Evaluating asset pricing models with limited commitment using household consumption data

Journal of the European Economic Association

Volumn 6, Issue 2-3, 2008, Pages 715-726

  Krueger, Dirk ^a,b   Lustig, Hanno ^b,c   Perri, Fabrizio ^d,e  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NBER ^*

^c UNIVERSITY OF CALIFORNIA   (United States)

^d UNIVERSITY OF MINNESOTA   (United States)

^e FEDERAL RESERVE BANK OF MINNEAPOLIS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45849134191     PISSN: 15424766     EISSN: 15424774     Source Type: Journal    
DOI: 10.1162/JEEA.2008.6.2-3.715     Document Type: Article

References (13)

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11. Mehra, Rajnish, and Edward Prescott (1985). "The Equity Premium: A Puzzle." Journal of Monetary Economics, 15, 145-161.
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