| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Linear Programming Approach to Solving Stochastic Dynamic Programming |
0 |
0 |
2 |
546 |
0 |
0 |
3 |
1,221 |
| Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs |
0 |
0 |
1 |
115 |
0 |
0 |
1 |
494 |
| Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
155 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
293 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
484 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
536 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
781 |
0 |
0 |
0 |
3,800 |
| Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
614 |
| Asset pricing implications for business cycle analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
424 |
| Competition and Intervention in Sovereign Debt Markets |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
241 |
| Exotic Preferences for Macroeconomists |
0 |
0 |
1 |
403 |
0 |
0 |
2 |
881 |
| Exotic Preferences for Macroeconomists |
0 |
0 |
0 |
125 |
1 |
1 |
2 |
306 |
| First order risk aversion and the equity premium puzzle |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
198 |
| Fractional integration with Drift: Estimation in Small Samples |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
469 |
| Generalized Disappointment Aversion and Asset Prices |
0 |
1 |
1 |
285 |
0 |
1 |
1 |
809 |
| Identifying Taylor Rules in Macro-Finance Models |
0 |
0 |
1 |
70 |
1 |
1 |
2 |
138 |
| Identifying Taylor Rules in Macro-finance Models |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
97 |
| International Risk Sharing with exotic preferences |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
317 |
| Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
145 |
| Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates |
0 |
0 |
1 |
105 |
1 |
1 |
2 |
440 |
| MODEL UNCERTAINITY AND LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
609 |
| Markov Chain Approximations For Term Structure Models |
1 |
1 |
1 |
588 |
1 |
2 |
2 |
1,423 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
272 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
205 |
0 |
0 |
2 |
557 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
264 |
| Monetary Policy Risk: Rules vs. Discretion |
0 |
0 |
1 |
40 |
0 |
0 |
3 |
64 |
| Monetary Policy and the Uncovered Interest Parity Puzzle |
0 |
0 |
2 |
161 |
1 |
2 |
24 |
603 |
| Monetary Policy and the Uncovered Interest Rate Parity Puzzle |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
69 |
| Monetary policy risk: Rules vs. discretion |
0 |
0 |
1 |
36 |
0 |
0 |
1 |
72 |
| Portfolio Choice and Permanent Income |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
291 |
| Real Business Cycle Realizations |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
112 |
| Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
126 |
| Reverse Engineering the Yield Curve |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
742 |
| Reverse Engineering the Yield Curve |
0 |
0 |
3 |
877 |
0 |
0 |
3 |
3,088 |
| Risk Premiums in the Term Structure: Evidence from Artificial Economies |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
274 |
| Risk and Ambiguity in Models of Business Cycles |
0 |
0 |
2 |
112 |
0 |
0 |
4 |
181 |
| SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
650 |
| Sources of Entropy in Representative Agent Models |
0 |
0 |
0 |
54 |
1 |
2 |
2 |
213 |
| Sources of Entropy in Representative Agent Models |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
121 |
| Sources of entropy in representative agent models |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
133 |
| Sources of entropy in representative agent models of asset pricing |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
71 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
3 |
4 |
10 |
561 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
0 |
2 |
8 |
377 |
| Taylor Rules, McCallum Rules and the Term Structure of Interest Rates |
0 |
1 |
2 |
314 |
0 |
1 |
3 |
987 |
| Testing a Government's Present-Value Borrowing Constraint |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
245 |
| The Cyclical Component of US Asset Returns |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
103 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
0 |
0 |
0 |
926 |
| The yield curve: terms of endearment or terms of endowment? |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
451 |
| Total Working Papers |
1 |
3 |
19 |
5,906 |
15 |
27 |
109 |
25,647 |
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