| 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 |
1 |
2 |
1,223 |
| Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs |
0 |
0 |
0 |
115 |
0 |
2 |
2 |
496 |
| Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
157 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
1 |
0 |
3 |
4 |
487 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
0 |
3 |
3 |
6 |
542 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
1 |
782 |
4 |
6 |
7 |
3,807 |
| Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
297 |
| Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models |
0 |
0 |
0 |
177 |
1 |
1 |
1 |
615 |
| Asset pricing implications for business cycle analysis |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
427 |
| Competition and Intervention in Sovereign Debt Markets |
0 |
0 |
0 |
39 |
2 |
4 |
4 |
245 |
| Exotic Preferences for Macroeconomists |
0 |
0 |
1 |
126 |
3 |
4 |
7 |
312 |
| Exotic Preferences for Macroeconomists |
0 |
1 |
2 |
405 |
0 |
7 |
14 |
895 |
| First order risk aversion and the equity premium puzzle |
0 |
0 |
1 |
81 |
3 |
3 |
5 |
203 |
| Fractional integration with Drift: Estimation in Small Samples |
0 |
0 |
0 |
142 |
1 |
5 |
5 |
474 |
| Generalized Disappointment Aversion and Asset Prices |
0 |
0 |
1 |
285 |
1 |
3 |
4 |
812 |
| Identifying Taylor Rules in Macro-Finance Models |
0 |
0 |
0 |
70 |
1 |
1 |
2 |
139 |
| Identifying Taylor Rules in Macro-finance Models |
0 |
0 |
0 |
37 |
2 |
4 |
7 |
104 |
| International Risk Sharing with exotic preferences |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
319 |
| Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
146 |
| Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates |
0 |
0 |
0 |
105 |
2 |
3 |
5 |
444 |
| MODEL UNCERTAINITY AND LIQUIDITY |
0 |
0 |
0 |
0 |
2 |
7 |
8 |
617 |
| Markov Chain Approximations For Term Structure Models |
0 |
0 |
1 |
588 |
1 |
2 |
6 |
1,427 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
265 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
100 |
3 |
4 |
4 |
276 |
| Model Uncertainty and Liquidity |
0 |
0 |
0 |
205 |
2 |
7 |
10 |
567 |
| Monetary Policy Risk: Rules vs. Discretion |
0 |
1 |
2 |
42 |
2 |
3 |
9 |
73 |
| Monetary Policy and the Uncovered Interest Parity Puzzle |
1 |
1 |
4 |
165 |
7 |
11 |
24 |
626 |
| Monetary Policy and the Uncovered Interest Rate Parity Puzzle |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
71 |
| Monetary policy risk: Rules vs. discretion |
0 |
0 |
0 |
36 |
0 |
1 |
3 |
75 |
| Portfolio Choice and Permanent Income |
0 |
0 |
0 |
1 |
3 |
4 |
5 |
296 |
| Real Business Cycle Realizations |
0 |
0 |
0 |
30 |
2 |
3 |
4 |
116 |
| Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
130 |
| Reverse Engineering the Yield Curve |
0 |
0 |
0 |
877 |
3 |
4 |
7 |
3,095 |
| Reverse Engineering the Yield Curve |
0 |
0 |
0 |
3 |
1 |
2 |
2 |
744 |
| Risk Premiums in the Term Structure: Evidence from Artificial Economies |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
278 |
| Risk and Ambiguity in Models of Business Cycles |
0 |
0 |
1 |
113 |
1 |
3 |
4 |
185 |
| SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
653 |
| Sources of Entropy in Representative Agent Models |
0 |
0 |
0 |
19 |
1 |
4 |
5 |
125 |
| Sources of Entropy in Representative Agent Models |
0 |
0 |
1 |
55 |
2 |
3 |
6 |
218 |
| Sources of entropy in representative agent models |
0 |
0 |
0 |
23 |
2 |
6 |
10 |
142 |
| Sources of entropy in representative agent models of asset pricing |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
71 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework |
0 |
0 |
0 |
2 |
2 |
4 |
14 |
571 |
| Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis |
0 |
0 |
0 |
2 |
1 |
4 |
12 |
388 |
| Taylor Rules, McCallum Rules and the Term Structure of Interest Rates |
0 |
0 |
1 |
314 |
2 |
4 |
12 |
998 |
| Testing a Government's Present-Value Borrowing Constraint |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
249 |
| The Cyclical Component of US Asset Returns |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
105 |
| The Independence Axiom and Asset Returns |
0 |
0 |
0 |
242 |
1 |
2 |
3 |
929 |
| The yield curve: terms of endearment or terms of endowment? |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
453 |
| Total Working Papers |
1 |
3 |
16 |
5,919 |
69 |
146 |
262 |
25,887 |