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Habit Persistence and Durability in Aggregate Consumption: Empirical Tests. (1991). Ferson, Wayne ; Constantinides, George.
In: NBER Working Papers.
RePEc:nbr:nberwo:3631.

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  82. Export- and Import-Specific Habit Formation. (2009). Ikeda, Shinsuke.
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  92. Aggregate stock market behavior and investors low risk aversion. (2008). Li, George .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:7:p:2349-2369.

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  93. Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns. (2007). Schrimpf, Andreas ; Grammig, Joachim.
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  94. Monetary policy in high inflation open economies: evidence from Israel and Turkey. (2007). Mohsin, Mohammed ; Mallick, Sushanta.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:4:p:405-415.

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  95. 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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  96. OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY. (2007). Anatolyev, Stanislav.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:1:p:143-173.

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  97. Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns. (2006). Schrimpf, Andreas ; Grammig, Joachim.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:4616.

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  98. Demand shocks and economic fluctuations. (2006). Wen, Yi.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-011.

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  99. A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

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  100. The transition to a new inflation rate in models with habit formation. (2006). Michelis, Leo ; Mansoorian, Arman.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:1:p:56-60.

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  101. Demand shocks and economic fluctuations. (2006). Wen, Yi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:3:p:378-383.

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  102. Information, habits, and consumption behavior: evidence from micro data. (2006). Pistaferri, Luigi ; Kuismanen, Mika .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006572.

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  103. A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?. (2005). Guvenen, Fatih.
    In: Finance.
    RePEc:wpa:wuwpfi:0507009.

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  104. Money, capital, and real liquidity effects with habit formation. (2005). Mansoorian, Arman ; Michelis, Leo.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:38:y:2005:i:2:p:430-453.

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  105. Keeping Up with the Joneses: Evidence from Micro Data. (2005). Ravina, Enrichetta .
    In: 2005 Meeting Papers.
    RePEc:red:sed005:557.

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  106. Consumption Commitments: Neoclassical Foundations for Habit Formation. (2005). Szeidl, Adam ; Chetty, Raj.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:122.

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  107. Habit Persistence, Money Growth Rule and Real Indeterminacy. (2005). Fève, Patrick ; Collard, Fabrice ; Auray, Stéphane.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:1:p:48-67.

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  108. Cash-Flow Risk, Discount Risk, and the Value Premium. (2005). Veronesi, Pietro ; Santos, Tano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11816.

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  109. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
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  110. Real Exchange Rate and Consumption Fluctuations following Trade Liberalization. (2005). Jonsson, Kristian .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0187.

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  111. Real Exchange Rate and Consumption Fluctuations following Trade Liberalization. (2005). Jonsson, Kristian .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0568.

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  112. By force of demand: explaining international comovements and the saving-investment correlation puzzle. (2005). Wen, Yi.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-043.

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  113. Direct Preference Wealth in Aggregate Household Portfolios. (2005). St-Amour, Pascal.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp136.

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  114. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth. (2005). Jermann, Urban ; Alvarez, Fernando.
    In: Econometrica.
    RePEc:ecm:emetrp:v:73:y:2005:i:6:p:1977-2016.

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  115. Explaining The Equity Risk Premium. (2005). Minford, A. Patrick ; Lungu, Laurian.
    In: CEPR Discussion Papers.
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  116. Option Pricing Kernels and the ICAPM. (2005). Brennan, Michael ; Xia, Yihong ; Liu, Xiaoquan .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt4d90p8ss.

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  117. CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK*. (2005). Sherif, Mo ; Hyde, Stuart.
    In: Manchester School.
    RePEc:bla:manchs:v:73:y:2005:i:3:p:343-363.

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  118. The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature. (2005). Merella, Vincenzo ; Satchell, Steve.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0525.

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  119. Optimal Instruments in Time Series: A Survey. (2005). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:abo:neswpt:w0069.

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  120. Habits, Sentiment and Predictable Income in the Dynamics of Aggregate Consumption. (2004). Sommer, Martin.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0408004.

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  121. Exploring consumption-based asset pricing model with stochastic-trend forcing processes. (2004). Wirjanto, Tony.
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:14:p:1591-1597.

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  122. Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate. (2004). Allais, Olivier.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:2:p:265-296.

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  123. A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence. (2004). Flavin, Marjorie ; Nakagawa, Shinobu .
    In: NBER Working Papers.
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  124. Conditional Betas. (2004). Veronesi, Pietro ; Santos, Tano.
    In: NBER Working Papers.
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  125. Habit persistence and the marginal propensity to consume in Japan. (2004). Pagano, Patrizio.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:18:y:2004:i:3:p:316-329.

