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Learning about Consumption Dynamics
16 references·15 citing·42 second hop
Learning about Consumption Dynamics (2015)Learning about Consumption DynamicsDepression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Depression Babies: Do Macroec…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…The Equity Premium (2002)The Equity PremiumConsumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Investing for the Long Run when Returns Are Predictable (2000)Investing for the Long Run wh…Predictive regressions (1999)Predictive regressionsSubstitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …The equity risk premium a solution (1988)The equity risk premium a sol…Dividend yields and expected stock returns (1988)Dividend yields and expected …The equity premium: A puzzle (1985)The equity premium: A puzzleStochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Insensitive Investors (2024)Insensitive InvestorsA Reassessment of Monetary Policy Surprises and High-Frequency Identification (2022)A Reassessment of Monetary Po…A Reassessment of Monetary Policy Surprises and High-Frequency Identification (2022)A Reassessment of Monetary Po…Learning, slowly unfolding disasters, and asset prices (2021)Learning, slowly unfolding di…Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19 (2020)Scarring Body and Mind: The L…Learning From Disagreement in the U.S. Treasury Bond Market (2020)Learning From Disagreement in…Climate Finance (2020)Climate FinanceWill the Chinese economy be more volatile in the future? Insights from urban household survey data (2019)Will the Chinese economy be m…Does Smooth Ambiguity Matter for Asset Pricing? (2018)Does Smooth Ambiguity Matter …Dividend Dynamics, Learning, and Expected Stock Index Returns (2018)Dividend Dynamics, Learning, …Asset pricing with beliefs-dependent risk aversion and learning (2018)Asset pricing with beliefs-de…A time varying DSGE model with financial frictions (2016)A time varying DSGE model wit…Understanding Uncertainty Shocks and the Role of Black Swans (2014)Understanding Uncertainty Sho…Learning about Rare Disasters: Implications For Consumption and Asset Prices (2014)Learning about Rare Disasters…Parameter Learning in General Equilibrium: The Asset Pricing Implications (2012)Parameter Learning in General…The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The General Theory of Employment, Interest and Money. 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(1983)CEO Overconfidence and Corporate Investment (2005)Trusting the Stock Market (2005)Overconfidence and Early‐Life Experiences: The Effect of Managerial Traits on Corporate Financial Policies (2011)Imprinting: Toward a Multilevel Theory (2013)Culture and Institutions (2015)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)ARCH modeling in finance (1992)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)
this work references cited by second hop

References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 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
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*2,479 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 1999Predictive regressions1,614 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2000Investing for the Long Run when Returns Are Predictable1,372 cited
  • 2002

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The Equity Premium
1,331 cited

Cited by

  • 2014Understanding Uncertainty Shocks and the Role of Black Swans113 cited
  • 2020Scarring Body and Mind: The Long-Term Belief-Scarring Effects of COVID-19102 cited
  • 2012Parameter Learning in General Equilibrium: The Asset Pricing Implications86 cited
  • 2020Learning From Disagreement in the U.S. Treasury Bond Market57 cited
  • 2021Learning, slowly unfolding disasters, and asset prices49 cited
  • 2014Learning about Rare Disasters: Implications For Consumption and Asset Prices47 cited
  • 2018Dividend Dynamics, Learning, and Expected Stock Index Returns41 cited
  • 2020Climate Finance33 cited
  • 2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification29 cited
  • 2024Insensitive Investors29 cited
  • 2018Asset pricing with beliefs-dependent risk aversion and learning29 cited
  • 2018Does Smooth Ambiguity Matter for Asset Pricing?26 cited
  • 2016A time varying DSGE model with financial frictions24 cited
  • 2019Will the Chinese economy be more volatile in the future? Insights from urban household survey data20 cited
  • 2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification18 cited