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Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model
16 references·1 citing·43 second hop
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References

  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
  • 1998Asset pricing in production economies1,083 cited
  • 2001Habit Persistence, Asset Returns, and the Business Cycle1,049 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited
  • 2006Can News About the Future Drive the Business Cycle?955 cited
  • 1996The Equity Premium: It's Still a Puzzle944 cited

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Reconciling the Return Predictability Evidence
701 cited

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  • 2012Bank/Sovereign Risk Spillovers in the European Debt Crisis21 cited