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Equity Returns and Business Cycles in Small Open Economies
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Equity Returns and Business Cycles in Small Open Economies (2013)Equity Returns and Business Cycles in Sma…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…Default Risk and Income Fluctuations in Emerging Economies (2007)Default Risk and Income Fluct…Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…Closing Small Open Economy Models (2002)Closing Small Open Economy Mo…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Credit Cycles (1997)Credit CyclesTechnology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations (1996)Technology, Employment, and t…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…The equity premium: A puzzle (1985)The equity premium: A puzzleTime to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Income and Wealth Heterogeneity in the Macroeconomy (1998)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Some Evidence on the Importance of Sticky Prices (2004)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)When Is the Government Spending Multiplier Large? (2011)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Aggregate Dynamics and Staggered Contracts (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Production, growth and business cycles (1988)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Debt, Deficits, and Finite Horizons (1985)Real Business Cycles in a Small Open Economy (1991)Transition Modeling and Econometric Convergence Tests (2007)Sudden Stops, Financial Crises, and Leverage (2010)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Econometric policy evaluation: A critique (1976)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1997Credit Cycles5,254 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1996Technology, Employment, and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations1,731 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
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  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 2005Business cycles in emerging economies: the role of interest rates

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1,360 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
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