak, Weshah ; Labas, Belkacem .
In: MPRA Paper.
RePEc:pra:mprapa:21634.
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Multi-period fixed-rate loans, housing and monetary policy in small open economies. (2010). Lees, Kirdan ; Bene, Jaromir .
In: Reserve Bank of New Zealand Discussion Paper Series.
RePEc:nzb:nzbdps:2010/03.
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium. (2010). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Favilukis, Jack.
In: NBER Working Papers.
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Money Targeting, Heterogeneous Agents and Dynamic Instability. (2010). Tirelli, Patrizio ; Motta, Giorgio.
In: Working Papers.
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Costly Labor Reallocation, Non-Separable Preferences, and Expectation Driven Business Cycles. (2010). Katayama, Munechika ; Kim, Kwanghwan.
In: Departmental Working Papers.
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Empirical and policy performance of a forward-looking monetary model. (2010). Williams, Noah ; Onatski, Alexei.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:25:y:2010:i:1:p:145-176.
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Human Capital as an Asset Class: Implications from a General Equilibrium Model. (2010). Palacios, Miguel.
In: Working Papers.
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Fitting observed inflation expectations. (2010). Eusepi, Stefano ; Del Negro, Marco.
In: Staff Reports.
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Firm-specific capital, nominal rigidities and the business cycle. (2010). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:990.
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Do credit constraints amplify macroeconomic fluctuations?. (2010). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2010-01.
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Business Cycle Implications of Internal Consumption Habit for New Keynesian Models. (2010). Nason, James ; Kano, Takashi.
In: CAMA Working Papers.
RePEc:een:camaaa:2010-31.
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Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations. (2010). Gershun, Natalia .
In: Review of Financial Economics.
RePEc:eee:revfin:v:19:y:2010:i:1:p:19-27.
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The business cycle and the equity risk premium in real time. (2010). Pierdzioch, Christian ; Kizys, Renatas.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:19:y:2010:i:4:p:711-722.
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Production-based measures of risk for asset pricing. (2010). Belo, Frederico.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:2:p:146-163.
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Habit formation, the cross section of stock returns and the cash-flow risk puzzle. (2010). Veronesi, Pietro ; Santos, Tano.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:98:y:2010:i:2:p:385-413.
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Internal vs. external habit formation: The relative importance for asset pricing. (2010). Grishchenko, Olesya.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:62:y::i:3:p:176-194.
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DSGE model-based forecasting of non-modelled variables. (2010). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:26:y::i:2:p:348-373.
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Can structural small open-economy models account for the influence of foreign disturbances?. (2010). Preston, Bruce ; Justiniano, Alejandro.
In: Journal of International Economics.
RePEc:eee:inecon:v:81:y:2010:i:1:p:61-74.
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Internal and external habits and news-driven business cycles. (2010). Nutahara, Kengo.
In: Economics Letters.
RePEc:eee:ecolet:v:107:y:2010:i:2:p:300-303.
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Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2010). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; De Graeve, Ferre ; Emiris, Marina .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:9:p:1680-1699.
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Structural shocks and the comovements between output and interest rates. (2010). Mertens, Elmar.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:6:p:1171-1186.
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Asset pricing implications of a New Keynesian model. (2010). De Paoli, Bianca ; Scott, Alasdair ; Weeken, Olaf .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:10:p:2056-2073.
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Money and Information in a New Neoclassical Synthesis Framework. (2010). Tsoukalas, John ; Chortareas, Georgios ; Arestis, Philip ; JohnD. Tsoukalas, .
In: Economic Journal.
RePEc:ecj:econjl:v:120:y:2010:i:542:p:f101-f128.
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Asset Market Structures and Monetary Policy in a Small Open Economy. (2010). Jung, Yongseung.
In: Macroeconomics Working Papers.
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The Return to Capital and the Business Cycle. (2010). Rupert, Peter ; Ravikumar, B ; Gomme, Paul.
In: Working Papers.
RePEc:crd:wpaper:08002.
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Quantifying the Distortionary Fiscal Cost of â€˜The Bailoutâ€™. (2010). Michaelides, Alexander ; Gomes, Francisco ; Polkovnichenko, Valery .
In: CEPR Discussion Papers.
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Risk Premia in General Equilibrium. (2010). Posch, Olaf.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_3131.
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Endogenous Growth, Habit Formation and Convergence Speed. (2010). GÃƒÂ³mez SuÃƒÂ¡rez, Manuel ; Gomez, Manuel A..
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:10:y:2010:i:1:n:1.
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Credit Risk and Business Cycles. (2010). Wang, Pengfei ; Miao, Jianjun.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2010-032.
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A ONE-SECTOR GROWTH MODEL WITH CONSUMPTION STANDARD: INDETERMINATE OR DETERMINATE?. (2010). Chen, Been-Lon ; Hsu, Yu-Shan.
In: The Japanese Economic Review.
RePEc:bla:jecrev:v:61:y:2010:i:1:p:85-96.
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Fundamental Economic Shocks and the Macroeconomy. (2009). Marshall, David A ; Evans, Charles L.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:41:y:2009:i:8:p:1515-1555.