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  126. Corporate earnings and the equity premium. (2004). Piazzesi, Monika ; Longstaff, Francis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:3:p:401-421.

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  127. 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.
    RePEc:eee:ecofin:v:15:y:2004:i:3:p:333-354.

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  128. Deep Habits. (2004). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Ravn, Morten.
    In: CEPR Discussion Papers.
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  129. Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data. (2004). Robe, Michel ; Pallage, Stephane ; Jacobs, Kris.
    In: CIRANO Working Papers.
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  130. Ratchet vs Blasé Investors and Asset Markets. (2004). St-Amour, Pascal.
    In: CIRANO Working Papers.
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  131. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei .
    In: Working Papers.
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  132. Consistent High-Frequency Calibration. (2003). Huang, Kevin ; Aadland, David.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0211007.

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  133. Keeping up with the Joneses: An international asset pricing model. (2003). Zapatero, Fernando ; Priestly, Richard ; Gomez, Juan-Pedro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:694.

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  134. Consistent High-Frequency Calibration. (2003). Huang, Kevin ; Aadland, David ; KevinX. D. Huang, ; Kevin x. d. Huang, ; Kevin X. D. Huang, .
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:172.

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  135. A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
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  136. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:729-766.

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  137. Cointégration fractionnaire entre la consommation et le revenu. (2003). Mignon, Valérie ; Lardic, Sandrine .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2003_num_158_2_6907.

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  138. Some Remarks on the Evolution of Risk Preferences. (2003). Schlesinger, Harris.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:28:y:2003:i:2:p:101-104.

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  139. The Equity Premium in Retrospect. (2003). Prescott, Edward ; Mehra, Rajnish.
    In: NBER Working Papers.
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  140. Corporate Earnings and the Equity Premium. (2003). Piazzesi, Monika ; Longstaff, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10054.

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  141. Durable goods, habits, time preference, and exchange rates. (2003). Neaime, Simon ; Mansoorian, Arman.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:14:y:2003:i:1:p:115-130.

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  142. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3868.

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  143. Consumer preferences and the reliability of Euler equation tests of capital mobility: some simulation-based evidence. (2002). Pierdzioch, Christian ; Döpke, Jörg ; Buch, Claudia ; Doepke, Joerg .
    In: Kiel Working Papers.
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  144. Consistent High-Frequency Calibration. (2002). Huang, Kevin ; Aadland, David.
    In: Working Papers.
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  145. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). Teppa, F ; Alessie, R. J. M., .
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  146. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). alessie, rob ; Alessie, R. J. M., ; Teppa, F..
    In: Discussion Paper.
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  147. Habits And Durability In Consumption And The Effects Of Exchange Rate Policies. (2002). Neaime, Simon ; Mansoorian, Arman.
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:2:p:97-114.

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  148. The Time Series of the Cross Section of Asset Prices. (2002). Menzly, Lior ; Santos, Tano ; Veronesi, Pietro.
    In: NBER Working Papers.
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  149. Consumption and saving with habit formation and durability. (2002). Smith, William T..
    In: Economics Letters.
    RePEc:eee:ecolet:v:75:y:2002:i:3:p:369-375.

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  150. Rational habit modification in consumption. (2002). Olekalns, Nilss ; Messinis, George ; Henry, Ólan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:19:y:2002:i:4:p:665-678.

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  151. Precautionary Savings and Wealth Distribution Under Habit Formation Preferences. (2002). Ríos-Rull, José-Víctor ; Pijoan-Mas, Josep ; Díaz, Antonia ; Diaz, Antonia.
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  152. Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns. (2002). Wang, Kevin Q. ; Jacobs, Kris.
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  153. The Rate of Risk Aversion May Be Lower Than You Think. (2002). Jacobs, Kris.
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  154. Rational Asset Prices. (2002). .
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    RePEc:bla:jfinan:v:57:y:2002:i:4:p:1567-1591.

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  155. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
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  156. Expected Returns and Habit Persistence.. (2001). Li, Yuming.
    In: Review of Financial Studies.
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  157. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices. (2001). Kogan, Leonid ; Chan, Yeung Lewis.
    In: NBER Working Papers.
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  158. The Size of the Permanent Component of Asset Pricing Kernels. (2001). Jermann, Urban ; Alvarez, Fernando.
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  159. Mean reversion in asset returns and time non-separable preferences. (2001). Zemcik, Petr.
    In: International Review of Economics & Finance.
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  160. Stock price volatility and equity premium. (2001). Brennan, Michael ; Xia, Yihong .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:47:y:2001:i:2:p:249-283.

