| 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 |
0 |
2 |
189 |
1 |
2 |
23 |
517 |
| A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History |
0 |
0 |
0 |
37 |
0 |
0 |
17 |
79 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
0 |
259 |
1 |
1 |
16 |
882 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
0 |
0 |
60 |
1 |
2 |
29 |
213 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
194 |
| An Estimation of Economic Models with Recursive |
0 |
0 |
1 |
65 |
1 |
1 |
9 |
227 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
1 |
3 |
18 |
117 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
68 |
1 |
4 |
20 |
253 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
0 |
1 |
11 |
93 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
0 |
0 |
11 |
67 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
12 |
1 |
3 |
10 |
76 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
1 |
1 |
11 |
78 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
0 |
183 |
2 |
2 |
14 |
976 |
| Approximation bias in linearized Euler equations |
0 |
0 |
0 |
99 |
0 |
0 |
10 |
525 |
| Belief Distortions and Macroeconomic Fluctuations |
0 |
0 |
3 |
42 |
0 |
2 |
26 |
167 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
0 |
3 |
225 |
1 |
3 |
31 |
752 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
1 |
27 |
1 |
1 |
7 |
85 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
2 |
2 |
17 |
118 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
1 |
3 |
17 |
165 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
0 |
0 |
0 |
139 |
0 |
0 |
10 |
513 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
0 |
0 |
407 |
0 |
3 |
21 |
954 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
2 |
289 |
1 |
2 |
24 |
1,054 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
470 |
0 |
1 |
28 |
1,584 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
0 |
238 |
2 |
3 |
29 |
1,000 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
0 |
0 |
30 |
0 |
1 |
16 |
107 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
215 |
0 |
1 |
12 |
860 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
235 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
135 |
1 |
1 |
10 |
476 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
123 |
0 |
1 |
19 |
550 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
10 |
210 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
0 |
3 |
13 |
521 |
| Euler Equation Errors |
0 |
0 |
0 |
49 |
0 |
4 |
17 |
197 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
1 |
1 |
17 |
301 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
0 |
8 |
1,113 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
0 |
1 |
17 |
924 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
1 |
1 |
15 |
87 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
1 |
1 |
1 |
19 |
1 |
1 |
12 |
174 |
| How important is the stock market effect on consumption? |
0 |
1 |
1 |
426 |
0 |
4 |
212 |
1,510 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
1 |
2 |
2 |
120 |
2 |
3 |
34 |
313 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
1 |
126 |
0 |
1 |
16 |
396 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
1 |
3 |
24 |
364 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
1 |
3 |
26 |
680 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
0 |
82 |
0 |
0 |
12 |
347 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
1 |
2 |
19 |
491 |
| Measuring Uncertainty |
1 |
2 |
8 |
211 |
1 |
4 |
42 |
900 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
0 |
289 |
0 |
0 |
13 |
925 |
| Monetary Policy and Asset Valuation |
0 |
0 |
0 |
72 |
2 |
4 |
29 |
184 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
78 |
2 |
2 |
11 |
148 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
0 |
2 |
15 |
274 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
0 |
976 |
0 |
2 |
53 |
3,154 |
| Shock Restricted Structural Vector-Autoregressions |
1 |
1 |
2 |
144 |
4 |
4 |
21 |
220 |
| Shocks and Crashes |
0 |
0 |
0 |
73 |
1 |
1 |
12 |
181 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
0 |
0 |
24 |
402 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
1 |
2 |
15 |
375 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
1 |
2 |
22 |
799 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
1 |
581 |
0 |
1 |
14 |
1,620 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
0 |
278 |
0 |
0 |
18 |
812 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
1 |
4 |
174 |
1 |
5 |
28 |
620 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
2 |
2 |
39 |
259 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
142 |
| The Prestakes of Stock Market Investing |
0 |
1 |
10 |
10 |
2 |
5 |
34 |
34 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
0 |
1 |
33 |
521 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
0 |
0 |
9 |
549 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
0 |
1 |
211 |
4 |
7 |
28 |
714 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
0 |
198 |
0 |
0 |
10 |
663 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
1 |
451 |
1 |
5 |
51 |
1,355 |
| What Explains the COVID-19 Stock Market? |
0 |
0 |
5 |
48 |
3 |
5 |
27 |
221 |
| What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market |
0 |
1 |
2 |
23 |
3 |
6 |
32 |
75 |
| Total Working Papers |
4 |
10 |
55 |
9,981 |
55 |
131 |
1,519 |
35,692 |
| 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 |
0 |
12 |
2 |
4 |
19 |
86 |
| Approximation Bias In Linearized Euler Equations |
0 |
0 |
1 |
107 |
0 |
0 |
22 |
579 |
| Consumer Confidence and Consumer Spending |
0 |
3 |
13 |
327 |
1 |
16 |
86 |
1,049 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
0 |
0 |
4 |
382 |
1 |
3 |
21 |
1,085 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
0 |
109 |
1 |
2 |
6 |
644 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
0 |
2 |
4 |
372 |
0 |
2 |
17 |
1,316 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
637 |
| Euler Equation Errors |
0 |
0 |
2 |
224 |
3 |
4 |
24 |
1,190 |
| Expected returns and expected dividend growth |
0 |
0 |
1 |
244 |
3 |
5 |
20 |
886 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
44 |
0 |
1 |
16 |
144 |
| How important is the stock market effect on consumption? |
0 |
1 |
1 |
598 |
3 |
6 |
254 |
2,564 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
20 |
2 |
2 |
17 |
137 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
1 |
1 |
2 |
119 |
3 |
3 |
20 |
400 |
| Macro Factors in Bond Risk Premia |
0 |
0 |
2 |
148 |
2 |
9 |
44 |
745 |
| Measuring Uncertainty |
1 |
5 |
28 |
447 |
5 |
27 |
160 |
1,952 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
0 |
464 |
0 |
1 |
67 |
1,194 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
0 |
5 |
551 |
3 |
9 |
41 |
1,935 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
0 |
1 |
19 |
106 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
1 |
3 |
21 |
398 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
1 |
165 |
2 |
7 |
22 |
617 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
0 |
0 |
13 |
388 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
0 |
0 |
11 |
237 |
| The empirical risk-return relation: A factor analysis approach |
1 |
1 |
4 |
422 |
2 |
3 |
22 |
1,117 |
| The macroeconomic effects of government debt in a stochastic growth model |
1 |
1 |
3 |
346 |
2 |
3 |
11 |
694 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
1 |
2 |
16 |
343 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
0 |
318 |
0 |
1 |
12 |
973 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
0 |
0 |
11 |
222 |
| Total Journal Articles |
4 |
14 |
72 |
5,731 |
37 |
114 |
1,002 |
21,638 |
LogEc is hosted by the
Örebro University School of Business.