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Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
In: Staff Report.
RePEc:fip:fedmsr:280.

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  2. Does habit formation always increase the agents desire to smooth consumption?. (2012). Bambi, Mauro ; Augeraud-Véron, Emmanuelle ; Augeraud-Veron, Emmanuelle.
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  4. Price Subsidies and the Conduct of Monetary Policy. (2012). Rebei, Nooman ; BEN AISSA, Mohamed.
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  5. Endogenous Entry, Product Variety and Business Cycles. (2012). Melitz, Marc ; Ghironi, Fabio ; bilbiie, florin.
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  6. Habit formation heterogeneity: Implications for aggregate asset pricing. (2012). Grishchenko, Olesya ; Dubin, Eduard ; Kartashov, Vasily .
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  7. Ambiguity Aversion and Variance Premium. (2012). Zhou, Hao ; Wei, Bin ; Miao, Jianjun.
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  9. Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2011). Lindé, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
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  11. The Return to Capital and the Business Cycle. (2011). Rupert, Peter ; Ravikumar, B ; Gomme, Paul.
    In: Review of Economic Dynamics.
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  12. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; d'Addona, Stefano.
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  13. CAN FINANCING CONSTRAINTS EXPLAIN THE ASSET PRICING PUZZLES IN PRODUCTION ECONOMIES?. (2011). Smith, Katherine A..
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  14. Uninsured countercyclical risk: an aggregation result and application to optimal monetary policy. (2011). Nakajima, Tomoyuki ; Braun, R..
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  21. How non-Gaussian shocks affect risk premia in non-linear DSGE models. (2011). Andreasen, Martin.
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  22. An efficient method of computing higher-order bond price perturbation approximations. (2011). Zabczyk, Pawel ; Andreasen, Martin.
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  24. EQUITY Premium Puzzle in a Data-Rich Environment. (2010). Douch, Mohamed ; Bouaddi, Mohammed .
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  25. A Contribution Towards New Zealand’s Tax Reform. (2010). Razzak, Weshah ; Laabas, Belkacem.
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  26. A contribution towards New Zealands tax reform. (2010). Razzak, Weshah.
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  28. Money Targeting, Heterogeneous Agents and Dynamic Instability. (2010). Tirelli, Patrizio ; Motta, Giorgio.
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  29. Empirical and policy performance of a forward-looking monetary model. (2010). Williams, Noah ; Onatski, Alexei.
    In: Journal of Applied Econometrics.
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  30. Fitting observed inflation expectations. (2010). Eusepi, Stefano ; Del Negro, Marco.
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  31. The Return to Capital and the Business Cycle. (2010). Rupert, Peter ; Ravikumar, B ; Gomme, Paul.
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    RePEc:jae:japmet:v:24:y:2009:i:7:p:1057-1093.

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  41. Is admiration a source of indeterminacy when the speed of habit formation is finite?. (2009). Chen, Been-Lon ; Hsu, Yu-Shan.
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    RePEc:ebl:ecbull:eb-09-00542.

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    In: Review of Economic Dynamics.
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  44. Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2008). Schuh, Scott ; Ireland, Peter.
    In: Review of Economic Dynamics.
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  45. Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13741.

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  47. An Exploration of Asset Returns in a Production Economy with Relative Habits. (2008). Budria Rodriguez, Santiago.
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  50. Consumption-habits in a new Keynesian business cycle model. (2008). Dennis, Richard.
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    RePEc:fip:fedfwp:2008-35.

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  51. Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Veldkamp, Laura ; Clementi, Gian Luca ; Campanale, Claudio ; Castro, Rui.
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  52. Intangible capital, corporate valuation and asset pricing. (2007). Danthine, Jean-Pierre ; Jin, Xiangrong.
    In: Economic Theory.
    RePEc:spr:joecth:v:32:y:2007:i:1:p:157-177.

