Pages that link to "Item:Q4846699"
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The following pages link to An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications (Q4846699):
Displayed 20 items.
- Preferences, income, and life satisfaction: an equivalence result (Q491298) (← links)
- What do interest rates reveal about the functioning of real business cycle models ? (Q671549) (← links)
- Aggregate stock market behavior and investors' low risk aversion (Q844720) (← links)
- Generalized method of moments and inverse control (Q844778) (← links)
- Consistent high-frequency calibration (Q953716) (← links)
- Durability in consumption and the dynamics of the current account (Q956494) (← links)
- Predictability and habit persistence (Q959671) (← links)
- The effects of inflation in a small open economy with durability in consumption (Q965889) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- Consumption--leisure choice with habit formation (Q1589625) (← links)
- Increasing marginal impatience and intertemporal substitution (Q1601959) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Asset pricing with multiplicative habit and power-expo preferences (Q1929843) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Consumption habits and humps (Q2403450) (← links)
- ON SUNSPOTS, HABITS, AND MONETARY FACTS (Q5444681) (← links)
- Equilibrium Efficiency in the Ramsey Model with Habit Formation (Q5452772) (← links)
- SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE (Q5483953) (← links)
- Externalities and nonlinear discounting: Indeterminacy (Q5958791) (← links)