| 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 |
1 |
2 |
188 |
4 |
7 |
11 |
501 |
| A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History |
0 |
0 |
1 |
37 |
3 |
3 |
6 |
65 |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
1 |
259 |
2 |
5 |
8 |
871 |
| Advances in Consumption-Based Asset Pricing: Empirical Tests |
0 |
0 |
1 |
60 |
5 |
8 |
11 |
192 |
| An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
191 |
| 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 |
1 |
7 |
10 |
240 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
4 |
8 |
11 |
109 |
| An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
83 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
12 |
3 |
3 |
5 |
69 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
1 |
3 |
6 |
59 |
| An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
1 |
4 |
4 |
71 |
| Approximation Bias in Linearized Euler Equations |
0 |
0 |
0 |
183 |
2 |
3 |
4 |
965 |
| Approximation bias in linearized Euler equations |
0 |
0 |
0 |
99 |
1 |
2 |
5 |
517 |
| Belief Distortions and Macroeconomic Fluctuations |
0 |
0 |
1 |
40 |
2 |
7 |
16 |
149 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
1 |
1 |
5 |
223 |
3 |
10 |
19 |
731 |
| Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
79 |
| Capital Share Risk in U.S. Asset Pricing |
0 |
0 |
0 |
32 |
4 |
5 |
5 |
106 |
| Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? |
0 |
0 |
0 |
22 |
4 |
7 |
7 |
155 |
| Consumer sentiment and household expenditure: reevaluating the forecasting equations |
0 |
0 |
0 |
139 |
2 |
3 |
4 |
506 |
| Consumption and credit: a model of time-varying liquidity constraints |
0 |
0 |
0 |
407 |
3 |
4 |
7 |
938 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
0 |
287 |
2 |
5 |
9 |
1,035 |
| Consumption, aggregate wealth and expected stock returns |
0 |
1 |
1 |
470 |
3 |
13 |
23 |
1,569 |
| Does consumer confidence forecast household expenditure?: A sentiment index horse race |
0 |
0 |
0 |
238 |
2 |
9 |
17 |
982 |
| Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both? |
0 |
0 |
2 |
30 |
4 |
4 |
10 |
96 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
1 |
1 |
215 |
2 |
5 |
5 |
853 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
1 |
1 |
135 |
0 |
2 |
2 |
468 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
231 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
1 |
123 |
4 |
5 |
8 |
536 |
| Euler Equation Errors |
0 |
0 |
0 |
112 |
2 |
4 |
4 |
512 |
| Euler Equation Errors |
0 |
0 |
0 |
49 |
1 |
6 |
6 |
186 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
1 |
2 |
2 |
202 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
1 |
3 |
7 |
287 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
213 |
2 |
3 |
5 |
1,108 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
0 |
198 |
0 |
7 |
10 |
914 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
2 |
3 |
3 |
165 |
| Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
2 |
4 |
5 |
76 |
| How important is the stock market effect on consumption? |
0 |
0 |
1 |
425 |
36 |
82 |
211 |
1,426 |
| How the Wealth Was Won: Factor Shares as Market Fundamentals |
0 |
0 |
3 |
118 |
7 |
9 |
24 |
289 |
| International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
0 |
125 |
2 |
4 |
7 |
384 |
| Investor Information, Long-Run Risk, and the Duration fo Risky Assets |
0 |
0 |
0 |
78 |
1 |
5 |
7 |
345 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
0 |
142 |
1 |
8 |
8 |
662 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
0 |
0 |
82 |
3 |
3 |
7 |
338 |
| Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
131 |
3 |
5 |
5 |
477 |
| Measuring Uncertainty |
0 |
1 |
4 |
204 |
4 |
8 |
24 |
866 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
3 |
289 |
1 |
2 |
7 |
914 |
| Monetary Policy and Asset Valuation |
0 |
0 |
1 |
72 |
2 |
9 |
15 |
164 |
| Origins of Stock Market Fluctuations |
0 |
1 |
1 |
78 |
2 |
3 |
9 |
140 |
| Origins of Stock Market Fluctuations |
0 |
0 |
0 |
166 |
3 |
5 |
11 |
264 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
0 |
0 |
976 |
2 |
9 |
12 |
