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External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-3932(82)90012-5openalex-snapshot
Trends and random walks in macroeconmic time series
inferredcites →https://doi.org/10.1016/0304-3932(85)90061-3openalex-snapshot
The equity premium: A puzzle
inferredcites →https://doi.org/10.1016/0304-3932(88)90030-xopenalex-snapshot
Production, growth and business cycles
inferredcites →https://doi.org/10.1016/0304-3932(91)90004-8openalex-snapshot
Asset returns and intertemporal preferences
inferredcites →https://doi.org/10.1016/0304-405x(91)90015-copenalex-snapshot
The Consumption of Stockholders and Non-Stockholders
inferredcites →https://doi.org/10.1016/b978-0-44-459406-8.00012-3openalex-snapshot
Advances in Consumption-Based Asset Pricing: Empirical Tests
inferredcites →https://doi.org/10.1016/j.euroecorev.2004.09.002openalex-snapshot
Interpretable Asset Markets?
inferredcites →https://doi.org/10.1016/j.jedc.2010.12.017openalex-snapshot
Risk premia in general equilibrium
inferredcites →https://doi.org/10.1016/j.jfineco.2003.12.002openalex-snapshot
Asset prices and real investment
inferredcites →https://doi.org/10.1016/j.jfineco.2005.02.004openalex-snapshot
A consumption-based model of the term structure of interest rates☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.04.007openalex-snapshot
The equity premium implied by production
inferredcites →https://doi.org/10.1016/j.jfineco.2014.08.005openalex-snapshot
A century of capital structure: The leveraging of corporate America
inferredcites →https://doi.org/10.1016/j.jmoneco.2014.04.001openalex-snapshot
Long-run productivity risk: A new hope for production-based asset pricing?
inferredcites →https://doi.org/10.1016/j.red.2010.02.002openalex-snapshot
Finite state Markov-chain approximations to highly persistent processes
inferredcites →https://doi.org/10.1016/s0304-3932(00)00012-xopenalex-snapshot
Risk-sensitive real business cycles
inferredcites →https://doi.org/10.1016/s0304-3932(97)00078-0openalex-snapshot
Asset pricing in production economies
inferredcites →https://doi.org/10.1016/s1574-0048(99)10022-3openalex-snapshot
Chapter 14 Resuscitating real business cycles
inferredcites →https://doi.org/10.1016/s1574-0102(03)01022-7openalex-snapshot
Chapter 13 Consumption-based asset pricing
inferredcites →https://doi.org/10.1086/250059openalex-snapshot
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1086/261693openalex-snapshot
Habit Formation: A Resolution of the Equity Premium Puzzle
inferredcites →https://doi.org/10.1086/676119openalex-snapshot
Comment on the Campbell-Cochrane Habit Model
inferredcites →https://doi.org/10.1086/689606openalex-snapshot
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium
inferredcites →https://doi.org/10.1086/691450openalex-snapshot
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
inferredcites →https://doi.org/10.1093/rapstu/rax023openalex-snapshot
A General Equilibrium Model of the Value Premium with Time-Varying Risk Premia
inferredcites →https://doi.org/10.1093/rfs/3.2.207openalex-snapshot
Expectations and Volatility of Consumption and Asset Returns
inferredcites →https://doi.org/10.1093/rfs/hhm020openalex-snapshot
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
inferredcites →https://doi.org/10.1093/rfs/hhq033openalex-snapshot
Long-Run Risk through Consumption Smoothing
inferredcites →https://doi.org/10.1093/rfs/hhu037openalex-snapshot
Ambiguity Aversion and Asset Prices in Production Economies
inferredcites →https://doi.org/10.1093/rfs/hhv041openalex-snapshot
Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles
inferredcites →https://doi.org/10.1093/rof/rft058openalex-snapshot
Consumption Volatility and the Cross-Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03750.xopenalex-snapshot
Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb05151.xopenalex-snapshot
On Stock Market Returns and Returns on Investment
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04797.xopenalex-snapshot
The Maturity Structure of Corporate Debt
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01525.xopenalex-snapshot
A Habit‐Based Explanation of the Exchange Rate Risk Premium
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01747.xopenalex-snapshot
Technological Growth and Asset Pricing
inferredcites →https://doi.org/10.1111/jofi.12241openalex-snapshot
Innovation, Growth, and Asset Prices
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101731openalex-snapshot
Economic Activity of Firms and Asset Prices
inferredcites →https://doi.org/10.1257/aer.101.2.877openalex-snapshot
The Cyclical Behavior of Debt and Equity Finance
inferredcites →https://doi.org/10.1257/aer.102.6.2734openalex-snapshot
Disaster Risk and Business Cycles
inferredcites →https://doi.org/10.1257/aer.91.1.149openalex-snapshot
Habit Persistence, Asset Returns, and the Business Cycle
inferredcites →https://doi.org/10.1257/jep.15.3.23openalex-snapshot
A Theory of the Consumption Function, With and Without Liquidity Constraints
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The TIPS Yield Curve and Inflation Compensation
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10 Asset Pricing Implications of Equilibrium Business Cycle Models
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The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
inferredcites →https://doi.org/10.1561/104.00000005openalex-snapshot
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
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The TIPS Yield Curve and Inflation Compensation
inferredcites →https://doi.org/10.2139/ssrn.1602163openalex-snapshot
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
inferredcites →https://doi.org/10.2139/ssrn.2334398openalex-snapshot
External Habit in a Production Economy
inferredcites →https://doi.org/10.2139/ssrn.2626619openalex-snapshot
Nominal Rigidities and the Term Structures of Equity and Bond Returns
inferredcites →https://doi.org/10.2139/ssrn.2670999openalex-snapshot
Asset Return Dynamics Under Habits and Bad-Environment Good-Environment Fundamentals
inferredcites →https://doi.org/10.2139/ssrn.2671011openalex-snapshot
Nominal Rigidities and the Term Structures of Equity and Bond Returns
inferredcites →https://doi.org/10.2139/ssrn.2742323openalex-snapshot
Semi-Parametric Restrictions on Production-Based Asset Pricing Models
inferredcites →https://doi.org/10.2139/ssrn.575321openalex-snapshot
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
inferredcites →https://doi.org/10.2307/2171853openalex-snapshot
On the Concavity of the Consumption Function
inferredcites →https://doi.org/10.2307/2329162openalex-snapshot
On Stock Market Returns and Returns on Investment
inferredcites →https://doi.org/10.2307/2938334openalex-snapshot
Precautionary Saving in the Small and in the Large
inferredcites →https://doi.org/10.2307/2999635openalex-snapshot
Habit Formation and Aggregate Consumption
inferredcites →https://doi.org/10.24148/wp2012-19openalex-snapshot
A Quarterly, Utilization-Adjusted Series on Total Factor Productivity
inferredcites →https://doi.org/10.3386/w14788openalex-snapshot
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
inferredcites →https://doi.org/10.3386/w15222openalex-snapshot
Asset Return Dynamics under Bad Environment Good Environment Fundamentals
inferredcites →https://doi.org/10.3386/w15504openalex-snapshot
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
inferredcites →https://doi.org/10.3386/w15988openalex-snapshot
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
inferredcites →https://doi.org/10.3386/w18411openalex-snapshot
An Intertemporal CAPM with Stochastic Volatility
inferredcites →https://doi.org/10.3386/w21575openalex-snapshot
Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility
inferredcites →https://doi.org/10.3386/w2848openalex-snapshot
Precautionary Saving in the Small and in the Large
inferredcites →https://doi.org/10.3982/ecta6658openalex-snapshot
A Parsimonious Macroeconomic Model for Asset Pricing
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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