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The Response of Hours to a Technology Shock: A Twoâ€Step Structural VAR Approach. (2009). Guay, Alain ; Feve, Patrick.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:41:y:2009:i:5:p:987-1013.
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Consumption Habits in a New Keynesian Business Cycle Model. (2009). Dennis, Richard.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:41:y:2009:i:5:p:1015-1030.
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Optimal monetary policy when asset markets are incomplete. (2009). Nakajima, Tomoyuki ; Braun, R..
In: CIRJE F-Series.
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Pareto Optimal Pro-cyclical Research and Development. (2009). Nakajima, Tomoyuki ; Braun, R..
In: CIRJE F-Series.
RePEc:tky:fseres:2009cf617.
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Asset trading volume in a production economy. (2009). Hintermaier, Thomas ; Espino, Emilio.
In: Economic Theory.
RePEc:spr:joecth:v:39:y:2009:i:2:p:231-258.
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Sources of the Great Moderation: Shocks, Frictions, or Monetary Policy?. (2009). Liu, Zheng.
In: 2009 Meeting Papers.
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Inventory Investment and the Cost of Capital. (2009). Tuzel, Selale ; Jones, Christopher S.
In: 2009 Meeting Papers.
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Return Predictability and Labor Market Frictions in a Real Business Cycle Model. (2009). Lochstoer, Lars .
In: 2009 Meeting Papers.
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Equity Returns and Business Cycles in Small Open Economies. (2009). Rothman, Philip ; Liu, Xuan ; Jahan-Parvar, Mohammad.
In: MPRA Paper.
RePEc:pra:mprapa:15915.
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Real Business Cycle Dynamics under Rational Inattention. (2009). Sinigaglia, Daniel ; Martins, Guilherme .
In: MPRA Paper.
RePEc:pra:mprapa:14089.
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Internal and external habits and news-driven business cycles. (2009). Nutahara, Kengo.
In: MPRA Paper.
RePEc:pra:mprapa:12550.
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Basel II Capital Requirements, Firms Heterogeneity, and the Business Cycle. (2009). Drumond, Ines ; Jorge, Jose.
In: FEP Working Papers.
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Disasters Risk and Business Cycles. (2009). Gourio, Francois.
In: NBER Working Papers.
RePEc:nbr:nberwo:15399.
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A Parsimonious Macroeconomic Model for Asset Pricing. (2009). Guvenen, Fatih.
In: NBER Working Papers.
RePEc:nbr:nberwo:15243.
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DSGE Model-Based Forecasting of Non-modelled Variables. (2009). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
In: NBER Working Papers.
RePEc:nbr:nberwo:14872.
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Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093.
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Simple, Implementable Fiscal Policy Rules. (2009). Laxton, Douglas ; Kumhof, Michael.
In: IMF Working Papers.
RePEc:imf:imfwpa:2009/076.
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What happened to the U.S. stock market? accounting for the past 50 years. (2009). Peralta-Alva, Adrian ; Boldrin, Michele ; Peralta -Alva, Adrian .
In: Review.
RePEc:fip:fedlrv:y:2009:i:nov:p:627-646:n:v.91no.6.
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Do credit constraints amplify macroeconomic fluctuations?. (2009). Zha, Tao ; Wang, Pengfei ; Liu, Zheng.
In: Working Paper Series.
RePEc:fip:fedfwp:2009-28.
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Risk aversion, the labor margin, and asset pricing in DSGE models. (2009). Swanson, Eric.
In: Working Paper Series.
RePEc:fip:fedfwp:2009-26.
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Sources of the Great Moderation: shocks, friction, or monetary policy?. (2009). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Paper Series.
RePEc:fip:fedfwp:2009-01.
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Business cycle implications of internal consumption habit for New Keynesian models. (2009). Nason, James ; Kano, Takashi.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2009-16.
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Optimal Monetary Policy When Asset Markets are Incomplete. (2009). Nakajima, Tomoyuki ; Braun, R. ; Tomoyuki, NAKAJIMA .
In: Discussion papers.
RePEc:eti:dpaper:09050.
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Endogenous technological progress and the cross section of stock returns. (2009). Lin, Xiaoji.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:29047.
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Stock markets and business cycle comovement in Germany before World War I: Evidence from spectral analysis. (2009). Uebele, Martin ; Ritschl, Albrecht.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:31:y:2009:i:1:p:35-57.
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Prospect theory for stock markets: Empirical evidence with time-series data. (2009). Semmler, Willi ; Zhang, Wenlang .
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:72:y:2009:i:3:p:835-849.
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Habit persistence and stagnation. (2009). Johdo, Wataru.
In: Economic Modelling.
RePEc:eee:ecmode:v:26:y:2009:i:5:p:1110-1114.
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Comparing DSGE-VAR forecasting models: How big are the differences?. (2009). Ghent, Andra.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:33:y:2009:i:4:p:864-882.
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Sticky wages and sectoral labor comovement. (2009). DiCecio, Riccardo.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:33:y:2009:i:3:p:538-553.
