Comment

NBER Macroeconomics Annual

Volumn 21, Issue , 2006, Pages 443-457

  Benigno, Pierpaolo ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34250895492     PISSN: 08893365     EISSN: None     Source Type: Book Series    
DOI: None     Document Type: Note

References (15)

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2. Backus, David, and Stanley Zin. 1993. "Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates." Journal of Money, Credit and Banking 25: 681-700.
3. Campbell, John. 1999. "Asset Prices, Consumption, and the Business Cycle." In John Taylor and Michael Woodford, eds., Handbook of Macroeconomics Vol. 1. North-Holland, Amsterdam.
4. Campbell, John, and John Cochrane. 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior." Journal of Political Economy 107: 205-251.
5. Campbell, John, and Luis Viceira. 2002. Strategic Asset Allocation. New York: Oxford University Press.
6. Cochrane, John. 2006. "Financial Markets and the Real Economy." Unpublished manuscript, GSB Chicago University.
7. Dai, Qiang, and Kenneth Singleton. 2003. "Term Structure Dynamics in Theory and Reality." Review of Financial Studies 16(3): 631-678.
8. Epstein, Larry G., and Stanley E. Zin. 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework." Econometrica 57(4): 937-969.
9. Gallmeyer, Michael, Burton Hollifield, and Stanley Zin. 2005. "Taylor Rules, McCallum Rules, and the Term Structure of Interest Rates." Journal of Monetary Economics 52(5): 921-950.
10. Hansen, Lars, and Thomas Sargent. 2006. Robustness. Unpublished manuscript, Univ. of Chicago and New York University.
11. Kreps, David M., and Evan L. Porteus. 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory." Econometrica 46(1): 185-200.
12. Mayoral, Laura, and Lola Gadea. 2005. "The Persistence of Inflation in OECD Countries." The International Journal of Central Banking 4.
13. Restoy, Fernando, and Philippe Weil. 2004. "Approximate Equilibrium Asset Prices." Unpublished manuscript, ULB.
14. Tallarini, T. D. 2000. "Risk-Sensitive Real Business Cycle." Journal of Monetary Economics 45: 507-532.
15. Weil, Philippe. 1989. "The Equity Premium Puzzle and the Risk-Free Rate Puzzle." Journal of Monetary Economics 24: 401-421.