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Asset Pricing Implications of Equilibrium Business Cycle Models
10 references·16 citing·42 second hop
Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Asset Pricing Implications of Equilibrium…Term Structure of Interest Rates (2008)Term Structure of Interest Ra…Job creation and destruction (1996)Job creation and destructionBusiness Cycles and Labor-Market Search (1996)Business Cycles and Labor-Mar…The business cycle with nominal contracts (1995)The business cycle with nomin…Search in the labor market and the real business cycle (1995)Search in the labor market an…Habit persistence and durability in aggregate consumption (1991)Habit persistence and durabil…The equity premium: A puzzle (1985)The equity premium: A puzzleIndivisible labor and the business cycle (1985)Indivisible labor and the bus…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Optimal capital controls and real exchange rate policies: A pecuniary externality perspective (2016)Optimal capital controls and …Human Capital and Unemployment Dynamics: Why More Educated Workers Enjoy Greater Employment Stability (2016)Human Capital and Unemploymen…Microprudential Regulation in a Dynamic Model of Banking (2013)Microprudential Regulation in…Investment shocks and the commodity basis spread (2013)Investment shocks and the com…Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital (2012)Toward a Quantitative General…Asset Pricing in Production Economies with Extrapolative Expectations (2012)Asset Pricing in Production E…Information Quality and Long‐Run Risk: Asset Pricing Implications (2010)Information Quality and Long‐…Finite state Markov-chain approximations to highly persistent processes (2010)Finite state Markov-chain app…Corporate Real Estate Holdings and the Cross Section of Stock Returns (2009)Corporate Real Estate Holding…Labor Hiring, Investment, and Stock Return Predictability in the Cross Section (2008)Labor Hiring, Investment, and…Asset prices and real investment (2004)Asset prices and real investm…Energy, the Stock Market, and the Putty-Clay Investment Model (2003)Energy, the Stock Market, and…The Value Premium (2002)The Value PremiumRobustness and Pricing with Uncertain Growth (2002)Robustness and Pricing with U…Macroeconomic Factors and the Correlation of Stock and Bond Returns (2002)Macroeconomic Factors and the…INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS (1997)INCOME AND WEALTH HETEROGENEI…Models of business cycles (1987)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics (2008)Credit Shocks and Aggregate Fluctuations in an Economy with Production Heterogeneity (2013)The distribution of wealth and the marginal propensity to consume (2017)Investment, Capacity Utilization and the Real Business Cycle (1986)Trends and random walks in macroeconomic time series (1988)Technical Change and the Aggregate Production Function (1957)Recursive Methods in Economic Dynamics (1989)Job Turnover and Policy Evaluation: A General Equilibrium Analysis (1993)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Unified Framework for Monetary Theory and Policy Analysis (2005)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)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Intertemporal Capital Asset Pricing Model (1973)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Do Measures of Investor Sentiment Predict Returns? (1998)Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Financial Markets and the Real Economy (2005)THE TAX‐ADJUSTED YIELD CURVE (1975)Parsimonious Modeling of Yield Curves (1987)A Theory of the Nominal Term Structure of Interest Rates (1992)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Looking into the Black Box: A Survey of the Matching FunctionThe Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Risk Shocks (2013)Policy distortions and aggregate productivity with heterogeneous establishments (2008)What Causes Industry Agglomeration? Evidence from Coagglomeration Patterns (2010)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)
this work references cited by second hop

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 1996Job creation and destruction1,630 cited
  • 1995Search in the labor market and the real business cycle1,174 cited
  • 1996Business Cycles and Labor-Market Search1,085 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1991Habit persistence and durability in aggregate consumption345 cited
  • 1995The business cycle with nominal contracts129 cited

Cited by

  • 1997INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS328 cited
  • 2010Finite state Markov-chain approximations to highly persistent processes285 cited
  • 2003Energy, the Stock Market, and the Putty-Clay Investment Model237 cited
  • 2002The Value Premium235 cited
  • 2012Asset Pricing in Production Economies with Extrapolative Expectations209 cited
  • 2002Robustness and Pricing with Uncertain Growth

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207 cited
  • 2009Corporate Real Estate Holdings and the Cross Section of Stock Returns181 cited
  • 2016Optimal capital controls and real exchange rate policies: A pecuniary externality perspective175 cited
  • 2008Labor Hiring, Investment, and Stock Return Predictability in the Cross Section173 cited
  • 2013Investment shocks and the commodity basis spread161 cited
  • 2010Information Quality and Long‐Run Risk: Asset Pricing Implications159 cited
  • 2004Asset prices and real investment158 cited
  • 2012Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital147 cited
  • 2013Microprudential Regulation in a Dynamic Model of Banking146 cited
  • 2002Macroeconomic Factors and the Correlation of Stock and Bond Returns146 cited
  • 2016Human Capital and Unemployment Dynamics: Why More Educated Workers Enjoy Greater Employment Stability144 cited