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Citations for "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption"

by James M. Poterba & Andrew A. Samwick

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  1. Ricardo M. Sousa, 2006. "Consumption, (Dis)Aggregate Wealth and Asset Returns," Computing in Economics and Finance 2006, Society for Computational Economics 212, Society for Computational Economics.
  2. Lise Pichette & Dominique Tremblay, 2003. "Are Wealth Effects Important for Canada?," Working Papers, Bank of Canada 03-30, Bank of Canada.
  3. Martin Feldstein & Andrew Samwick, 1996. "The Transition Path in Privatizing Social Security," NBER Working Papers 5761, National Bureau of Economic Research, Inc.
  4. Sousa, Ricardo M., 2009. "Wealth effects on consumption: evidence from the euro area," Working Paper Series, European Central Bank 1050, European Central Bank.
  5. Jonathan A. Parker, 2000. "Spendthrift in America? On Two Decades of Decline in the U.S. Saving Rate," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 1999, Volume 14, pages 317-387 National Bureau of Economic Research, Inc.
  6. Martin Gonzalez Eiras & Laurent Calvet & Paolo Sodini, 2004. "Financial Innovation, Market Participation, and Asset Prices," Working Papers, Universidad de San Andres, Departamento de Economia 76, Universidad de San Andres, Departamento de Economia, revised Sep 2004.
  7. Iwaisako, Tokuo, 2009. "Household portfolios in Japan," Japan and the World Economy, Elsevier, Elsevier, vol. 21(4), pages 373-382, December.
  8. Nicholas Apergis & Stephen M. Miller, 2004. "Consumption Asymmetry and the Stock Market: Empirical Evidence," Working papers, University of Connecticut, Department of Economics 2004-43, University of Connecticut, Department of Economics, revised Apr 2006.
  9. Tokuo Iwaisako, 2003. "Household Portfolios in Japan," NBER Working Papers 9647, National Bureau of Economic Research, Inc.
  10. Karl E. Case & Robert J. Shiller & John M. Quigley, 2001. "Comparing Wealth Effects: The Stock Market Versus the Housing Market," NBER Working Papers 8606, National Bureau of Economic Research, Inc.
  11. Bengt Holmstrom & Steven N. Kaplan, 2001. "Corporate Governance and Merger Activity in the U.S.: Making Sense of the 1980s and 1990s," NBER Working Papers 8220, National Bureau of Economic Research, Inc.
  12. Owen Lamont, 1998. "Earnings and Expected Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 53(5), pages 1563-1587, October.
  13. Branston, Christopher B. & Groenewold, Nicolaas, 2004. "Investment and share prices: fundamental versus speculative components," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 15(2), pages 199-226, August.
  14. McAusland, Carol, 2002. "Cross-Hauling of Polluting Factors," Journal of Environmental Economics and Management, Elsevier, vol. 44(3), pages 448-470, November.
  15. Bengt Holmstrom & Steven N. Kaplan, 2003. "The State Of U.S. Corporate Governance: What'S Right And What'S Wrong?," Journal of Applied Corporate Finance, Morgan Stanley, Morgan Stanley, vol. 15(3), pages 8-20.
  16. Paul Willen & Felix Kubler, 2006. "Collateralized Borrowing And Life-Cycle Portfolio Choice," 2006 Meeting Papers, Society for Economic Dynamics 578, Society for Economic Dynamics.
  17. Carol C. Bertaut, 2002. "Equity prices, household wealth, and consumption growth in foreign industrial countries: wealth effects in the 1990s," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 724, Board of Governors of the Federal Reserve System (U.S.).
  18. Yanick Desnoyers, 2001. "L'effet de la richesse sur la consommation aux États-Unis," Working Papers, Bank of Canada 01-14, Bank of Canada.
  19. Carol C. Bertaut, 1996. "Stockholding behavior of U.S. households: evidence from the 1983-89 Survey of Consumer Finances," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 558, Board of Governors of the Federal Reserve System (U.S.).
  20. Sydney Ludvigson & Charles Steindel, 1998. "How important is the stock market effect on consumption?," Research Paper, Federal Reserve Bank of New York 9821, Federal Reserve Bank of New York.
  21. John C. Weicher, 1996. "The distribution of wealth, 1983-1992: secular growth, cyclical stability," Working Papers, Federal Reserve Bank of St. Louis 1996-012, Federal Reserve Bank of St. Louis.
  22. Fredj Jawadi & Ricardo M. Sousa, 2012. "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation," NIPE Working Papers, NIPE - Universidade do Minho 24/2012, NIPE - Universidade do Minho.
  23. Martin Feldstein, 1996. "How Big Should Government Be?," NBER Working Papers 5868, National Bureau of Economic Research, Inc.
  24. Victor R. Fuchs & Alan B. Krueger & James M. Poterba, 1997. "Why do Economists Disagree About Policy?," NBER Working Papers 6151, National Bureau of Economic Research, Inc.
  25. Buranavityawut, Nonthipoth & Freeman, Mark C. & Freeman, Nisih, 2006. "Has the equity premium been low for 40 years?," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 17(2), pages 191-205, August.
