//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Federal Reserve Bank of Atlanta"
~institution:"Federal Reserve Bank of Philadelphia"
~institution:"Federal Reserve Bank of San Francisco"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asset Pricing with Heterogeneo...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Asset pricing
24
Monetary policy
4
Risk
4
Consumption (Economics)
3
Debt
3
Default
3
Econometric models
3
Heterogeneous agents
3
Incomplete markets
3
Interest rates
3
Consumer bankruptcy
2
Inflation (Finance)
2
Temptation and self-control
2
Wealth
2
asset pricing
2
heterogeneous agents
2
international business cycles
2
labor market polarization
2
Bankruptcy
1
Borrowing constraint
1
Business cycle
1
Capital
1
Consumer credit
1
Corporations
1
Economic conditions - United States
1
Economic growth
1
Financial markets
1
Financial risk management
1
Forecasting
1
Foreign exchange
1
Hedging (Finance)
1
Housing - Prices
1
Hyperbolic discounting
1
Hyperbolic-discounting
1
Investments
1
Rate of return
1
Rational expectations (Economic theory)
1
Risk management
1
Stock market
1
Technology
1
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
31
Language
All
English
17
Undetermined
14
Author
All
Robotti, Cesare
6
Lansing, Kevin J.
4
Kan, Raymond
3
Nakajima, Makoto
3
Fisher, Mark
2
Mandelman, Federico S.
2
Yellen, Janet L.
2
Abel, Andrew B.
1
Ackert, Lucy F.
1
Alvarez, Fernando
1
Armenter, Roc
1
Balduzzi, Pierluigi
1
Bocola, Luigi
1
Church, Bryan K.
1
Cogley, Timothy
1
Gelain, Paolo
1
Gilles, Christian
1
Gornemann, Nils
1
Gospodinov, Nikolay
1
Jermann, Urban J.
1
Kamstra, Mark
1
Leduc, Sylvain
1
Miao, Jianjun
1
Natal, Jean-Marc
1
Plosser, Charles I.
1
Rios-Rull, Jose-Victor
1
Shanken, Jay
1
Swanson, Eric T.
1
Wang, Pengfei
1
Williams, John C.
1
Zha, Tao
1
Zhang, Ping
1
Zlate, Andrei
1
more ...
less ...
Institution
All
Federal Reserve Bank of Atlanta
Federal Reserve Bank of Philadelphia
Federal Reserve Bank of San Francisco
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
120
C.E.P.R. Discussion Papers
77
National Bureau of Economic Research
68
Society for Computational Economics - SCE
60
EconWPA
44
HAL
29
Bank of Canada
26
Society for Economic Dynamics - SED
26
Federal Reserve Board (Board of Governors of the Federal Reserve System)
25
Federal Reserve Bank of New York
22
CESifo
20
Federal Reserve Bank of St. Louis
19
Université Paris-Dauphine (Paris IX)
19
European Central Bank
16
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
16
Department of Economics, Leicester University
14
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
14
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
14
IESE Business School, Universidad de Navarra
14
London School of Economics (LSE)
14
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
13
Department of Economics and Business, Universitat Pompeu Fabra
12
Economics Department, Queen's University
12
Finance Discipline Group, Business School
11
Instituto Valenciano de Investigaciones Económicas (IVIE)
11
Center for Financial Studies
10
Department of Economics, University of Pennsylvania
10
Tinbergen Instituut
10
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
9
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
9
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
9
Federal Reserve Bank of Cleveland
9
Federal Reserve Bank of Minneapolis
9
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
9
Institute for the Study of Labor (IZA)
9
School of Management, Yale University
9
Cowles Foundation for Research in Economics, Yale University
8
more ...
less ...
Published in...
All
Working Paper / Federal Reserve Bank of Atlanta
13
Working Papers / Federal Reserve Bank of Philadelphia
7
Working Paper Series / Federal Reserve Bank of San Francisco
6
Speech / Federal Reserve Bank of San Francisco
3
Speech / Federal Reserve Bank of Philadelphia
1
Working Papers in Applied Economic Theory
1
Source
All
RePEc
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit, bankruptcy, and aggregate fluctuations
Nakajima, Makoto
;
Rios-Rull, Jose-Victor
-
Federal Reserve Bank of Philadelphia
-
2014
We ask two questions related to how access to credit affects the nature of business cycles. First, does the standard theory of unsecured credit account for the high volatility and procyclicality of credit and the high volatility and countercyclicality of bankruptcy filings found in U.S. data?...