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  53. Junior is rich: bequests as consumption. (2007). Mehra, Rajnish ; Constantinides, George ; Donaldson, John.
    In: Economic Theory.
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  54. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: Review of Economic Dynamics.
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  55. high level of international risk sharing when the productivity growth contains long run risk. (2007). Chang, Yanqin.
    In: MPRA Paper.
    RePEc:pra:mprapa:4476.

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  56. Import Tariffs and Growth in a Model with Habits. (2007). Lee, Shun-Fa ; Chen, Been-Lon.
    In: MPRA Paper.
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  57. Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model. (2007). Schuh, Scott ; Ireland, Peter.
    In: NBER Working Papers.
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  58. Asset pricing with dynamic programming. (2007). Semmler, Willi.
    In: Computational Economics.
    RePEc:kap:compec:v:29:y:2007:i:3:p:233-265.

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  59. Habits and heterogeneity in demands: a panel data analysis. (2007). Collado, M. Dolores ; Browning, Martin.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:3:p:625-640.

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  60. A nonparametric analysis of habits models. (2007). Crawford, Ian.
    In: CeMMAP working papers.
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  61. Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald.
    In: SFB 649 Discussion Papers.
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  62. Documentation of the Research and Statistics Division’s estimated DSGE model of the U.S. economy: 2006 version. (2007). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
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  63. Natural rate measures in an estimated DSGE model of the U.S. economy. (2007). Laforte, Jean-Philippe ; Kiley, Michael ; Edge, Rochelle M..
    In: Finance and Economics Discussion Series.
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  64. Asset Pricing with Adaptive Learning. (2007). Giannitsarou, Chryssi ; Carceles-Poveda, Eva.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6223.

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  65. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
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  66. The Return to Capital and the Business Cycle. (2007). Rupert, Peter ; Ravikumar, B ; Gomme, Paul.
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt8d5824r7.

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  67. Employment, Hours per Worker and the Business Cycle.. (2007). Fernandez-Corugedo, Emilio .
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  68. Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Linzert, Tobias ; Kuester, Keith ; Christoffel, Kai ; Kuster, Keith.
    In: Discussion Paper Series 1: Economic Studies.
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  69. Rational Inattention, Portfolio Choice, and the Equity Premium. (2006). Luo, Yulei.
    In: Computing in Economics and Finance 2006.
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  70. How Important is the Intermediate Input Channel in Explaining Sectoral Employment Comovement over the Business Cycle?. (2006). Kim, Kunhong.
    In: Review of Economic Dynamics.
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  71. Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?. (2006). .
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  72. Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
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  73. What do “residuals” from first-order conditions reveal about DGE models?. (2006). Letendre, Marc-Andre ; Johri, Alok.
    In: Department of Economics Working Papers.
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  74. Intangible Capital, Corporate Valuation and Asset Pricing. (2006). Danthine, Jean-Pierre ; Jin, Xiangrong.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
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  75. Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
    In: IZA Discussion Papers.
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  76. HABITS AND HETEROGENEITY IN DEMANDS: A PANEL DATA ANALYSIS. (2006). Collado, M. Dolores ; Browning, Martin.
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  77. Macroeconomic volatility and the equity premium. (2006). Sill, Keith.
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  78. Aggregate shocks or aggregate information? costly information and business cycle comovement. (2006). Wolfers, Justin ; Veldkamp, Laura.
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  79. The frequency of price adjustment and New Keynesian business cycle dynamics. (2006). Dennis, Richard.
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  80. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2006). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
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  84. Intangible Capital, Corporate Valuation and Asset Pricing. (2006). Danthine, Jean-Pierre ; Jin, Xiangrong.
    In: CEPR Discussion Papers.
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  85. Has Monetary Policy Become More Effective?. (2006). Giannoni, Marc ; Boivin, Jean.
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  86. Complementarities in information acquisition with short-term trades. (2006). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
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  87. The Role of Debt and Equity Finance over the Business Cycle. (2006). Denhaan, Wouter ; Covas, Francisco ; den Haan, Wouter J..
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  90. A Rational Expectations Model of Optimal Inflation Inertia. (2005). Laxton, Douglas ; Kumhof, Michael.
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  91. Habit Persistence, Money Growth Rule and Real Indeterminacy. (2005). Fève, Patrick ; Collard, Fabrice ; Auray, Stéphane.
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  92. Production Inflexibilities and the Cost Channel of Monetary Policy. (2005). alvarez lois, pedro ; Alvarez-Lois, Pedro P..
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  93. Reaction functions in a small open economy: What role for non-traded inflation?. (2005). Santacreu, Ana Maria.
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  94. Financial Markets and the Real Economy. (2005). Cochrane, John.
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  95. Firm-Specific Capital, Nominal Rigidities and the Business Cycle. (2005). Lindé, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper.
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  96. Distribution Risk and Equity Returns. (2005). Danthine, Jean-Pierre ; Donaldson, John B. ; Siconolfi, Paolo .
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  97. The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model. (2005). Linzert, Tobias ; Kuester, Keith ; Christoffel, Kai.
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  99. Monetary policy analysis with potentially misspecified models. (2005). Schorfheide, Frank ; Del Negro, Marco.
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  100. By force of demand: explaining international comovements and the saving-investment correlation puzzle. (2005). Wen, Yi.
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  102. Monetary policy analysis with potentially misspecified models. (2005). Schorfheide, Frank ; Del Negro, Marco.
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Documents in RePEc which have cited the same bibliography

