-
1
-
-
84993918887
-
Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders
-
September
-
Ackert, Lucy F., and Smith, Brian F. "Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders." J. Finance 48 (September 1993): 1147-60.
-
(1993)
J. Finance
, vol.48
, pp. 1147-1160
-
-
Ackert, L.F.1
Smith, B.F.2
-
2
-
-
0001261043
-
Risk Premiums in the Term Structure: Evidence from Artificial Economies
-
November
-
Backus, David K.; Gregory, Allan W.; and Zin, Stanley E. "Risk Premiums in the Term Structure: Evidence from Artificial Economies." J. Monetary Econ. 24 (November 1989): 371-99.
-
(1989)
J. Monetary Econ.
, vol.24
, pp. 371-399
-
-
Backus, D.K.1
Gregory, A.W.2
Zin, S.E.3
-
3
-
-
0002698496
-
Nonparametric Estimation of Structural Models for High-Frequency Currency Market Data
-
March-April
-
Bansal, Ravi; Gallant, A. Ronald; Hussey, Robert; and Tauchen, George. "Nonparametric Estimation of Structural Models for High-Frequency Currency Market Data." J. Econometrics 66 (March-April 1995): 251-87.
-
(1995)
J. Econometrics
, vol.66
, pp. 251-287
-
-
Bansal, R.1
Ronald, G.A.2
Hussey, R.3
Tauchen, G.4
-
5
-
-
0038673287
-
Integral Constraints and Aggregation in an Inventory Model of Money Demand
-
March
-
Barro, Robert J. "Integral Constraints and Aggregation in an Inventory Model of Money Demand." J. Finance 31 (March 1976): 77-88.
-
(1976)
J. Finance
, vol.31
, pp. 77-88
-
-
Barro, R.J.1
-
6
-
-
84963017835
-
The Transactions Demand for Cash: An Inventory Theoretic Approach
-
November
-
Baumol, William J. "The Transactions Demand for Cash: An Inventory Theoretic Approach." Q.J.E. 66 (November 1952): 545-56.
-
(1952)
Q.J.E.
, vol.66
, pp. 545-556
-
-
Baumol, W.J.1
-
7
-
-
38249005063
-
The Equity Premium and the Risk-Free Rate: Matching the Moments
-
February
-
Cecchetti, Stephen J.; Lam, Pok-sang; and Mark, Nelson C. "The Equity Premium and the Risk-Free Rate: Matching the Moments." J. Monetary Econ. 31 (February 1993): 21-45.
-
(1993)
J. Monetary Econ.
, vol.31
, pp. 21-45
-
-
Cecchetti, S.J.1
Lam, P.-S.2
Mark, N.C.3
-
8
-
-
0011507480
-
Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations
-
May
-
Cecchetti, Stephen J., and Mark, Nelson C. "Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations." A.E.R. Papers and Proc. 80 (May 1990): 48-51.
-
(1990)
A.E.R. Papers and Proc.
, vol.80
, pp. 48-51
-
-
Cecchetti, S.J.1
Mark, N.C.2
-
9
-
-
0002646438
-
Asset Pricing Explorations for Macroeconomics
-
edited by Olivier J. Blanchard and Stanley Fischer. Cambridge, Mass.: MIT Press
-
Cochrane, John H., and Hansen, Lars Peter. "Asset Pricing Explorations for Macroeconomics." In NBER Macroeconomics Annual 1992, edited by Olivier J. Blanchard and Stanley Fischer. Cambridge, Mass.: MIT Press, 1992.
-
(1992)
NBER Macroeconomics Annual 1992
-
-
Cochrane, J.H.1
Hansen, L.P.2
-
10
-
-
0039263438
-
Solving the Stochastic Growth Model by Policy-Function Iteration
-
January
-
Coleman, Wilbur John, II. "Solving the Stochastic Growth Model by Policy-Function Iteration." J. Bus. and Econ. Statis. 8 (January 1990): 27-29.
-
(1990)
J. Bus. and Econ. Statis.
, vol.8
, pp. 27-29
-
-
Coleman II, W.J.1
-
11
-
-
0029799741
-
Money and Output: A Test of Reverse Causation
-
March
-
_. "Money and Output: A Test of Reverse Causation." A.E.R. 86 (March 1996): 90-111.
-
(1996)
A.E.R.
, vol.86
, pp. 90-111
-
-
-
12
-
-
84935322716
-
Habit Formation: A Resolution of the Equity Premium Puzzle
-
June
-
Constantinides, George M. "Habit Formation: A Resolution of the Equity Premium Puzzle." J.P.E. 98 (June 1990): 519-43.
-
(1990)
J.P.E.
