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Time-varying consumption correlation and the dynamics of the equity premium : evidence from the G-7 countries
Sarkar, Asani (contributor); Zhang, Lingjia (contributor) - 2004 - [Elektronische Ressource]
We examine the implications of time variation in the correlation between the equity premium and nondurable consumption … robustness checks such as allowing the mean return to depend on its conditional variance and controlling for lower consumption … variation in the consumption correlation and the equity premium. …
Persistent link: https://www.econbiz.de/10002101478
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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
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Fiscal Policy in an Era of Surpluses : Economic and Financial Implications : proceedings of a conference sponsored by the Federal Reserve Bank of New York, December 3, 1999
Conference Fiscal Policy in an Era of Surpluses : … - 2000
Persistent link: https://www.econbiz.de/10001495358
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Using home maintenance and repairs to smooth variable earnings
Gyourko, Joseph E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783080
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Tracking the new economy : using growth theory to detect changes in trend productivity
Kahn, James A. (contributor); Rich, Robert W. (contributor) - 2003 - [Elektronische Ressource]
identify variables other than productivity - namely consumption and labor compensation - to help estimate trend productivity …
Persistent link: https://www.econbiz.de/10001751984
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Forecasting recessions using the yield curve
Chauvet, Marcelle (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630849
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Has monetary policy become less powerful?
Boivin, Jean (contributor); Giannoni, Marc Paolo (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656395
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A primer on the economics and time series econometrics of wealth effects : a comment
Lettau, Martin (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590070
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Learning the fiscal theory of the price level: some consequences of debt management policy
Eusepi, Stefano; Preston, Bruce - Federal Reserve Bank of New York - 2011
This paper examines how the scale and composition of public debt can affect economies that implement a combination of “passive” monetary policy and “active” fiscal policy. This policy configuration is argued to be of both historical and contemporary interest in the cases of the U.S. and...
Persistent link: https://www.econbiz.de/10009320709
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Lessons at the zero bound: the Japanese and U.S. experience
Dudley, William C. - Federal Reserve Bank of New York - 2013
Remarks at the Japan Society, New York City.
Persistent link: https://www.econbiz.de/10010724938