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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. Roel Beetsma & Ward Romp, 2013. "Participation Constraints in Pension Systems," Tinbergen Institute Discussion Papers 13-149/VI, Tinbergen Institute.
  2. Orrego, Fabrizio, 2010. "Demography, stock prices and interest rates: The Easterlin hypothesis revisited," Working Papers 2010-012, Banco Central de Reserva del Perú.
  3. Brunetti Marianna, 2007. "Population Ageing, Household Portfolios and Financial Asset Returns: a Survey of the Literature," Politica economica - Journal of Economic Policy (PEJEP), Società editrice il Mulino, issue 2, pages 171-208.
  4. Ansgar Belke & Christian Dreger & Richard Ochmann, 2015. "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, vol. 12(2), pages 163-173, June.
  5. Fabrizio Orrego, 2014. "Habit formation and indeterminacy in overlapping generations models," Economic Theory, Springer, vol. 55(1), pages 225-241, January.
  6. James M. Poterba, 2004. "The impact of population aging on financial markets," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 163-216.
  7. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Costly Financial Intermediation in Neoclassical Growth Theory," NBER Working Papers 14351, National Bureau of Economic Research, Inc.
  8. 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.
  9. John Geanakoplos, 2008. "Overlapping Generations Models of General Equilibrium," Cowles Foundation Discussion Papers 1663, Cowles Foundation for Research in Economics, Yale University.
  10. 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.
  11. Stefano DellaVigna & Joshua M. Pollet, 2007. "Demographics and Industry Returns," American Economic Review, American Economic Association, vol. 97(5), pages 1667-1702, December.
  12. 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.
  13. Yoshida, Jiro, 2007. "Technology Shocks and Asset Price Dynamics: The Role of Housing in General Equilibrium," MPRA Paper 6271, University Library of Munich, Germany.
  14. James Poterba & Steven Venti & David A. Wise, 2007. "The Decline of Defined Benefit Retirement Plans and Asset Flows," NBER Working Papers 12834, National Bureau of Economic Research, Inc.
  15. 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.
  16. Philipp Harms & Philipp an de Meulen, 2009. "The Demographics of Expropriation Risk," Working Papers 09.02, Swiss National Bank, Study Center Gerzensee.
  17. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Intermediated quantities and returns," Staff Report 405, Federal Reserve Bank of Minneapolis.
  18. 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.
  19. Citanna, Alessandro & Siconolfi, Paolo, 2012. "Recursive equilibrium in stochastic OLG economies: Incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 322-337.
  20. 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.
  21. Saarenheimo , Tuomas, 2005. "Ageing, interest rates, and financial flows," Research Discussion Papers 2/2005, Bank of Finland.
  22. repec:dgr:uvatin:20130149 is not listed on IDEAS
  23. 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.
  24. Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, . "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Boston University - Department of Economics - Working Papers Series wp2009-013, Boston University - Department of Economics.
  25. Alessandro Citanna & Paolo Siconolfi, 2008. "On the nonexistence of recursive equilibrium in stochastic OLG economies," Economic Theory, Springer, vol. 37(3), pages 417-437, December.
  26. 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.
  27. Robert F. Martin, 2006. "The Baby Boom: Predictability in House Prices and Interest Rates," 2006 Meeting Papers 84, Society for Economic Dynamics.
  28. Olivia S. Mitchell & John Piggott & Michael Sherris & Shaun Yow, 2006. "Financial Innovation for an Aging World," NBER Working Papers 12444, National Bureau of Economic Research, Inc.
  29. Manuel Santos & Jianjun Miao, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," 2005 Meeting Papers 266, Society for Economic Dynamics.
  30. Orrego, Fabrizio, 2011. "Sequential incompleteness and dynamic suboptimality in stochastic OLG economies with production," Working Papers 2011-014, Banco Central de Reserva del Perú.
  31. 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.
  32. Tuomas Saarenheimo, 2005. "Ageing, interest rates, and financial flows," Labor and Demography 0508015, EconWPA.
  33. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc.
  34. Stefan W. Schmitz, 2005. "Demographic Developments, Funded Pension Provision and Financial Stability," Finance 0510023, EconWPA.
  35. 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.
  36. 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.
  37. Hans Fehr & Sabine Jokisch, 2006. "Demographischer Wandel und internationale Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(4), pages 501-517, November.
  38. 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.
  39. Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
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