-
1
-
-
0003007882
-
Asset pricing under habit formation and catching up with the Joneses
-
Abel A. Asset pricing under habit formation and catching up with the Joneses. American Economic Review. 80:1990;38-42.
-
(1990)
American Economic Review
, vol.80
, pp. 38-42
-
-
Abel, A.1
-
2
-
-
0001918323
-
Risk premia and term premia in general equilibrium
-
Abel A. Risk premia and term premia in general equilibrium. Journal of Monetary Economics. 43:1999;3-34.
-
(1999)
Journal of Monetary Economics
, vol.43
, pp. 3-34
-
-
Abel, A.1
-
4
-
-
0037596892
-
Measuring business cycles: Approximate band-pass filters for economic time series
-
Baxter M., King R.G. Measuring business cycles. approximate band-pass filters for economic time series Review of Economics and Statistics. 81:1999;575-593.
-
(1999)
Review of Economics and Statistics
, vol.81
, pp. 575-593
-
-
Baxter, M.1
King, R.G.2
-
7
-
-
0005840126
-
-
Working paper, University of Pennsylvania
-
Benhabib, J., Perli, R., Sakellaris, P., 1998. Persistence of business cycles in multisector RBC models. Working paper, University of Pennsylvania.
-
(1998)
Persistence of Business Cycles in Multisector RBC Models
-
-
Benhabib, J.1
Perli, R.2
Sakellaris, P.3
-
8
-
-
84936146987
-
Homework in macroeconomics: Household production and aggregate fluctuations
-
Benhabib J., Rogerson R., Wright R. Homework in macroeconomics. household production and aggregate fluctuations Journal of Political Economy. 99:1991;1166-1187.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 1166-1187
-
-
Benhabib, J.1
Rogerson, R.2
Wright, R.3
-
9
-
-
0040948218
-
-
Working paper, Northwestern University
-
Boldrin, M., Christiano, L.J., Fisher, J.D.M., 1995. Asset pricing lessons for modeling business cycles. Working paper, Northwestern University.
-
(1995)
Asset Pricing Lessons for Modeling Business Cycles
-
-
Boldrin, M.1
Christiano, L.J.2
Fisher, J.D.M.3
-
11
-
-
0000893136
-
Factor hoarding and the propagation of business cycle shocks
-
Burnside C., Eichenbaum M. Factor hoarding and the propagation of business cycle shocks. American Economic Review. 86:1996;1154-1174.
-
(1996)
American Economic Review
, vol.86
, pp. 1154-1174
-
-
Burnside, C.1
Eichenbaum, M.2
-
12
-
-
77956771554
-
Asset prices, consumption and the business cycle
-
In: Taylor, J.B., Woodford, M. (Eds.), Ch. 19. North-Holland, Amsterdam
-
Campbell, J.Y., 1998. Asset prices, consumption and the business cycle. In: Taylor, J.B., Woodford, M. (Eds.), Handbook of Macroeconomics, Vol. 1C, Ch. 19. North-Holland, Amsterdam.
-
(1998)
Handbook of Macroeconomics
, vol.1 C
-
-
Campbell, J.Y.1
-
13
-
-
0032771542
-
By force of habit: A consumption-based explanation of aggregate stock market behavior
-
Campbell J.Y., Cochrane J.H. By force of habit. a consumption-based explanation of aggregate stock market behavior Journal of Political Economy. 107:1999;205-251.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
15
-
-
0030492729
-
Markov chain monte carlo simulation methods in econometrics
-
Chib S., Greenberg E. Markov chain monte carlo simulation methods in econometrics. Econometric Theory. 12:1996;409-431.
-
(1996)
Econometric Theory
, vol.12
, pp. 409-431
-
-
Chib, S.1
Greenberg, E.2
-
17
-
-
0001534728
-
Output dynamics in real-business-cycle models
-
Cogley T., Nason J.M. Output dynamics in real-business-cycle models. American Economic Review. 85:1995;492-511.
-
(1995)
American Economic Review
, vol.85
, pp. 492-511
-
-
Cogley, T.1
Nason, J.M.2
-
18
-
-
0040382317
-
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research
-
Cogley T., Nason J.M. Effects of the Hodrick-Prescott filter on trend and difference stationary time series. implications for business cycle research Journal of Economic Dynamics and Control. 19:1995;253-278.
-
(1995)
Journal of Economic Dynamics and Control
, vol.19
, pp. 253-278
-
-
Cogley, T.1
Nason, J.M.2
-
19
-
-
84935322716
-
Habit formation: A resolution of the equity premium puzzle
-
Constantinides G.M. Habit formation. a resolution of the equity premium puzzle Journal of Political Economy. 98:1990;519-543.
-
(1990)
Journal of Political Economy
, vol.98
, pp. 519-543
-
-
Constantinides, G.M.1
-
21
-
-
0031234562
-
Dynamic complementarities: A quantitative analysis
-
Cooper R., Johri A. Dynamic complementarities. a quantitative analysis Journal of Monetary Economics. 40:1996;97-120.
