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The Canadian macroeconomy and the yield curve: an equilibrium‐based approach
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The Canadian macroeconomy and the yield curve: an equilibrium‐based approach (2007)The Canadian macroeconomy and the yield c…The Quarterly Journal of Economics (2024)The Quarterly Journal of Econ…A Model of Reference-Dependent Preferences (2006)A Model of Reference-Dependen…The macroeconomy and the yield curve: a dynamic latent factor approach (2005)The macroeconomy and the yiel…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Discretion versus policy rules in practice (1993)Discretion versus policy rule…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Prospect Theory: An Analysis of Decision under Risk (1979)Golden Eggs and Hyperbolic Discounting (1997)A perspective on judgment and choice: Mapping bounded rationality. (2003)Psychology and Economics: Evidence from the Field (2009)Salience Theory of Choice Under Risk (2012)Thirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Theory of Fairness, Competition, and Cooperation (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The Skill Content of Recent Technological Change: An Empirical Exploration (2003)
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References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2024The Quarterly Journal of Economics7,176 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2006A Model of Reference-Dependent Preferences2,726 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited

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  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
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