| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Linear Programming Approach to Solving Stochastic Dynamic Programming |
0 |
0 |
0 |
546 |
0 |
0 |
5 |
1,227 |
| Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs |
0 |
0 |
0 |
115 |
0 |
0 |
8 |
502 |
| Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
167 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
2 |
784 |
0 |
3 |
22 |
3,823 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
551 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
1 |
0 |
5 |
8 |
303 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
1 |
0 |
1 |
10 |
494 |
| Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models |
1 |
1 |
1 |
178 |
1 |
3 |
11 |
625 |
| Asset pricing implications for business cycle analysis |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
433 |
| Competition and Intervention in Sovereign Debt Markets |
0 |
0 |
0 |
39 |
0 |
0 |
17 |
258 |
| Exotic Preferences for Macroeconomists |
0 |
0 |
1 |
405 |
0 |
2 |
21 |
906 |
| Exotic Preferences for Macroeconomists |
0 |
0 |
0 |
126 |
0 |
0 |
23 |
331 |
| First order risk aversion and the equity premium puzzle |
0 |
0 |
1 |
82 |
0 |
1 |
15 |
215 |
| Fractional integration with Drift: Estimation in Small Samples |
0 |
0 |
0 |
142 |
0 |
1 |
15 |
484 |
| Generalized Disappointment Aversion and Asset Prices |
1 |
1 |
1 |
286 |
1 |
3 |
19 |
828 |
| Identifying Taylor Rules in Macro-Finance Models |
0 |
0 |
1 |
71 |
1 |
1 |
14 |
152 |
| Identifying Taylor Rules in Macro-finance Models |
0 |
0 |
0 |
37 |
0 |
1 |
11 |
108 |
| International Risk Sharing with exotic preferences |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
329 |
| Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
149 |
| Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
0 |
2 |
17 |
458 |
| MODEL UNCERTAINITY AND LIQUIDITY |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
636 |
| Markov Chain Approximations For Term Structure Models |
0 |
0 |
0 |
588 |
0 |
0 |
8 |
1,433 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
100 |
0 |
2 |
48 |
320 |
| Model Uncertainty and Liquidity |
0 |
0 |
1 |
206 |
0 |
0 |
15 |
573 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
92 |
0 |
3 |
17 |
281 |
| Monetary Policy Risk: Rules vs. Discretion |
0 |
0 |
3 |
43 |
0 |
2 |
20 |
86 |
| Monetary Policy and the Uncovered Interest Parity Puzzle |
0 |
0 |
3 |
166 |
0 |
0 |
57 |
670 |
| Monetary Policy and the Uncovered Interest Rate Parity Puzzle |
1 |
1 |
1 |
15 |
1 |
2 |
11 |
80 |
| Monetary policy risk: Rules vs. discretion |
0 |
0 |
0 |
36 |
1 |
3 |
12 |
86 |
| Portfolio Choice and Permanent Income |
0 |
0 |
0 |
1 |
1 |
1 |
17 |
309 |
| Real Business Cycle Realizations |
0 |
0 |
0 |
30 |
1 |
2 |
16 |
128 |
| Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
138 |
| Reverse Engineering the Yield Curve |
0 |
0 |
0 |
877 |
0 |
3 |
19 |
3,109 |
| Reverse Engineering the Yield Curve |
0 |
0 |
0 |
3 |
1 |
2 |
14 |
756 |
| Risk Premiums in the Term Structure: Evidence from Artificial Economies |
0 |
0 |
0 |
1 |
0 |
2 |
17 |
292 |
| Risk and Ambiguity in Models of Business Cycles |
0 |
0 |
0 |
113 |
0 |
0 |
15 |
197 |
| SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
661 |
| Sources of Entropy in Representative Agent Models |
0 |
0 |
0 |
19 |
0 |
2 |
22 |
143 |
| Sources of Entropy in Representative Agent Models |
0 |
0 |
1 |
55 |
1 |
3 |
40 |
253 |
| Sources of entropy in representative agent models |
1 |
1 |
1 |
24 |
1 |
2 |
15 |
150 |
| Sources of entropy in representative agent models of asset pricing |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
78 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
0 |
6 |
19 |
584 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
0 |
0 |
16 |
398 |
| Taylor Rules, McCallum Rules and the Term Structure of Interest Rates |
0 |
0 |
0 |
314 |
0 |
1 |
21 |
1,009 |
| Testing a Government's Present-Value Borrowing Constraint |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
253 |
| The Cyclical Component of US Asset Returns |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
112 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
0 |
1 |
8 |
935 |
| The yield curve: terms of endearment or terms of endowment? |
0 |
0 |
0 |
74 |
0 |
2 |
9 |
460 |
| Total Working Papers |
4 |
4 |
17 |
5,930 |
10 |
70 |
771 |
26,473 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 'First-order' risk aversion and the equity premium puzzle |
0 |
0 |
0 |
382 |
0 |
3 |
19 |
782 |
| A Diagnostic Test for Normality within the Power Exponential Family |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
542 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
573 |
| Arbitrage-free bond pricing with dynamic macroeconomic models |
0 |
0 |
1 |
144 |
1 |
3 |
20 |
494 |
| Are behavioral asset-pricing models structural? |
0 |
0 |
0 |
63 |
0 |
0 |
15 |
213 |
| Fractional Integration with Drift: Estimation in Small Samples |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
423 |
| Generalized Disappointment Aversion and Asset Prices |
0 |
0 |
1 |
61 |
0 |
2 |
17 |
329 |
| Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates |
0 |
0 |
2 |
118 |
0 |
0 |
21 |
350 |
| Long-memory inflation uncertainty: evidence from the term structure of interest rates |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
279 |
| Model Uncertainty and Liquidity |
0 |
0 |
2 |
339 |
2 |
5 |
28 |
1,256 |
| Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum |
0 |
0 |
1 |
94 |
0 |
0 |
6 |
272 |
| Persistent Deficits and the Market Value of Government Debt |
0 |
0 |
0 |
91 |
0 |
0 |
4 |
408 |
| Prices as factors: Approximate aggregation with incomplete markets |
0 |
1 |
2 |
52 |
0 |
1 |
13 |
133 |
| Real business-cycle realizations |
0 |
0 |
0 |
29 |
0 |
1 |
10 |
161 |
| Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
58 |
| Risk premiums in the term structure: Evidence from artificial economies |
0 |
0 |
1 |
350 |
0 |
1 |
16 |
761 |
| SPLINE APPROXIMATIONS TO VALUE FUNCTIONS |
0 |
0 |
1 |
26 |
0 |
0 |
15 |
89 |
| Sources of Entropy in Representative Agent Models |
1 |
1 |
1 |
26 |
1 |
10 |
20 |
167 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
1 |
1 |
5 |
2,114 |
3 |
13 |
190 |
4,822 |
| Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis |
1 |
3 |
16 |
1,411 |
5 |
13 |
65 |
3,372 |
| Taylor rules, McCallum rules and the term structure of interest rates |
0 |
0 |
0 |
152 |
1 |
5 |
21 |
479 |
| The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices: A comment |
0 |
0 |
0 |
30 |
0 |
1 |
9 |
145 |
| The independence axiom and asset returns |
0 |
0 |
0 |
167 |
1 |
1 |
17 |
454 |
| Total Journal Articles |
3 |
6 |
33 |
5,655 |
15 |
64 |
560 |
16,562 |
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