| 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 |
4 |
182 |
0 |
1 |
9 |
462 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
0 |
257 |
1 |
1 |
6 |
858 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
1 |
1 |
4 |
56 |
2 |
2 |
7 |
174 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
183 |
| An Estimation of Economic Models with Recursive |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
214 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
80 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
92 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
1 |
63 |
0 |
0 |
8 |
215 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
11 |
0 |
0 |
5 |
57 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
51 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
65 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
0 |
183 |
0 |
1 |
2 |
961 |
| Approximation bias in linearized Euler equations |
0 |
0 |
1 |
96 |
0 |
1 |
4 |
505 |
| Belief Distortions and Macroeconomic Fluctuations |
0 |
1 |
8 |
36 |
0 |
2 |
22 |
112 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
1 |
12 |
202 |
2 |
12 |
82 |
634 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
75 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
1 |
1 |
31 |
1 |
2 |
4 |
96 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
1 |
1 |
22 |
0 |
1 |
22 |
137 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
0 |
0 |
1 |
135 |
0 |
1 |
3 |
495 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
0 |
2 |
406 |
0 |
1 |
14 |
919 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
3 |
287 |
3 |
3 |
8 |
1,022 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
1 |
467 |
2 |
4 |
9 |
1,529 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
0 |
233 |
0 |
0 |
7 |
933 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
84 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
5 |
14 |
38 |
205 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
0 |
0 |
0 |
463 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
1 |
1 |
214 |
0 |
1 |
1 |
847 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
122 |
0 |
0 |
2 |
525 |
| Euler Equation Errors |
0 |
0 |
2 |
112 |
0 |
0 |
5 |
502 |
| Euler Equation Errors |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
178 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
280 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
198 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
197 |
3 |
4 |
21 |
891 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
1 |
213 |
0 |
7 |
25 |
1,087 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
161 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
67 |
| How important is the stock market effect on consumption? |
0 |
0 |
0 |
421 |
0 |
0 |
3 |
1,204 |
| How the Wealth Was Won: Factors Shares as Market Fundamentals |
0 |
0 |
1 |
111 |
2 |
4 |
12 |
241 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
1 |
121 |
0 |
0 |
3 |
362 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
0 |
0 |
5 |
334 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
140 |
1 |
2 |
6 |
646 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
0 |
82 |
0 |
0 |
3 |
330 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
0 |
0 |
3 |
471 |
| Measuring Uncertainty |
1 |
2 |
7 |
187 |
5 |
14 |
50 |
764 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
7 |
280 |
2 |
2 |
10 |
893 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
69 |
0 |
3 |
12 |
139 |
| Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach |
0 |
0 |
29 |
29 |
1 |
3 |
38 |
38 |
| Origins of Stock Market Fluctuations |
0 |
0 |
1 |
76 |
0 |
0 |
4 |
118 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
164 |
1 |
2 |
9 |
240 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
1 |
1 |
6 |
974 |
1 |
2 |
15 |
3,073 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
1 |
2 |
139 |
2 |
3 |
8 |
181 |
| Shocks and Crashes |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
162 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
1 |
1 |
3 |
356 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
0 |
0 |
1 |
773 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
367 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
2 |
578 |
0 |
0 |
5 |
1,593 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
0 |
275 |
0 |
0 |
5 |
781 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
1 |
2 |
165 |
0 |
1 |
4 |
570 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
207 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
114 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
2 |
2 |
3 |
485 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
535 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
2 |
13 |
199 |
2 |
9 |
48 |
635 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
1 |
194 |
0 |
0 |
3 |
647 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
2 |
444 |
3 |
5 |
12 |
1,259 |
| What Explains the COVID-19 Stock Market? |
0 |
1 |
4 |
40 |
1 |
2 |
27 |
164 |
| Total Working Papers |
3 |
15 |
125 |
9,742 |
43 |
114 |
617 |
33,039 |
| 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 |
2 |
8 |
0 |
0 |
2 |
60 |
| Approximation Bias In Linearized Euler Equations |
0 |
0 |
1 |
106 |
0 |
0 |
3 |
549 |
| Consumer Confidence and Consumer Spending |
0 |
1 |
4 |
294 |
0 |
3 |
17 |
888 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
1 |
2 |
6 |
366 |
3 |
6 |
22 |
1,015 |
| Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? |
0 |
0 |
1 |
108 |
0 |
0 |
3 |
633 |
| Does consumer confidence forecast household expenditure? a sentiment index horse race |
1 |
2 |
6 |
356 |
1 |
6 |
26 |
1,257 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
2 |
8 |
28 |
606 |
| Euler Equation Errors |
0 |
0 |
3 |
215 |
1 |
1 |
14 |
1,141 |
| Expected returns and expected dividend growth |
0 |
2 |
15 |
232 |
3 |
7 |
37 |
822 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
1 |
44 |
0 |
0 |
3 |
124 |
| How important is the stock market effect on consumption? |
1 |
2 |
5 |
590 |
3 |
7 |
27 |
2,050 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
1 |
1 |
3 |
18 |
2 |
2 |
6 |
110 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
0 |
0 |
0 |
116 |
0 |
0 |
1 |
370 |
| Macro Factors in Bond Risk Premia |
1 |
2 |
10 |
121 |
6 |
10 |
40 |
608 |
| Measuring Uncertainty |
2 |
3 |
24 |
338 |
20 |
42 |
153 |
1,423 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
2 |
9 |
449 |
0 |
2 |
19 |
1,079 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
0 |
0 |
2 |
535 |
1 |
2 |
12 |
1,850 |
| Shocks and Crashes |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
70 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
366 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
1 |
1 |
2 |
146 |
3 |
3 |
9 |
522 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
372 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
217 |
| The empirical risk-return relation: A factor analysis approach |
0 |
3 |
25 |
407 |
1 |
8 |
66 |
1,019 |
| The macroeconomic effects of government debt in a stochastic growth model |
1 |
4 |
12 |
338 |
1 |
4 |
19 |
664 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
2 |
101 |
0 |
0 |
5 |
320 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
3 |
311 |
0 |
1 |
8 |
937 |
| tay's as good as cay: Reply |
1 |
1 |
1 |
60 |
1 |
1 |
2 |
209 |
| Total Journal Articles |
10 |
27 |
137 |
5,400 |
49 |
114 |
527 |
19,281 |
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