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Real-financial interactions in macro-finance models
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Real-financial interactions in macro-finance models (2009)Real-financial interactions in macro-fina…Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Variable Rare Disasters: An E…Methods for Applied Macroeconomic Research (2011)Methods for Applied Macroecon…Do Peso Problems Explain the Returns to the Carry Trade? (2010)Do Peso Problems Explain the …A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy (2008)A Macro‐Finance Model of the …The black swan: the impact of the highly improbable (2007)The black swan: the impact of…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area (2003)An Estimated Stochastic Dynam…Monetary Policy and Exchange Rate Volatility in a Small Open Economy (2002)Monetary Policy and Exchange …Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…The equity risk premium a solution (1988)The equity risk premium a sol…The equity premium: A puzzle (1985)The equity premium: A puzzleAsset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Consumption of Stockholders and Non-Stockholders (1990)Short- Term Interest Rates as Predictors of Inflation (2021)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Rare Disasters, Asset Prices, and Welfare Costs (2009)Tails, Fears, and Risk Premia (2011)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)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)Efficient Capital Markets: II (1991)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Large Bayesian vector auto regressions (2009)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Presidential Address: Discount Rates (2011)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Optimal simple and implementable monetary and fiscal rules (2006)Bayesian estimation of an open economy DSGE model with incomplete pass-through (2007)Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)Developmental Evaluation: Applying Complexity Concepts to Enhance Innovation and Use (2010)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Why do humans reason? Arguments for an argumentative theory (2011)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2007The black swan: the impact of the highly improbable3,508 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2002Monetary Policy and Exchange Rate Volatility in a Small Open Economy1,278 cited
  • 2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1998Forecasting Economic Time Series863 cited
  • 2011Methods for Applied Macroeconomic Research573 cited
  • 2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy556 cited
  • 2003An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area534 cited

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  • 2010Do Peso Problems Explain the Returns to the Carry Trade?522 cited
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