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A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
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Dynamic Econometric Modelling of Decisions under Uncertainty**Helpful comments by L. Broersma, P.H. Franses and F. van der Ploeg on an earlier version are gratefully acknowledged.
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International real business cycles among heterogeneous countries
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Fiscal shocks and their consequences
inferred← citeshttps://doi.org/10.1016/s0022-1996(96)01445-6openalex-snapshot
Real exchange-rate prediction over long horizons
inferred← citeshttps://doi.org/10.1016/s0164-0704(03)00004-1openalex-snapshot
Expansionary fiscal contraction: A theoretical exploration
inferred← citeshttps://doi.org/10.1016/s0164-0704(05)80022-9openalex-snapshot
Unemployment insurance and the intertemporal substitution of consumption and labor supply
inferred← citeshttps://doi.org/10.1016/s0165-1765(00)00330-xopenalex-snapshot
Consumption–leisure choice with habit formation
inferred← citeshttps://doi.org/10.1016/s0165-1889(96)00943-8openalex-snapshot
Optimal consumption and portfolio rules with durability and habit formation
inferred← citeshttps://doi.org/10.1016/s0165-1889(98)00049-9openalex-snapshot
On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
inferred← citeshttps://doi.org/10.1016/s0169-7161(05)80050-1openalex-snapshot
15 Some aspects of generalized method of moments estimation
inferred← citeshttps://doi.org/10.1016/s0169-7161(05)80052-5openalex-snapshot
17 Generalized method of moments: Econometric applications
inferred← citeshttps://doi.org/10.1016/s0169-7161(05)80061-6openalex-snapshot
26 Panel data models with rational expectations
inferred← citeshttps://doi.org/10.1016/s0169-7161(96)14003-7openalex-snapshot
1 Econometric evaluation of asset pricing models
inferred← citeshttps://doi.org/10.1016/s0169-7161(97)15014-3openalex-snapshot
12 A practitioner's guide to robust covariance matrix estimation
inferred← citeshttps://doi.org/10.1016/s0261-5606(97)00002-8openalex-snapshot
Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence
inferred← citeshttps://doi.org/10.1016/s0264-9993(00)00033-xopenalex-snapshot
Pitfalls in investment Euler equations
inferred← citeshttps://doi.org/10.1016/s0264-9993(97)00022-9openalex-snapshot
Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan
inferred← citeshttps://doi.org/10.1016/s0304-3932(00)00031-3openalex-snapshot
Seasonal cycles, business cycles, and monetary policy
inferred← citeshttps://doi.org/10.1016/s0304-3932(00)00038-6openalex-snapshot
Homework in labor economics: Household production and intertemporal substitution
inferred← citeshttps://doi.org/10.1016/s0304-3932(00)00052-0openalex-snapshot
On measuring the welfare cost of business cycles
inferred← citeshttps://doi.org/10.1016/s0304-3932(01)00113-1openalex-snapshot
Intertemporal non-separability and “rule of thumb” consumption
inferred← citeshttps://doi.org/10.1016/s0304-3932(96)90040-9openalex-snapshot
Nominal price rigidity, money supply endogeneity, and business cycles
inferred← citeshttps://doi.org/10.1016/s0304-3932(97)00062-7openalex-snapshot
Does the choice of consumption measure matter? An application to the permanent-income hypothesis
inferred← citeshttps://doi.org/10.1016/s0304-3932(97)00069-xopenalex-snapshot
Weekly employee hours, weeks worked and intertemporal substitution
inferred← citeshttps://doi.org/10.1016/s0304-3932(98)00013-0openalex-snapshot
Is public capital provision efficient?
inferred← citeshttps://doi.org/10.1016/s0304-3932(98)00016-6openalex-snapshot
Can a real business cycle model pass the Watson test?
inferred← citeshttps://doi.org/10.1016/s0304-3932(98)00023-3openalex-snapshot
New evidence on labor supply:
inferred← citeshttps://doi.org/10.1016/s0304-3932(99)00031-8openalex-snapshot
An empirically plausible model of low real interest rates and unbacked government debt
inferred← citeshttps://doi.org/10.1016/s0304-405x(01)00088-5openalex-snapshot
The jump-risk premia implicit in options: evidence from an integrated time-series study
inferred← citeshttps://doi.org/10.1016/s0304-405x(02)00128-9openalex-snapshot
Empirical pricing kernels
inferred← citeshttps://doi.org/10.1016/s0304-4076(00)00077-4openalex-snapshot
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
inferred← citeshttps://doi.org/10.1016/s0304-4076(97)00053-5openalex-snapshot
A cointegration approach to estimating preference parameters
inferred← citeshttps://doi.org/10.1016/s0922-1425(96)00243-5openalex-snapshot
Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan
inferred← citeshttps://doi.org/10.1016/s0927-0507(05)80049-0openalex-snapshot
Chapter 5 Theory and empirical testing of asset pricing models
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