  26. Maria W. Otoo, 1999. "Consumer sentiment and the stock market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1999-60, Board of Governors of the Federal Reserve System (U.S.).
  27. Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010. "Nature or nurture: What determines investor behavior?," Journal of Financial Economics, Elsevier, Elsevier, vol. 98(3), pages 583-604, December.
  28. John B. Shoven & Joel Dickson & Clemens Sialm, 2000. "Tax Externalities of Equity Mutual Funds," NBER Working Papers 7669, National Bureau of Economic Research, Inc.
  29. Laopodis, Nikiforos T. & Sawhney, Bansi L., 2002. "Dynamic interactions between Main Street and Wall Street," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 42(4), pages 803-815.
  30. Monica Paiella, 2004. "Does wealth affect consumption? Evidence for Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 510, Bank of Italy, Economic Research and International Relations Area.
  31. Dolmas, Jim, 2003. "A note on the potential pitfalls in estimating a 'wealth effect' on consumption from aggregate data," Economics Letters, Elsevier, Elsevier, vol. 78(3), pages 437-441, March.
  32. Patricia Fraser & Nicolaas Groenewold, 2004. "US share prices and real demand and supply shocks," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 31, Money Macro and Finance Research Group.
  33. Ricardo M. Sousa, 2003. "Property of stocks and wealth effects on consumption," NIPE Working Papers, NIPE - Universidade do Minho 2/2003, NIPE - Universidade do Minho.
  34. Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2005. "Trusting the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5288, C.E.P.R. Discussion Papers.
  35. McMillan, David G., 2013. "Consumption and stock prices: Evidence from a small international panel," Journal of Macroeconomics, Elsevier, Elsevier, vol. 36(C), pages 76-88.
  36. Michael Haliassos & Christis Hassapis, 1998. "Borrowing Constraints, Portfolio Choice, and Precautionary," Macroeconomics, EconWPA 9809008, EconWPA.
  37. Sònia Muñoz, 2006. "Wealth Effects in Europe," IMF Working Papers, International Monetary Fund 06/30, International Monetary Fund.
  38. Choudhry, Taufiq, 2003. "Stock market volatility and the US consumer expenditure," Journal of Macroeconomics, Elsevier, Elsevier, vol. 25(3), pages 367-385, September.
  39. Fatih Guvenen, 2009. "A parsimonious macroeconomic model for asset pricing," Staff Report, Federal Reserve Bank of Minneapolis 434, Federal Reserve Bank of Minneapolis.
  40. John C. Weicher, 1997. "Wealth and its distribution, 1983-1992: secular growth, cyclical stability," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Jan, pages 3-23.
  41. Kitamura, Yoshihiro, 2009. "The current account and stock returns," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(3), pages 302-321, September.
  42. M. Fatih Guvenen, 2002. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," RCER Working Papers, University of Rochester - Center for Economic Research (RCER) 491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
  43. Peltonen, Tuomas A. & Sousa, Ricardo M. & Vansteenkiste, Isabel, 2009. "Wealth effects in emerging market economies," Working Paper Series, European Central Bank 1000, European Central Bank.
  44. Roberto Rigobon & Brian Sack, 2003. "Measuring The Reaction Of Monetary Policy To The Stock Market," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 118(2), pages 639-669, May.
  45. Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2014. "Government policy and ownership of equity securities," Journal of Financial Economics, Elsevier, Elsevier, vol. 111(1), pages 70-85.
  46. Patricia Fraser & Nicolaas Groenewold, 2003. "US Share Prices and Real Supply and Demand Shocks," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 03-19, The University of Western Australia, Department of Economics.
  47. Fatih Guvenen, 2005. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?," Finance, EconWPA 0507009, EconWPA.
  48. Luca Agnello & Sushanta K. Mallick & Ricardo M. Sousa, 2012. "Financial Reforms and Income Inequality," NIPE Working Papers, NIPE - Universidade do Minho 21/2012, NIPE - Universidade do Minho.
  49. Bostic, Raphael & Gabriel, Stuart & Painter, Gary, 2009. "Housing wealth, financial wealth, and consumption: New evidence from micro data," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 39(1), pages 79-89, January.
  50. Charles Grant & Tuomas Peltonen, 2005. "Housing and Equity Wealth Effects of Italian Households," DNB Working Papers, Netherlands Central Bank, Research Department 043, Netherlands Central Bank, Research Department.
  51. Ludwig Alexander & Sløk Torsten, 2004. "The Relationship between Stock Prices, House Prices and Consumption in OECD Countries," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 4(1), pages 1-28, March.
  52. Walentin Karl, 2010. "Earnings Inequality and the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 10(1), pages 1-23, November.
  53. Natascia Angelini & Giacomo Bormetti & Stefano Marmi & Franco Nardini, 2012. "Value matters: Predictability of Stock Index Returns," Papers 1204.5055, arXiv.org, revised Jul 2013.
