-
1
-
-
0036198935
-
An Exploration of the Effects of Pessimism and Doubt on Asset Returns
-
Abel, Andrew B. 2002. "An Exploration of the Effects of Pessimism and Doubt on Asset Returns." Journal of Economic Dynamics and Control, 26(7-8): 1075-92.
-
(2002)
Journal of Economic Dynamics and Control
, vol.26
, Issue.7-8
, pp. 1075-1092
-
-
Abel, A.B.1
-
2
-
-
77957229596
-
A Quartet of Semi-groups for Model Specification, Robustness, Prices of Risk, and Model Detection
-
Andersen, Evan W., Lars Peter Hansen, and Thomas J. Sargent. 2003. "A Quartet of Semi-groups for Model Specification, Robustness, Prices of Risk, and Model Detection." Journal of the European Economic Association, 1(1): 68-123.
-
(2003)
Journal of the European Economic Association
, vol.1
, Issue.1
, pp. 68-123
-
-
Andersen, E.W.1
Peter Hansen, L.2
Sargent, T.J.3
-
3
-
-
23944484942
-
Consumption, Dividends, and the Cross Section of Equity Returns
-
Bansal, Ravi, Robert F. Dittmar, and Christian T. Lundblad. 2005. "Consumption, Dividends, and the Cross Section of Equity Returns." Journal of Finance, 60(4): 1639-72.
-
(2005)
Journal of Finance
, vol.60
, Issue.4
, pp. 1639-1672
-
-
Bansal, R.1
Dittmar, R.F.2
Lundblad, C.T.3
-
4
-
-
4344674622
-
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
-
Bansal, Ravi, and Amir Yaron. 2004. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles." Journal of Finance, 59(4): 1481-1509.
-
(2004)
Journal of Finance
, vol.59
, Issue.4
, pp. 1481-1509
-
-
Bansal, R.1
Yaron, A.2
-
5
-
-
0001530193
-
Learning, Estimation, and the Stability of Rational Expectations
-
Bray, Margaret. 1982. "Learning, Estimation, and the Stability of Rational Expectations." Journal of Economic Theory, 26(2): 318-39.
-
(1982)
Journal of Economic Theory
, vol.26
, Issue.2
, pp. 318-339
-
-
Bray, M.1
-
6
-
-
85006637466
-
Rational Learning and Rational Expectations
-
ed. George R. Feiwel, New York: New York University Press
-
Bray, Margaret, and David M. Kreps. 1987. "Rational Learning and Rational Expectations." In Arrow and the Ascent of Modern Economic Theory, ed. George R. Feiwel, 597-625. New York: New York University Press.
-
(1987)
Arrow and the Ascent of Modern Economic Theory
, pp. 597-625
-
-
Bray, M.1
Kreps, D.M.2
-
7
-
-
0036104673
-
Robustness and Pricing with Uncertain Growth
-
Cagetti, Marco, Lars Peter Hansen, Thomas J. Sargent, and Noah Williams. 2002. "Robustness and Pricing with Uncertain Growth." Review of Financial Studies, 15(2): 363-404.
-
(2002)
Review of Financial Studies
, vol.15
, Issue.2
, pp. 363-404
-
-
Cagetti, M.1
Peter Hansen, L.2
Sargent, T.J.3
Williams, N.4
-
8
-
-
0000735805
-
Understanding Risk and Return
-
Campbell, John Y. 1996. "Understanding Risk and Return." Journal of Political Economy, 104(2): 298-345.
-
(1996)
Journal of Political Economy
, vol.104
, Issue.2
, pp. 298-345
-
-
Campbell, J.Y.1
-
9
-
-
0032771542
-
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
-
Campbell, John Y., and John H. Cochrane. 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior." Journal of Political Economy, 107(2): 205-51.
-
(1999)
Journal of Political Economy
, vol.107
, Issue.2
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
10
-
-
84977717068
-
Stock Prices, Earnings, and Expected Dividends
-
Campbell, John Y., and Robert J. Shiller. 1988. "Stock Prices, Earnings, and Expected Dividends." Journal of Finance, 43(3): 661-76.
-
(1988)
Journal of Finance
, vol.43
, Issue.3
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
11
-
-
16244386207
-
Bad Beta, Good Beta
-
Campbell, John Y., and Tuomo Vuolteenaho. 2004. "Bad Beta, Good Beta." American Economic Review, 94(5): 1249-75.
