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Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model Author info | Abstract | Publisher info | Download info | Related research | Statistics Harald Uhlig
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Article provided by American Economic Association in its journal American Economic Review .
Volume (Year): 97 (2007)
Issue (Month): 2 (May)
Pages: 239-243
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Handle: RePEc:aea:aecrev:v:97:y:2007:i:2:p:239-243Contact details of provider: Email: Web page: http://www.aeaweb.org/aer/ More information through EDIRC
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Paper Harald Uhlig, 2007.
"Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model ,"
SFB 649 Discussion Papers
SFB649DP2007-003a, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Harald Uhlig, 2007.
"Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model ,"
SFB 649 Discussion Papers
SFB649DP2007-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Kenneth L. Judd & Sy-Ming Guu, 2001.
"Asymptotic Methods for Asset Market Equilibrium Analysis ,"
NBER Working Papers
8135, National Bureau of Economic Research, Inc.
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John Y. Campbell & John H. Cochrane, 1994.
"By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior ,"
CRSP working papers
412, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!]
Other versions: Lars Ljungqvist & Harald Uhlig, 2000.
"Tax Policy and Aggregate Demand Management under Catching Up with the Joneses ,"
American Economic Review ,
American Economic Association, vol. 90(3), pages 356-366, June.
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M. Fatih Guvenen, 2003.
"A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity? ,"
RCER Working Papers
499, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions: Lettau, Martin & Uhlig, Harald, 2002.
"The Sharpe Ratio And Preferences: A Parametric Approach ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 6(02), pages 242-265, April.
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Abel, A.B., 1990.
"Asset Prices Under Habit Formation And Catching Up With The Joneses ,"
Weiss Center Working Papers
1-90, Wharton School - Weiss Center for International Financial Research.
Other versions:
Andrew B. Abel, .
"Asset Prices Under Habit Formation and Catching Up With the Jones ,"
Rodney L. White Center for Financial Research Working Papers
1-90, Wharton School Rodney L. White Center for Financial Research.
Andrew B. Abel, .
"Asset Prices Under Habit Formation and Catching Up With the Jones ,"
Rodney L. White Center for Financial Research Working Papers
01-90, Wharton School Rodney L. White Center for Financial Research.
Andrew B. Abel, 1991.
"Asset Prices under Habit Formation and Catching up with the Joneses ,"
NBER Working Papers
3279, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Abel, Andrew B, 1990.
"Asset Prices under Habit Formation and Catching Up with the Joneses ,"
American Economic Review ,
American Economic Association, vol. 80(2), pages 38-42, May.
[Downloadable!] (restricted) Robert Shimer, 2005.
"The Cyclical Behavior of Equilibrium Unemployment and Vacancies ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 25-49, March.
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Olivier Blanchard & Jordi Gali, 2005.
"Real Wage Rigidities and the New Keynesian Model ,"
NBER Working Papers
11806, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Olivier Blanchard & Jordi Galí, 2005.
"Real Wage Rigidities and the New Keynesian Model ,"
Economics Working Papers
912, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005.
[Downloadable!] Olivier Blanchard & Jordi Galí, 2005.
"Real wage rigidities and the New Keynesian model ,"
Working Papers
05-14, Federal Reserve Bank of Boston.
[Downloadable!] Blanchard, Olivier J & Galí, Jordi, 2005.
"Real Wage Rigidities and the New Keynesian Model ,"
CEPR Discussion Papers
5375, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Olivier Blanchard & Jordi Galí, 2007.
"Real Wage Rigidities and the New Keynesian Model ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 39(s1), pages 35-65, 02.
[Downloadable!] (restricted) Olivier J. Blanchard & Jordi Galí, 2005.
"Real wage rigidities and the New Keynesian model ,"
Proceedings ,
Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] repec:cup:macdyn:v:6:y:2002:i:2:p:242-65 is not listed on IDEAS
Jermann, Urban J., 1998.
"Asset pricing in production economies ,"
Journal of Monetary Economics ,
Elsevier, vol. 41(2), pages 257-275, April.
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John Y. Campbell & John Cochrane, 1999.
"Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior ,"
Journal of Political Economy ,
University of Chicago Press, vol. 107(2), pages 205-251, April.
[Downloadable!] (restricted)
Martin Lettau & Harald Uhlig, 2000.
"Can Habit Formation be Reconciled with Business Cycle Facts? ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 79-99, January.
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Other versions: Robert E. Hall, 2005.
"Employment Fluctuations with Equilibrium Wage Stickiness ,"
American Economic Review ,
American Economic Association, vol. 95(1), pages 50-65, March.
[Downloadable!]
Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2001.
"Habit Persistence, Asset Returns, and the Business Cycle ,"
American Economic Review ,
American Economic Association, vol. 91(1), pages 149-166, March.
[Downloadable!] (restricted)
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Herings P. Jean-Jacques & Peeters Ronald & Yang Michael S., 2009.
"Piracy on the internet: Accommodate it or fight it? A dynamic approach ,"
Research Memoranda
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"Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs ,"
SFB 649 Discussion Papers
SFB649DP2007-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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Glenn D. Rudebusch & Eric T. Swanson, 2007.
"Examining the bond premium puzzle with a DSGE model ,"
Working Paper Series
2007-25, Federal Reserve Bank of San Francisco.
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Other versions: Andrew Atkeson & Patrick J. Kehoe, 2008.
"On the need for a new approach to analyzing monetary policy ,"
Working Papers
662, Federal Reserve Bank of Minneapolis.
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Other versions:
Andrew Atkeson & Patrick J. Kehoe, 2008.
"On the Need for a New Approach to Analyzing Monetary Policy ,"
NBER Working Papers
14260, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andrew Atkeson & Patrick J. Kehoe, 2008.
"On the need for a new approach to analyzing monetary policy ,"
Staff Report
412, Federal Reserve Bank of Minneapolis.
[Downloadable!] Andrew Atkeson & Patrick J. Kehoe, 2008.
"On the Need for a New Approach to Analyzing Monetary Policy ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 2008
National Bureau of Economic Research, Inc.
[Downloadable!] Uhlig, Harald, 2007.
"Monetary policy in Europe vs the US: what explains the difference? ,"
MPRA Paper
14119, University Library of Munich, Germany.
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Other versions: Sebastian Braun & Juliane Scheffel, 2007.
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SFB 649 Discussion Papers
SFB649DP2007-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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Kai Detlefsen & Wolfgang Härdle & Rouslan Moro, 2007.
"Empirical Pricing Kernels and Investor Preferences ,"
SFB 649 Discussion Papers
SFB649DP2007-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
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