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A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
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- Marjorie Flavin & Shinobu Nakagawa, 2004. "A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence," NBER Working Papers 10458, National Bureau of Economic Research, Inc.
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"Macroeconomic Fluctuations and the Allocation of Time,"
Journal of Labor Economics, University of Chicago Press, vol. 15(1), pages 223-250, January.
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"Testing Uncovered Interest Parity: A Continuous‐Time Approach,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1215-1251, November.
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- Antonio Diez de los Rios & Enrique Sentana, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," Staff Working Papers 07-53, Bank of Canada.
- Sentana, Enrique & Diez de los Rios, Antonio, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers 6516, C.E.P.R. Discussion Papers.
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"Bubbles, fundamentals, and investment: A multiple equation testing strategy,"
Journal of Monetary Economics, Elsevier, vol. 38(1), pages 47-76, August.
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- Huntley Schaller & Robert Chirinko, 1993. "Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy," Carleton Economic Papers 93-08, Carleton University, Department of Economics, revised Aug 1996.
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"Elasticities of Substitution in Real Business Cycle Models with Home Protection,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(4), pages 847-875, November.
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- John Y. Campbell & Sydney Ludvigson, 2000. "Elasticities of Substitution in Real Business Cycle Models with Home Production," Harvard Institute of Economic Research Working Papers 1900, Harvard - Institute of Economic Research.
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"Impact of pension system structure on international financial capital allocation,"
European Economic Review, Elsevier, vol. 95(C), pages 1-22.
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"The World Price of Foreign Exchange Risk,"
Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
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"Overidentification in Regular Models,"
Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
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- Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2018.
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Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 11-44, January.
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"Evaluation and Combination of Conditional Quantile Forecasts,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
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"On measuring the welfare cost of business cycles,"
Journal of Monetary Economics, Elsevier, vol. 47(1), pages 61-92, February.
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- Christopher Otrok, 2000. "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers 1094, Econometric Society.
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2015 Meeting Papers
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- Balke, Neele & Ravn, Morten, 2015. "Time-Consistent Fiscal Policy in a Debt Crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113071, Verein für Socialpolitik / German Economic Association.
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"Seasonality and equilibrium business cycle theories,"
Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 503-531, April.
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- R. Anton Braun & Charles L. Evans, 1991. "Seasonality and equilibrium business cycle theories," Working Paper Series, Macroeconomic Issues 91-23, Federal Reserve Bank of Chicago.
- Aiyagari, S. Rao & Christiano, Lawrence J. & Eichenbaum, Martin, 1992.
"The output, employment, and interest rate effects of government consumption,"
Journal of Monetary Economics, Elsevier, vol. 30(1), pages 73-86, October.
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- S. Rao Aiyagari & Lawrence J. Christiano & Martin Eichenbaum, 1990. "The Output, Employment, and Interest Rate Effects of Government Consumption," NBER Working Papers 3330, National Bureau of Economic Research, Inc.
- S. Rao Aiyagari & Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "The output, employment, and interest rate effects of government consumption," Working Paper Series, Macroeconomic Issues 90-10, Federal Reserve Bank of Chicago.
- S. Rao Aiyagari & Lawrence J. Christiano & Martin S. Eichenbaum, 1990. "The output, employment, and interest rate effects of government consumption," Working Papers 456, Federal Reserve Bank of Minneapolis.
- Basak, Suleyman, 1999.
"On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 1029-1064, June.
- Süleyman Basak, "undated". "On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis," Rodney L. White Center for Financial Research Working Papers 10-98, Wharton School Rodney L. White Center for Financial Research.
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"Financial Markets and the Real Economy,"
Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
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"Net foreign assets and imperfect pass-through: the consumption real exchange rate anomaly,"
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Economics Letters, Elsevier, vol. 221(C).
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- Ana María Iregui B. & Ligia Alba Melo B., 2009.
"La transmisión de la política monetaria sobre el consumo en presencia de restricciones de liquidez,"
Borradores de Economia
547, Banco de la Republica de Colombia.
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"Disentangling risk aversion and intertemporal substitution through a reference level,"
Finance Research Letters, Elsevier, vol. 3(3), pages 181-193, September.
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"Tax Reform and Automatic Stabilization,"
American Economic Review, American Economic Association, vol. 92(3), pages 590-612, June.
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- Patrick F?ve & Julien Matheron & Jean-Guillaume Sahuc, 2013.
"A Pitfall with Estimated DSGE-Based Government Spending Multipliers,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 141-178, October.
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"Job uncertainty and deep recessions,"
Journal of Monetary Economics, Elsevier, vol. 90(C), pages 125-141.
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- Divine Ikenwilo & Anthony Scott, 2007. "The effects of pay and job satisfaction on the labour supply of hospital consultants," Health Economics, John Wiley & Sons, Ltd., vol. 16(12), pages 1303-1318.
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"Technology Shocks and Employment: Do We Really Need DSGE Models with a Fall in Hours?,"
IDEI Working Papers
349, Institut d'Économie Industrielle (IDEI), Toulouse.
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"Estimating Life Cycle Labor Supply Tax Effects,"
Journal of Political Economy, University of Chicago Press, vol. 107(2), pages 326-359, April.
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