-
(2004)
American Economic Review
, vol.94
, Issue.5
, pp. 1249-1275
-
-
Campbell, J.Y.1
Vuolteenaho, T.2
-
12
-
-
0000013018
-
-
Cecchetti, Stephen G., Pok-sang Lam, and Nelson C. Mark. 2000. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? American Economic Review, 90(4): 787-805.
-
Cecchetti, Stephen G., Pok-sang Lam, and Nelson C. Mark. 2000. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?" American Economic Review, 90(4): 787-805.
-
-
-
-
13
-
-
0011807465
-
Non-parametric Adaptive Learning with Feedback
-
Chen, Xiaohong, and Halbert White. 1998. "Non-parametric Adaptive Learning with Feedback." Journal of Economic Theory, 82(1): 190-222.
-
(1998)
Journal of Economic Theory
, vol.82
, Issue.1
, pp. 190-222
-
-
Chen, X.1
White, H.2
-
14
-
-
0000182415
-
A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the Sum of Observations
-
Chernoff, Herman. 1952. "A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the Sum of Observations." Annals of Mathematical Statistics, 23: 493-507.
-
(1952)
Annals of Mathematical Statistics
, vol.23
, pp. 493-507
-
-
Chernoff, H.1
-
15
-
-
72449139607
-
Investor Information, Long-Run Risk, and the Duration of Risky Assets
-
Unpublished
-
Croce, Mariano M., Martin Lettau, and Sydney C. Ludvigson. 2006. "Investor Information, Long-Run Risk, and the Duration of Risky Assets." Unpublished.
-
(2006)
-
-
Croce, M.M.1
Lettau, M.2
Ludvigson, S.C.3
-
16
-
-
0001193101
-
Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations
-
Cumby, Robert E., John Huizinga, and Maurice Obstfeld. 1983. "Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations." Journal of Econometrics, 21(3): 333-55.
-
(1983)
Journal of Econometrics
, vol.21
, Issue.3
, pp. 333-355
-
-
Cumby, R.E.1
Huizinga, J.2
Obstfeld, M.3
-
17
-
-
0031312301
-
Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility
-
David, Alexander. 1997. "Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility." Journal of Financial and Quantitative Analysis, 32(4): 427-62.
-
(1997)
Journal of Financial and Quantitative Analysis
, vol.32
, Issue.4
, pp. 427-462
-
-
David, A.1
-
18
-
-
0001143199
-
Stochastic Differential Utility
-
Duffie, Darrell, and Larry G. Epstein. 1992. "Stochastic Differential Utility." Econometrica, 60(2): 353-94.
-
(1992)
Econometrica
, vol.60
, Issue.2
, pp. 353-394
-
-
Duffie, D.1
Epstein, L.G.2
-
20
-
-
0013065421
-
Learning under Ambiguity
-
Unpublished
-
Epstein, Larry G., and Martin Schneider. 2006. "Learning under Ambiguity." Unpublished.
-
(2006)
-
-
Epstein, L.G.1
Schneider, M.2
-
21
-
-
0000842941
-
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
-
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): 937-69.
-
(1989)
Econometrica
, vol.57
, Issue.4
, pp. 937-969
-
-
Epstein, L.G.1
Zin, S.E.2
-
23
-
-
0035635831
-
A Note on Some Limitations of CRRA Utility
-
Geweke, John. 2001. "A Note on Some Limitations of CRRA Utility." Economics Letters, 71(3): 341-45.
-
(2001)
Economics Letters
, vol.71
, Issue.3
, pp. 341-345
-
-
Geweke, J.1
-
24
-
-
0001534103
-
A Test of the Efficiency of a Given Portfolio
-
Gibbons, Michael R., Stephen A. Ross, and Jay Shanken. 1989. "A Test of the Efficiency of a Given Portfolio." Econometrica, 57(5): 1121-52.
-
(1989)
Econometrica
, vol.57
, Issue.5
, pp. 1121-1152
-
-
Gibbons, M.R.1
Ross, S.A.2
Shanken, J.3
-
25
-
-
0001266334
-
Maxmin Expected Utility with Non-Unique Prior
-
Gilboa, Itzhak, and David Schmeidler. 1989. "Maxmin Expected Utility with Non-Unique Prior." Journal of Mathematical Economics, 18(2): 141-53.
-
(1989)
Journal of Mathematical Economics
, vol.18
, Issue.2
, pp. 141-153
-
-
Gilboa, I.1
Schmeidler, D.2
-
26
-
-
0001342006
-
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
-
Hamilton, James D. 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle." Econometrica, 57(2): 357-84.
