-
1
-
-
0001469868
-
On the covariance structure of earnings and hours changes
-
March
-
Abowd, John M., and David Card. 1989. "On the Covariance Structure of Earnings and Hours Changes." Econometrica 57 (March): 411-45.
-
(1989)
Econometrica
, vol.57
, pp. 411-445
-
-
Abowd, J.M.1
Card, D.2
-
2
-
-
0035642059
-
Quantitative asset pricing implications of endogenous solvency constraints
-
Winter
-
Alvarez, Fernando, and Urban J. Jermann. 2001. "Quantitative Asset Pricing Implications of Endogenous Solvency Constraints." Rev. Financial Studies 14 (Winter): 1117-51.
-
(2001)
Rev. Financial Studies
, vol.14
, pp. 1117-1151
-
-
Alvarez, F.1
Jermann, U.J.2
-
4
-
-
84977364496
-
Agency costs, net worth, and business fluctuations
-
March
-
Bernanke, Ben, and Mark Gertler. 1989. "Agency Costs, Net Worth, and Business Fluctuations." A.E.R. 79 (March): 14-31.
-
(1989)
A.E.R.
, vol.79
, pp. 14-31
-
-
Bernanke, B.1
Gertler, M.2
-
5
-
-
0030486204
-
Is job turnover countercyclical?
-
October
-
Boeri, Tito. 1996. "Is Job Turnover Countercyclical?" J. Labor Econ. 14 (October): 603-25.
-
(1996)
J. Labor Econ.
, vol.14
, pp. 603-625
-
-
Boeri, T.1
-
6
-
-
0036693732
-
Asset pricing with heterogeneous consumers and limited participation: Empirical evidence
-
August
-
Brav, Alon, George M. Constantinides, and Christopher C. Geczy. 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence." J.P.E. 110 (August): 793-824.
-
(2002)
J.P.E.
, vol.110
, pp. 793-824
-
-
Brav, A.1
Constantinides, G.M.2
Geczy, C.C.3
-
7
-
-
0000265401
-
The cleansing effect of recessions
-
December
-
Caballero, Ricardo J., and Mohamad L. Hammour. 1994. "The Cleansing Effect of Recessions." A.E.R. 84 (December): 1350-68.
-
(1994)
A.E.R.
, vol.84
, pp. 1350-1368
-
-
Caballero, R.J.1
Hammour, M.L.2
-
8
-
-
0000829544
-
Agency costs, net worth, and business fluctuations: A computable general equilibrium analysis
-
December
-
Carlstrom, Charles T., and Timothy S. Fuerst. 1997. "Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis." A.E.R. 87 (December): 893-910.
-
(1997)
A.E.R.
, vol.87
, pp. 893-910
-
-
Carlstrom, C.T.1
Fuerst, T.S.2
-
9
-
-
0038969196
-
Buffer-stock saving and the life cycle/permanent income hypothesis
-
February
-
Carroll, Christopher D. 1997. "Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis." Q.J.E. 112 (February): 1-55.
-
(1997)
Q.J.E.
, vol.112
, pp. 1-55
-
-
Carroll, C.D.1
-
10
-
-
0031232423
-
The nature of precautionary wealth
-
September
-
Carroll, Christopher D., and Andrew A. Samwick. 1997. "The Nature of Precautionary Wealth." J. Monetary Econ. 40 (September): 41-71.
-
(1997)
J. Monetary Econ.
, vol.40
, pp. 41-71
-
-
Carroll, C.D.1
Samwick, A.A.2
-
11
-
-
0036205601
-
Idiosyncratic risk and the equity premium: Evidence from the consumer expenditure survey
-
March
-
Cogley, Timothy. 2002. "Idiosyncratic Risk and the Equity Premium: Evidence from the Consumer Expenditure Survey." J. Monetary Econ. 49 (March): 309-34.
-
(2002)
J. Monetary Econ.
, vol.49
, pp. 309-334
-
-
Cogley, T.1
-
12
-
-
0001691088
-
Asset pricing with heterogeneous consumers
-
April
-
Constantinides, George M., and Darrell Duffie. 1996. "Asset Pricing with Heterogeneous Consumers." J.P.E. 104 (April): 219-40.
-
(1996)
J.P.E.
, vol.104
, pp. 219-240
-
-
Constantinides, G.M.1
Duffie, D.2
-
14
-
-
84960599683
-
Gross job creation, gross job destruction, and employment reallocation
-
August
-
Davis, Steven J., and John C. Haltiwanger. 1992. "Gross Job Creation, Gross Job Destruction, and Employment Reallocation." Q.J.E. 107 (August): 819-63.
-
(1992)
Q.J.E.
, vol.107
, pp. 819-863
-
-
Davis, S.J.1
Haltiwanger, J.C.2
-
15
-
-
0028588795
-
Intertemporal choice and inequality
-
June
-
Deaton, Angus, and Christina Paxson. 1994. "Intertemporal Choice and Inequality." J.P.E. 102 (June): 437-67.
-
(1994)
J.P.E.
, vol.102
, pp. 437-467
-
-
Deaton, A.1
Paxson, C.2
-
16
-
-
0040250393
-
Trend employment growth and the bunching of job creation and destruction
-
August
-
Foote, Christopher L. 1998. "Trend Employment Growth and the Bunching of Job Creation and Destruction." Q.J.E. 113 (August): 809-34.
-
(1998)
Q.J.E.
