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Volumn 39, Issue 2, 1997, Pages 145-172

The cyclical properties of consumption growth and the real term structure

Author keywords

General equilibrium; Term structure of interest rates

Indexed keywords


EID: 0031185191     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(97)00012-3     Document Type: Article
Times cited : (20)

References (21)
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  • 3
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  • 5
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  • 6
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    • Unpublished Ph.D. dissertation William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, New York
    • Chapman, D.A., 1992. Bond yields, returns, and aggregate activity, Unpublished Ph.D. dissertation William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, New York.
    • (1992) Bond Yields, Returns, and Aggregate Activity
    • Chapman, D.A.1
  • 7
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    • The cyclical behavior of the real term structure and consumption growth
    • William E. Simon Graduate School of Business, University of Rochester, Rochester, New York
    • Chapman, D.A., 1995. The cyclical behavior of the real term structure and consumption growth. Bradley Policy Center Working Paper FR 95-24 William E. Simon Graduate School of Business, University of Rochester, Rochester, New York.
    • (1995) Bradley Policy Center Working Paper FR 95-24
    • Chapman, D.A.1
  • 9
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    • Economic growth and business cycles
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    • Cooley, T.F., Prescott, E.C., 1995. Economic growth and business cycles. In: Cooley, T.F. (Ed.), Frontiers of Business Cycle Research. Princeton University Press, Princeton, pp. 1-38.
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    • Cooley, T.F.1    Prescott, E.C.2
  • 13
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    • Hall, R.E.1
  • 14
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    • The real term structure and consumption growth
    • Harvey, C.R., 1988. The real term structure and consumption growth. Journal of Financial Economics 22, 305-333.
    • (1988) Journal of Financial Economics , vol.22 , pp. 305-333
    • Harvey, C.R.1
  • 18
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    • The tax-adjusted yield curve
    • McCulloch, J.H., 1975. The tax-adjusted yield curve. Journal of Finance 30, 811-830.
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    • McCulloch, J.H.1
  • 19
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    • Working Paper No. 93-6. Economics Department, The Ohio State University, Columbus, Ohio
    • McCulloch, J.H., Kwon, H.-C., 1993. U.S. term structure data. Working Paper No. 93-6. Economics Department, The Ohio State University, Columbus, Ohio.
    • (1993) U.S. Term Structure Data
    • McCulloch, J.H.1    Kwon, H.-C.2
  • 21
    • 0001605083 scopus 로고
    • Asset pricing implications of equilibrium business cycle models
    • Cooley, T.F., (Ed.), Princeton University Press, Princeton
    • Rouwenhorst, K.G., 1995, Asset pricing implications of equilibrium business cycle models. In: Cooley, T.F., (Ed.), Frontiers of Business Cycle Research, Princeton University Press, Princeton, pp. 294-330.
    • (1995) Frontiers of Business Cycle Research , pp. 294-330
    • Rouwenhorst, K.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.