Asset Pricing, Habit Memory, and the Labor Market
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- Jaccard, Ivan, 2010. "Asset pricing, habit memory, and the labor market," Working Paper Series 1163, European Central Bank.
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Cited by:
- Peter A. Schmid, 2013. "The destabilizing effect of company income taxation," Society and Economy, Akadémiai Kiadó, Hungary, vol. 35(3), pages 365-388, September.
- Borenstein, Eliezer & Elkayam, David, 2014.
"The equity premium in a small open economy and an application to Israel,"
Economic Modelling, Elsevier, vol. 43(C), pages 81-99.
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- Eliezer Borenstein & David Elkayam, 2013. "The equity premium in a small open economy, and an application to Israel," Bank of Israel Working Papers 2013.03, Bank of Israel.
- Rudebusch, Glenn D. & Swanson, Eric T., 2008.
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- Glenn D. Rudebusch & Eric T. Swanson, 2008. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco.
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
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- Ivan Jaccard, 2010. "Asset Pricing and Housing Supply in a Production Economy," 2010 Meeting Papers 605, Society for Economic Dynamics.
- Jaccard Ivan, 2011.
"Asset Pricing and Housing Supply in a Production Economy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-40, October.
- Jaccard, Ivan, 2012. "Asset pricing and housing supply in a production economy," Working Paper Series 1454, European Central Bank.
- Johannes Hermanus Kemp & Hylton Hollander, 2020. "A medium-sized, open-economy, fiscal DSGE model of South Africa," WIDER Working Paper Series wp-2020-92, World Institute for Development Economic Research (UNU-WIDER).
- Francois Gourio, 2012.
"Disaster Risk and Business Cycles,"
American Economic Review, American Economic Association, vol. 102(6), pages 2734-2766, October.
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- Christoffel, Kai & Kilponen, Juha & Jaccard, Ivan, 2011. "Government bond risk premia and the cyclicality of fiscal policy," Working Paper Series 1411, European Central Bank.
- Gourio, François, 2012. "Macroeconomic implications of time-varying risk premia," Working Paper Series 1463, European Central Bank.
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More about this item
Keywords
business cycle; equity premium puzzle; adjustment costs; habit formation; labor market.;All these keywords.
JEL classification:
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2007-10-20 (Dynamic General Equilibrium)
- NEP-MAC-2007-10-20 (Macroeconomics)
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