1. Aase, Knut K., 2005. "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers 2005/11, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
2. Kathryn Birkeland & Edward C. Prescott, 2006. "On the needed quantity of government debt," Working Papers 648, Federal Reserve Bank of Minneapolis. [Downloadable!]
   Other versions:
   • Kathryn Birkeland & Edward C. Prescott, 2007. "On the needed quantity of government debt," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Nov, pages 2-15. [Downloadable!]
3. Benjamin Eden, 2008. "Substitution, Risk Aversion and Asset Prices: An Expected Utility Approach," Working Papers 0803, Department of Economics, Vanderbilt University. [Downloadable!]
4. S. Nuri Erbas & Abbas Mirakhor, 2007. "The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality," IMF Working Papers 07/230, International Monetary Fund. [Downloadable!]
5. Ricardo Reis, 2005. "The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuation," NBER Working Papers 11297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Reis, Ricardo, 2005. "The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuations," CEPR Discussion Papers 5054, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   • Ricardo Reis, 2005. "The time-series properties of aggregate consumption: implications for the costs of fluctuations," Working Papers 134, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics.. [Downloadable!]
   • Ricardo Reis, 2009. "The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuations," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 722-753, 06. [Downloadable!] (restricted)
6. Dirk Krueger & Fabrizio Perri, 2005. "Does Income Inequality Lead to Consumption Inequality? Evidence and Theory," CFS Working Paper Series 2005/15, Center for Financial Studies. [Downloadable!]
   Other versions:
   • Dirk Kreuger & Fabrizio Perri, 2002. "Does Income Inequality Lead to Consumption Inequality? Evidence and Theory," Working Papers 02-15, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
   • Dirk Krueger & Fabrizio Perri, 2005. "Does income inequality lead to consumption equality? evidence and theory," Staff Report 363, Federal Reserve Bank of Minneapolis. [Downloadable!]
   • Dirk Krueger & Fabrizio Perri, 2002. "Does Income Inequality Lead to Consumption Inequality? Evidence and Theory," NBER Working Papers 9202, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Dirk Krueger & Fabrizio Perri, 2006. "Does Income Inequality Lead to Consumption Inequality? Evidence and Theory," Review of Economic Studies, Blackwell Publishing, vol. 73(1), pages 163-193, 01. [Downloadable!] (restricted)
7. Ellen R. McGrattan & Edward C. Prescott, 2008. "Technology Capital and the U.S. Current Account," NBER Working Papers 13983, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Ellen R McGrattan & Edward C Prescott, 2008. "Technology Capital and the U.S. Current Account," Levine's Bibliography 122247000000001827, UCLA Department of Economics. [Downloadable!]
   • Ellen R. McGrattan & Edward C. Prescott, 2007. "Technology capital and the U.S. current account," Working Papers 646, Federal Reserve Bank of Minneapolis. [Downloadable!]
   • Ellen R. McGrattan & Edward C. Prescott, 2009. "Technology capital and the U.S. current account," Staff Report 406, Federal Reserve Bank of Minneapolis. [Downloadable!]
8. Louis Kaplow, 2003. "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," NBER Working Papers 9852, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Louis Kaplow, 2005. "The Value of a Statistical Life and the Coefficient of Relative Risk Aversion," Journal of Risk and Uncertainty, Springer, vol. 31(1), pages 23-34, July. [Downloadable!] (restricted)
9. Paul Gomme & B. Ravikumar & Peter Rupert, 2006. "The return to capital and the business cycle," Working Paper 0603, Federal Reserve Bank of Cleveland. [Downloadable!]
   Other versions:
   • Paul Gomme & B. Ravikumar & Peter Rupert, 2008. "The Return to Capital and the Business Cycle," Working Papers 08002, Concordia University, Department of Economics. [Downloadable!]
   • Paul Gomme & B Ravikumar & Peter Rupert, 2007. "The Return to Capital and the Business Cycle," University of California at Santa Barbara, Economics Working Paper Series 08-07, Department of Economics, UC Santa Barbara. [Downloadable!]
   • Paul Gomme & B. Ravikumar & Peter Rupert, 2006. "The Return to Capital and the Business Cycle," 2006 Meeting Papers 801, Society for Economic Dynamics.
10. Aase, Knut K., 2004. "Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles," Discussion Papers 2004/12, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
11. Joseph E. Aldy & Alan J. Krupnick & Richard G. Newell & Ian W.H. Parry & William A. Pizer, 2009. "Designing Climate Mitigation Policy," NBER Working Papers 15022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
12. Eva Carceles-Poveda & Chryssi Giannitsarou, 2008. "Asset Pricing with Adaptive Learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 629-651, July. [Downloadable!] (restricted)
    Other versions:
    • Eva Carceles Poveda & Chryssi Giannitsarou, 2006. "Asset pricing with adaptive learning," Computing in Economics and Finance 2006 25, Society for Computational Economics. [Downloadable!]
