| 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 |
1 |
8 |
494 |
| A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History |
0 |
1 |
1 |
37 |
0 |
2 |
5 |
62 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
1 |
1 |
259 |
0 |
1 |
4 |
866 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
0 |
1 |
60 |
0 |
1 |
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 |
0 |
0 |
2 |
99 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
82 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
1 |
68 |
0 |
1 |
5 |
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 |
1 |
1 |
2 |
55 |
| 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 |
0 |
0 |
0 |
39 |
1 |
3 |
9 |
140 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
1 |
1 |
7 |
222 |
1 |
3 |
22 |
721 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
78 |
| 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 |
0 |
1 |
7 |
933 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
3 |
4 |
6 |
1,030 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
469 |
2 |
7 |
13 |
1,555 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
1 |
238 |
0 |
3 |
15 |
971 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
1 |
2 |
2 |
30 |
2 |
3 |
4 |
90 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
229 |
| 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 |
214 |
0 |
0 |
0 |
848 |
| Elasticities of substitution in real business cycle models with home production |
0 |
1 |
1 |
123 |
1 |
2 |
6 |
531 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
508 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
2 |
2 |
4 |
284 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
200 |
| Euler Equation Errors |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
180 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
0 |
1 |
1 |
1,104 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
1 |
2 |
3 |
906 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
71 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
162 |
| How important is the stock market effect on consumption? |
0 |
0 |
2 |
425 |
27 |
56 |
72 |
1,285 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
1 |
5 |
118 |
0 |
4 |
17 |
277 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
0 |
125 |
0 |
1 |
3 |
380 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
339 |
| 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 |
3 |
334 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
0 |
0 |
0 |
472 |
| Measuring Uncertainty |
0 |
1 |
5 |
203 |
2 |
4 |
28 |
855 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
1 |
3 |
289 |
0 |
2 |
8 |
912 |
| Monetary Policy and Asset Valuation |
0 |
1 |
1 |
72 |
2 |
4 |
9 |
155 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
1 |
3 |
4 |
257 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
77 |
1 |
2 |
10 |
137 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
1 |
976 |
0 |
0 |
4 |
3,100 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
0 |
142 |
0 |
1 |
6 |
199 |
| Shocks and Crashes |
0 |
1 |
1 |
73 |
0 |
1 |
2 |
168 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
359 |
| 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 |
1 |
1 |
2 |
377 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
0 |
0 |
4 |
1,605 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
1 |
2 |
278 |
0 |
1 |
5 |
794 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
2 |
170 |
0 |
0 |
7 |
592 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
220 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
132 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
487 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
1 |
124 |
0 |
0 |
4 |
540 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
0 |
4 |
210 |
0 |
0 |
12 |
684 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
1 |
2 |
198 |
0 |
1 |
3 |
653 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
5 |
450 |
0 |
9 |
38 |
1,304 |
| What Explains the COVID-19 Stock Market? |
0 |
0 |
1 |
43 |
2 |
2 |
9 |
194 |
| What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market |
1 |
2 |
7 |
21 |
1 |
4 |
18 |
42 |
| Total Working Papers |
3 |
15 |
61 |
9,926 |
51 |
140 |
425 |
34,134 |
| 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 |
1 |
1 |
4 |
557 |
| Consumer Confidence and Consumer Spending |
2 |
9 |
16 |
314 |
2 |
13 |
39 |
960 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
0 |
1 |
5 |
378 |
1 |
4 |
27 |
1,063 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
0 |
109 |
1 |
2 |
2 |
638 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
0 |
0 |
3 |
368 |
0 |
0 |
6 |
1,299 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
627 |
| Euler Equation Errors |
0 |
0 |
4 |
222 |
2 |
2 |
11 |
1,165 |
| Expected returns and expected dividend growth |
0 |
1 |
3 |
243 |
0 |
1 |
9 |
862 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
44 |
1 |
1 |
4 |
128 |
| How important is the stock market effect on consumption? |
0 |
1 |
2 |
597 |
2 |
57 |
207 |
2,303 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
120 |
| 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 |
1 |
9 |
146 |
0 |
6 |
38 |
698 |
| Measuring Uncertainty |
2 |
6 |
32 |
418 |
14 |
41 |
141 |
1,778 |
| Monetary policy transmission through the consumption-wealth channel |
1 |
2 |
6 |
464 |
2 |
7 |
21 |
1,126 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
0 |
5 |
546 |
2 |
4 |
18 |
1,894 |
| Shocks and Crashes |
0 |
0 |
1 |
9 |
0 |
1 |
5 |
86 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
377 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
1 |
3 |
164 |
1 |
9 |
28 |
594 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
0 |
0 |
2 |
375 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
225 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
1 |
418 |
1 |
3 |
18 |
1,094 |
| The macroeconomic effects of government debt in a stochastic growth model |
0 |
0 |
0 |
343 |
2 |
3 |
7 |
683 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
1 |
103 |
0 |
0 |
2 |
326 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
2 |
318 |
0 |
1 |
7 |
960 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
211 |
| Total Journal Articles |
5 |
22 |
93 |
5,658 |
35 |
159 |
613 |
20,596 |
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