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Capital, Interest, and Aggregate Intertemporal Substitution
16 references·12 citing·35 second hop
Capital, Interest, and Aggregate Intertemporal Substitution (2002)Capital, Interest, and Aggregate Intertem…Irrational Exuberance (2000)Irrational ExuberanceEffective tax rates in macroeconomics (1994)Effective tax rates in macroe…Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Production-Based Asset Pricin…SUPPLY-SIDE ECONOMICS: AN ANALYTICAL REVIEW (1990)SUPPLY-SIDE ECONOMICS: AN ANA…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Dynamic Fiscal Policy. (1989)Dynamic Fiscal Policy.Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…The equity premium: A puzzle (1985)The equity premium: A puzzleStochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Principles of Economics (1982)Principles of EconomicsIntertemporal Substitution in Consumption (1981)Intertemporal Substitution in…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Productivity Trends in the United States (1961)Productivity Trends in the Un…A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion (2020)A Dynamic Quantile Model for …Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia (2018)Accounting for Macro-Finance …Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia (2018)Accounting for Macro-Finance …News about aggregate demand and the business cycle (2015)News about aggregate demand a…Growing (with Capital Controls) like China (2014)Growing (with Capital Control…Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem? (2013)Estimating the elasticity of …Cross-Country Heterogeneity in Intertemporal Substitution (2013)Cross-Country Heterogeneity i…International trade, exhaustible-resource abundance and economic growth (2011)International trade, exhausti…Chapter 61 Intertemporal Substitution and Risk Aversion (2007)Chapter 61 Intertemporal Subs…Intertemporal Disturbances (2006)Intertemporal DisturbancesEquity Prices, Productivity Growth and ‘The New Economy’ (2006)Equity Prices, Productivity G…Chapter 8 The Social Value of Education and Human Capital (2006)Chapter 8 The Social Value of…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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)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)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)Economic Forces and the Stock Market (1986)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)What Can Economists Learn from Happiness Research? (2002)Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data (2003)The role of income aspirations in individual happiness (2004)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Fiscal policy and economic growth (1993)Why Do Americans Work So Much More Than Europeans? (2004)Globalization and its Discontents (2001)Investor Sentiment and the Cross-Section of Stock Returns (2003)The short of it: Investor sentiment and anomalies (2011)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 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
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1982Principles of Economics3,108 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1989Dynamic Fiscal Policy.1,724 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 2000Irrational Exuberance1,515 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1990SUPPLY-SIDE ECONOMICS: AN ANALYTICAL REVIEW1,133 cited
  • 1991Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations1,125 cited
  • 1961Productivity Trends in the United States1,092 cited
  • 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited

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1994
Effective tax rates in macroeconomics
1,057 cited

Cited by

  • 2007Chapter 61 Intertemporal Substitution and Risk Aversion107 cited
  • 2006Chapter 8 The Social Value of Education and Human Capital107 cited
  • 2006Intertemporal Disturbances72 cited
  • 2013Cross-Country Heterogeneity in Intertemporal Substitution67 cited
  • 2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia61 cited
  • 2014Growing (with Capital Controls) like China53 cited
  • 2006Equity Prices, Productivity Growth and ‘The New Economy’51 cited
  • 2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia30 cited
  • 2013Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?19 cited
  • 2011International trade, exhaustible-resource abundance and economic growth16 cited
  • 2015News about aggregate demand and the business cycle16 cited
  • 2020A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion3 cited