-
(1989)
Econometrica
, vol.57
, Issue.2
, pp. 357-384
-
-
Hamilton, J.D.1
-
27
-
-
34547296042
-
-
Hansen, Lars Peter. 1982. Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4): 1029-54.
-
Hansen, Lars Peter. 1982. "Large Sample Properties of Generalized Method of Moments Estimators." Econometrica, 50(4): 1029-54.
-
-
-
-
28
-
-
34547275390
-
-
Hansen, Lars Peter, John C. Heaton, Junghoon Lee, and Nikolai Roussanov. Forthcoming. Risk Aversion and Intertemporal Substitution. In Handbook of Econometrics, ed. James J. Heckman. Amsterdam: Elsevier Science, North-Holland.
-
Hansen, Lars Peter, John C. Heaton, Junghoon Lee, and Nikolai Roussanov. Forthcoming. "Risk Aversion and Intertemporal Substitution." In Handbook of Econometrics, ed. James J. Heckman. Amsterdam: Elsevier Science, North-Holland.
-
-
-
-
29
-
-
33947160407
-
Consumption Strikes Back? Measuring Long-Run Risk
-
Unpublished
-
Hansen, Lars Peter, John C. Heaton, and Nan Li. 2006. "Consumption Strikes Back? Measuring Long-Run Risk." Unpublished.
-
(2006)
-
-
Hansen, L.P.1
Heaton, J.C.2
Li, N.3
-
30
-
-
84934563125
-
Implications of Security Market Data for Models of Dynamic Economies
-
Hansen, Lars Peter, and Ravi Jagannathan. 1991. "Implications of Security Market Data for Models of Dynamic Economies." Journal of Political Economy, 99(2): 225-62.
-
(1991)
Journal of Political Economy
, vol.99
, Issue.2
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
31
-
-
0000089498
-
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
-
Hansen, Lars Peter, and Scott F. Richard. 1987. "The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models." Econometrica, 55(3): 587-613.
-
(1987)
Econometrica
, vol.55
, Issue.3
, pp. 587-613
-
-
Hansen, L.P.1
Richard, S.F.2
-
32
-
-
0003271764
-
Time Series Implications of Present Value Budget Balance and of Martingale Models of Consumption and Taxes
-
ed. Lars Peter Hansen and Thomas J. Sargent, Boulder, CO: Westview Press
-
Hansen, Lars Peter, William Robards, and Thomas J. Sargent. 1991. "Time Series Implications of Present Value Budget Balance and of Martingale Models of Consumption and Taxes." In Rational Expectations Econometrics, ed. Lars Peter Hansen and Thomas J. Sargent, 121-61. Boulder, CO: Westview Press.
-
(1991)
Rational Expectations Econometrics
, pp. 121-161
-
-
Hansen, L.P.1
Robards, W.2
Sargent, T.J.3
-
33
-
-
0010942106
-
Formulating and Estimating Dynamic Linear Rational Expectations Models
-
Hansen, Lars Peter, and Thomas J. Sargent. 1980. "Formulating and Estimating Dynamic Linear Rational Expectations Models." Journal of Economic Dynamics and Control, 2(1): 7-46.
-
(1980)
Journal of Economic Dynamics and Control
, vol.2
, Issue.1
, pp. 7-46
-
-
Hansen, L.P.1
Sargent, T.J.2
-
34
-
-
0003219962
-
Exact Linear Rational Expectations Models: Specification and Estimation
-
ed. Lars Peter Hansen and Thomas J. Sargent, Boulder, CO: Westview Press
-
Hansen, Lars Peter, and Thomas J. Sargent. 1991. "Exact Linear Rational Expectations Models: Specification and Estimation." In Rational Expectations Econometrics, ed. Lars Peter Hansen and Thomas J. Sargent, 45-76. Boulder, CO: Westview Press.
-
(1991)
Rational Expectations Econometrics
, pp. 45-76
-
-
Hansen, L.P.1
Sargent, T.J.2
-
35
-
-
34547262102
-
Fragile Beliefs and Price of Model Uncertainty
-
Unpublished
-
Hansen, Lars Peter, and Thomas J. Sargent. 2006. "Fragile Beliefs and Price of Model Uncertainty." Unpublished.