  1. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
    In: Economics Series.
    RePEc:ihs:ihsesp:322.

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  2. No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics. (2016). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1618.

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  3. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5905.

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  4. Optimal taxation in a habit formation economy. (2015). Kuhn, Moritz ; Koehne, Sebastian.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:122:y:2015:i:c:p:31-39.

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  5. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10502.

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  6. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10334.

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  7. Fiscal Policy Matters A New DSGE Model for Slovakia. (2015). Horvath, Michal ; Mucka, Zuzana .
    In: Discussion Papers.
    RePEc:cbe:dpaper:201501.

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  8. Price Effect in the Short and in the Long Run. (2015). Vanin, Paolo ; dragone, davide.
    In: Working Papers.
    RePEc:bol:bodewp:wp1040.

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  9. A note on sustainability and habit formation. (2014). Yamaguchi, Rintaro.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:7:y:2014:i:3:p:149-157.

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  10. Bivariate almost stochastic dominance. (2014). Huang, Rachel ; Denuit, Michel ; Tzeng, Larry.
    In: Economic Theory.
    RePEc:spr:joecth:v:57:y:2014:i:2:p:377-405.

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  11. Showing or telling? Local interaction and organization of behavior. (2014). Cowan, Robin ; Babutsidze, Zakaria.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:9:y:2014:i:2:p:151-181.

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  12. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:60513.

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  13. Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Dong, Jinyue ; Kwan, Yum K..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:03:p:77-108.

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  14. Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201455.

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  15. Conformism and Wealth Distribution. (2014). Nakamoto, Yasuhiro ; Mino, Kazuo.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:901.

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  16. A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence. (2014). Tamura, Hideaki ; Matsubayashi, Yoichi.
    In: Discussion Papers.
    RePEc:koe:wpaper:1422.

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  17. Social Comparison and Risk Taking Behavior. (2014). Stanca, Luca ; Manzoni, Elena ; Gamba, Astrid.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2014-031.

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  18. Household electricity demand in Spanish regions. Public policy implications. (2014). Romero-Jordan, Desiderio ; Peasco, Cristina ; del Rio, Pablo.
    In: Working Papers.
    RePEc:ieb:wpaper:2013/6/doc2014-24.

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  19. Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt. (2014). König, Nadja ; Ingrid Größl, ; Knig, Nadja .
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:201404.

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  20. The Decline of Drudgery and the Paradox of Hard Work. (2014). Kimball, Miles ; Epstein, Brendan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1106.