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A quartet of asset pricing models in nominal and real economies. (2009). Wei, Chao.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:33:y:2009:i:1:p:154-165.
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Quantifying the Distortionary Fiscal Cost of â€˜The Bailoutâ€™. (2009). Polkovnichenko, Valery ; Michaelides, Alexander ; Gomes, Francisco.
In: Working Papers.
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Business Cycle Implications of Internal Consumption Habit for New Keynesian Model. (2009). Nason, James ; Kano, Takashi.
In: CARF F-Series.
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Rational Inattention and Aggregate Fluctuations. (2009). Young, Eric ; Luo, Yulei.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:9:y:2009:i:1:n:14.
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Why do risk premia vary over time? A theoretical investigation under habit formation. (2009). Zabczyk, Pawel ; De Paoli, Bianca.
In: Bank of England working papers.
RePEc:boe:boeewp:0361.
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Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops. (2008). Honig, Adam ; Aysun, Uluc.
In: Working papers.
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The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economic. (2008). Kiley, Michael ; Edge, Rochelle M ; Laforte, Jean-Philippe .
In: 2008 Meeting Papers.
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Comovement: its not a puzzle. (2008). DiCecio, Riccardo.
In: 2008 Meeting Papers.
RePEc:red:sed008:884.
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Asset Pricing with Adaptive Learning. (2008). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
In: Review of Economic Dynamics.
RePEc:red:issued:06-119.
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Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2008). Schuh, Scott ; Ireland, Peter.
In: Review of Economic Dynamics.
RePEc:red:issued:06-102.
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The Spirit of Capitalism and Expectation Driven Business Cycles. (2008). Karnizova, Lilia.
In: Working Papers.
RePEc:ott:wpaper:0804e.
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Can Structural Small Open Economy Models Account for the Influence of Foreign Disturbances?. (2008). Preston, Bruce ; Justiniano, Alejandro.
In: NBER Working Papers.
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Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
In: NBER Working Papers.
RePEc:nbr:nberwo:13741.
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Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2008). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; de Graeve, Ferre ; Emiris, Marina .
In: Working Paper Research.
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Unemployment Insurance in a Sticky-Price Model with Worker Moral Hazard.. (2008). Givens, Gregory.
In: Working Papers.
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Computational Macroeconomics for the Open Economy. (2008). McNelis, Paul D ; Lim, G C.
In: MIT Press Books.
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An Exploration of Asset Returns in a Production Economy with Relative Habits. (2008). Budria Rodriguez, Santiago.
In: Atlantic Economic Journal.
RePEc:kap:atlecj:v:36:y:2008:i:3:p:261-274.
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International Business Cycles with Frictions in Goods and Factors Markets. (2008). Krznar, Ivo.
In: Working Papers.
RePEc:hnb:wpaper:18.
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DSGE model-based forecasting of non-modelled variables. (2008). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
In: Working Papers.
RePEc:fip:fedpwp:08-17.
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
In: Staff Reports.
RePEc:fip:fednsr:320.
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On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
In: Working Papers.
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The bond premium in a DSGE model with long-run real and nominal risks. (2008). Swanson, Eric ; Rudebusch, Glenn.
In: Working Paper Series.
RePEc:fip:fedfwp:2008-31.
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Asymmetric expectation effects of regime shifts in monetary policy. (2008). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Paper Series.
RePEc:fip:fedfwp:2008-22.
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Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
In: Working Paper Series.
RePEc:fip:fedfwp:2007-25.
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Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:55:y:2008:i:s1:p:s111-s126.
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:55:y:2008:i:7:p:1191-1208.
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Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach. (2008). Neusser, Klaus.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:30:y:2008:i:3:p:991-1004.
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Asset price fluctuations in Japan: 1980-2000. (2008). Nakajima, Tomoyuki.
In: Japan and the World Economy.
RePEc:eee:japwor:v:20:y:2008:i:1:p:129-153.
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Interpreting aggregate fluctuations looking at sectors. (2008). Simonelli, Saverio ; Acconcia, Antonio.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:9:p:3009-3031.
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Optimal price setting and inflation inertia in a rational expectations model. (2008). Laxton, Douglas ; Kumhof, Michael ; Kamenik, Ondra ; Juillard, Michel.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:8:p:2584-2621.
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Natural rate measures in an estimated DSGE model of the U.S. economy. (2008). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:8:p:2512-2535.
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Asset pricing with loss aversion. (2008). Semmler, Willi ; Grune, Lars.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:10:p:3253-3274.
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Can a Lucas model with habit generate realistic conditional volatility in exchange rate returns?. (2008). Liu, Jingyi.
In: SIRE Discussion Papers.
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Can a Lucas model with habit generate realistic conditional volatility in exchange rate returns?. (2008). Liu, Jingyi.
In: ESE Discussion Papers.
RePEc:edn:esedps:181.
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Consumption Velocity in a Cash Costly-Credit Model. (2008). Scheffel, Eric.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2008/31.
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A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. (2008). Scheffel, Eric.
In: Cardiff Economics Working Papers.
RePEc:cdf:wpaper:2008/30.
