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Testing External Habits in an Asset Pricing Model

https://doi.org/10.2139/ssrn.2061462
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1 of 35 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1093/rfs/5.3.357
The 34 checked references that resolve
resolves10.3386/w3279
Asset Prices under Habit Formation and Catching up with the Joneses
resolves10.1016/s0304-3932(98)00039-7
Risk premia and term premia in general equilibrium
resolves10.1016/j.jedc.2011.07.005
Relative risk aversion and the transmission of financial crises
resolves10.1016/0014-2921(93)90101-F
Time nonseparability in aggregate consumption
resolves10.2307/2233809
A Variance Decomposition for Stock Returns
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.2307/2297552
Why is Consumption So Smooth?
resolves10.1257/aer.90.3.341
Saving and Growth with Habit Formation
resolves10.1016/0167-2231(94)90006-x
Saving and growth: a reinterpretation
resolves10.1016/0304-3932(93)90015-8
The equity premium and the risk-free rate
resolves10.1086/261693
Habit Formation: A Resolution of the Equity Premium Puzzle
resolves10.1016/0304-405x(86)90005-x
Modeling the term structure of interest rates under non-separable utility and durability of goods
resolves10.1257/aer.90.3.391
Habit Formation in Consumer Preferences: Evidence from Panel Data
resolves10.1007/978-1-4899-4541-9
An Introduction to the Bootstrap
resolves10.1016/s0165-1765(02)00256-2
Regime-dependent impulse response functions in a Markov-switching vector autoregression model
resolves10.2307/1882642
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
resolves10.2307/2171846
Efficient Tests for an Autoregressive Unit Root
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1086/261750
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
resolves10.3386/w3631
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests
resolves10.1257/aer.90.3.367
Habit Formation in Consumption and Its Implications for Monetary-Policy Models
resolves10.1016/j.jmoneco.2003.12.004
A present value test of habits and the current account
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1016/0304-4076(90)90093-9
Analysis of time series subject to changes in regime
resolves10.2307/2951555
The Interaction Between Time-Nonseparable Preferences and Time Aggregation
resolves10.7551/mitpress/6444.001.0001
State-Space Models with Regime Switching
resolves10.1016/0304-4076(92)90104-Y
Testing the null hypothesis of stationarity against the alternative of a unit root
resolves10.1016/0304-405x(91)90015-c
The consumption of stockholders and nonstockholders
resolves10.2307/20075681
Habits, Rationality and Myopia in the Life Cycle Consumption Function
resolves10.1198/073500104000000019
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
resolves10.2307/2938337
Inference in Linear Time Series Models with some Unit Roots
resolves10.1162/154247603770383415
An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area
resolves10.1111/1475-4991.00049
A Guide To U.S. Chain Aggregated Nipa Data
resolves10.2307/2937817
Nonexpected Utility in Macroeconomics
The 2 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref30
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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