-
(1996)
Journal of Monetary Economics
, vol.40
, pp. 97-120
-
-
Cooper, R.1
Johri, A.2
-
23
-
-
0012595209
-
-
Manuscript, University of Iowa
-
DeJong, D.N., Ingram, B.F., Wen, Y., Whiteman, C.H., 1997. Cyclical implications of the variable utilization of physical and human capital. Manuscript, University of Iowa.
-
(1997)
Cyclical Implications of the Variable Utilization of Physical and Human Capital
-
-
DeJong, D.N.1
Ingram, B.F.2
Wen, Y.3
Whiteman, C.H.4
-
24
-
-
0040360753
-
Keynesian impulses versus solow residuals: Identifying sources of business cycle fluctuations
-
DeJong D.N., Ingram B.F., Whiteman C.H. Keynesian impulses versus solow residuals. identifying sources of business cycle fluctuations Journal of Applied Econometrics. 15:2000;311-329.
-
(2000)
Journal of Applied Econometrics
, vol.15
, pp. 311-329
-
-
DeJong, D.N.1
Ingram, B.F.2
Whiteman, C.H.3
-
26
-
-
0001889872
-
Risk preferences and the welfare cost of business cycles
-
Dolmas J. Risk preferences and the welfare cost of business cycles. Review of Economic Dynamics. 1:1998;646-676.
-
(1998)
Review of Economic Dynamics
, vol.1
, pp. 646-676
-
-
Dolmas, J.1
-
27
-
-
84959823198
-
A time-series analysis of representative agent models of consumption and leisure choice under uncertainty
-
Eichenbaum M., Hansen L.P., Singleton K. A time-series analysis of representative agent models of consumption and leisure choice under uncertainty. Quarterly Journal of Economics. 103:1988;51-78.
-
(1988)
Quarterly Journal of Economics
, vol.103
, pp. 51-78
-
-
Eichenbaum, M.1
Hansen, L.P.2
Singleton, K.3
-
28
-
-
0001667705
-
Bayesian inference in econometric models using Monte Carlo integration
-
Geweke J. Bayesian inference in econometric models using Monte Carlo integration. Econometrica. 57:1989;1317-1339.
-
(1989)
Econometrica
, vol.57
, pp. 1317-1339
-
-
Geweke, J.1
-
29
-
-
0001403586
-
Posterior simulators in econometrics
-
D. Kreps, Wallis K.F. Cambridge: Cambridge University Press
-
Geweke J. Posterior simulators in econometrics. Kreps D., Wallis K.F. Advances in Economics and Econometrics: Theory and Applications. Vol. III:1997;128-165 Cambridge University Press, Cambridge.
-
(1997)
Advances in Economics and Econometrics: Theory and Applications
, vol.3
, pp. 128-165
-
-
Geweke, J.1
-
30
-
-
0000811115
-
Investment, capacity utilization, and the real business cycle
-
Greenwood J., Hercowitz Z., Huffman G. Investment, capacity utilization, and the real business cycle. American Economic Review. 78:1988;402-417.
-
(1988)
American Economic Review
, vol.78
, pp. 402-417
-
-
Greenwood, J.1
Hercowitz, Z.2
Huffman, G.3
-
31
-
-
33751189676
-
Indivisible labor and the business cycle
-
Hansen G. Indivisible labor and the business cycle. Journal of Monetary Economics. 16:1985;309-328.
-
(1985)
Journal of Monetary Economics
, vol.16
, pp. 309-328
-
-
Hansen, G.1
-
32
-
-
0000900299
-
An empirical investigation of asset pricing with temporally dependent preference specifications
-
Heaton J. An empirical investigation of asset pricing with temporally dependent preference specifications. Econometrica. 63:1995;681-717.
-
(1995)
Econometrica
, vol.63
, pp. 681-717
-
-
Heaton, J.1
-
33
-
-
0011040969
-
The role of intratemporal adjustment costs in a multisector economy
-
Huffman G., Wynne M.A. The role of intratemporal adjustment costs in a multisector economy. Journal of Monetary Economics. 43:1999;317-350.
-
(1999)
Journal of Monetary Economics
, vol.43
, pp. 317-350
-
-
Huffman, G.1
Wynne, M.A.2
-
34
-
-
0000278184
-
Asset pricing in production economies
-
Jermann U. Asset pricing in production economies. Journal of Monetary Economics. 41:1998;257-276.
-
(1998)
Journal of Monetary Economics
, vol.41
, pp. 257-276
-
-
Jermann, U.1
-
36
-
-
0002423168
-
Resuscitating real business cycles
-
In: Taylor, J.B., Woodford, M. (Eds.), Ch. 14. North-Holland, Amsterdam
-
King, R.G., Rebelo, S.T., 2000. Resuscitating real business cycles. In: Taylor, J.B., Woodford, M. (Eds.), Handbook of Macroeconomics, Vol. 1B, Ch. 14. North-Holland, Amsterdam.
-
(2000)
Handbook of Macroeconomics
, vol.1 B
-
-
King, R.G.1
Rebelo, S.T.2
-
37
-
-
0001235164
-
Using the generalized Schur form to solve a system of linear expectational difference equations
-
Klein O. Using the generalized Schur form to solve a system of linear expectational difference equations. Journal of Economic Dynamics and Control. 24:2000;1405-1423.
