-
1
-
-
21844504524
-
Uninsured idiosyncratic risk and aggregate saving
-
Aiyagari, S.R., 1994. Uninsured idiosyncratic risk and aggregate saving. Quarterly Journal of Economics 109, 659-684
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 659-684
-
-
Aiyagari, S.R.1
-
2
-
-
44949278227
-
Asset returns with transactions costs and uninsured individual risk
-
Aiyagari, S.R., Gertler, M., 1991. Asset returns with transactions costs and uninsured individual risk. Journal of Monetary Economics 27, 311-332
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 311-332
-
-
Aiyagari, S.R.1
Gertler, M.2
-
3
-
-
0030527404
-
The financial accelerator and the flight to quality
-
Bernanke, B., Gertler, M., Gilchrist, S., 1996. The financial accelerator and the flight to quality. Review of Economics and Statistics 78, 1-15
-
(1996)
Review of Economics and Statistics
, vol.78
, pp. 1-15
-
-
Bernanke, B.1
Gertler, M.2
Gilchrist, S.3
-
4
-
-
0030370039
-
On the concavity of the consumption function
-
Carroll, C.D., Kimball, M.S., 1996. On the concavity of the consumption function. Econometrica 64, 981-992
-
(1996)
Econometrica
, vol.64
, pp. 981-992
-
-
Carroll, C.D.1
Kimball, M.S.2
-
5
-
-
0001517908
-
Saving and liquidity constraints
-
Deaton, A., 1991. Saving and liquidity constraints. Econometrica 59, 1221-1248
-
(1991)
Econometrica
, vol.59
, pp. 1221-1248
-
-
Deaton, A.1
-
6
-
-
0030507889
-
Heterogeneity, aggregate uncertainty, and the short-term interest rate
-
Den Haan, W.J., 1996. Heterogeneity, aggregate uncertainty, and the short-term interest rate. Journal of Business and Economic Statistics 14, 399-411
-
(1996)
Journal of Business and Economic Statistics
, vol.14
, pp. 399-411
-
-
Den Haan, W.J.1
-
7
-
-
0031352533
-
Solving dynamic models with aggregate shocks and heterogeneous agents
-
Den Haan, W.J., 1997. Solving dynamic models with aggregate shocks and heterogeneous agents. Macroeconomic Dynamics 1, 355-386
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 355-386
-
-
Den Haan, W.J.1
-
8
-
-
0001409117
-
Stationary markov equilibria
-
Duffie, D., Geanakoplos, J., Mas-Colell, A., McLennan, A., 1994. Stationary markov equilibria. Econometrica 62, 745-782
-
(1994)
Econometrica
, vol.62
, pp. 745-782
-
-
Duffie, D.1
Geanakoplos, J.2
Mas-Colell, A.3
McLennan, A.4
-
9
-
-
0031354891
-
Solving large-scale rational-expectations models
-
Gaspar, J., Judd, K.L., 1997. Solving large-scale rational-expectations models. Macroeconomic Dynamics 1, 45-75
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 45-75
-
-
Gaspar, J.1
Judd, K.L.2
-
10
-
-
38249013007
-
The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
-
Heaton, J., Lucas, D.J., 1992. The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model. Journal of Economic Dynamics and Control 6, 601-620
-
(1992)
Journal of Economic Dynamics and Control
, vol.6
, pp. 601-620
-
-
Heaton, J.1
Lucas, D.J.2
-
11
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
Heaton, J., Lucas, D.J., 1996. Evaluating the effects of incomplete markets on risk sharing and asset pricing. Journal of Political Economy 104, 433-487
-
(1996)
Journal of Political Economy
, vol.104
, pp. 433-487
-
-
Heaton, J.1
Lucas, D.J.2
-
12
-
-
0001621898
-
Credit rationing
-
Friedman, B.M., Hahn, F.H. (Eds.), Amsterdam, North-Holland
-
Jaffee, D., Stiglitz, J., 1990. Credit rationing. In: Friedman, B.M., Hahn, F.H. (Eds.), Handbook of Monetary Economics, Vol. 1. Amsterdam, North-Holland, pp. 838-888
-
(1990)
Handbook of Monetary Economics
, vol.1
, pp. 838-888
-
-
Jaffee, D.1
Stiglitz, J.2
-
13
-
-
0007042693
-
-
Manuscript, Hoover Institution, Stanford University, Stanford
-
Judd, K.L., Kubler, F., Schmedders, K., 1998. Incomplete markets with heterogeneous tastes and idiosyncratic income. Manuscript, Hoover Institution, Stanford University, Stanford
-
(1998)
Incomplete Markets with Heterogeneous Tastes and Idiosyncratic Income
