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Volumn 97, Issue 2, 2007, Pages 239-243

Explaining asset prices with external habits and wage rigidities in a DSGE model

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EID: 34547267082     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.97.2.239     Document Type: Conference Paper
Times cited : (97)

References (14)
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  • 3
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  • 4
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    • Campbell, J.Y.1    Cochrane, J.H.2
  • 5
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    • A Parsimonious Macro-economic Model for Asset Pricing: Habit Formation or Cross-Sectional Heterogeneity?
    • Unpublished
    • Guvenen, M. Fatih. 2003. "A Parsimonious Macro-economic Model for Asset Pricing: Habit Formation or Cross-Sectional Heterogeneity?" Unpublished.
    • (2003)
    • Guvenen, M.F.1
  • 6
    • 20444400894 scopus 로고    scopus 로고
    • Employment Fluctuations with Equilibrium Wage Stickiness
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    • (2005) American Economic Review , vol.95 , Issue.1 , pp. 50-65
    • Hall, R.E.1
  • 7
    • 0000278184 scopus 로고    scopus 로고
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    • Jermann1    Urban, J.2
  • 8
    • 0035533762 scopus 로고    scopus 로고
    • Asymptotic Methods for Asset Market Equilibrium Analysis
    • Judd, Kenneth L., and Sy-Ming Guu. 2001. "Asymptotic Methods for Asset Market Equilibrium Analysis." Economic Theory, 18(1): 127-57.
    • (2001) Economic Theory , vol.18 , Issue.1 , pp. 127-157
    • Judd, K.L.1    Guu, S.2
  • 9
    • 0002764773 scopus 로고    scopus 로고
    • Can Habit Formation Be Reconciled with Business Cycle Facts?
    • Lettau, Martin, and Harald Uhlig. 2000. "Can Habit Formation Be Reconciled with Business Cycle Facts?" Review of Economic Dynamics, 3(1): 79-99.
    • (2000) Review of Economic Dynamics , vol.3 , Issue.1 , pp. 79-99
    • Lettau, M.1    Uhlig, H.2
  • 10
    • 0036004795 scopus 로고    scopus 로고
    • The Sharpe Ratio and Preferences: A Parametric Approach
    • Lettau, Martin, and Harald Uhlig. 2002. "The Sharpe Ratio and Preferences: A Parametric Approach." Macroeconomic Dynamics, 6(2): 242-65.
    • (2002) Macroeconomic Dynamics , vol.6 , Issue.2 , pp. 242-265
    • Lettau, M.1    Uhlig, H.2
  • 11
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    • Tax Policy and Aggregate Demand Management under Catching Up with the Joneses
    • Ljungqvist, Lars, and Harald Uhlig. 2000. "Tax Policy and Aggregate Demand Management under Catching Up with the Joneses." American Economic Review, 90(3): 356-66.
    • (2000) American Economic Review , vol.90 , Issue.3 , pp. 356-366
    • Ljungqvist, L.1    Uhlig, H.2
  • 12
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    • The Cyclical Behavior of Equilibrium Unemployment and Vacancies
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  • 13
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    • Macroeconomics and Asset Markets: Some Mutual Implications
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    • Uhlig, Harald. 2005. "Macroeconomics and Asset Markets: Some Mutual Implications." Unpublished.
    • (2005)
    • Uhlig, H.1


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