| 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 |
187 |
0 |
0 |
5 |
494 |
| A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History |
0 |
0 |
1 |
37 |
0 |
0 |
4 |
62 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
259 |
0 |
0 |
3 |
866 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
0 |
1 |
60 |
0 |
0 |
6 |
184 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
188 |
| An Estimation of Economic Models with Recursive |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
218 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
101 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
82 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
68 |
0 |
0 |
3 |
233 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
67 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
56 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
66 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
0 |
183 |
0 |
0 |
1 |
962 |
| Approximation bias in linearized Euler equations |
0 |
0 |
1 |
99 |
0 |
0 |
4 |
515 |
| Belief Distortions and Macroeconomic Fluctuations |
1 |
1 |
1 |
40 |
1 |
3 |
10 |
142 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
1 |
5 |
222 |
0 |
1 |
14 |
721 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
79 |
| 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 |
1 |
148 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
0 |
0 |
0 |
139 |
0 |
0 |
2 |
503 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
0 |
0 |
407 |
1 |
1 |
7 |
934 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
0 |
3 |
6 |
1,030 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
469 |
0 |
3 |
14 |
1,556 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
1 |
238 |
2 |
2 |
14 |
973 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
1 |
2 |
30 |
1 |
4 |
6 |
92 |
| 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 |
1 |
3 |
230 |
| 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 |
1 |
123 |
0 |
1 |
6 |
531 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
508 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
200 |
| Euler Equation Errors |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
180 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
2 |
4 |
284 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
0 |
2 |
4 |
907 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
1 |
2 |
1,105 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
162 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
72 |
| How important is the stock market effect on consumption? |
0 |
0 |
1 |
425 |
46 |
86 |
130 |
1,344 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
4 |
118 |
1 |
3 |
17 |
280 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
0 |
125 |
0 |
0 |
3 |
380 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
1 |
3 |
340 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
654 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
0 |
82 |
0 |
1 |
4 |
335 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
472 |
| Measuring Uncertainty |
0 |
0 |
5 |
203 |
0 |
5 |
28 |
858 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
3 |
289 |
0 |
0 |
7 |
912 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
72 |
0 |
2 |
7 |
155 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
0 |
3 |
6 |
259 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
77 |
0 |
1 |
8 |
137 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
1 |
976 |
1 |
2 |
6 |
3,102 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
0 |
142 |
1 |
1 |
5 |
200 |
| Shocks and Crashes |
0 |
0 |
1 |
73 |
1 |
2 |
4 |
170 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
360 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
0 |
0 |
1 |
777 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
0 |
2 |
3 |
378 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
0 |
1 |
5 |
1,606 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
2 |
278 |
0 |
0 |
4 |
794 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
1 |
170 |
0 |
0 |
6 |
592 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
220 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
133 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
3 |
4 |
6 |
491 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
0 |
0 |
3 |
540 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
0 |
3 |
210 |
1 |
3 |
13 |
687 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
198 |
0 |
0 |
3 |
653 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
4 |
450 |
0 |
0 |
37 |
1,304 |
| What Explains the COVID-19 Stock Market? |
0 |
0 |
1 |
43 |
0 |
2 |
8 |
194 |
| What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market |
0 |
1 |
7 |
21 |
0 |
2 |
18 |
43 |
| Total Working Papers |
1 |
4 |
53 |
9,927 |
63 |
153 |
483 |
34,236 |
| 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 |
0 |
0 |
1 |
67 |
| Approximation Bias In Linearized Euler Equations |
0 |
0 |
0 |
106 |
0 |
1 |
4 |
557 |
| Consumer Confidence and Consumer Spending |
1 |
3 |
16 |
315 |
6 |
11 |
41 |
969 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
0 |
0 |
5 |
378 |
1 |
3 |
27 |
1,065 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
0 |
109 |
0 |
1 |
2 |
638 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
0 |
0 |
1 |
368 |
0 |
0 |
4 |
1,299 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
627 |
| Euler Equation Errors |
1 |
1 |
4 |
223 |
1 |
4 |
11 |
1,167 |
| Expected returns and expected dividend growth |
0 |
0 |
2 |
243 |
0 |
4 |
11 |
866 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
44 |
0 |
1 |
4 |
128 |
| How important is the stock market effect on consumption? |
0 |
0 |
2 |
597 |
18 |
27 |
228 |
2,328 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
1 |
1 |
1 |
20 |
1 |
1 |
3 |
121 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
0 |
0 |
0 |
117 |
0 |
0 |
3 |
380 |
| Macro Factors in Bond Risk Premia |
0 |
0 |
9 |
146 |
1 |
4 |
39 |
702 |
| Measuring Uncertainty |
4 |
7 |
33 |
423 |
14 |
42 |
148 |
1,806 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
1 |
5 |
464 |
1 |
4 |
22 |
1,128 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
0 |
5 |
546 |
4 |
6 |
21 |
1,898 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
1 |
2 |
6 |
88 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
377 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
1 |
1 |
3 |
165 |
4 |
6 |
23 |
599 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
2 |
2 |
4 |
377 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
1 |
2 |
4 |
227 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
0 |
418 |
1 |
3 |
14 |
1,096 |
| The macroeconomic effects of government debt in a stochastic growth model |
0 |
0 |
0 |
343 |
0 |
2 |
7 |
683 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
0 |
1 |
1 |
327 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
1 |
318 |
2 |
3 |
9 |
963 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
211 |
| Total Journal Articles |
8 |
14 |
87 |
5,667 |
58 |
133 |
646 |
20,694 |
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