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Taxation and Asset Pricing in a Production Economy: Working Paper 2008-10. (2008). Santoro, Marika ; Wei, Chao D. ; Maria I. Marika Santoro, .
In: Working Papers.
RePEc:cbo:wpaper:20412.
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The Impact of Progressive Dividend Taxation on Investment Decisions: Working Paper 2008-03. (2008). Santoro, Marika ; Wei, Chao D. ; Maria I. Marika Santoro, .
In: Working Papers.
RePEc:cbo:wpaper:19630.
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A THEORETICAL AND PRACTICAL PERSPECTIVE ON THE EQUITY RISK PREMIUM. (2008). Salomons, Roelof.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:22:y:2008:i:2:p:299-329.
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Pricing Models: A Bayesian DSGE Approach for the U.S. Economy. (2007). LAFORTE, JEANPHILIPPE .
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:39:y:2007:i:s1:p:127-154.
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The Slow Adjustment of Aggregate Consumption to Permanent Income. (2007). Morley, James C.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:615-638.
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Technology Shocks and Monetary Policy: Revisiting the Feds Performance. (2007). Matheron, Julien ; AvouyiDovi, Sanvi .
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:471-507.
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Multiple BGPs in a Growth Model with Habit Persistence. (2007). Chen, Beenlon.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:39:y:2007:i:1:p:25-48.
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Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Veldkamp, Laura ; Clementi, Gian Luca ; Campanale, Claudio ; Castro, Rui.
In: Working Papers.
RePEc:ste:nystbu:07-12.
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Intangible capital, corporate valuation and asset pricing. (2007). Danthine, Jean-Pierre ; Jin, Xiangrong.
In: Economic Theory.
RePEc:spr:joecth:v:32:y:2007:i:1:p:157-177.
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Junior is rich: bequests as consumption. (2007). Mehra, Rajnish ; Constantinides, George ; Donaldson, John.
In: Economic Theory.
RePEc:spr:joecth:v:32:y:2007:i:1:p:125-155.
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Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Castro, Rui ; Clementi, Gian Luca ; Campanale, Claudio.
In: Working Paper series.
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Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model. (2007). Uhlig, Harald.
In: 2007 Meeting Papers.
RePEc:red:sed007:97.
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Real Estate Prices in Production Economies. (2007). Jaccard, Ivan.
In: 2007 Meeting Papers.
RePEc:red:sed007:645.
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Inflation and Stock Prices: No Illusion. (2007). Wei, Chao.
In: 2007 Meeting Papers.
RePEc:red:sed007:565.
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Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences. (2007). Castro, Rui ; Campanale, Claudio ; Clementi, Gian Luca.
In: 2007 Meeting Papers.
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Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities). (2007). Schorfheide, Frank ; Del Negro, Marco.
In: 2007 Meeting Papers.
RePEc:red:sed007:283.
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Long-Run Risk through Consumption Smoothing. (2007). Kaltenbrunner, Georg ; Lochstoer, Lars .
In: 2007 Meeting Papers.
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Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy. (2007). Michaelides, Alexander ; Gomes, Francisco ; Polkovnichenko, Valery .
In: 2007 Meeting Papers.
RePEc:red:sed007:191.
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Time-to-Build and Asset Prices. (2007). Kuehn, Lars-Alexander.
In: 2007 Meeting Papers.
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Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
In: Review of Economic Dynamics.
RePEc:red:issued:06-70.
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high level of international risk sharing when the productivity growth contains long run risk. (2007). Chang, Yanqin.
In: MPRA Paper.
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Import Tariffs and Growth in a Model with Habits. (2007). Lee, Shun-Fa ; Chen, Been-Lon.
In: MPRA Paper.
RePEc:pra:mprapa:27667.
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The Cyclical Behavior of Equity Turnover. (2007). .
In: Working Paper.
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Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2007). Schuh, Scott ; Ireland, Peter.
In: NBER Working Papers.
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Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
In: NBER Working Papers.
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Monetary Policy Amplification Effects through a Bank Capital Channel. (2007). Drumond, Ines ; Aguiar, Alvaro.
In: Money Macro and Finance (MMF) Research Group Conference 2006.
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Asset pricing implications for a New Keynesian model. (2007). De Paoli, Bianca.
In: Money Macro and Finance (MMF) Research Group Conference 2006.
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Pricing Models: A Bayesian DSGE Approach for the U.S. Economy. (2007). Laforte, Jean-Philippe.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:39:y:2007:i:s1:p:127-154.
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Search Frictions in Physical Capital Markets as a Propagation Mechanism. (2007). Petrosky-Nadeau, Nicolas ; Kurmann, AndrÃƒÂ©.
In: Cahiers de recherche.
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Asset pricing with dynamic programming. (2007). Semmler, Willi.
In: Computational Economics.
RePEc:kap:compec:v:29:y:2007:i:3:p:233-265.
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Habits and heterogeneity in demands: a panel data analysis. (2007). Collado, M. Dolores ; Browning, Martin.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:22:y:2007:i:3:p:625-640.
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Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald.
In: SFB 649 Discussion Papers.
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Asymmetric expectation effects of regime shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: Working Papers.
