Predictability and habit persistence
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Recommendations
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Cites work
- An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
- Asset Prices in an Exchange Economy
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
- Equilibrium stock return dynamics under alternative rules of learning about hidden states
- Exact solution of asset pricing models with arbitrary shock distributions
- HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- Impulse response analysis in nonlinear multivariate models
- Solving asset pricing models with Gaussian shocks
Cited in
(7)- Predictive behavior: An experimental study
- Predetermined interest rates in an analytical RBC model
- The scale of predictability
- A new tight and general bound on return predictability
- Why do risk premia vary over time? a theoretical investigation under habit formation
- HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY
- The value of expected return persistence
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