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Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan
8 references·0 citing·28 second hop
Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan (1996)Consumption growth and the intertemporal …Test of C-CAPM for Japan: 1980–1988 (1992)Test of C-CAPM for Japan: 198…On tests of representative consumer asset pricing models (1990)On tests of representative co…Lectures on macroeconomics (1990)Lectures on macroeconomicsLikelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)The equity premium: A puzzle (1985)Recursive Methods in Economic Dynamics (1989)Habit persistence and the marginal propensity to consume in Japan (2004)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Long-Run Risk through Consumption Smoothing (2010)Estimation of Dynamic Term Structure Models (2012)Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)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)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)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Rational Asset Pricing Bubbles (1997)The cyclical behaviour of fiscal policy: evidence from the OECD (2002)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1990Lectures on macroeconomics1,389 cited
  • 1990On tests of representative consumer asset pricing models205 cited
  • 1992Test of C-CAPM for Japan: 1980–198842 cited

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