Consumption disasters in the twentieth century

American Economic Review

Volumn 98, Issue 2, 2008, Pages 58-63

  Barro, Robert J ^a   Ursúa, José F ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44949257218     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.98.2.58     Document Type: Conference Paper

References (10)

1. Barro, Robert J. 2006. "Rare Disasters and Asset Markets in the Twentieth Century." Quarterly Journal of Economics, 121(3): 823-66.
2. Barro, Robert J. 2007. "Rare Disasters, Asset Prices, and Welfare Costs." National Bureau of Economic Research Working Paper 13690.
3. Barro, Robert J., and José F. Ursúa. Forthcoming. "Consumption Crises since 1870," Brookings Papers on Economic Activity.
4. 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.
5. Gabaix, Xavier. 2008. "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance." National Bureau of Economic Research Working Paper 13724.
6. Lucas, Robert E. 1978. "Asset Prices in an Exchange Economy." Econometrica, 46(6): 1429-45.
7. Maddison, Angus. 2003. The World Economy: Historical Statistics. Paris: OECD.
8. Mehra, Rajnish, and Edward C. Prescott. 1985. "The Equity Premium: A Puzzle." Journal of Monetary Economics, 15(2): 145-61.
9. Rietz, Thomas A. 1988. "The Equity Risk Premium: A Solution." Journal of Monetary Economics, 22(1): 117-31.
10. Weil, Philippe. 1990. "Nonexpected Utility in Macroeconomics." Quarterly Journal of Economics, 105(1): 29-42.