References

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• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 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
• 1987Parsimonious Modeling of Yield Curves2,918 cited
• 1933The Debt-Deflation Theory of Great Depressions2,516 cited
• 1993Understanding Risk and Return1,797 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
• 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 2004Bad Beta, Good Beta1,167 cited
• 2001The Long and Large Decline in U.S. Output Volatility995 cited
• 1992Intertemporal Asset Pricing Without Consumption Data954 cited
• 2021Short- Term Interest Rates as Predictors of Inflation