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Empirical evidence on the Euler equation for consumption in the US
16 references·1 citing·33 second hop
Empirical evidence on the Euler equation for consumption in the US (2019)Empirical evidence on the Euler equation …Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Understanding the Effects of Government Spending on Consumption (2007)Understanding the Effects of …Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Risk-sensitive real business cycles (2000)Risk-sensitive real business …Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Credit Cycles (1997)Credit CyclesSubstitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…Debt, Deficits, and Finite Horizons (1985)Debt, Deficits, and Finite Ho…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models (2022)Macro‐Finance Decoupling: Rob…Asset Prices in an Exchange Economy (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The equity premium: A puzzle (1985)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)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)American Economic Review (2019)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)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)Identifying Government Spending Shocks: It's all in the Timing* (2011)When Is the Government Spending Multiplier Large? (2011)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Why Do New Technologies Complement Skills? Directed Technical Change and Wage Inequality (1998)Zipf's Law for Cities: An Explanation (1999)Closing Small Open Economy Models (2002)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1997Credit Cycles5,254 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 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
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1985Debt, Deficits, and Finite Horizons2,391 cited
  • 2007Understanding the Effects of Government Spending on Consumption1,923 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited

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  • 1989NBER macroeconomics annual 1987923 cited
  • 2000Risk-sensitive real business cycles670 cited
  • Cited by

    • 2022Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models28 cited