3,111 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
0 |
142 |
2 |
7 |
10 |
207 |
| Shocks and Crashes |
0 |
0 |
1 |
73 |
1 |
4 |
8 |
174 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
5 |
10 |
11 |
787 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
104 |
3 |
4 |
6 |
364 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
92 |
7 |
10 |
13 |
388 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
0 |
580 |
1 |
3 |
6 |
1,609 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
278 |
1 |
5 |
7 |
799 |
| The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
1 |
2 |
2 |
172 |
6 |
10 |
14 |
602 |
| The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
3 |
6 |
9 |
226 |
| The Origins of Stock Market Fluctuations |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
136 |
| The Prestakes of Stock Market Investing |
1 |
8 |
8 |
8 |
7 |
20 |
20 |
20 |
| The channel of monetary transmission to demand: evidence from the market for automobile credit |
0 |
0 |
0 |
149 |
3 |
4 |
9 |
495 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
124 |
4 |
5 |
7 |
545 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
1 |
2 |
211 |
2 |
10 |
18 |
697 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
2 |
198 |
1 |
5 |
7 |
658 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
1 |
450 |
2 |
11 |
44 |
1,315 |
| What Explains the COVID-19 Stock Market? |
0 |
3 |
4 |
46 |
3 |
10 |
15 |
204 |
| What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market |
0 |
0 |
4 |
21 |
0 |
4 |
13 |
47 |
| Total Working Papers |
3 |
21 |
55 |
9,948 |
197 |
454 |
838 |
34,690 |
| 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 |
1 |
5 |
6 |
72 |
| Approximation Bias In Linearized Euler Equations |
0 |
1 |
1 |
107 |
3 |
8 |
11 |
565 |
| Consumer Confidence and Consumer Spending |
2 |
6 |
21 |
321 |
10 |
19 |
53 |
988 |
| Consumption And Credit: A Model Of Time-Varying Liquidity Constraints |
0 |
0 |
4 |
378 |
1 |
3 |
16 |
1,068 |
| 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 |
1 |
1 |
1 |
369 |
4 |
5 |
8 |
1,304 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
628 |
| Euler Equation Errors |
0 |
1 |
3 |
224 |
1 |
7 |
13 |
1,174 |
| Expected returns and expected dividend growth |
1 |
1 |
3 |
244 |
1 |
3 |
12 |
869 |
| Housing, credit and consumer expenditure: commentary |
0 |
0 |
0 |
44 |
3 |
6 |
8 |
134 |
| How important is the stock market effect on consumption? |
0 |
0 |
2 |
597 |
54 |
134 |
361 |
2,462 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
20 |
3 |
6 |
8 |
127 |
| Land of addicts? an empirical investigation of habit-based asset pricing models |
0 |
0 |
0 |
117 |
1 |
8 |
10 |
388 |
| Macro Factors in Bond Risk Premia |
0 |
0 |
5 |
146 |
4 |
7 |
33 |
709 |
| Measuring Uncertainty |
6 |
8 |
26 |
431 |
21 |
34 |
138 |
1,840 |
| Monetary policy transmission through the consumption-wealth channel |
0 |
0 |
2 |
464 |
2 |
14 |
33 |
1,142 |
| Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying |
1 |
2 |
3 |
548 |
1 |
3 |
17 |
1,901 |
| Shocks and Crashes |
0 |
0 |
0 |
9 |
2 |
5 |
11 |
93 |
| The Channel of Monetary Transmission to Demand: Evidence from the Market for Automobile Credit |
0 |
0 |
0 |
0 |
7 |
7 |
12 |
384 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
2 |
165 |
0 |
1 |
19 |
600 |
| The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia |
0 |
0 |
0 |
113 |
2 |
4 |
7 |
381 |
| The declining equity premium: what role does macroeconomic risk play? |
0 |
0 |
0 |
25 |
2 |
3 |
6 |
230 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
0 |
418 |
0 |
1 |
10 |
1,097 |
| The macroeconomic effects of government debt in a stochastic growth model |
0 |
0 |
0 |
343 |
1 |
3 |
7 |
686 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment |
0 |
0 |
0 |
103 |
0 |
2 |
3 |
329 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
0 |
0 |
318 |
0 |
2 |
8 |
965 |
| tay's as good as cay: Reply |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
212 |
| Total Journal Articles |
11 |
20 |
74 |
5,687 |
125 |
293 |
818 |
20,987 |
LogEc is hosted by the
Örebro University School of Business.