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Documentation of the Research and Statistics Divisionâ€™s estimated DSGE model of the U.S. economy: 2006 version. (2007). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2007-53.
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Natural rate measures in an estimated DSGE model of the U.S. economy. (2007). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2007-08.
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A monetary model of the exchange rate with informational frictions. (2007). MartÃƒÂnez GarcÃƒÂa, Enrique ; Martinez-Garcia, Enrique.
In: Globalization Institute Working Papers.
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Asymmetric expectation effects of regime shifts and the Great Moderation. (2007). Zha, Tao ; Waggoner, Daniel ; Liu, Zheng.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2007-23.
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Inequality, stock market participation, and the equity premium. (2007). Favilukis, Jack.
In: LSE Research Online Documents on Economics.
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Aggregate shocks or aggregate information? Costly information and business cycle comovement. (2007). Wolfers, Justin ; Veldkamp, Laura.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:sup1:p:37-55.
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Technology shocks and labor market dynamics: Some evidence and theory. (2007). Liu, Zheng ; Phaneuf, Louis.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:8:p:2534-2553.
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A generalized volatility bound for dynamic economies. (2007). Whiteman, Charles ; Ravikumar, B ; Otrok, Christopher.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:8:p:2269-2290.
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Economic determinants of the nominal treasury yield curve. (2007). Marshall, David ; Evans, Charles.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:7:p:1986-2003.
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Euler equations and money market interest rates: A challenge for monetary policy models. (2007). Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:7:p:1863-1881.
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Productivity-based asset pricing: Theory and evidence. (2007). Huang, Dayong ; Balvers, Ronald.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:86:y:2007:i:2:p:405-445.
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Equilibrium portfolios in the neoclassical growth model. (2007). Espino, Emilio.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:137:y:2007:i:1:p:673-687.
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Habit persistence in consumption and the demand for money. (2007). lioui, abraham ; Rangvid, Jesper .
In: Economics Letters.
RePEc:eee:ecolet:v:96:y:2007:i:2:p:168-176.
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What do `residuals from first-order conditions reveal about DGE models?. (2007). Letendre, Marc-Andre ; Johri, Alok.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:31:y:2007:i:8:p:2744-2773.
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Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle. (2007). In, Francis ; Yoon, Jai Hyung .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:31:y:2007:i:8:p:2637-2658.
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The equity premium in Brocks asset pricing model. (2007). Dechert, Davis W. ; Akdeniz, Levent.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:31:y:2007:i:7:p:2263-2292.
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By force of demand: Explaining international comovements. (2007). Wen, Yi.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:31:y:2007:i:1:p:1-23.
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Habit Formation, Parents Education Spending, and Growth. (2007). Nakata, Takeshi .
In: Economics Bulletin.
RePEc:ebl:ecbull:v:5:y:2007:i:2:p:1-9.
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Habit Formation, Parents Education Spending, and Growth. (2007). Nakata, Takeshi .
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-06e20023.
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Asset Pricing with Adaptive Learning. (2007). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6223.
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The Role of Debt and Equity Finance over the Business Cycle. (2007). Denhaan, Wouter ; Covas, Francisco ; den Haan, Wouter .
In: CEPR Discussion Papers.
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Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
In: CEPR Discussion Papers.
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Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities). (2007). Schorfheide, Frank ; Del Negro, Marco.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6119.
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Anticipation and Real Business Cycles. (2007). Love, David ; Lamarche, Jean-Francois ; David R. F. Love, ; David R. F. Love, .
In: Working Papers.
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INVESTMENT SPIKES: NEW FACTS AND A GENERAL EQUILIBRIUM EXPLORATION. (2007). Kashyap, Anil ; Gourio, Francois.
In: Boston University - Department of Economics - Working Papers Series.
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Monetary policy, expected inflation and inflation risk premia. (2007). Ravenna, Federico ; Seppala, Juha .
In: Research Discussion Papers.
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Investment adjustment costs: evidence from UK and US industries. (2007). Khan, Hashmat ; Groth, Charlotta.
In: Bank of England working papers.
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Asset pricing implications of a New Keynesian model. (2007). De Paoli, Bianca ; Scott, Alasdair ; Weeken, Olaf .
In: Bank of England working papers.
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Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Kuester, Keith ; Christoffel, Kai ; Linzert, Tobias .
In: CFS Working Paper Series.
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Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Linzert, Tobias ; Kuester, Keith ; Christoffel, Kai ; Kuster, Keith.
In: Discussion Paper Series 1: Economic Studies.
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Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
In: The Review of Economics and Statistics.
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Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
In: Working Papers.
RePEc:ste:nystbu:06-12.
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Rational Inattention, Portfolio Choice, and the Equity Premium. (2006). Luo, Yulei.
In: Computing in Economics and Finance 2006.
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Putting the New Keynesian Model to a Test. (2006). Straub, Roland ; Peersman, Gert.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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Lower-Frequency Macroeconomic Fluctuations: Living Standards and Leisure. (2006). Malin, Benjamin.
In: 2006 Meeting Papers.
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Welfare Costs, Long Run Consumption Risk, and a Production Economy.. (2006). Croce, Mariano.