  54. Vincent Labhard & Gabriel Sterne & Chris Young, 2005. "Wealth and consumption: an assessment of the international evidence," Bank of England working papers, Bank of England 275, Bank of England.
  55. Annamaria Lusardi & Jonathan Skinner & Steven Venti, 2001. "Saving Puzzles and Saving Policies in the United States," NBER Working Papers 8237, National Bureau of Economic Research, Inc.
  56. Michael Haliassos & Christis Hassapis, 1999. "Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications," Computing in Economics and Finance 1999, Society for Computational Economics 1341, Society for Computational Economics.
  57. Ricardo M. Sousa, 2010. "The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US," NIPE Working Papers, NIPE - Universidade do Minho 9/2010, NIPE - Universidade do Minho.
  58. P.-O. Beffy & B. Monfort, 2003. "Household wealth, portfolio selection and consumption behavior," Documents de Travail de la DESE - Working Papers of the DESE, Institut National de la Statistique et des Etudes Economiques, DESE g2003-08, Institut National de la Statistique et des Etudes Economiques, DESE.
  59. Dean M. Maki & Michael G. Palumbo, 2001. "Disentangling the wealth effect: a cohort analysis of household saving in the 1990s," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2001-21, Board of Governors of the Federal Reserve System (U.S.).
  60. Jack Favilukis, 2007. "Inequality, stock market participation, and the equity premium," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 24500, London School of Economics and Political Science, LSE Library.
  61. Karen E. Dynan & Dean M. Maki, 2001. "Does stock market wealth matter for consumption?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2001-23, Board of Governors of the Federal Reserve System (U.S.).
  62. Robin L. Lumsdaine & Rogier J.D. Potter van Loon, 2013. "Wall Street vs. Main Street: An Evaluation of Probabilities," NBER Working Papers 19103, National Bureau of Economic Research, Inc.
  63. Geng Li, 2009. "Information sharing and stock market participation: evidence from extended families," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-47, Board of Governors of the Federal Reserve System (U.S.).
  64. Fraser, Patricia & Groenewold, Nicolaas, 2006. "US share prices and real supply and demand shocks," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 46(1), pages 149-167, February.
  65. Eva Sierminska & Yelena Takhtamanova, 2007. "Wealth effects out of financial and housing wealth: cross country and age group comparisons," Working Paper Series, Federal Reserve Bank of San Francisco 2007-01, Federal Reserve Bank of San Francisco.
  66. Impavido, Gregorio & Musalem, Alberto R. & Tressel, Thierry, 2003. "The impact of contractual savings institutions on securities markets," Policy Research Working Paper Series, The World Bank 2948, The World Bank.
  67. repec:fth:prinin:389 is not listed on IDEAS
  68. Haliassos, Michael & Hassapis, Christis, 2001. "Non-expected Utility, Saving and Portfolios," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 111(468), pages 69-102, January.
  69. Zvi Bodie & J�r�me Detemple & Marcel Rindisbacher, 2009. "Life-Cycle Finance and the Design of Pension Plans," Annual Review of Financial Economics, Annual Reviews, Annual Reviews, vol. 1(1), pages 249-286, November.
  70. Grant, Charles & Peltonen, Tuomas A., 2008. "Housing and equity wealth effects of Italian households," Working Paper Series, European Central Bank 0857, European Central Bank.
  71. Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria 2002-07, Department of Economics, Johannes Kepler University Linz, Austria.
  72. Carol Bertaut & Martha Starr-McCluer, 2000. "Household portfolios in the United States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2000-26, Board of Governors of the Federal Reserve System (U.S.).
  73. Nicholas Apergis & Stephen M. Miller, 2004. "Consumption Asymmetry and the Stock Market: Further Evidence," Working papers, University of Connecticut, Department of Economics 2004-19, University of Connecticut, Department of Economics.
  74. Alexander Ludwig & Torsten Sløk, 2002. "The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries," IMF Working Papers, International Monetary Fund 02/1, International Monetary Fund.
  75. James M. Poterba, 1998. "Population Age Structure and Asset Returns: An Empirical Investigation," NBER Working Papers 6774, National Bureau of Economic Research, Inc.
  76. Luigi Guiso & Monica Paiella & Ignazio Visco, 2005. "Do capital gains affect consumption? Estimates of wealth effects from Italian householdsÂ’ behavior," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 555, Bank of Italy, Economic Research and International Relations Area.
  77. Sukru Binay & Ferhan Salman, 2007. "A Critique on Turkish Real Estate Market," Working Papers, Turkish Economic Association 2008/8, Turkish Economic Association.
  78. Nicholas Apergis & Stephen M. Miller, 2005. "Consumption asymmetry and the stock market: New evidence through a threshold adjustment model," Working papers, University of Connecticut, Department of Economics 2005-08, University of Connecticut, Department of Economics.
  79. Nikolaos Sariannidis, 2011. "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer, Springer, vol. 17(2), pages 181-192, May.
  80. Sònia Muñoz, 2006. "Habit Formation and Persistence in Individual Asset Portfolio Holdings," IMF Working Papers, International Monetary Fund 06/29, International Monetary Fund.