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Citations for "Demographic Structure And Asset Returns"

by James M. Poterba

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  1. Paulo Brito & Rui Dilao, 2006. "Equilibrium price dynamics in an overlapping-generations exchange economy," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2006/27, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  2. Philipp Harms & Philipp Meulen, 2012. "The demographics of expropriation risk," Journal of Population Economics, Springer, Springer, vol. 25(3), pages 809-832, July.
  3. Paola Giuliano & Antonio Spilimbergo, 2009. "Growing Up in a Recession: Beliefs and the Macroeconomy," NBER Working Papers 15321, National Bureau of Economic Research, Inc.
  4. ARSLAN, Yavuz & CERİTOĞLU, Evren & KANIK, Birol, 2013. "Nüfus Yapısındaki Değişimlerin Uzun Dönem Konut Talebi Üzerindeki Etkileri
    [The Effects of Demographic Changes on the Long Term Housing Demand in Turkey]
    ," MPRA Paper 52013, University Library of Munich, Germany, revised 06 Dec 2013.
  5. Auerbach, Alan J. & Lee, Ronald, 2011. "Welfare and generational equity in sustainable unfunded pension systems," Journal of Public Economics, Elsevier, Elsevier, vol. 95(1), pages 16-27.
  6. Kulish Mariano & Kent Christopher & Smith Kathryn, 2010. "Aging, Retirement, and Savings: A General Equilibrium Analysis," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 10(1), pages 1-32, July.
  7. Elías Albagli, 2013. "Investment Horizons and Asset Prices under Asymmetric Information," Working Papers Central Bank of Chile, Central Bank of Chile 709, Central Bank of Chile.
  8. Robin Brooks, 2002. "Asset-Market Effects of the Baby Boom and Social-Security Reform," American Economic Review, American Economic Association, American Economic Association, vol. 92(2), pages 402-406, May.
  9. Beate Henschel & Carsten Pohl & Marcel Thum, 2008. "Demographic Change and Regional Labour Markets: The Case of Eastern Germany," CESifo Working Paper Series, CESifo Group Munich 2315, CESifo Group Munich.
  10. Ang, Andrew & Maddaloni, Angela, 2003. "Do demographic changes affect risk premiums? Evidence from international data," Working Paper Series, European Central Bank 0208, European Central Bank.
  11. Michael Berlemann & Marco Oestmann & Marcel Thum, 2010. "Demographic Change and Bank Profitability. Empirical Evidence from German Savings Banks," CESifo Working Paper Series, CESifo Group Munich 2911, CESifo Group Munich.
  12. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Measuring Long-term Performance: a Regression Based Generalization of the Calendar Time Portfolio Approach," Working Papers on Finance, University of St. Gallen, School of Finance 1216, University of St. Gallen, School of Finance.
  13. Yuan Cheng & Xuehui Han, 2013. "Does large volatility help?—stochastic population forecasting technology in explaining real estate price process," Journal of Population Economics, Springer, Springer, vol. 26(1), pages 323-356, January.
  14. Bellante, Don & Green, Carole A., 2004. "Relative risk aversion among the elderly," Review of Financial Economics, Elsevier, Elsevier, vol. 13(3), pages 269-281.
  15. Henning Bohn, 2006. "Optimal Private Responses to Demographic Trends: Savings, Bequests and International Mobility," RBA Annual Conference Volume, Reserve Bank of Australia, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
  16. Axel B�rsch-Supan & Alexander Ludwig & Joachim Winter, 2005. "Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model," DNB Working Papers, Netherlands Central Bank, Research Department 065, Netherlands Central Bank, Research Department.
  17. Ronald Lee, 2012. "Macroeconomic Implications of Demographic Changes: A Global Perspective," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 12-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
  18. repec:dgr:uvatin:2007064 is not listed on IDEAS
  19. Christine Lai, 2008. "How Retired Households and Households Approaching Retirement Handle Their Equity Investments in the United States," Journal of Family and Economic Issues, Springer, Springer, vol. 29(4), pages 601-622, December.
  20. Carsten Schroder & Katrin Rehdanz & Daiju Narita & Toshihiro Okubo, 2013. "Household formation and residential energy demand: Evidence from Japan," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program 2012-047, Keio/Kyoto Joint Global COE Program.
  21. Olesya Baker & Phil Doctor & Eric French, 2007. "Asset rundown after retirement: the importance of rate of return shocks," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q II, pages 48-65.
  22. James Poterba, 2004. "The Impact of Population Aging on Financial Markets," NBER Working Papers 10851, National Bureau of Economic Research, Inc.
  23. James M. Poterba, 2014. "Retirement Security in an Aging Society," NBER Working Papers 19930, National Bureau of Economic Research, Inc.
  24. : Carol A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demograhic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers, Warwick Business School, Finance Group wpn10-02, Warwick Business School, Finance Group.
  25. Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, Economic Studies Program, The Brookings Institution, vol. 35(1), pages 241-326.