In: 2006 Meeting Papers.
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Intertemporal disturbances. (2006). Tambalotti, Andrea ; Schaumburg, Ernst ; Primiceri, Giorgio.
In: 2006 Meeting Papers.
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How Important is the Intermediate Input Channel in Explaining Sectoral Employment Comovement over the Business Cycle?. (2006). Kim, Kunhong.
In: Review of Economic Dynamics.
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Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?. (2006). .
In: MPRA Paper.
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Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation. (2006). Nagel, Stefan ; Brunnermeier, Markus.
In: NBER Working Papers.
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Two Flaws In Business Cycle Accounting. (2006). Christiano, Lawrence ; Davis, Joshua M..
In: NBER Working Papers.
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Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
In: NBER Working Papers.
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What do â€œresidualsâ€ from first-order conditions reveal about DGE models?. (2006). Letendre, Marc-Andre ; Johri, Alok.
In: Department of Economics Working Papers.
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Intangible Capital, Corporate Valuation and Asset Pricing. (2006). Danthine, Jean-Pierre ; Jin, Xiangrong.
In: Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP).
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Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
In: IZA Discussion Papers.
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HABITS AND HETEROGENEITY IN DEMANDS: A PANEL DATA ANALYSIS. (2006). Collado, M. Dolores ; Browning, Martin.
In: Working Papers. Serie AD.
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Putting the New Keynesian Model to a Test. (2006). Peersman, Gert ; Straub, Roland.
In: IMF Working Papers.
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Macroeconomic volatility and the equity premium. (2006). Sill, Keith.
In: Working Papers.
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Two flaws in business cycle accounting. (2006). Christiano, Lawrence ; Davis, Joshua M..
In: Working Paper Series.
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Aggregate shocks or aggregate information? costly information and business cycle comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
In: Working Paper Series.
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The frequency of price adjustment and New Keynesian business cycle dynamics. (2006). Dennis, Richard.
In: Working Paper Series.
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Two flaws in business cycle dating. (2006). Christiano, Lawrence ; Davis, Joshua M..
In: Working Papers (Old Series).
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The return to capital and the business cycle. (2006). Rupert, Peter ; Ravikumar, B ; Gomme, Paul.
In: Working Papers (Old Series).
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2006). Schorfheide, Frank ; Del Negro, Marco.
In: FRB Atlanta Working Paper.
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Term and Equity Premium in Economies with Habit Formation. (2006). Rodriguez, Santiago ; DÃƒÂaz, Antonia ; Diaz, Antonia ; Budria, Santiago .
In: Working Papers.
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Learning asymmetries in real business cycles. (2006). Veldkamp, Laura ; Van Nieuwerburgh, Stijn.
In: Journal of Monetary Economics.
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On the stability of the two-sector neoclassical growth model with externalities. (2006). Valentinyi, Akos ; Herrendorf, Berthold.
In: Journal of Economic Dynamics and Control.
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Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Kuester, Keith ; Christoffel, Kai ; Linzert, Tobias .
In: Working Paper Series.
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Term premium and equity premium in economies with habit formation. (2006). Rodriguez, Santiago ; DÃƒÂaz, Antonia ; Diaz, Antonia ; Budria, Santiago .
In: UC3M Working papers. Economics.
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Intangible Capital, Corporate Valuation and Asset Pricing. (2006). Danthine, Jean-Pierre ; Jin, Xiangrong.
In: CEPR Discussion Papers.
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Measures of Potential Output from an Estimated DSGE Model of the United States. (2006). Laxton, Douglas ; Kumhof, Michael ; Kamenik, Ondra ; Juillard, Michel.
In: Working Papers.
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Complementarities in information acquisition with short-term trades. (2006). Verdelhan, Adrien.
In: Boston University - Department of Economics - Working Papers Series.
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Monetary Policy Inertia or Persistent Shocks?. (2006). Matheron, Julien ; FÃƒÂ¨ve, Patrick ; Carrillo, Julio ; Feve, P..
In: Working papers.
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The Role of Debt and Equity Finance over the Business Cycle. (2006). Denhaan, Wouter ; Covas, Francisco ; den Haan, Wouter J..
In: Staff Working Papers.
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Productivity-Based Asset Pricing: Theory and Evidence. (2005). Huang, Dayong ; Balvers, Ronald.
In: Working Papers.
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Consumption Dynamics under Information Processing Constraints. (2005). Luo, Yulei.
In: Macroeconomics.
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Information Quality and Stock Returns Revisited. (2005). d'Addona, Stefano ; Brevik, Frode.
In: Finance.
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An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle. (2005). Corradini, Riccardo.
In: Econometrics.
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Information Quality and Stock Returns Revisited. (2005). d'Addona, Stefano ; Brevik, Frode.
In: University of St. Gallen Department of Economics working paper series 2005.
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Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy. (2005). Evans, Charles ; Eichenbaum, Martin ; Christiano, Lawrence.
In: Journal of Political Economy.
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Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer.. (2005). Mertens, Elmar.
In: Working Papers.
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A Rational Expectations Model of Optimal Inflation Inertia. (2005). Laxton, Douglas ; Kumhof, Michael.