    • Eva Carceles-Poveda & Chryssi Giannitsarou, 2007. "Technical Appendix to Asset Pricing with Adaptive Learning," Technical Appendices carceles08, Review of Economic Dynamics. [Downloadable!]
    • Carceles-Poveda, Eva & Giannitsarou, Chryssi, 2007. "Asset Pricing with Adaptive Learning," CEPR Discussion Papers 6223, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
13. Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, regulations, and the value of U.S. and U.K. corporations," Staff Report 309, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
    • Ellen R. McGrattan & Edward C. Prescott, 2004. "Taxes, Regulations, and the Value of U.S. and U.K. Corporations," Levine's Bibliography 122247000000000715, UCLA Department of Economics. [Downloadable!]
    • Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, Regulations, and the Value of U.S. and U.K. Corporations," Review of Economic Studies, Blackwell Publishing, vol. 72(3), pages 767-796, 07. [Downloadable!] (restricted)
14. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Intermediated Quantities and Returns," NBER Working Papers 14351, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics. [Downloadable!]
    • Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2007. "Intermediated quantities and returns," Working Papers 655, Federal Reserve Bank of Minneapolis. [Downloadable!]
    • Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Intermediated quantities and returns," Staff Report 405, Federal Reserve Bank of Minneapolis. [Downloadable!]
15. Steven J. Davis & Felix Kubler & Paul Willen, 2005. "Borrowing costs and the demand for equity over the life cycle," Working Papers 05-7, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
    • Steven J. Davis & Felix Kubler & Paul Willen, 2002. "Borrowing Costs and the Demand for Equity Over the Life Cycle," NBER Working Papers 9331, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    • Steven J Davis & Felix Kubler & Paul Willen, 2006. "Borrowing Costs and the Demand for Equity over the Life Cycle," The Review of Economics and Statistics, MIT Press, vol. 88(2), pages 348-362, 06. [Downloadable!] (restricted)
16. Frode Brevik & Manfred Gärtner, 2005. "Welfare and Distribution Effects of Bank Secrecy Laws," University of St. Gallen Department of Economics working paper series 2005 2005-07, Department of Economics, University of St. Gallen. [Downloadable!]
17. Ellen R. McGrattan & Lee E. Ohanian, 2006. "Does Neoclassical Theory Account for the Effects of Big Fiscal Shocks? Evidence From World War II," NBER Working Papers 12130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Ellen R. McGrattan & Lee E. Ohanian, 2008. "Does neoclassical theory account for the effects of big fiscal shocks? Evidence from World War II," Staff Report 315, Federal Reserve Bank of Minneapolis. [Downloadable!]
18. George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July. [Downloadable!] (restricted)
    Other versions:
    • George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
19. Benjamin Eden, 2006. "International Seigniorage Payments," Working Papers 0622, Department of Economics, Vanderbilt University. [Downloadable!]
20. Taiji Harashima, 2005. "An Estimate of the Elasticity of Intertemporal Substitution in a Production Economy," Macroeconomics 0508030, EconWPA. [Downloadable!]
21. Aase, Knut K., 2005. "The perpetual American put option for jump-diffusions with applications," Discussion Papers 2005/12, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
22. Jan Carlos Hatchondo, 2008. "A quantitative study of the role of wealth inequality on asset prices," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 73-96. [Downloadable!]
23. Timothy J. Kehoe & Kim J. Ruhl, 2008. "Sudden Stops, Sectoral Reallocations, and the Real Exchange Rate," NBER Working Papers 14395, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Timothy J. Kehoe & Kim J. Ruhl, 2008. "Sudden stops, sectoral reallocations, and the real exchange rate," Staff Report 414, Federal Reserve Bank of Minneapolis. [Downloadable!]
    • Kehoe, Timothy J. & Ruhl, Kim J., 2009. "Sudden stops, sectoral reallocations, and the real exchange rate," Journal of Development Economics, Elsevier, vol. 89(2), pages 235-249, July. [Downloadable!] (restricted)
24. Aase, Knut K., 2004. "The perpetual American put option for jump-diffusions: Implications for equity premiums," Discussion Papers 2004/19, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
25. Benjamin Eden, 2004. "Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?," Working Papers 0422, Department of Economics, Vanderbilt University. [Downloadable!]
26. James Cooley, 2009. "Stock Market Returns and Partisan Political Business Cycles," Departmental Working Papers 0902, Southern Methodist University, Department of Economics. [Downloadable!]
27. Selahattin Imrohoroglu, 2004. "A Note on the McGrattan and Prescott (2003) Adjustments and the Equity Premium Puzzle," Macroeconomics 0402009, EconWPA. [Downloadable!]
28. Ricardo Lagos, 2006. "Asset prices and liquidity in an exchange economy," Staff Report 373, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
    • Ricardo Lagos, 2005. "Asset Prices and Liquidity in an Exchange Economy," 2005 Meeting Papers 143, Society for Economic Dynamics.

This page was last updated on 2009-12-20.