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Keeping Up with the Joneses: Evidence from Micro Data
16 references·0 citing·36 second hop
Keeping Up with the Joneses: Evidence from Micro Data (2005)Keeping Up with the Joneses: Evidence fro…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Habit Persistence, Asset Returns, and the Business Cycle (2001)Habit Persistence, Asset Retu…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Asset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…A Theory of Rational Addiction (1988)A Theory of Rational AddictionThe equity premium: A puzzle (1985)The equity premium: A puzzleThe Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…Income, Saving and the Theory of Consumer Behavior. (1950)Income, Saving and the Theory…Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)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)Investor Psychology and Asset Pricing (2001)Investment, Capacity Utilization and the Real Business Cycle (1986)Occupational Choice and the Process of Development (1993)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Value Premium (2005)Transition Modeling and Econometric Convergence Tests (2007)Household Balance Sheets, Consumption, and the Economic Slump* (2013)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Efficient Market Hypothesis and Its Critics (2003)Satisfaction and comparison income (1996)The analysis of household surveys (1997)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Out of Control: Visceral Influences on Behavior (1996)Doing It Now or Later (1999)Time Discounting and Time Preference: A Critical Review (2002)Prospect Theory and Asset Prices (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1988A Theory of Rational Addiction3,870 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 1950Income, Saving and the Theory of Consumer Behavior.2,197 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited

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  • 2001Habit Persistence, Asset Returns, and the Business Cycle1,049 cited
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