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  161. Generalized spectral estimation of the consumption-based asset pricing model. (2001). Berkowitz, Jeremy .
    In: Journal of Econometrics.
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  162. Habit formation in a monetary growth model. (2001). Faria, Joao.
    In: Economics Letters.
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  163. Consumption-leisure choice with habit formation. (2001). Seckin, Aylin.
    In: Economics Letters.
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  164. The Size of the Permanent Component of Asset Pricing Kernels. (2001). Jermann, Urban ; Alvarez, Fernando.
    In: Working Papers.
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  165. Estimating Nonseparable Preference Specifications for Asset Market Participants. (2001). Jacobs, Kris.
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  166. Una Revisión del Comportamientoy de los Determinantes del Ahorro en el Mundo. (2001). Servén, Luis ; Schmidt-Hebbel, Klaus ; Loayza, Norman.
    In: Working Papers Central Bank of Chile.
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  167. Consumption Externalities, Habit Formation, and Equilibrium Efficiency. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
    In: UFAE and IAE Working Papers.
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  168. Asset Pricing at the Millennium. (2000). Campbell, John.
    In: NBER Working Papers.
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  169. Asset Pricing Puzzles: Evidence from Options Markets. (2000). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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  170. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Staff Report.
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  171. Nonparametric risk management and implied risk aversion. (2000). Lo, Andrew ; Ait-Sahalia, Yacine.
    In: Journal of Econometrics.
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  172. Habit Formation: A Kind of Prudence?. (2000). Seckin, Aylin .
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  173. Modelling Risk Premiums in Equity and Foreign Exchange Markets. (2000). Garcia, René ; Kichian, Maral.
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  174. Explaining the Poor Performance of Consumption-Based Asset Pricing Models. (1999). Cochrane, John ; Campbell, John.
    In: NBER Working Papers.
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  175. Rational Habit Modification: the Role of Credit.. (1999). Olekalns, Nilss ; Messinis, George ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
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  176. Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM. (1999). Whiteman, Charles ; Neely, Christopher ; Roy, Amlan .
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  177. Habits, costly investment, and current account dynamics. (1999). Ikeda, Shinsuke ; Gombi, Ichiro.
    In: Journal of International Economics.
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  178. Intertemporal substitution in public and private consumption -- long-run evidence from the US and the UK. (1999). van Dalen, Hendrik.
    In: Economic Modelling.
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  179. Where is the Market Going? Uncertain Facts and Novel Theories. (1998). Cochrane, John.
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  180. Time-series implications of the permanent income hypothesis on durable goods consumption. (1998). Cho, Sung Won.
    In: ISU General Staff Papers.
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  181. Habits and durability in consumption, and the dynamics of the current account. (1998). Mansoorian, Arman.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:44:y:1998:i:1:p:69-82.

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  182. Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan. (1998). Hamori, Shigeyuki.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:15:y:1998:i:2:p:217-235.

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  183. How forecastable is consumption growth? New evidence on the Hall random walk hypothesis. (1997). Viard, Alan.
    In: Applied Economics.
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  184. Habit persistence and asset returns in an exchange economy. (1997). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Working Paper Series, Macroeconomic Issues.
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  185. Where is the market going? Uncertain facts and novel theories. (1997). Cochrane, John.
    In: Economic Perspectives.
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  186. An empirical investigation of asset pricing models using Japanese stock market data. (1997). Naka, Atsuyuki ; Bakshi, Gurdip S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:1:p:81-112.

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  187. Japanese stock returns and investment: A test of production-based asset pricing model. (1997). Hori, Keiichi.
    In: Japan and the World Economy.
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  188. Stock Price Volatility, Learning, and the Equity Premium. (1997). Brennan, Michael ; Xia, Yihong .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3zw2w634.

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  189. Habits and Durability in Consumption, and the Dynamics of the Current Account. (1996). Mansoorian, Arman.
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  190. Consumption and the Stock Market: Interpreting International Experience. (1996). Campbell, John.
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  191. Seasonal Solow residuals and Christmas: a case for labor hoarding and increasing returns. (1996). Evans, Charles ; Braun, R..
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  192. Econometric evaluation of asset pricing models. (1996). Jagannathan, Ravi ; Ferson, Wayne.
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  193. Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data. (1996). Ogaki, Masao ; Atkeson, Andrew.
    In: Journal of Monetary Economics.
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  194. Unconventional preferences: do they explain foreign exchange risk premia?. (1996). Sibert, Anne.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:15:y:1996:i:1:p:149-165.

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