, vol.113
, pp. 809-834
-
-
Foote, C.L.1
-
18
-
-
0036219398
-
Consumption over the life cycle
-
January
-
Gourinchas, Pierre-Olivier, and Jonathan A. Parker. 2002. "Consumption over the Life Cycle." Econometrica 70 (January): 47-89.
-
(2002)
Econometrica
, vol.70
, pp. 47-89
-
-
Gourinchas, P.-O.1
Parker, J.A.2
-
19
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
June
-
Heaton, John, and Deborah J. Lucas. 1996. "Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing." J.P.E. 104 (June): 443-87.
-
(1996)
J.P.E.
, vol.104
, pp. 443-487
-
-
Heaton, J.1
Lucas, D.J.2
-
20
-
-
43949150550
-
The importance of precautionary motives in explaining individual and aggregate saving
-
June
-
Hubbard, R. Glenn, Jonathan Skinner, and Stephen P. Zeldes. 1994. "The Importance of Precautionary Motives in Explaining Individual and Aggregate Saving." Carnegie-Rochester Conf. Ser. Public Policy 40 (June): 59-125.
-
(1994)
Carnegie-Rochester Conf. Ser. Public Policy
, vol.40
, pp. 59-125
-
-
Hubbard, R.G.1
Skinner, J.2
Zeldes, S.P.3
-
22
-
-
0037677759
-
Human capital risk and economic growth
-
May
-
Krebs, Tom. 2003. "Human Capital Risk and Economic Growth." Q.J.E. 118 (May): 709-44.
-
(2003)
Q.J.E.
, vol.118
, pp. 709-744
-
-
Krebs, T.1
-
23
-
-
0031374315
-
Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns
-
Krusell, Per, and Anthony A. Smith, Jr. 1997. "Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns." Macroeconomic Dynamics 1 (2): 387-422.
-
(1997)
Macroeconomic Dynamics
, vol.1
, Issue.2
, pp. 387-422
-
-
Krusell, P.1
Smith Jr., A.A.2
-
24
-
-
0004961208
-
On the welfare effects of eliminating business cycles
-
January
-
Krusell, Per, and Anthony A. Smith, Jr. 1999. "On the Welfare Effects of Eliminating Business Cycles." Rev. Econ. Dynamics 2 (January): 245-72.
-
(1999)
Rev. Econ. Dynamics
, vol.2
, pp. 245-272
-
-
Krusell, P.1
Smith Jr., A.A.2
-
25
-
-
0001378029
-
Asset pricing with undiversifiable risk and short sales constraints: Deepening the equity premium puzzle
-
December
-
Lucas, Deborah J. 1994. "Asset Pricing with Undiversifiable Risk and Short Sales Constraints: Deepening the Equity Premium Puzzle." J. Monetary Econ. 34 (December): 325-41.
-
(1994)
J. Monetary Econ.
, vol.34
, pp. 325-341
-
-
Lucas, D.J.1
-
27
-
-
0002216440
-
The use of time series processes to model the error structure of earnings in a longitudinal data analysis
-
January
-
MaCurdy, Thomas E. 1982. "The Use of Time Series Processes to Model the Error Structure of Earnings in a Longitudinal Data Analysis." J. Econometrics 18 (January): 83-114.
-
(1982)
J. Econometrics
, vol.18
, pp. 83-114
-
-
MaCurdy, T.E.1
-
28
-
-
0000339532
-
The equity premium and the concentration of aggregate shocks
-
September
-
Mankiw, N. Gregory. 1986. "The Equity Premium and the Concentration of Aggregate Shocks." J. Financial Econ. 17 (September): 211-19.
-
(1986)
J. Financial Econ.
, vol.17
, pp. 211-219
-
-
Mankiw, N.G.1
-
29
-
-
0033459338
-
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
-
June
-
Marcet, Albert, and Kenneth J. Singleton. 1999. "Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints." Macroeconomic Dynamics 3 (June): 243-77.
-
(1999)
Macroeconomic Dynamics
, vol.3
, pp. 243-277
-
-
Marcet, A.1
Singleton, K.J.2
-
30
-
-
0344658157
-
Generalized method of moments: Econometric applications
-
Handbook of Statistics, edited by G. S Maddala, C. R. Rao, and H. D. Vinod. Amsterdam: Elsevier Sci
-
Ogaki, Masao. 1993. "Generalized Method of Moments: Econometric Applications." In Econometrics, Handbook of Statistics, vol. 11, edited by G. S Maddala, C. R. Rao, and H. D. Vinod. Amsterdam: Elsevier Sci.
-
(1993)
Econometrics
, vol.11
-
-
Ogaki, M.1
-
32
-
-
0043289866
-
Incomplete consumption risk sharing and currency risk premiums
-
Fall
-
Sarkissian, Sergei. 2003. "Incomplete Consumption Risk Sharing and Currency Risk Premiums." Rev. Financial Studies 16 (Fall): 983-1005.
-
(2003)
Rev. Financial Studies
, vol.16
, pp. 983-1005
-
-
Sarkissian, S.1
-
34
-
-
0035015538
-
The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
-
June
-
Storesletten, Kjetil, Chris I. Telmer, and Amir Yaron. 2001b. "The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk." European Econ. Rev. 45 (June): 1311-39.
-
(2001)
European Econ. Rev.
, vol.45
, pp. 1311-1339
-
-
Storesletten, K.1
Telmer, C.I.2
Yaron, A.3
-
36
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
May
-
White, Halbert. 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity." Econometrica 48 (May): 817-38.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|