Persistent link: https://www.econbiz.de/10010941009
Saved in:
2
Labor market polarization and international macroeconomic dynamics
Mandelman, Federico S.
-
Federal Reserve Bank of Atlanta
-
2013
During the last thirty years, labor markets in advanced economies were characterized by their remarkable polarization. As job opportunities in middle-skill occupations disappeared, employment opportunities concentrated in the highest- and lowest-wage occupations. I develop a two-country...
Persistent link: https://www.econbiz.de/10010732474
Saved in:
3
A tale of two commitments: equilibrium default and temptation
Nakajima, Makoto
-
Federal Reserve Bank of Philadelphia
-
2013
I construct the life-cycle model with equilibrium default and preferences featuring temptation and self-control. The model provides quantitatively similar answers to positive questions such as the causes of the observed rise in debt and bankruptcies and macroeconomic implications of the 2005...
Persistent link: https://www.econbiz.de/10010732485
Saved in:
4
Offshoring, low-skilled immigration, and labor market polarization
Mandelman, Federico S.
;
Zlate, Andrei
-
Federal Reserve Bank of Atlanta
-
2014
During the last three decades, jobs in the middle of the skill distribution disappeared, and employment expanded for high- and low-skill occupations. Real wages did not follow the same pattern. Although earnings for the high-skill occupations increased robustly, wages for both low- and...
Persistent link: https://www.econbiz.de/10011115664
Saved in:
5
Assessing bankruptcy reform in a model with temptation and equilibrium default
Nakajima, Makoto
-
Federal Reserve Bank of Philadelphia
-
2015
A life-cycle model with equilibrium default in which consumers with and without temptation coexist is constructed to evaluate the 2005 bankruptcy law reform and other counterfactual reforms. The calibrated model indicates that the 2005 bankruptcy reform achieves its goal of reducing the number...
Persistent link: https://www.econbiz.de/10011196367
Saved in:
6
Spurious Inference in Unidentified Asset-Pricing Models
Gospodinov, Nikolay
;
Robotti, Cesare
;
Kan, Raymond
-
Federal Reserve Bank of Atlanta
-
2014
This paper studies some seemingly anomalous results that arise in possibly misspecified and unidentified linear asset-pricing models estimated by maximum likelihood and one-step generalized method of moments (GMM). Strikingly, when useless factors (that is, factors that are independent of the...
Persistent link: https://www.econbiz.de/10010942127
Saved in:
7
Liquidity Premia, Price-Rent Dynamics, and Business Cycles
Miao, Jianjun
;
Wang, Pengfei
;
Zha, Tao
-
Federal Reserve Bank of Atlanta
-
2014
n the U.S. economy during the past 25 years, house prices exhibit fluctuations considerably larger than house rents, and these large fluctuations tend to move together with business cycles. We build a simple theoretical model to characterize these observations by showing the tight connection...
Persistent link: https://www.econbiz.de/10010942128
Saved in:
8
Speculative growth and overreaction to technology shocks
Lansing, Kevin J.
-
Federal Reserve Bank of San Francisco
-
2008
This paper develops a stochastic endogenous growth model that exhibits “excess volatility” of equity prices because speculative agents overreact to observed technology shocks. When making forecasts about the future, speculative agents behave like rational agents with very low risk aversion....
Persistent link: https://www.econbiz.de/10005361519
Saved in:
9
Closing panel presentation
Yellen, Janet L.
-
Federal Reserve Bank of San Francisco
-
2009
Panel discussion for the Federal Reserve Board/Journal of Money, Credit, and Banking (JMCB) conference on "Financial Markets and Monetary Policy", Washington D.C. , June 5, 2009
Persistent link: https://www.econbiz.de/10010724800
Saved in:
10
Bubbles tomorrow and bubbles yesterday, but never bubbles today?
Williams, John C.
-
Federal Reserve Bank of San Francisco
-
2013
Presentation to the National Association for Business Economics, San Francisco, September 9, 2013
Persistent link: https://www.econbiz.de/10010724828
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->