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Consumption, asset markets and macroeconomic fluctuations

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Author Info
Shiller, Robert J.
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File URL: http://www.sciencedirect.com/science/article/B6V8D-45JK6X0-45/2/9b87d0feea26c37fea1a2d969c0d7ad6
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Article provided by Elsevier in its journal Carnegie-Rochester Conference Series on Public Policy.

Volume (Year): 17 (1982)
Issue (Month): 1 (January)
Pages: 203-238
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Handle: RePEc:eee:crcspp:v:17:y:1982:i::p:203-238

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  1. John H. Cochrane, 1997. "Where is the market going? Uncertain facts and novel theories," Economic Perspectives, Federal Reserve Bank of Chicago, issue Nov, pages 3-37. [Downloadable!]
    Other versions:
  2. Selahattin Imrohoroglu, 2004. "A Note on the McGrattan and Prescott (2003) Adjustments and the Equity Premium Puzzle," Macroeconomics 0402009, EconWPA. [Downloadable!]
  3. Robert E. Hall, 1987. "Consumption," NBER Working Papers 2265, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers 29/2007, NIPE - Universidade do Minho. [Downloadable!]
  5. Robert J. Shiller, 2002. "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers 1385, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  6. Jeffrey A. Miron, 1987. "Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption," NBER Working Papers 1845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Jonathan Parker & Bruce Preston, 2002. "Precautionary Saving and Consumption Fluctuations," NBER Working Papers 9196, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Matthew D. Shapiro & N. Gregory Mankiw, 1985. "Risk and Return: Consumption Beta Versus Market Beta," Cowles Foundation Discussion Papers 738, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  9. Tack Yun & Wooheon Rhee, 2004. "Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio," Econometric Society 2004 North American Summer Meetings 243, Econometric Society. [Downloadable!]
  10. Robert B. Barsky, 1986. "Why Don't the Prices of Stocks and Bonds Move Together?," NBER Working Papers 2047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  11. Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," NBER Working Papers 9548, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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