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Investigating the correlation of unobserved expectations
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Investigating the correlation of unobserved expectations (1992)Investigating the correlation of unobserv…Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions (1992)Testing the Autocorrelation S…Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (1992)Predictable Stock Returns in …Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration (1992)Predictable Stock Returns in …Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)Characterizing Predictable Co…Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets (1992)Characterizing Predictable Co…The predictability of real exchange rate changes in the short and long run (1991)The predictability of real ex…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…The term structure of euromarket interest rates (1987)The term structure of euromar…How Integrated are World Capital Markets? Some New Tests (1986)How Integrated are World Capi…Testing asset pricing models with changing expectations and an unobservable market portfolio (1985)Testing asset pricing models …Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Exchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Asset Pricing in a Production Economy with Incomplete Information (1986)The predictability of returns on equity REITs and their co-movement with other assets (1992)8. 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The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1 (1998)Instability of return prediction models (2006)Costly capital reallocation and the effects of government spending (1998)Inferential Theory for Factor Models of Large Dimensions (2003)How do house prices affect consumption? Evidence from micro data (2006)A Time Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies (2001)The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters (2015)When Victims Help Their Abusive Supervisors: The Role of LMX, Self-Blame, and Guilt (2020)Intertemporal asset pricing (1990)Oil prices, exchange rates and emerging stock markets (2011)Predictive regressions with time-varying coefficients (2012)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)
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References

  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 1992Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration512 cited
  • 1992Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets499 cited
  • 1983Exchange Rates and International Macroeconomics311 cited
  • 1985Testing asset pricing models with changing expectations and an unobservable market portfolio293 cited
  • 1992Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions253 cited
  • 1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration149 cited
  • 1992Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets129 cited
  • 1987The term structure of euromarket interest rates94 cited
  • 1986How Integrated are World Capital Markets? Some New Tests92 cited

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  • 1991The predictability of real exchange rate changes in the short and long run40 cited
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