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Citations for "Demography and the Long-Run Predictability of the Stock Market"

by Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii

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  1. Philipp Harms & Philipp Meulen, 2012. "The demographics of expropriation risk," Journal of Population Economics, Springer;European Society for Population Economics, vol. 25(3), pages 809-832, July.
  2. James M. Poterba & Steven F. Venti & David A. Wise, 2009. "The Decline of Defined Benefit Retirement Plans and Asset Flows," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 333-379 National Bureau of Economic Research, Inc.
  3. Robert F. Martin, 2006. "The Baby Boom: Predictability in House Prices and Interest Rates," 2006 Meeting Papers 84, Society for Economic Dynamics.
  4. Orrego, Fabrizio, 2011. "Habit formation and sunspots in overlapping generations models," Working Papers 2011-013, Banco Central de Reserva del Perú.
  5. Ansgar Belke & Christian Dreger & Richard Ochmann, 2012. "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin 1211, DIW Berlin, German Institute for Economic Research.
  6. Paulo Brito & Rui Dilao, 2006. "Equilibrium price dynamics in an overlapping-generations exchange economy," Working Papers Department of Economics 2006/27, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  7. Wolfgang Kuhle, 2008. "Demography and Equity Premium," MEA discussion paper series 08157, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  8. Döring, Diether & Buth, Rainer & Rosengart, Anja Helena, 2007. "Bedroht die künftige demographische Entwicklung die Vermögenswerte kapitalgedeckter Altersversorgungssysteme? Auswertung des Standes der internationalen Forschung," Arbeitspapiere 128, Hans-Böckler-Stiftung, Düsseldorf.
  9. Susan A. McDaniel, 2003. "Toward Disentangling Policy Implications of Economic and Demographic Changes in Canada's Aging Population," Canadian Public Policy, University of Toronto Press, vol. 29(4), pages 491-509, December.
  10. Tuomas Saarenheimo, 2005. "Ageing, interest rates, and financial flows," Labor and Demography 0508015, EconWPA.
  11. Roel Beetsma & Ward Romp, 2013. "Participation Constraints in Pension Systems," Tinbergen Institute Discussion Papers 13-149/VI, Tinbergen Institute.
  12. Antón Pérez, José Ignacio, 2006. "The Reform of the Pension Systems in Easterm Europe and these Impact about the Efficiency and Equity/La reforma de los sistemas de pensiones en Europa del Este y su impacto sobre la eficiencia y la eq," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 643 (20 pág, Agosto.
  13. Saarenheimo, Tuomas, 2005. "Ageing, interest rates, and financial flows," Research Discussion Papers 2/2005, Bank of Finland.
  14. Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
  15. Marianna Brunetti, 2007. "Population ageing, household portfolios and financial asset returns: A survey of the literature," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07051, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  16. Espen Henriksen & Steve Spear, 2006. "Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Overlapping Generations Economies," Computing in Economics and Finance 2006 223, Society for Computational Economics.
  17. Alan Guoming Huang & Eric Hughson & J. Chris Leach, 2016. "Generational Asset Pricing, Equity Puzzles, and Cyclicality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 52-71, October.
  18. Yoshida, Jiro, 2007. "Technology Shocks and Asset Price Dynamics: The Role of Housing in General Equilibrium," MPRA Paper 6271, University Library of Munich, Germany.
  19. Saarenheimo , Tuomas, 2005. "Ageing, interest rates, and financial flows," Research Discussion Papers 2/2005, Bank of Finland.
  20. Stefano DellaVigna & Joshua M. Pollet, 2007. "Demographics and Industry Returns," American Economic Review, American Economic Association, vol. 97(5), pages 1667-1702, December.
  21. Orrego, Fabrizio, 2010. "Demography, stock prices and interest rates: The Easterlin hypothesis revisited," Working Papers 2010-012, Banco Central de Reserva del Perú.
  22. Hans Fehr & Sabine Jokisch, 2006. "Demographischer Wandel und internationale Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(4), pages 501-517, November.
  23. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc.
  24. Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, 2009. "Numerical simulation of nonoptimal dynamic equilibrium models," Working Papers 2009-018, Federal Reserve Bank of St. Louis.
  25. Citanna, Alessandro & Siconolfi, Paolo, 2012. "Recursive equilibrium in stochastic OLG economies: Incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 322-337.
  26. Zheng Liu & Mark M. Spiegel, 2011. "Boomer retirement: headwinds for U.S. equity markets?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug22.
  27. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
  28. James Poterba, 2004. "The Impact of Population Aging on Financial Markets," NBER Working Papers 10851, National Bureau of Economic Research, Inc.
  29. John Geanakoplos, 2008. "Overlapping Generations Models of General Equilibrium," Cowles Foundation Discussion Papers 1663, Cowles Foundation for Research in Economics, Yale University.
  30. 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.
  31. Rengel, Malte & Herwartz, Helmut & Xu, Fang, 2013. "Persistence in the price-to-dividend ratio and its macroeconomic fundamentals," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79860, Verein für Socialpolitik / German Economic Association.
  32. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2007. "Intermediated quantities and returns," Working Papers 655, Federal Reserve Bank of Minneapolis.
  33. Steven F. Venti, 2010. "Comment on "Aging Populations, Pension Operations, Potential Economic Disappointment and Its Allocation"," NBER Chapters, in: Demography and the Economy, pages 326-331 National Bureau of Economic Research, Inc.
  34. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Working Papers 685, Federal Reserve Bank of Minneapolis.
  35. Alessandro Citanna & Paolo Siconolfi, 2008. "On the nonexistence of recursive equilibrium in stochastic OLG economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(3), pages 417-437, December.
  36. Stefan W. Schmitz, 2005. "Demographic Developments, Funded Pension Provision and Financial Stability," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 9, pages 93-109.
  37. Olivia S Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Ageing World," RBA Annual Conference Volume, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
  38. Ronald Lee, 2016. "Macroeconomics, Aging and Growth," NBER Working Papers 22310, National Bureau of Economic Research, Inc.
  39. Manuel Santos & Jianjun Miao, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," 2005 Meeting Papers 266, Society for Economic Dynamics.
  40. Marianna Brunetti & Costanza Torricelli, 2010. "Demographics and asset returns: does the dynamics of population ageing matter?," Annals of Finance, Springer, vol. 6(2), pages 193-219, March.
  41. Orrego, Fabrizio, 2011. "Sequential incompleteness and dynamic suboptimality in stochastic OLG economies with production," Working Papers 2011-014, Banco Central de Reserva del Perú.
  42. Fabrizio Orrego & Stephen Spear, . "Sequential incompleteness and dynamic suboptimality in stochastic OLG economies with production," GSIA Working Papers 2012-E38, Carnegie Mellon University, Tepper School of Business.
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