  26. Julie Vanriet-Margueron, 2004. "Households' Age-Wealth Profiles and the Composite 'Life Cycle-Precautionary Saving' Motive," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 46, Money Macro and Finance Research Group.
  27. Li, Fei & Ueda, Masako, 2005. "CEO-Firm Match and Principal-Agent Problem," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5119, C.E.P.R. Discussion Papers.
  28. Marko Köthenbürger & Panu Poutvaara, 2004. "Social Security Reform and Intergenerational Trade: Is there Scope for a Pareto-Improvement?," Public Economics, EconWPA 0404008, EconWPA.
  29. James Sprigg & Mark Ehlen, 2007. "Comparative dynamics in an overlapping-generations model: the effects of quasi-rational discrete choice on finding and maintaining Nash equilibrium," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 29(1), pages 69-96, February.
  30. Olivia S Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Ageing World," RBA Annual Conference Volume, Reserve Bank of Australia, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
  31. William Shambora, 2006. "Will retiring boomers really cause a stock market meltdown?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(17), pages 1239-1250.
  32. Kevin C. Cheng, 2003. "Economic Implications of China's Demographics in the 21st Century," IMF Working Papers, International Monetary Fund 03/29, International Monetary Fund.
  33. John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long Run Behavior of the Stock Market," Levine's Bibliography 122247000000000643, UCLA Department of Economics.
  34. Casper van Ewijk & Erik Canton & Paul Tang, 2004. "Ageing and international capital flows," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis 43, CPB Netherlands Bureau for Economic Policy Analysis.
  35. Miguel Sánchez Romero, 2011. "The role of demography on per capita output growth and saving rates," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany WP-2011-015, Max Planck Institute for Demographic Research, Rostock, Germany.
  36. Stefano DellaVigna & Joshua M. Pollet, 2007. "Demographics and Industry Returns," American Economic Review, American Economic Association, American Economic Association, vol. 97(5), pages 1667-1702, December.
  37. E Philip Davis, 2006. "How Will Ageing Affect the Structure of Financial Markets?," RBA Annual Conference Volume, Reserve Bank of Australia, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
  38. Kyung-Mook Lim & David N. Weil, 2003. "The Baby Boom and the Stock Market Boom," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 105(3), pages 359-378, 09.
  39. Torsten Schmidt & Simeon Vosen, 2010. "Demographic Change and the Labour Share of Income," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0165, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  40. Ulrike Malmendier & Stefan Nagel, 2011. "Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?," The Quarterly Journal of Economics, Oxford University Press, vol. 126(1), pages 373-416.
  41. Miroslav Verbič & Boris Majcen & Renger Van Nieuwkoop, 2006. "Sustainability of the Slovenian Pension System: An Analysis with an Overlapping-Generations General Equilibrium Model," Eastern European Economics, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 44(4), pages 60-81, August.
  42. David Weil, 2006. "Population Aging," Working Papers, Brown University, Department of Economics 2006-09, Brown University, Department of Economics.
  43. Naohisa Hirakata & Takeki Sunakawa, 2013. "Financial Frictions, Capital Misallocation, and Structural Change," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 13-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
  44. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc.
  45. Andrew B. Abel, 2001. "Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?," NBER Working Papers 8131, National Bureau of Economic Research, Inc.
  46. James M. Poterba, 2014. "Retirement Security in an Aging Population," American Economic Review, American Economic Association, American Economic Association, vol. 104(5), pages 1-30, May.
  47. Christoph Schinke, 2012. "Inheritance in Germany 1911 to 2009: A Mortality Multiplier Approach," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP) 462, DIW Berlin, The German Socio-Economic Panel (SOEP).
  48. Lee, King Fuei, 2011. "Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US," MPRA Paper 46350, University Library of Munich, Germany.
  49. Huang, Rachel J. & Miao, Jerry C.Y. & Tzeng, Larry Y., 2013. "Does mortality improvement increase equity risk premiums? A risk perception perspective," Journal of Empirical Finance, Elsevier, Elsevier, vol. 22(C), pages 67-77.
  50. Melanie Lührmann, 2003. "Demographic Change, Foresight and International Capital Flows," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 03038, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  51. Marianna Brunetti & Costanza Torricelli, 2007. "The role of demographic variables in explaining financial returns in Italy," Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica 0701, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  52. Carsten Schröder, 2010. "Profitability of Pension Contributions: Evidence from Real-Life Employment Biographies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1057, DIW Berlin, German Institute for Economic Research.
  53. S. Nuray Akin & Oksana Leukhina, 2013. "Risk-Sharing Within Families: Evidence From the Health and Retirement Study," Working Papers, University of Miami, Department of Economics 2013-09, University of Miami, Department of Economics.
  54. Hans Fehr & Sabine Jokisch, 2006. "Demographischer Wandel und internationale Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 7(4), pages 501-517, November.
  55. Lau, Sau-Him Paul, 2009. "Demographic structure and capital accumulation: A quantitative assessment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 33(3), pages 554-567, March.