, vol.98
, pp. 519-543
-
-
Constantinides, G.M.1
-
15
-
-
38249040011
-
Modeling of the Term Struc-ture of Interest Rates under Non-separable Utility and Durability of Goods
-
September
-
Dunn, Kenneth B., and Singleton, Kenneth J. "Modeling of the Term Struc-ture of Interest Rates under Non-separable Utility and Durability of Goods." J. Financial Econ. 17 (September 1986): 27-55.
-
(1986)
J. Financial Econ.
, vol.17
, pp. 27-55
-
-
Dunn, K.B.1
Singleton, K.J.2
-
16
-
-
38249016161
-
'First-Order' Risk Aversion and the Equity Premium Puzzle
-
December
-
Epstein, Larry G., and Zin, Stanley E. "'First-Order' Risk Aversion and the Equity Premium Puzzle." J. Monetary Econ. 26 (December 1990): 387-407.
-
(1990)
J. Monetary Econ.
, vol.26
, pp. 387-407
-
-
Epstein, L.G.1
Zin, S.E.2
-
17
-
-
44249122821
-
Functional Equivalence between Liquidity Costs and the Utility of Money
-
March
-
Feenstra, Robert C. "Functional Equivalence between Liquidity Costs and the Utility of Money." J. Monetary Econ. 17 (March 1986): 271-91.
-
(1986)
J. Monetary Econ.
, vol.17
, pp. 271-291
-
-
Feenstra, R.C.1
-
18
-
-
0013503851
-
The Effects of Inflation on Real Interest Rates
-
December
-
Fried, Joel, and Howitt, Peter. "The Effects of Inflation on Real Interest Rates." A.E.R. 73 (December 1983): 968-80.
-
(1983)
A.E.R.
, vol.73
, pp. 968-980
-
-
Fried, J.1
Howitt, P.2
-
20
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
July
-
Hansen, Lars Peter. "Large Sample Properties of Generalized Method of Moments Estimators." Econometrica 50 (July 1982): 1029-54.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
21
-
-
84934563125
-
Implications of Security Market Data for Models of Dynamic Economies
-
April
-
Hansen, Lars Peter, and Jagannathan, Ravi. "Implications of Security Market Data for Models of Dynamic Economies." J.P.E. 99 (April 1991): 225-62.
-
(1991)
J.P.E.
, vol.99
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
22
-
-
85017108575
-
Generalized Intrumental Variables Estimation of Nonlinear Rational Expectations Models
-
September
-
Hansen, Lars Peter, and Singleton, Kenneth J. "Generalized Intrumental Variables Estimation of Nonlinear Rational Expectations Models." Econometrica 50 (September 1982): 1269-86.
-
(1982)
Econometrica
, vol.50
, pp. 1269-1286
-
-
Hansen, L.P.1
Singleton, K.J.2
-
23
-
-
84928438893
-
The Variability of Velocity in Cash-in-Advance Models
-
April
-
Hodrick, Robert J.; Kocherlakota, Narayana; and Lucas, Deborah. "The Variability of Velocity in Cash-in-Advance Models." J.P.E. 99 (April 1991): 358-84.
-
(1991)
J.P.E.
, vol.99
, pp. 358-384
-
-
Hodrick, R.J.1
Kocherlakota, N.2
Lucas, D.3
-
24
-
-
0000781833
-
Expectations and Volatility of Consumption and Asset Returns
-
Kandel, Shmuel, and Stambaugh, Robert F. "Expectations and Volatility of Consumption and Asset Returns." Rev. Financial Studies 3, no. 2 (1990): 207-32.
-
(1990)
Rev. Financial Studies
, vol.3
, Issue.2
, pp. 207-232
-
-
Kandel, S.1
Stambaugh, R.F.2
-
25
-
-
0000688290
-
Money, Credit, and Prices in a Real Business Cycle
-
June
-
King, Robert G., and Plosser, Charles I. "Money, Credit, and Prices in a Real Business Cycle." A.E.R. 74 (June 1984): 363-80.
-
(1984)
A.E.R.
, vol.74
, pp. 363-380
-
-
King, R.G.1
Plosser, C.I.2
-
27
-
-
0001843717
-
The Present-Value Relation: Tests Based on Implied Variance Bounds
-
May
-
LeRoy, Stephen F., and Porter, Richard D. "The Present-Value Relation: Tests Based on Implied Variance Bounds." Econometrica 49 (May 1981): 555-74.
-
(1981)
Econometrica
, vol.49
, pp. 555-574
-
-
LeRoy, S.F.1
Porter, R.D.2
-
28
-
-
0001292183
-
Money and Interest in a Cash-in-Advance Economy
-
May
-
Lucas, Robert E., Jr., and Stokey, Nancy L. "Money and Interest in a Cash-in-Advance Economy." Econometrica 55 (May 1987): 491-513.