-
(2006)
-
-
Hansen, L.P.1
Sargent, T.J.2
-
36
-
-
34548050200
-
Recursive Robust Estimation and Control without Commitment
-
Forthcoming
-
Hansen, Lars Peter, and Thomas J. Sargent. Forthcoming. "Recursive Robust Estimation and Control without Commitment." Journal of Economic Theory.
-
Journal of Economic Theory
-
-
Hansen, L.P.1
Sargent, T.J.2
-
37
-
-
33745676354
-
Long Term Risk: An Operator Approach
-
Unpublished
-
Hansen, Lars Peter, and Jose Scheinkman. 2006. "Long Term Risk: An Operator Approach." Unpublished.
-
(2006)
-
-
Hansen, L.P.1
Scheinkman, J.2
-
38
-
-
85017108575
-
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
-
Hansen, Lars Peter, and Kenneth J. Singleton. 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models." Econometrica, 50(5): 1269-86.
-
(1982)
Econometrica
, vol.50
, Issue.5
, pp. 1269-1286
-
-
Hansen, L.P.1
Singleton, K.J.2
-
39
-
-
33646385061
-
Robust Control and Model Misspecification
-
Hansen, Lars Peter, Thomas J. Sargent, Gauhar Turmuhambetova, and Noah Williams. 2006. "Robust Control and Model Misspecification." Journal of Economic Theory, 128(1): 45-90.
-
(2006)
Journal of Economic Theory
, vol.128
, Issue.1
, pp. 45-90
-
-
Hansen, L.P.1
Sargent, T.J.2
Turmuhambetova, G.3
Williams, N.4
-
40
-
-
0001252206
-
Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments
-
Hayashi, Fumio, and Christopher A. Sims. 1983. "Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments." Econometrica, 51(3): 783-98.
-
(1983)
Econometrica
, vol.51
, Issue.3
, pp. 783-798
-
-
Hayashi, F.1
Sims, C.A.2
-
41
-
-
0000900299
-
An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
-
Heaton, John. 1995. "An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications." Econometrica, 63(3): 681-717.
-
(1995)
Econometrica
, vol.63
, Issue.3
, pp. 681-717
-
-
Heaton, J.1
-
42
-
-
0000356936
-
Inter-temporal Preferences for Uncertain Consumption: A Continuous Time Approach
-
Hindy, Ayman, and Chi-fu Huang. 1992. "Inter-temporal Preferences for Uncertain Consumption: A Continuous Time Approach." Econometrica, 60(4): 781-801.
-
(1992)
Econometrica
, vol.60
, Issue.4
, pp. 781-801
-
-
Hindy, A.1
Huang, C.2
-
43
-
-
0015615984
-
Optimal Stochastic Linear Systems with Exponential Performance Criteria and Their Relation to Deterministic Differential Games
-
Jacobson, David H. 1973. "Optimal Stochastic Linear Systems with Exponential Performance Criteria and Their Relation to Deterministic Differential Games." IEEE Transactions for Automatic Control, 18: 1124-31.
-
(1973)
IEEE Transactions for Automatic Control
, vol.18
, pp. 1124-1131
-
-
Jacobson, D.H.1
-
44
-
-
33644553294
-
A Smooth Model of Decision Making under Ambiguity
-
Klibanoff, Peter, Massimo Marinacci, and Sujoy Mukerji. 2005. "A Smooth Model of Decision Making under Ambiguity." Econometrica, 73(6): 1849-92.
-
(2005)
Econometrica
, vol.73
, Issue.6
, pp. 1849-1892
-
-
Klibanoff, P.1
Marinacci, M.2
Mukerji, S.3
-
45
-
-
0001072531
-
Temporal Resolution of Uncertainty and Dynamic Choice Theory
-
Kreps, David M., and Evan L. Porteus. 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory." Econometrica, 46(1): 185-200.
-
(1978)
Econometrica
, vol.46
, Issue.1
, pp. 185-200
-
-
Kreps, D.M.1
Porteus, E.L.2
-
46
-
-
34547299080
-
-
Lettau, Martin, and Sydney Ludvigson. Forth-coming. Measuring and Modeling Variation in the Risk-Return Trade-Off. In Handbook of Financial Econometrics, ed. Yacine Ait-Sahalia and Lars Peter Hansen. Amsterdam: Elsevier Science, North-Holland.
-
Lettau, Martin, and Sydney Ludvigson. Forth-coming. "Measuring and Modeling Variation in the Risk-Return Trade-Off." In Handbook of Financial Econometrics, ed. Yacine Ait-Sahalia and Lars Peter Hansen. Amsterdam: Elsevier Science, North-Holland.