-
(2000)
Journal of Economic Dynamics and Control
, vol.24
, pp. 1405-1423
-
-
Klein, O.1
-
38
-
-
0001519332
-
Time to build and aggregate fluctuations
-
Kydland F., Prescott E.C. Time to build and aggregate fluctuations. Econometrica. 50:1982;1345-1370.
-
(1982)
Econometrica
, vol.50
, pp. 1345-1370
-
-
Kydland, F.1
Prescott, E.C.2
-
39
-
-
0002764773
-
Can Habit Formation be Reconciled with Business Cycle Facts?
-
Lettau M., Uhlig H. Can Habit Formation be Reconciled with Business Cycle Facts? Review of Economic Dynamics. 3:2000;79-99.
-
(2000)
Review of Economic Dynamics
, vol.3
, pp. 79-99
-
-
Lettau, M.1
Uhlig, H.2
-
42
-
-
38149146016
-
The macroeconomic effects of distortionary taxation
-
McGrattan E.R. The macroeconomic effects of distortionary taxation. Journal of Monetary Economics. 33:1994;573-601.
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 573-601
-
-
McGrattan, E.R.1
-
43
-
-
0001392746
-
Evaluating risky consumption paths: The role of intertemporal substitutability
-
Obstfeld M. Evaluating risky consumption paths. the role of intertemporal substitutability European Economic Review. 38:1994;1471-1486.
-
(1994)
European Economic Review
, vol.38
, pp. 1471-1486
-
-
Obstfeld, M.1
-
45
-
-
0005458192
-
-
Working paper, University of Iowa
-
Otrok, C., Ravikumar, B., Whiteman, C.H., 2000. Habit formation: a resolution to the equity premium puzzle? Working paper, University of Iowa.
-
(2000)
Habit Formation: A Resolution to the Equity Premium Puzzle?
-
-
Otrok, C.1
Ravikumar, B.2
Whiteman, C.H.3
-
46
-
-
0030306166
-
Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences
-
Pemberton J. Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences. Economics Letters. 50:1996;387-392.
-
(1996)
Economics Letters
, vol.50
, pp. 387-392
-
-
Pemberton, J.1
-
47
-
-
0002071777
-
Human capital formation and business cycle persistence
-
Perli R., Sakellaris P. Human capital formation and business cycle persistence. Journal of Monetary Economics. 42:1998;67-92.
-
(1998)
Journal of Monetary Economics
, vol.42
, pp. 67-92
-
-
Perli, R.1
Sakellaris, P.2
-
48
-
-
0000575845
-
Cross-country evidence on the link between volatility and growth
-
Ramey G., Ramey V. Cross-country evidence on the link between volatility and growth. American Economic Review. 85:1995;1138-1151.
-
(1995)
American Economic Review
, vol.85
, pp. 1138-1151
-
-
Ramey, G.1
Ramey, V.2
-
49
-
-
34147175261
-
Indivisible labor, lotteries and equilibrium
-
Rogerson R. Indivisible labor, lotteries and equilibrium. Journal of Monetary Economics. 21:1988;3-16.
-
(1988)
Journal of Monetary Economics
, vol.21
, pp. 3-16
-
-
Rogerson, R.1
-
50
-
-
0029800061
-
Real-business-cycle models and the forecastable movements in output, hours and consumption
-
Rotemberg J.J., Woodford M. Real-business-cycle models and the forecastable movements in output, hours and consumption. American Economic Review. 86:1996;71-89.
-
(1996)
American Economic Review
, vol.86
, pp. 71-89
-
-
Rotemberg, J.J.1
Woodford, M.2
-
51
-
-
0001225657
-
Time to build and aggregate fluctuations
-
Rouwenhorst K. Time to build and aggregate fluctuations. Journal of Monetary Economics. 27:1991;241-254.
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 241-254
-
-
Rouwenhorst, K.1
-
54
-
-
0000576595
-
Markov chains for exploring posterior distributions
-
Tierney L. Markov chains for exploring posterior distributions. The Annals of Statistics. 22:1994;1701-1762.
-
(1994)
The Annals of Statistics
, vol.22
, pp. 1701-1762
-
-
Tierney, L.1
-
55
-
-
0012399003
-
Welfare gains from international risk sharing
-
Van Wincoop E. Welfare gains from international risk sharing. Journal of Monetary Economics. 34:1994;175-200.
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 175-200
-
-
Van Wincoop, E.1
-
56
-
-
85055297484
-
Measures of fit for calibrated models
-
Watson M. Measures of fit for calibrated models. Journal of Political Economy. 101:1993;1011-1041.
-
(1993)
Journal of Political Economy
, vol.101
, pp. 1011-1041
-
-
Watson, M.1
-
59
-
-
0001259255
-
Can a real business cycle model pass the Watson test?
-
Wen Y. Can a real business cycle model pass the Watson test? Journal of Monetary Economics. 42:1998;185-203.
-
(1998)
Journal of Monetary Economics
, vol.42
, pp. 185-203
-
-
Wen, Y.1
|