In: Computing in Economics and Finance 2005.
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Equilibrium Portfolios in the Neoclassical Growth Model. (2005). Espino, Emilio.
In: Working Papers.
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Real Business Cycle Models: Past, Present and Future. (2005). Rebelo, Sergio.
In: RCER Working Papers.
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Keeping Up with the Joneses: Evidence from Micro Data. (2005). Ravina, Enrichetta .
In: 2005 Meeting Papers.
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Asset Trading Volume in a Production Economy. (2005). Hintermaier, Thomas ; Espino, Emilio.
In: 2005 Meeting Papers.
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Consumption Dynamics, Asset Pricing, and Welfare Effects under Information Processing Constraints. (2005). Luo, Yulei.
In: 2005 Meeting Papers.
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Consumption Commitments: Neoclassical Foundations for Habit Formation. (2005). Szeidl, Adam ; Chetty, Raj.
In: 2005 Meeting Papers.
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Habit Persistence, Money Growth Rule and Real Indeterminacy. (2005). FÃƒÂ¨ve, Patrick ; Collard, Fabrice ; Auray, StÃƒÂ©phane.
In: Review of Economic Dynamics.
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What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?. (2005). Owyang, Michael ; Theodorou, Athena T ; Francis, Neville R.
In: MPRA Paper.
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Production Inflexibilities and the Cost Channel of Monetary Policy. (2005). alvarez lois, pedro ; Alvarez-Lois, Pedro P..
In: Economic Inquiry.
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Monetary Policy Under Uncertainty in Micro-Founded Macroeconometric Models. (2005). Williams, John ; Onatski, Alexei ; Levin, Andrew.
In: NBER Working Papers.
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Real Business Cycle Models: Past, Present, and Future. (2005). Rebelo, Sergio.
In: NBER Working Papers.
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Financial Markets and the Real Economy. (2005). Cochrane, John.
In: NBER Working Papers.
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Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2005). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: NBER Working Papers.
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Market Oganization and the prices of financial Assets. (2005). Constantinides, George.
In: Money Macro and Finance (MMF) Research Group Conference 2005.
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Distribution Risk and Equity Returns. (2005). Danthine, Jean-Pierre ; Donaldson, John B. ; Siconolfi, Paolo .
In: Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP).
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The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model. (2005). Linzert, Tobias ; Kuester, Keith ; Christoffel, Kai.
In: IZA Discussion Papers.
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What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?. (2005). Owyang, Michael ; Theodorou, Athena T. ; Francis, Neville R..
In: International Journal of Central Banking.
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Technology Shocks and Employment: Do We Really Need DSGE Models with a Fall in Hours?. (2005). Matheron, Julien ; FÃƒÂ¨ve, Patrick ; Dupaigne, Martial.
In: IDEI Working Papers.
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Real Exchange Rate and Consumption Fluctuations following Trade Liberalization. (2005). Jonsson, Kristian .
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Real Exchange Rate and Consumption Fluctuations following Trade Liberalization. (2005). Jonsson, Kristian .
In: SSE/EFI Working Paper Series in Economics and Finance.
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Monetary policy analysis with potentially misspecified models. (2005). Schorfheide, Frank ; Del Negro, Marco.
In: Working Papers.
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By force of demand: explaining international comovements and the saving-investment correlation puzzle. (2005). Wen, Yi.
In: Working Papers.
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Comovement: its not a puzzle. (2005). DiCecio, Riccardo.
In: Working Papers.
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Monetary policy under uncertainty in micro-founded macroeconometric models. (2005). Williams, John ; Levin, Andrew ; Onatski, Alexei.
In: Working Paper Series.
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Monetary policy analysis with potentially misspecified models. (2005). Schorfheide, Frank ; Del Negro, Marco.
In: FRB Atlanta Working Paper.
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Is the technology-driven real business cycle hypothesis dead? Shocks and aggregate fluctuations revisited. (2005). Ramey, Valerie ; Francis, Neville.
In: Journal of Monetary Economics.
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Habit formation and the persistence of monetary shocks. (2005). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh.
In: Journal of Monetary Economics.
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Asset returns and business cycles in models with investment adjustment costs. (2005). Tripier, Fabien ; Beaubrun-Diant, Kevin.
In: Economics Letters.
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Incorporating labour market frictions into an optimising-based monetary policy model. (2005). Sahuc, Jean-Guillaume ; Moyen, StÃƒÂ©phane.
In: Economic Modelling.
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Can a Time-to-Plan Model explain the Equity Premium Puzzle. (2005). Beaubrun-Diant, Kevin E..
In: Economics Bulletin.
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Can a Time-to-Plan Model explain the Equity Premium Puzzle. (2005). Beaubrun-Diant, Kevin.
In: Economics Bulletin.
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Can a Time-to-Plan Model explain The Equity Premium Puzzle. (2005). Beaubrun-Diant, Kevin .
In: Economics Papers from University Paris Dauphine.
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Distribution Risk and Equity Returns. (2005). Danthine, Jean-Pierre ; Donaldson, John B ; Siconolfi, Paolo .
