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Bayesian Estimation of a DSGE Model with Asset Prices
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References

  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 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
  • 2005The Cyclical Behavior of Equilibrium Unemployment and Vacancies2,734 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2005Employment Fluctuations with Equilibrium Wage Stickiness1,436 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 2003Solving dynamic general equilibrium models using a second-order approximation to the policy function1,216 cited
  • 2007Real Wage Rigidities and the New Keynesian Model1,128 cited
  • 1998Asset pricing in production economies

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1,083 cited
  • 2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
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