-
-
-
-
47
-
-
12344272139
-
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
-
Liu, Jun, Jun Pan, and Tan Wang. 2005. "An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks." Review of Financial Studies, 18(1): 131-64.
-
(2005)
Review of Financial Studies
, vol.18
, Issue.1
, pp. 131-164
-
-
Liu, J.1
Pan, J.2
Wang, T.3
-
48
-
-
0002204808
-
Econometric Testing of the Natural Rate Hypothesis
-
ed. Otto Eckstein. Washington, DC: Board of Governors of the Federal Reserve System
-
Lucas, Robert E., Jr. 1972a. "Econometric Testing of the Natural Rate Hypothesis." In The Econometrics of Price Determination, ed. Otto Eckstein. Washington, DC: Board of Governors of the Federal Reserve System, 50-59.
-
(1972)
The Econometrics of Price Determination
, pp. 50-59
-
-
Lucas Jr., R.E.1
-
49
-
-
49649131398
-
Expectations and the Neutrality of Money
-
Lucas, Robert E., Jr. 1972b. "Expectations and the Neutrality of Money." Journal of Economic Theory, 4(2): 103-24.
-
(1972)
Journal of Economic Theory
, vol.4
, Issue.2
, pp. 103-124
-
-
Lucas Jr., R.E.1
-
50
-
-
0000150312
-
Asset Prices in an Exchange Economy
-
Jr
-
Lucas, Robert E., Jr. 1978. "Asset Prices in an Exchange Economy." Econometrica, 46(6): 1429-45.
-
(1978)
Econometrica
, vol.46
, Issue.6
, pp. 1429-1445
-
-
Lucas, R.E.1
-
51
-
-
0000186211
-
Investment under Uncertainty
-
Lucas, Robert E., Jr., and Edward C. Prescott. 1971. "Investment under Uncertainty." Econometrica, 39(5): 659-81.
-
(1971)
Econometrica
, vol.39
, Issue.5
, pp. 659-681
-
-
Lucas Jr., R.E.1
Prescott, E.C.2
-
52
-
-
33750564062
-
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
-
Maccheroni, Fabio, Massimo Marinacci, and Aldo Rustichini. 2006a. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences." Econometrica, 74(6): 1147-98.
-
(2006)
Econometrica
, vol.74
, Issue.6
, pp. 1147-1198
-
-
Maccheroni, F.1
Marinacci, M.2
Rustichini, A.3
-
53
-
-
33646362755
-
Dynamic Variational Preferences
-
Maccheroni, Fabio, Massimo Marinacci, and Aldo Rustichini. 2006b. "Dynamic Variational Preferences." Journal of Economic Theory, 128(1): 4-44.
-
(2006)
Journal of Economic Theory
, vol.128
, Issue.1
, pp. 4-44
-
-
Maccheroni, F.1
Marinacci, M.2
Rustichini, A.3
-
54
-
-
33646373647
-
Robust Portfolio Rules and Detection-Error Probabilities for a Mean-Reverting Risk Premium
-
Maenhout, Pascal. 2006. "Robust Portfolio Rules and Detection-Error Probabilities for a Mean-Reverting Risk Premium." Journal of Economic Theory, 128(1): 136-63.
-
(2006)
Journal of Economic Theory
, vol.128
, Issue.1
, pp. 136-163
-
-
Maenhout, P.1
-
55
-
-
38249025567
-
Convergence of Least Squares Learning Mechanisms in Self-Referential Linear Stochastic Models
-
Marcet, Albert, and Thomas J. Sargent. 1989. "Convergence of Least Squares Learning Mechanisms in Self-Referential Linear Stochastic Models." Journal of Economic Theory, 48(2): 337-68.
-
(1989)
Journal of Economic Theory
, vol.48
, Issue.2
, pp. 337-368
-
-
Marcet, A.1
Sargent, T.J.2
-
57
-
-
0001281286
-
Rational Expectations and the Theory of Price Movements
-
Muth, John F. 1961. "Rational Expectations and the Theory of Price Movements." Econometrica, 29(3): 315-335.
-
(1961)
Econometrica
, vol.29
, Issue.3
, pp. 315-335
-
-
Muth, J.F.1
-
58
-
-
0018292961
-
Chernoff Bounds for Discriminating between Two Markov Processes
-
Newman, Charles M., and Barton Stuck, W. 1979. "Chernoff Bounds for Discriminating between Two Markov Processes." Stochastics, 2: 139-53.