  56. Montén, Anna & Thum, Marcel, 2010. "Ageing municipalities, gerontocracy and fiscal competition," European Journal of Political Economy, Elsevier, Elsevier, vol. 26(2), pages 235-247, June.
  57. Mathias Sommer, 2005. "Trends in German households’ portfolio behavior - assessing the importance of age- and cohort-effects," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy 05082, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  58. René Weber & David S. Gerber, 2007. "Aging, Asset Allocation, and Costs," IMF Working Papers, International Monetary Fund 07/29, International Monetary Fund.
  59. : Arie E. Gozluklu, 2012. "Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics," Working Papers, Warwick Business School, Finance Group wpn12-06, Warwick Business School, Finance Group.
  60. Brunetti Marianna, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica, Società editrice il Mulino, Società editrice il Mulino, issue 2, pages 171-208.
  61. Jamal, A. M. M. & Quayes, Shakil, 2004. "Demographic structure and stock prices," Economics Letters, Elsevier, Elsevier, vol. 84(2), pages 211-215, August.
  62. Marko Kothenbürger & Panu Poutvaara, 2006. "Social Security Reform and Investment in Education: Is There Scope for a Pareto Improvement?," Economica, London School of Economics and Political Science, London School of Economics and Political Science, vol. 73(290), pages 299-319, 05.
  63. Barry P. Bosworth & Ralph C. Bryant & Gary Burtless, 2004. "The Impact of Aging on Financial Markets and the Economy: A Survey," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research 2004-23, Center for Retirement Research.
  64. Lee, King Fuei, 2013. "Demographics and the long-horizon returns of dividend-yield strategies," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 53(2), pages 202-218.
  65. Shaofeng Xu, 2013. "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Working Papers, Bank of Canada 13-9, Bank of Canada.
  66. Bettendorf, Leon J.H. & Heijdra, Ben J., 2006. "Population ageing and pension reform in a small open economy with non-traded goods," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(12), pages 2389-2424, December.
  67. Quayes, Shakil, 2010. "Does budget deficit lower equity prices in USA?," Economics Letters, Elsevier, Elsevier, vol. 107(2), pages 155-157, May.
  68. :Carol A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2009. "Long-Run Factors and Fluctuations in Dividend/Price," Working Papers, Warwick Business School, Finance Group wpn09-04, Warwick Business School, Finance Group.
  69. Robin Brooks, 2006. "Demographic Change and Asset Prices," RBA Annual Conference Volume, Reserve Bank of Australia, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
  70. Andras Simonovits, 2012. "Pension Reforms in an Aging Society: A Fully Displayed Cohort Model," DANUBE: Law and Economics Review, European Association Comenius - EACO, European Association Comenius - EACO, issue 4, pages 1-30, December.
  71. Attanasio, Orazio & Kitao, Sagiri & Violante, Giovanni L., 2007. "Global demographic trends and social security reform," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(1), pages 144-198, January.
  72. Garry Young, 2002. "The implications of an ageing population for the UK economy," Bank of England working papers, Bank of England 159, Bank of England.
  73. Summers, Barbara & Duxbury, Darren & Hudson, Robert & Keasey, Kevin, 2006. "As time goes by: An investigation of how asset allocation varies with investor age," Economics Letters, Elsevier, Elsevier, vol. 91(2), pages 210-214, May.
  74. Araújo, Eurilton, 2008. "Robust Monetary Policy with the Consumption-Wealth Channel," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_110, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  75. Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers, UCLA Department of Economics 658612000000000080, UCLA Department of Economics.
  76. Simonovits, András, 2009. "Népességöregedés, tb-nyugdíj és megtakarítás - parametrikus nyugdíjreformok
    [Population aging, the public pension system, and savings: parametric pension reforms]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 297-321.
  77. Christian Helmenstein & Alexia Prskawetz & Yuri Yegorov, 2002. "Wealth and cohort size: stock market boom or bust ahead?," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany WP-2002-051, Max Planck Institute for Demographic Research, Rostock, Germany.
  78. Borgmann, Christoph, 2002. "Labor income risk, demographic risk, and the design of (wage-indexed) social security," Discussion Papers, Institut für Finanzwissenschaft, Albert-Ludwigs-Universität Freiburg 100, Institut für Finanzwissenschaft, Albert-Ludwigs-Universität Freiburg.
  79. Takáts, Előd, 2012. "Aging and house prices," Journal of Housing Economics, Elsevier, Elsevier, vol. 21(2), pages 131-141.
  80. Junning Cai, 2004. "Baby Boom, Asset Market Meltdown and Liquidity Trap," Macroeconomics, EconWPA 0401002, EconWPA.
  81. Goyal, Amit, 2004. "Demographics, Stock Market Flows, and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 39(01), pages 115-142, March.
  82. Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008. "Strategic asset allocation with liabilities: Beyond stocks and bonds," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(9), pages 2939-2970, September.