In: CEPR Discussion Papers.
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Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2005). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: CEPR Discussion Papers.
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An Equilibrium Asset Pricing Model with Labor Market Search. (2005). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Lars-Alexander, Kuehn ; Lu, Zhang ; Nicolas, Petrosky-Nadeau .
In: GSIA Working Papers.
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Fundamental Economic Shocks and The Macroeconomy. (2005). Marshall, David ; Evans, Charles.
In: Working Papers Central Bank of Chile.
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Letâ€™s Take a Break: Trends and Cycles in US Real GDP?. (2005). Wada, Tatsuma ; Perron, Pierre ; Verdelhan, Adrien.
In: Boston University - Department of Economics - Working Papers Series.
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Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns. (2005). Gourio, Francois.
In: Boston University - Department of Economics - Working Papers Series.
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Real Business Cycle Models: Past, Present and Future. (2005). .
In: Scandinavian Journal of Economics.
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Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?. (2005). Matheron, Julien ; FÃƒÂ¨ve, Patrick ; Dupaigne, Martial ; Feve, P..
In: Working papers.
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Equilibrium Investment and Asset Prices under Imperfect Corporate Control. (2005). Gorton, Gary ; Dow, James ; Krishnamurthy, Arvind.
In: American Economic Review.
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Asset Pricing with Delayed Consumption Decisions. (2004). Semmler, Willi ; Grne, Lars.
In: Computing in Economics and Finance 2004.
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Business Cycle Implications of Habit Formation. (2004). Nason, James ; Kano, Takashi.
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:175.
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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models. (2004). Ludvigson, Sydney ; Chen, Xiaohong.
In: 2004 Meeting Papers.
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Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
In: MPRA Paper.
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Consumption Commitments and Habit Formation. (2004). Szeidl, Adam ; Chetty, Raj.
In: NBER Working Papers.
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Fiscal Policy in the Aftermath of 9/11. (2004). Fisher, Jonas ; Eichenbaum, Martin.
In: NBER Working Papers.
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Why do Americans Work so Much More than Europeans?. (2004). Prescott, Edward.
In: NBER Working Papers.
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The Current Account and the Interest Differential in Canada. (2004). Normandin, Michel ; Boileau, Martin.
In: Cahiers de recherche.
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Deconstructing the Art of Central Banking. (2004). Bayoumi, Tamim ; Sgherri, Silvia.
In: IMF Working Papers.
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The Current Account and the Interest Differential In Canada. (2004). Normandin, Michel ; Boileau, Martin.
In: Cahiers de recherche.
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Inflation Inertia- THe Role of Multiple, Interacting Pricing Rigidities. (2004). Kumhof, Michael.
In: Working Papers.
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Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2004). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: Working Paper Series.
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Why do Americans work so much more than Europeans?. (2004). Prescott, Edward.
In: Quarterly Review.
RePEc:fip:fedmqr:y:2004:i:jul:p:2-13:n:v.28no.1.
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Firm-specific capital, nominal rigidities and the business cycle. (2004). LindÃƒÂ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
In: Working Paper Series.
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Fiscal policy in the aftermath of 9/11. (2004). Fisher, Jonas ; Eichenbaum, Martin.
In: Working Paper Series.
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Housing and the business cycle. (2004). Heathcote, Jonathan ; Davis, Morris.
In: Finance and Economics Discussion Series.
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Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies. (2004). Dennis, Richard.
In: Working Paper Series.
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Empirical and policy performance of a forward-looking monetary model. (2004). Williams, Noah ; Onatski, Alexei.
In: Proceedings.
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Taxes and the quality of capital. (2004). Goolsbee, Austan.
In: Journal of Public Economics.
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Fiscal shocks and their consequences. (2004). Fisher, Jonas ; Eichenbaum, Martin ; Burnside, Craig.
In: Journal of Economic Theory.
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The nominal theory of interest under habit formation: evidence for the U.S., 1959-2002. (2004). Mollick, Andre ; Faria, Joao.
In: The North American Journal of Economics and Finance.
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Asset returns in an endogenous growth model with incomplete markets. (2004). Wilson, Bonnie ; Krebs, Tom.
In: Journal of Economic Dynamics and Control.
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Technology Shocks Matter. (2004). Fisher, Jonas.
In: Econometric Society 2004 North American Winter Meetings.
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Business Cycle Implications of Habit Formation. (2004). Nason, James ; Kano, Takashi.
In: Econometric Society 2004 Far Eastern Meetings.
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Habit Persistence, Asset Returns, and the Business Cycle. (2001). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
In: American Economic Review.
RePEc:aea:aecrev:v:91:y:2001:i:1:p:149-166.
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Habit Persistence, Asset Returns, and the Business Cycle. (2001). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele. In: American Economic Review. RePEc:aea:aecrev:v:91:y:2001:i:1:p:149-166. Full description at Econpapers || Download paper

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Habit Persistence, Asset Returns, and the Business Cycle. (2001). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
In: American Economic Review.
RePEc:aea:aecrev:v:91:y:2001:i:1:p:149-166.
Full description at Econpapers || Download paper