-
(1979)
Stochastics
, vol.2
, pp. 139-153
-
-
Newman, C.M.1
Barton Stuck, W.2
-
61
-
-
34547370748
-
Seasonality and Portfolio Balance under Rational Expectations
-
Saracoglu, Rusdu, and Thomas J. Sargent. 1978. "Seasonality and Portfolio Balance under Rational Expectations." Journal of Monetary Economics, 4(3): 435-58.
-
(1978)
Journal of Monetary Economics
, vol.4
, Issue.3
, pp. 435-458
-
-
Saracoglu, R.1
Sargent, T.J.2
-
62
-
-
0001549927
-
Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment
-
Sargent, Thomas J. 1973. "Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment." Brookings Papers on Economic Activity, 2: 429-72.
-
(1973)
Brookings Papers on Economic Activity
, vol.2
, pp. 429-472
-
-
Sargent, T.J.1
-
64
-
-
0020091864
-
Time-Series Segmentation: A Method and a Model
-
Sclove, Stanley L. 1983. "Time-Series Segmentation: A Method and a Model." Information Science, 29: 7-25.
-
(1983)
Information Science
, vol.29
, pp. 7-25
-
-
Sclove, S.L.1
-
65
-
-
0001584949
-
Two-Stage Lotteries without the Reduction Axiom
-
Segal, Uzi. 1990. "Two-Stage Lotteries without the Reduction Axiom." Econometrica, 58(2): 349-77.
-
(1990)
Econometrica
, vol.58
, Issue.2
, pp. 349-377
-
-
Segal, U.1
-
66
-
-
84980092818
-
Capital Asset Prices: A Theory of Market Equilibrium
-
Sharpe, William F. 1964. "Capital Asset Prices: A Theory of Market Equilibrium." Journal of Finance, 19(3): 425-442.
-
(1964)
Journal of Finance
, vol.19
, Issue.3
, pp. 425-442
-
-
Sharpe, W.F.1
-
67
-
-
0003524973
-
Rational Expectations and the Structure of Interest Rates
-
Massachusetts Institute of Technology
-
Shiller, Robert J. 1972. "Rational Expectations and the Structure of Interest Rates." PhD diss. Massachusetts Institute of Technology.
-
(1972)
PhD diss
-
-
Shiller, R.J.1
-
69
-
-
0042493164
-
Risk-Sensitive Real Business Cycles
-
Tallarini, Thomas D., Jr. 2000. "Risk-Sensitive Real Business Cycles." Journal of Monetary Economics, 45(3): 507-32.
-
(2000)
Journal of Monetary Economics
, vol.45
, Issue.3
, pp. 507-532
-
-
Tallarini Jr., T.D.1
-
70
-
-
0001518154
-
Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
-
Tauchen, George, and Robert Hussey. 1991. "Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models." Econometrica, 59(2): 371-96.
-
(1991)
Econometrica
, vol.59
, Issue.2
, pp. 371-396
-
-
Tauchen, G.1
Hussey, R.2
-
71
-
-
0007983127
-
How Does Information Quality Affect Stock Returns?
-
Veronesi, Pietro. 2000. "How Does Information Quality Affect Stock Returns?" Journal of Finance, 55(2): 807-37.
-
(2000)
Journal of Finance
, vol.55
, Issue.2
, pp. 807-837
-
-
Veronesi, P.1
-
72
-
-
38049157251
-
Prior Sensitive Expectations and Asset Return Puzzles
-
Forthcoming
-
Weitzman, Martin. Forthcoming. "Prior Sensitive Expectations and Asset Return Puzzles." American Economic Review.
-
American Economic Review
-
-
Weitzman, M.1
-
73
-
-
0001667951
-
Risk Sensitive Linear Quadratic Gaussian Control
-
Whittle, Peter. 1981. "Risk Sensitive Linear Quadratic Gaussian Control." Advances in Applied Probability, 13: 764-77.
-
(1981)
Advances in Applied Probability
, vol.13
, pp. 764-777
-
-
Whittle, P.1
-
74
-
-
0001473054
-
Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
-
Wonham, W. M. 1964. "Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering." SIAM Journal on Control, 2(3): 347-69.
-
(1964)
SIAM Journal on Control
, vol.2
, Issue.3
, pp. 347-369
-
-
Wonham, W.M.1
|