-
(1987)
Econometrica
, vol.55
, pp. 491-513
-
-
Lucas Jr., R.E.1
Stokey, N.L.2
-
29
-
-
49049129227
-
The Role of Overlapping-Generations Models in Monetary Economics
-
Spring
-
McCallum, Bennett T. "The Role of Overlapping-Generations Models in Monetary Economics." Carnegie-Rochester Conf. Ser. Public Policy 18 (Spring 1983): 9-44.
-
(1983)
Carnegie-Rochester Conf. Ser. Public Policy
, vol.18
, pp. 9-44
-
-
McCallum, B.T.1
-
30
-
-
84977732134
-
Inflation and Asset Returns in a Monetary Economy
-
September
-
Marshall, David A. "Inflation and Asset Returns in a Monetary Economy." J. Finance 47 (September 1992): 1315-42.
-
(1992)
J. Finance
, vol.47
, pp. 1315-1342
-
-
Marshall, D.A.1
-
31
-
-
46549099071
-
The Equity Premium: A Puzzle
-
March
-
Mehra, Rajnish, and Prescott, Edward C. "The Equity Premium: A Puzzle." J. Monetary Econ. 15 (March 1985): 145-61.
-
(1985)
J. Monetary Econ.
, vol.15
, pp. 145-161
-
-
Mehra, R.1
Prescott, E.C.2
-
32
-
-
45149137336
-
What Does the Term Structure Tell Us about Future Inflation?
-
January
-
Mishkin, Frederic S. "What Does the Term Structure Tell Us about Future Inflation?" J. Monetary Econ. 25 (January 1990): 77-95.
-
(1990)
J. Monetary Econ.
, vol.25
, pp. 77-95
-
-
Mishkin, F.S.1
-
33
-
-
0009090004
-
Modeling the Disaggregated Demands for M2 and M1: The U.S. Experience in the 1980s
-
edited by Peter Hooper et al. Washington: Board Governors, Fed. Reserve System
-
Moore, George R.; Porter, Richard D.; and Small, David H. "Modeling the Disaggregated Demands for M2 and M1: The U.S. Experience in the 1980s." In Financial Sectors in Open Economies: Empirical Analysis and Policy Issues, edited by Peter Hooper et al. Washington: Board Governors, Fed. Reserve System, 1990.
-
(1990)
Financial Sectors in Open Economies: Empirical Analysis and Policy Issues
-
-
Moore, G.R.1
Porter, R.D.2
Small, D.H.3
-
35
-
-
0039026371
-
Money in the Utility Function: An Empirical Implementation
-
edited by William A. Barnett and Kenneth J. Singleton. Cambridge: Cambridge Univ. Press
-
Poterba, James M., and Rotemberg, Julio J. "Money in the Utility Function: An Empirical Implementation." In New Approaches to Monetary Economics, edited by William A. Barnett and Kenneth J. Singleton. Cambridge: Cambridge Univ. Press, 1987.
-
(1987)
New Approaches to Monetary Economics
-
-
Poterba, J.M.1
Rotemberg, J.J.2
-
36
-
-
0002485533
-
A Multiple Means-of-Payment Model
-
edited by William A. Barnett and Kenneth J. Singleton. Cambridge: Cambridge Univ. Press
-
Prescott, Edward C. "A Multiple Means-of-Payment Model." In New Approaches to Monetary Economics, edited by William A. Barnett and Kenneth J. Singleton. Cambridge: Cambridge Univ. Press, 1987.
-
(1987)
New Approaches to Monetary Economics
-
-
Prescott, E.C.1
-
37
-
-
0000893807
-
Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?
-
June
-
Shiller, Robert J. "Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?" A.E.R. 71 (June 1981): 421-36.
-
(1981)
A.E.R.
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
38
-
-
0003538072
-
-
Cambridge, Mass.: Harvard Univ. Press
-
Stokey, Nancy L.; Lucas, Robert E., Jr.; and Prescott, Edward C. Recursive Methods in Economic Dynamics. Cambridge, Mass.: Harvard Univ. Press, 1989.
-
(1989)
Recursive Methods in Economic Dynamics
-
-
Stokey, N.L.1
Lucas Jr., R.E.2
Prescott, E.C.3
-
39
-
-
0001651125
-
The Interest-Elasticity of Transactions Demand for Cash
-
August
-
Tobin, James. "The Interest-Elasticity of Transactions Demand for Cash." Rev. Econ. and Statis. 38 (August 1956): 241-47.
-
(1956)
Rev. Econ. and Statis.
, vol.38
, pp. 241-247
-
-
Tobin, J.1
-
40
-
-
0011475993
-
An Essay on Principles of Debt Management
-
by William Fellner et al. Englewood Cliffs, N.J.: Prentice-Hall (for Comm. Money and Credit)
-
_. "An Essay on Principles of Debt Management." In Fiscal and Debt Management Policies, by William Fellner et al. Englewood Cliffs, N.J.: Prentice-Hall (for Comm. Money and Credit), 1963.
-
(1963)
Fiscal and Debt Management Policies
-
-
|