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Understanding stock return predictability

Guo, Hui (contributor); Savickas, Robert (contributor) - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003739712

Facts and myths about the financial crisis of 2008

Chari, Varadarajan V. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003774555

The propagation of regional recessions

Hamilton, James D.; Owyang, Michael T. - 2009

Persistent link: https://www.econbiz.de/10003820339

Inflation-gap persistence in the US

Cogley, Timothy; Primiceri, Giorgio E.; Sargent, Thomas J. - In: American economic journal : a journal of the American … 2 (2010) 1, pp. 43-69

Persistent link: https://www.econbiz.de/10003996095

Estimating the market-perceived monetary policy rule

Hamilton, James D.; Pruitt, Seth; Borger, Scott - In: American economic journal : a journal of the American … 3 (2011) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10009247316

Understanding the Great Recession

Christiano, Lawrence J.; Eichenbaum, Martin S.; … - In: American economic journal : a journal of the American … 7 (2015) 1, pp. 110-167

Persistent link: https://www.econbiz.de/10010517106

Welfare cost of business cycles with idiosyncratic consumption risk and a preference for robustness

Ellison, Martin; Sargent, Thomas J. - In: American economic journal : a journal of the American … 7 (2015) 2, pp. 40-57

Persistent link: https://www.econbiz.de/10010517693

Comment on the Campbell-Cochrane habit model

Ljungqvist, Lars; Uhlig, Harald - In: Journal of political economy 123 (2015) 5, pp. 1201-1213

Persistent link: https://www.econbiz.de/10011409389

Is value premium a proxy for time-varying investment opportunities : some time series evidence

Guo, Hui (contributor) - 2005

"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...

Persistent link: https://www.econbiz.de/10002995301

Nominal rigidities and the dynamic effects of a shock to monetary policy

Christiano, Lawrence J.; Eichenbaum, Martin S.; Evans, … - In: Journal of political economy 113 (2005) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10002632156