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  21. Signaling Status: The Impact of Relative Income on Household Consumption and Financial Decisions. (2014). Ramcharan, Rodney ; Krimmel, Jacob ; Bricker, Jesse.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-76.

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  22. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-43.

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  23. Testing consumption optimality using aggregate data. (2014). Issler, João ; Gomes, Fabio Augusto Reis, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:756.

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  24. The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Patacchini, Eleonora ; Rainone, Edoardo .
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1404.

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  25. Loss aversion and the asymmetric transmission of monetary policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:68:y:2014:i:c:p:19-36.

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  26. Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions. (2014). Gómez Suárez, Manuel ; Gomez, Manuel A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:50-54.

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  27. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:133-147.

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  28. State-variable public goods and social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:68:y:2014:i:2:p:390-410.

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  29. Lifecycle consumption plans, social learning and external habits: Experimental evidence. (2014). Duffy, John ; Carbone, Enrica.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:106:y:2014:i:c:p:413-427.

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  30. Positional preferences in time and space: Optimal income taxation with dynamic social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:1-23.

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  31. Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:2:p:243-247.

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  32. The equity premium in a small open economy and an application to Israel. (2014). Elkayam, David ; Borenstein, Eliezer .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:81-99.

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  33. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10105.

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  34. Shortfall Aversion. (2014). Ren, Dan ; Guasoni, Paolo ; Huberman, Gur.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10064.

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  35. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:857.

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  36. Housing Services and Volatility Bounds with Real Estate Returns. (2011). Pakoš, Michal ; Pakos, Michal ; Zemcik, Petr .
    In: ERES.
    RePEc:arz:wpaper:eres2011_84.

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  37. Reference-dependent Preferences and the Transmission of Monetary Policy. (2010). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Discussion Paper.
    RePEc:tiu:tiucen:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8.

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  38. The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-12.

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  39. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Fornero, Jorge ; Michalak, T. ; Plasmans, J. E. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:0fa43989-a96a-4c17-86de-ec95be139e98.

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  40. Intergenerational Linkages in Consumption Behavior. (2004). Waldkirch, Andreas ; Ng, Serena ; Cox, Donald.
    In: Journal of Human Resources.
    RePEc:uwp:jhriss:v:39:y:2004:i:2:p355-381.

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  41. Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
    In: MPRA Paper.
    RePEc:pra:mprapa:14613.

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  42. Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. (2004). Sahuc, Jean-Guillaume ; Jondeau, Eric.
    In: Documents de recherche.
    RePEc:eve:wpaper:04-13.

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  43. The Value of Interest-rate Smoothing in a Forward-looking Small Open Economy. (2003). Kam, Timothy.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:03-12.

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  44. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). alessie, rob ; Alessie, R. J. M., ; Teppa, F..
    In: Discussion Paper.
    RePEc:tiu:tiucen:60427e7c-434b-4fbc-a05d-e64890958628.

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  45. Saving and Habit Formation: Evidence from Dutch Panel Data. (2002). alessie, rob ; Teppa, Federica.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20020076.

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  46. Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7. (2001). Dees, Stephane ; Cadiou, Loic ; Allais, Olivier.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_147_1_6211.

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  47. The Restrictions on Predictability Implied by Rational Asset Pricing Models.. (1998). Kirby, Chris.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:11:y:1998:i:2:p:343-82.

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  48. Preferences, Consumption Smoothing and Risk Premia. (1997). Uhlig, Harald ; Lettau, M. ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:129a8e4c-f593-4f03-b35b-2846f24d7311.

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  49. Catching up with the Keynesians. (1996). Uhlig, Harald ; Ljungqvist, Lars ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f678c765-1782-4a88-8b02-c02cf5dbf264.

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  50. Can Habit Formation be Reconciled with Business Cycle Facts?. (1995). Uhlig, Harald ; Lettau, M. ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:b152dad0-97de-48c9-bde6-6864e691a913.

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