| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Factor Analysis of Bond Risk Premia |
0 |
1 |
3 |
187 |
0 |
1 |
11 |
493 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
0 |
258 |
0 |
2 |
4 |
865 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
1 |
1 |
60 |
0 |
2 |
5 |
183 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
188 |
| An Estimation of Economic Models with Recursive |
0 |
0 |
0 |
64 |
0 |
1 |
1 |
218 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
1 |
68 |
0 |
2 |
6 |
232 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
81 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
99 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
54 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
66 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
67 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
0 |
183 |
0 |
0 |
1 |
962 |
| Approximation bias in linearized Euler equations |
0 |
0 |
2 |
99 |
1 |
1 |
5 |
515 |
| Belief Distortions and Macroeconomic Fluctuations |
0 |
0 |
0 |
39 |
0 |
4 |
6 |
137 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
1 |
1 |
8 |
221 |
1 |
3 |
27 |
718 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
77 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
101 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
0 |
0 |
6 |
148 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
0 |
0 |
0 |
139 |
0 |
1 |
3 |
503 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
0 |
0 |
407 |
0 |
0 |
7 |
932 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
0 |
0 |
3 |
1,026 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
469 |
0 |
2 |
6 |
1,548 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
1 |
238 |
1 |
3 |
14 |
968 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
87 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
0 |
0 |
2 |
466 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
228 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
214 |
0 |
0 |
0 |
848 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
122 |
1 |
1 |
4 |
529 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
282 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
200 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
508 |
| Euler Equation Errors |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
180 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
0 |
0 |
1 |
904 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
0 |
0 |
1,103 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
71 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
162 |
| How important is the stock market effect on consumption? |
0 |
1 |
3 |
425 |
1 |
7 |
22 |
1,229 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
1 |
2 |
4 |
117 |
3 |
8 |
18 |
273 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
1 |
125 |
0 |
1 |
4 |
379 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
339 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
142 |
0 |
0 |
2 |
654 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
0 |
82 |
0 |
1 |
2 |
333 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
472 |
| Measuring Uncertainty |
0 |
1 |
4 |
202 |
0 |
7 |
28 |
851 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
1 |
2 |
2 |
288 |
1 |
3 |
9 |
910 |
| Monetary Policy and Asset Valuation |
0 |
0 |
0 |
71 |
0 |
1 |
6 |
151 |
| Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach |
0 |
0 |
0 |
36 |
1 |
1 |
4 |
60 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
0 |
0 |
7 |
254 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
77 |
1 |
3 |
14 |
135 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
1 |
976 |
0 |
0 |
11 |
3,100 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
1 |
142 |
0 |
0 |
7 |
198 |
| Shocks and Crashes |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
167 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
2 |
92 |
0 |
1 |
5 |
376 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
0 |
1 |
2 |
777 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
0 |
1 |
1 |
359 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
0 |
0 |
4 |
1,605 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
277 |
1 |
1 |
5 |
793 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
3 |
170 |
0 |
2 |
9 |
592 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
218 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
132 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
0 |
1 |
2 |
487 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
1 |
124 |
0 |
2 |
4 |
540 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
0 |
4 |
210 |
0 |
3 |
20 |
684 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
1 |
1 |
197 |
0 |
1 |
2 |
652 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
6 |
450 |
17 |
24 |
33 |
1,295 |
| What Explains the COVID-19 Stock Market? |
0 |
1 |
1 |
43 |
1 |
3 |
10 |
192 |
| What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market |
0 |
0 |
18 |
19 |
0 |
2 |
31 |
38 |
| Total Working Papers |
3 |
12 |
73 |
9,911 |
32 |
104 |
416 |
33,994 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An estimation of economic models with recursive preferences |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
67 |
| Approximation Bias In Linearized Euler Equations |
0 |
0 |
0 |
106 |
0 |
0 |
3 |
556 |
| Consumer Confidence and Consumer Spending |
3 |
5 |
9 |
305 |
4 |
11 |
36 |
947 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
0 |
1 |
6 |
377 |
1 |
5 |
27 |
1,059 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
636 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
0 |
0 |
4 |
368 |
2 |
3 |
10 |
1,299 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
626 |
| Euler Equation Errors |
0 |
0 |
5 |
222 |
1 |
1 |
11 |
1,163 |
| Expected returns and expected dividend growth |
0 |
1 |
4 |
242 |
0 |
2 |
11 |
861 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
44 |
0 |
1 |
3 |
127 |
| How important is the stock market effect on consumption? |
0 |
1 |
2 |
596 |
95 |
142 |
157 |
2,246 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
19 |
0 |
1 |
4 |
120 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
0 |
0 |
0 |
117 |
0 |
2 |
3 |
380 |
| Macro Factors in Bond Risk Premia |
1 |
4 |
8 |
145 |
6 |
12 |
37 |
692 |
| Measuring Uncertainty |
3 |
6 |
34 |
412 |
11 |
28 |
130 |
1,737 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
7 |
462 |
4 |
9 |
21 |
1,119 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
1 |
8 |
546 |
0 |
6 |
19 |
1,890 |
| Shocks and Crashes |
0 |
0 |
2 |
9 |
1 |
2 |
6 |
85 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
375 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
8 |
163 |
0 |
1 |
29 |
585 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
0 |
1 |
2 |
375 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
1 |
25 |
0 |
0 |
5 |
225 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
2 |
418 |
3 |
3 |
27 |
1,091 |
| The macroeconomic effects of government debt in a stochastic growth model |
0 |
0 |
1 |
343 |
0 |
0 |
6 |
680 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
2 |
103 |
0 |
0 |
3 |
326 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
3 |
318 |
0 |
2 |
9 |
959 |
| tay's as good as cay: Reply |
0 |
0 |
2 |
62 |
0 |
0 |
2 |
211 |
| Total Journal Articles |
7 |
19 |
109 |
5,636 |
129 |
236 |
573 |
20,437 |
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