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Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence
16 references·16 citing·37 second hopsampled
Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence (2016)Growth-Rate and Uncertainty Shocks in Con…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Predictive regressions (1999)Predictive regressionsBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The equity premium: A puzzle (1985)The equity premium: A puzzleTrends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Downside and Upside Uncertainty Shocks (2024)Downside and Upside Uncertain…Understanding Growth-at-Risk: A Markov Switching Approach (2021)Understanding Growth-at-Risk:…The Real Channel for Nominal Bond-Stock Puzzles (2021)The Real Channel for Nominal …Stocks for the long run? Evidence from a broad sample of developed markets (2021)Stocks for the long run? Evid…Rare events and long-run risks (2020)Rare events and long-run risksWill the Chinese economy be more volatile in the future? Insights from urban household survey data (2019)Will the Chinese economy be m…Uncertainty and Economic Activity: A Multicountry Perspective (2019)Uncertainty and Economic Acti…How much did uncertainty shocks matter in the Great Depression? (2019)How much did uncertainty shoc…Financial Market Risk Perceptions and the Macroeconomy (2019)Financial Market Risk Percept…Financial integration and growth in a risky world (2019)Financial integration and gro…Capturing Intrinsic Risk Attitude (2019)Capturing Intrinsic Risk Atti…Stochastic Impatience and the Separation of Time and Risk Preferences (2018)Stochastic Impatience and the…BUSINESS CYCLES IN SMALL OPEN ECONOMIES: EVIDENCE FROM PANEL DATA BETWEEN 1900 AND 2013 (2017)BUSINESS CYCLES IN SMALL OPEN…Asset Prices and Macroeconomic Outcomes: A Survey (2017)Asset Prices and Macroeconomi…Macroeconomic Volatilities and Long-Run Risks of Asset Prices (2014)Macroeconomic Volatilities an…Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling (2013)Facts and Challenges from the…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)Investor Psychology and Asset Pricing (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)Economic Forces and the Stock Market (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1999Predictive regressions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,614 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • Cited by

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    • 2021Stocks for the long run? Evidence from a broad sample of developed markets47 cited
    • 2019Financial Market Risk Perceptions and the Macroeconomy43 cited
    • 2017Asset Prices and Macroeconomic Outcomes: A Survey40 cited
    • 2020Rare events and long-run risks40 cited
    • 2013Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling31 cited
    • 2021Understanding Growth-at-Risk: A Markov Switching Approach27 cited
    • 2019How much did uncertainty shocks matter in the Great Depression?21 cited
    • 2021The Real Channel for Nominal Bond-Stock Puzzles21 cited
    • 2019Will the Chinese economy be more volatile in the future? Insights from urban household survey data20 cited
    • 2024Downside and Upside Uncertainty Shocks19 cited
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