-
-
Judd, K.L.1
Kubler, F.2
Schmedders, K.3
-
14
-
-
0031374315
-
Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns
-
Krusell, P., Smith Jr., A.A., 1997. Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns. Macroeconomic Dynamics 1, 387-422
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 387-422
-
-
Krusell, P.1
Smith, A.A.2
-
15
-
-
0032451887
-
Income and wealth heterogeneity in the macroeconomy
-
Krusell, P., Smith Jr., A.A., 1998. Income and wealth heterogeneity in the macroeconomy. Journal of Political Economy 106, 867-896
-
(1998)
Journal of Political Economy
, vol.106
, pp. 867-896
-
-
Krusell, P.1
Smith, A.A.2
-
16
-
-
38249024909
-
Infinite horizon equilibrium with incomplete markets
-
Levine, D.K., 1989. Infinite horizon equilibrium with incomplete markets. Journal of Mathematical Economics 18, 357-376
-
(1989)
Journal of Mathematical Economics
, vol.18
, pp. 357-376
-
-
Levine, D.K.1
-
17
-
-
0030523758
-
Debt constraints and equilibrium in infinite horizon economies with incomplete markets
-
Levine, D.K., Zame, W.R., 1993. Debt constraints and equilibrium in infinite horizon economies with incomplete markets. Journal of Mathematical Economics 26, 103-131
-
(1993)
Journal of Mathematical Economics
, vol.26
, pp. 103-131
-
-
Levine, D.K.1
Zame, W.R.2
-
18
-
-
0001378029
-
Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle
-
Lucas, D.J., 1994. Asset pricing with undiversifiable income risk and short sales constraints: deepening the equity premium puzzle. Journal of Monetary Economics 34, 325-342
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 325-342
-
-
Lucas, D.J.1
-
19
-
-
0001304778
-
Infinite horizon incomplete markets
-
Magill, M., Quinzii, M., 1994. Infinite horizon incomplete markets. Econometrica 62, 853-880
-
(1994)
Econometrica
, vol.62
, pp. 853-880
-
-
Magill, M.1
Quinzii, M.2
-
20
-
-
0033459338
-
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
-
Marcet, A., Singleton, K.J., 1999. Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints. Macroeconomic Dynamics 3, 243-277
-
(1999)
Macroeconomic Dynamics
, vol.3
, pp. 243-277
-
-
Marcet, A.1
Singleton, K.J.2
-
21
-
-
0029195923
-
Individual income, incomplete information, and aggregate consumption
-
Pischke, J.-S., 1995. Individual income, incomplete information, and aggregate consumption. Econometrica 63, 805-840
-
(1995)
Econometrica
, vol.63
, pp. 805-840
-
-
Pischke, J.-S.1
-
22
-
-
0001598420
-
Life-cycle economies and aggregate fluctuations
-
Rios-Rull, J.-V., 1996. Life-cycle economies and aggregate fluctuations. Review of Economic Studies 63, 465-490
-
(1996)
Review of Economic Studies
, vol.63
, pp. 465-490
-
-
Rios-Rull, J.-V.1
-
24
-
-
0039095262
-
Asset-pricing puzzles with undiversifiable labor income risk
-
Telmer, C.I., 1993. Asset-pricing puzzles with undiversifiable labor income risk. Journal of Finance 48, 1803-1832
-
(1993)
Journal of Finance
, vol.48
, pp. 1803-1832
-
-
Telmer, C.I.1
-
25
-
-
0001274830
-
Dynamic insurance with private information and balanced budgets
-
Wang, C., 1995. Dynamic insurance with private information and balanced budgets. Review of Economic Studies 62, 577-596
-
(1995)
Review of Economic Studies
, vol.62
, pp. 577-596
-
-
Wang, C.1
-
26
-
-
0000836115
-
Equilibrium asset prices with undiversifiable labor income risk
-
Weil, P., 1992. Equilibrium asset prices with undiversifiable labor income risk. Journal of Economic Dynamics and Control 6, 769-790
-
(1992)
Journal of Economic Dynamics and Control
, vol.6
, pp. 769-790
-
-
Weil, P.1
-
27
-
-
0041778746
-
Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
-
forthcoming
-
Zhang, H.H., 2000. Explaining bond returns in heterogeneous agent models: the importance of higher-order moments, Journal of Economic Dynamics and Control, forthcoming
-
(2000)
Journal of Economic Dynamics and Control
-
-
Zhang, H.H.1
|