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Citations for "On tests of representative consumer asset pricing models"

by Kocherlakota, Narayana R.

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Cited by (explanations, 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.):
  1. Lawrence J. Christiano & Wouter Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  2. James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Narayana R. Kocherlakota & Luigi Pistaferri, 2004. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 122247000000000508, UCLA Department of Economics. [Downloadable!]
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  4. Marzio Galeotti & Louis J Maccini & Fabio Schiantarelli, 2002. "Inventories Employment and Hours," Economics Working Paper Archive 473, The Johns Hopkins University,Department of Economics. [Downloadable!]
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  5. Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD 2008-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  6. Marcel Fafchamps & Måns Söderbom, 2004. "Wages and Labor Management in African Manufacturing," Development and Comp Systems 0409043, EconWPA. [Downloadable!]
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  7. Chatelain, J.-B. & Teurlai, J.-C., 2001. "Pitfalls in Investment Euler Equations," Documents de Travail 81, Banque de France. [Downloadable!]
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  8. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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  9. Wayne E. Ferson & George M. Constantinides, 1992. "Habit Persistence and Durability in Aggregate Consumption: Empirical Tests," NBER Working Papers 3631, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University. [Downloadable!]
  11. Mehmet Caner, 2005. "Exponential Tilting With Weak Instruments," Working Papers 208, University of Pittsburgh, Department of Economics, revised Jan 2005. [Downloadable!]
  12. Min-Hsien Chiang & Chihwa Kao, 2005. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model," Economics Bulletin, AccessEcon, vol. 3(10), pages 1-13. [Downloadable!]
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  13. Mehmet Caner, 2005. "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Papers 211, University of Pittsburgh, Department of Economics, revised Jan 2005. [Downloadable!]
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  14. de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996. [Downloadable!]
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  15. Robert A. Amano & Tony S. Wirjanto, . "An Empirical Investigation into Government Spending and Private Sector Behaviour," Working Papers 94-8, Bank of Canada. [Downloadable!]
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  16. Croix,David,de la & Urbain,Jean-Pierre, 1996. "Intertemporal substitution in import demand and habit formation ," Research Memoranda 003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  17. Beetsma,Roel M.W.J. & Bovenberg,A. Lans, 1996. "Designing fiscal and monetary institutions for a European Monetary Union," Research Memoranda 004, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  18. Joachim Inkmann, 2000. "Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," Econometric Society World Congress 2000 Contributed Papers 0332, Econometric Society. [Downloadable!]
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  19. Andrei Semenov, 2004. "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," Working Papers 2004_1, York University, Department of Economics. [Downloadable!]
  20. Christopher Armstrong & David Larcker & Che-Lin Su, 2007. "Stock Options and Chief Executive Compensation," Discussion Papers 1447, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  21. Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 8822, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Christopher J. Neely, 1995. "Testing asset pricing models with Euler equations: it's worse than you think," Working Papers 1995-018, Federal Reserve Bank of St. Louis. [Downloadable!]
  23. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics. [Downloadable!]
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  24. Craig Burnside & Martin Eichenbaum, 1994. "Small Sample Properties of Generalized Method of Moments Based Wald Tests," NBER Technical Working Papers 0155, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  25. Reinhart, Carmen & Ogaki, Masao, 1995. "Measuring intertemporal substitution: The role of durable goods," MPRA Paper 13690, University Library of Munich, Germany. [Downloadable!]
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  26. Hirukawa Masayuki, 2004. "A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Working Papers 04005, Concordia University, Department of Economics. [Downloadable!]
  27. Eric Langlais, 2008. "On insurance contract design for low probability events," EconomiX Working Papers 2008-33, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
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  28. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  29. Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Econometrics 0111003, EconWPA. [Downloadable!]
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  30. Alok Johri and Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University. [Downloadable!]
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  31. Kenneth D. West & David W. Wilcox, 1993. "Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model," NBER Technical Working Papers 0139, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  32. Rolf Scheufele, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10-08, Halle Institute for Economic Research. [Downloadable!]
  33. Ali Dib & Louis Phaneuf, 2005. "Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money," Working Papers 05-30, Bank of Canada. [Downloadable!]
  34. Mehmet Caner, 2005. "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics 0509017, EconWPA. [Downloadable!]
  35. Mehmet Caner, 2005. "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics 0509016, EconWPA. [Downloadable!]
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  36. Cristino R. Arroyo, 1994. "On The Robustness Of Forward Market Efficiency In Consumption-Based Models Of Exchange Rates," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 95-114, June. [Downloadable!] (restricted)
  37. Arief Ramayandi, 2007. "Approximating Monetary Policy: Case Study for the ASEAN-5," Working Papers in Economics and Development Studies (WoPEDS) 200707, Department of Economics, Padjadjaran University, revised Aug 2007. [Downloadable!]
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This page was last updated on 2009-12-30.

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