| 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 |
1 |
169 |
4 |
8 |
25 |
401 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
255 |
0 |
2 |
10 |
842 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
0 |
1 |
49 |
2 |
3 |
13 |
151 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
175 |
| An Estimation of Economic Models with Recursive |
0 |
0 |
0 |
61 |
1 |
1 |
5 |
208 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
1 |
2 |
5 |
71 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
1 |
1 |
60 |
2 |
3 |
11 |
187 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
81 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
11 |
1 |
1 |
17 |
44 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
1 |
2 |
10 |
59 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
1 |
1 |
8 |
49 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
1 |
182 |
0 |
0 |
9 |
950 |
| Approximation bias in linearized Euler equations |
0 |
0 |
0 |
95 |
0 |
0 |
15 |
491 |
| Belief Distortions and Macroeconomic Fluctuations |
4 |
4 |
4 |
4 |
5 |
5 |
5 |
5 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
1 |
24 |
0 |
1 |
8 |
49 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
2 |
4 |
29 |
3 |
7 |
17 |
80 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
9 |
11 |
1 |
10 |
54 |
63 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
1 |
1 |
2 |
128 |
2 |
3 |
9 |
476 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
2 |
5 |
395 |
1 |
11 |
33 |
842 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
2 |
4 |
282 |
4 |
6 |
17 |
981 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
2 |
465 |
4 |
10 |
32 |
1,488 |
| Covid19 and the Macroeconomic Effects of Costly Disasters |
13 |
55 |
55 |
55 |
27 |
105 |
105 |
105 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
2 |
5 |
226 |
1 |
6 |
25 |
890 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
1 |
7 |
22 |
3 |
6 |
30 |
51 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
1 |
1 |
9 |
453 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
22 |
2 |
5 |
20 |
94 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
212 |
1 |
2 |
10 |
838 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
120 |
3 |
3 |
14 |
507 |
| Euler Equation Errors |
0 |
0 |
0 |
110 |
1 |
1 |
5 |
491 |
| Euler Equation Errors |
0 |
0 |
0 |
48 |
2 |
2 |
12 |
173 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
2 |
4 |
9 |
189 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
1 |
1 |
8 |
269 |
| Expected Returns and Expected Dividend Growth |
1 |
1 |
2 |
195 |
3 |
4 |
15 |
839 |
| Expected Returns and Expected Dividend Growth |
0 |
1 |
2 |
212 |
3 |
6 |
19 |
1,045 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
1 |
18 |
0 |
1 |
10 |
148 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
1 |
23 |
0 |
0 |
6 |
57 |
| How important is the stock market effect on consumption? |
0 |
0 |
6 |
416 |
1 |
1 |
19 |
1,165 |
| How the Wealth Was Won: Factors Shares as Market Fundamentals |
0 |
0 |
18 |
98 |
4 |
5 |
64 |
177 |
| International Capital Flows and House Prices: Theory and Evidence |
1 |
1 |
2 |
120 |
3 |
5 |
11 |
347 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
3 |
12 |
311 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
1 |
1 |
139 |
0 |
1 |
6 |
627 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
1 |
81 |
2 |
4 |
12 |
316 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
1 |
131 |
3 |
3 |
10 |
461 |
| Measuring Uncertainty |
4 |
8 |
15 |
165 |
9 |
27 |
69 |
567 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
12 |
12 |
268 |
1 |
17 |
25 |
868 |
| Monetary Policy and Asset Valuation |
0 |
0 |
2 |
59 |
2 |
3 |
19 |
87 |
| Origins of Stock Market Fluctuations |
0 |
1 |
4 |
74 |
0 |
1 |
13 |
108 |
| Origins of Stock Market Fluctuations |
0 |
0 |
4 |
163 |
1 |
4 |
18 |
215 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
1 |
1 |
4 |
963 |
4 |
7 |
27 |
2,985 |
| Shock Restricted Structural Vector-Autoregressions |
1 |
3 |
10 |
121 |
1 |
6 |
35 |
125 |
| Shocks and Crashes |
0 |
1 |
1 |
70 |
1 |
2 |
6 |
152 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
1 |
1 |
1 |
89 |
2 |
4 |
11 |
345 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
0 |
3 |
11 |
752 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
102 |
2 |
4 |
12 |
333 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
1 |
6 |
575 |
1 |
7 |
23 |
1,575 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
1 |
3 |
269 |
2 |
7 |
22 |
751 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
1 |
1 |
8 |
157 |
2 |
3 |
26 |
534 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
2 |
5 |
16 |
184 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
88 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
2 |
148 |
1 |
2 |
17 |
471 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
1 |
123 |
1 |
1 |
12 |
523 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
6 |
13 |
29 |
141 |
19 |
37 |
116 |
392 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
189 |
0 |
0 |
7 |
632 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
2 |
6 |
436 |
0 |
5 |
20 |
1,216 |
| Total Working Papers |
34 |
119 |
249 |
9,213 |
149 |
395 |
1,272 |
30,149 |
| 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 |
5 |
2 |
2 |
10 |
48 |
| Approximation Bias In Linearized Euler Equations |
0 |
0 |
1 |
102 |
1 |
1 |
16 |
534 |
| Consumer Confidence and Consumer Spending |
0 |
5 |
7 |
281 |
3 |
14 |
33 |
815 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
1 |
4 |
7 |
343 |
3 |
14 |
41 |
943 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
0 |
105 |
1 |
1 |
14 |
619 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
0 |
6 |
10 |
332 |
6 |
22 |
50 |
1,138 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
3 |
6 |
23 |
531 |
| Euler Equation Errors |
0 |
2 |
3 |
199 |
4 |
15 |
74 |
1,018 |
| Expected returns and expected dividend growth |
3 |
9 |
26 |
194 |
10 |
22 |
80 |
684 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
43 |
1 |
1 |
4 |
116 |
| How important is the stock market effect on consumption? |
1 |
4 |
9 |
570 |
11 |
17 |
53 |
1,921 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
1 |
2 |
2 |
14 |
4 |
6 |
13 |
87 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
0 |
0 |
1 |
112 |
1 |
3 |
13 |
357 |
| Macro Factors in Bond Risk Premia |
2 |
2 |
8 |
104 |
8 |
15 |
55 |
503 |
| Measuring Uncertainty |
5 |
12 |
48 |
246 |
20 |
48 |
201 |
920 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
4 |
23 |
431 |
1 |
7 |
35 |
1,024 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
1 |
3 |
12 |
523 |
4 |
10 |
42 |
1,761 |
| Shocks and Crashes |
0 |
0 |
0 |
4 |
1 |
1 |
12 |
57 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
0 |
2 |
19 |
349 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
2 |
2 |
5 |
136 |
3 |
12 |
37 |
453 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
1 |
2 |
8 |
363 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
1 |
3 |
22 |
1 |
6 |
13 |
181 |
| The empirical risk-return relation: A factor analysis approach |
1 |
3 |
16 |
346 |
2 |
13 |
61 |
849 |
| The macroeconomic effects of government debt in a stochastic growth model |
0 |
0 |
7 |
307 |
2 |
4 |
22 |
611 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
4 |
4 |
96 |
2 |
9 |
21 |
300 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
1 |
5 |
8 |
296 |
4 |
11 |
40 |
874 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
57 |
0 |
1 |
8 |
199 |
| Total Journal Articles |
18 |
68 |
200 |
4,981 |
99 |
265 |
998 |
17,255 |
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