| 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 |
1 |
1 |
2 |
188 |
1 |
3 |
7 |
497 |
| A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History |
0 |
0 |
1 |
37 |
0 |
0 |
3 |
62 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
259 |
2 |
3 |
6 |
869 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
0 |
1 |
60 |
1 |
3 |
6 |
187 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
189 |
| An Estimation of Economic Models with Recursive |
0 |
0 |
0 |
64 |
0 |
2 |
3 |
220 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
68 |
3 |
6 |
9 |
239 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
3 |
6 |
8 |
105 |
| 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 |
2 |
1 |
2 |
5 |
58 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
66 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
3 |
3 |
3 |
70 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
0 |
183 |
1 |
1 |
2 |
963 |
| Approximation bias in linearized Euler equations |
0 |
0 |
1 |
99 |
0 |
1 |
5 |
516 |
| Belief Distortions and Macroeconomic Fluctuations |
0 |
1 |
1 |
40 |
3 |
6 |
14 |
147 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
0 |
5 |
222 |
5 |
7 |
21 |
728 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
79 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
102 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
0 |
3 |
3 |
151 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
0 |
0 |
0 |
139 |
0 |
1 |
2 |
504 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
0 |
0 |
407 |
1 |
2 |
6 |
935 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
0 |
3 |
8 |
1,033 |
| Consumption, aggregate wealth and expected stock returns |
1 |
1 |
1 |
470 |
7 |
10 |
21 |
1,566 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
0 |
238 |
3 |
9 |
17 |
980 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
0 |
2 |
30 |
0 |
1 |
6 |
92 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
1 |
1 |
1 |
215 |
3 |
3 |
3 |
851 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
1 |
1 |
3 |
231 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
1 |
1 |
1 |
135 |
1 |
2 |
3 |
468 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
1 |
123 |
1 |
1 |
5 |
532 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
2 |
2 |
6 |
286 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
1 |
2 |
2 |
510 |
| Euler Equation Errors |
0 |
0 |
0 |
49 |
1 |
5 |
5 |
185 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
201 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
6 |
7 |
10 |
914 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
1 |
3 |
1,106 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
2 |
2 |
3 |
74 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
163 |
| How important is the stock market effect on consumption? |
0 |
0 |
1 |
425 |
38 |
92 |
175 |
1,390 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
4 |
118 |
0 |
3 |
19 |
282 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
0 |
125 |
2 |
2 |
5 |
382 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
2 |
4 |
7 |
344 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
5 |
7 |
7 |
661 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
0 |
82 |
0 |
0 |
4 |
335 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
1 |
2 |
2 |
474 |
| Measuring Uncertainty |
0 |
1 |
4 |
204 |
2 |
4 |
23 |
862 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
3 |
289 |
1 |
1 |
7 |
913 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
72 |
4 |
7 |
13 |
162 |
| Origins of Stock Market Fluctuations |
0 |
1 |
1 |
78 |
0 |
1 |
8 |
138 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
1 |
2 |
8 |
261 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
0 |
976 |
7 |
8 |
11 |
3,109 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
0 |
142 |
2 |
6 |
10 |
205 |
| Shocks and Crashes |
0 |
0 |
1 |
73 |
2 |
4 |
7 |
173 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
0 |
1 |
3 |
361 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
1 |
3 |
6 |
381 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
2 |
5 |
6 |
782 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
2 |
2 |
5 |
1,608 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
278 |
3 |
4 |
6 |
798 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
1 |
1 |
171 |
2 |
4 |
8 |
596 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
223 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
133 |
| The Prestakes of Stock Market Investing |
7 |
7 |
7 |
7 |
13 |
13 |
13 |
13 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
1 |
4 |
6 |
492 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
1 |
1 |
3 |
541 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
1 |
1 |
2 |
211 |
4 |
9 |
18 |
695 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
198 |
2 |
4 |
6 |
657 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
3 |
450 |
7 |
9 |
45 |
1,313 |
| What Explains the COVID-19 Stock Market? |
0 |
3 |
4 |
46 |
2 |
7 |
13 |
201 |
| What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market |
0 |
0 |
5 |
21 |
1 |
4 |
16 |
47 |
| Total Working Papers |
12 |
19 |
58 |
9,945 |
163 |
320 |
677 |
34,493 |
| 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 |
3 |
4 |
5 |
71 |
| Approximation Bias In Linearized Euler Equations |
1 |
1 |
1 |
107 |
5 |
5 |
8 |
562 |
| Consumer Confidence and Consumer Spending |
2 |
5 |
19 |
319 |
5 |
15 |
46 |
978 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
0 |
0 |
4 |
378 |
0 |
3 |
21 |
1,067 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
0 |
109 |
0 |
1 |
3 |
639 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
0 |
0 |
0 |
368 |
1 |
1 |
4 |
1,300 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
628 |
| Euler Equation Errors |
1 |
2 |
3 |
224 |
2 |
7 |
15 |
1,173 |
| Expected returns and expected dividend growth |
0 |
0 |
2 |
243 |
2 |
2 |
11 |
868 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
44 |
1 |
3 |
5 |
131 |
| How important is the stock market effect on consumption? |
0 |
0 |
2 |
597 |
65 |
98 |
308 |
2,408 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
1 |
1 |
20 |
1 |
4 |
6 |
124 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
0 |
0 |
0 |
117 |
4 |
7 |
9 |
387 |
| Macro Factors in Bond Risk Premia |
0 |
0 |
6 |
146 |
1 |
4 |
31 |
705 |
| Measuring Uncertainty |
0 |
6 |
25 |
425 |
6 |
27 |
133 |
1,819 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
2 |
464 |
8 |
13 |
31 |
1,140 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
1 |
1 |
3 |
547 |
2 |
6 |
19 |
1,900 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
2 |
4 |
9 |
91 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
377 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
1 |
2 |
165 |
0 |
5 |
21 |
600 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
0 |
4 |
6 |
379 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
1 |
2 |
5 |
228 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
0 |
418 |
1 |
2 |
11 |
1,097 |
| The macroeconomic effects of government debt in a stochastic growth model |
0 |
0 |
0 |
343 |
2 |
2 |
7 |
685 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
1 |
2 |
3 |
329 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
0 |
318 |
2 |
4 |
9 |
965 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
211 |
| Total Journal Articles |
5 |
17 |
70 |
5,676 |
116 |
226 |
735 |
20,862 |
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