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Citations for "Is the Stock Market Overvalued?"

by Ellen R. McGrattan & Edward C. Prescott

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  1. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography 122247000000000849, UCLA Department of Economics.
  2. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  3. Jason G. Cummins, 2004. "A new approach to the valuation of intangible capital," Finance and Economics Discussion Series 2004-17, Board of Governors of the Federal Reserve System (U.S.).
  4. Mankart, Jochen & Rodano, Giacomo, 2015. "Personal bankruptcy law, debt portfolios, and entrepreneurship," Discussion Papers 28/2015, Deutsche Bundesbank, Research Centre.
  5. Mankart, Jochen & Rodano, Giacomo, 2012. "Bankruptcy Law, Debt Portfolios, and Entrepreneurship," Economics Working Paper Series 1216, University of St. Gallen, School of Economics and Political Science.
  6. Azacis, Helmuts & Gillman, Max, 2010. "Flat tax reform: The Baltics 2000-2007," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 692-708, June.
  7. Carol A. Corrado & Charles R. Hulten & Daniel E. Sichel, 2006. "Intangible Capital and Economic Growth," NBER Working Papers 11948, National Bureau of Economic Research, Inc.
  8. Leonard I. Nakamura, 2009. "Intangible assets and national income accounting: measuring a scientific revolution," Working Papers 09-11, Federal Reserve Bank of Philadelphia.
  9. Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics.
  10. Kathryn Birkeland & Edward C. Prescott, 2006. "On the needed quantity of government debt," Working Papers 648, Federal Reserve Bank of Minneapolis.
  11. Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 891-910.
  12. Matthew F. Mitchell, 2005. "Specialization And The Skill Premium In The 20th Century," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 935-955, 08.
  13. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics.
  14. Jean-Pierre Danthine & Xiangrong JIN, 2006. "Intangible Capital, Corporate Valuation and Asset Pricing," Swiss Finance Institute Research Paper Series 06-18, Swiss Finance Institute.
  15. Lilia Maliar & Serguei Maliar, 2003. "Endogenous Growth And Endogenous Business Cycles," Working Papers. Serie AD 2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  16. Edward C. Prescott, 2004. "Why Do Americans Work So Much More Than Europeans?," Levine's Bibliography 122247000000000413, UCLA Department of Economics.
  17. Boyan Jovanovic & Peter L. Rousseau, 2008. "Specific Capital and Technological Variety," NBER Working Papers 13998, National Bureau of Economic Research, Inc.
  18. Bullard, James & Feigenbaum, James, 2007. "A leisurely reading of the life-cycle consumption data," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2305-2320, November.
  19. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, vol. 1(1), pages 1-34, 01.
  20. Carl D. Lantz & Pierre-Daniel G. Sarte, 2001. "Consumption, savings, and the meaning of the wealth effect in general equilibrium," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-71.
  21. Pedro S. Amaral & Erwan Quintin, 2005. "Finance Matters," Macroeconomics 0502007, EconWPA.
  22. John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation for Research in Economics, Yale University.
  23. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2008. "Intermediated quantities and returns," Staff Report 405, Federal Reserve Bank of Minneapolis.
  24. Karen A. Kopecky, 2006. "The Trend in Retirement," 2006 Meeting Papers 187, Society for Economic Dynamics.
  25. Javier Coto-Martínez & Carlos Garriga & Fernando Sánchez-Losada, 2007. "Optimal taxation with imperfect competition and aggregate returns to specialization," Working Papers 2007-036, Federal Reserve Bank of St. Louis.
  26. Binswanger, Mathias, 2004. "Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 237-252, May.
  27. John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland.
  28. Benjamin Bental & Dominique Demougin, 2005. "Do Factor Shares Reflect Technology?," SFB 649 Discussion Papers SFB649DP2005-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  29. Hansen, Jan, 2003. "Financial Cycles and Bankruptcies in the Nordic Countries," Working Paper Series 149, Sveriges Riksbank (Central Bank of Sweden).
  30. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
  31. Ellen R. McGrattan & Lee E. Ohanian, 2008. "Does neoclassical theory account for the effects of big fiscal shocks? Evidence from World War II," Staff Report 315, Federal Reserve Bank of Minneapolis.
  32. Feigenbaum, James, 2008. "Can mortality risk explain the consumption hump?," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 844-872, September.
  33. Ellen McGrattan, 2005. "EconomicDynamics Interviews Ellen McGrattan on Business Cycle Accounting and Stock Market Valuation," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 6(2), April.
  34. Christophe Faugere & Julian Van Erlach, 2003. "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance 0311004, EconWPA.
  35. Belo, Frederico & Lin, Xiaoji & Vitorino, Maria Ana, 2013. "Brand Capital and Firm Value," Working Paper Series 2013-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  36. Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005. "Distribution Risk and Equity Returns," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 05.10, Université de Lausanne, Faculté des HEC, DEEP.
  37. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs E:47/2012, Bank of Finland.
  38. Edward C. Prescott, 2002. "Prosperity and Depression: 2002 Richard T. Ely Lecture," Working Papers 618, Federal Reserve Bank of Minneapolis.
  39. Josep Pijoan-Mas, 2007. "Pricing Risk in Economies with Heterogeneous Agents and Incomplete Markets," Journal of the European Economic Association, MIT Press, vol. 5(5), pages 987-1015, 09.
  40. Carol Corrado & Charles R. Hulten & Daniel E. Sichel, 2004. "Measuring capital and technology: an expanded framework," Finance and Economics Discussion Series 2004-65, Board of Governors of the Federal Reserve System (U.S.).
  41. Christophe Faugere & Julian Van Erlach, 2004. "A General Theory of Stock Market Valuation and Return," Finance 0403004, EconWPA, revised 17 May 2004.
  42. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.
  43. Césaire A. Meh & Yaz Terajima, 2008. "Unsecured Debt, Consumer Bankruptcy, and Small Business," Staff Working Papers 08-5, Bank of Canada.
  44. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Some Results on the Solution of the Neoclassical Growth Model," PIER Working Paper Archive 04-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  45. Sophia Chen, 2014. "Financial Constraints, Intangible Assets, and Firm Dynamics; Theory and Evidence," IMF Working Papers 14/88, International Monetary Fund.
  46. Caliendo, Frank & Aadland, David, 2007. "Short-term planning and the life-cycle consumption puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1392-1415, April.
  47. Ellen R. McGrattan & Edward C. Prescott, 2001. "Taxes, regulations, and asset prices," Working Papers 610, Federal Reserve Bank of Minneapolis.
  48. Fernández-Villaverde, Jesús & Krueger, Dirk, 2011. "Consumption And Saving Over The Life Cycle: How Important Are Consumer Durables?," Macroeconomic Dynamics, Cambridge University Press, vol. 15(05), pages 725-770, November.
  49. Leonard I. Nakamura, 2001. "What is the U.S. gross investment in intangibles? (At least) one trillion dollars a year!," Working Papers 01-15, Federal Reserve Bank of Philadelphia.
  50. 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.
  51. Ellen R. McGrattan & Edward C. Prescott, 2003. "The 1929 stock market: Irving Fisher was right," Staff Report 294, Federal Reserve Bank of Minneapolis.
  52. Brian McCulloch & Jane Frances, 2001. "Financing New Zealand Superannuation," Treasury Working Paper Series 01/20, New Zealand Treasury.
  53. 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.
  54. Robinson, Leslie A. & Sansing, Richard, 2008. "The effect of "invisible" tax preferences on investment and tax preference measures," Journal of Accounting and Economics, Elsevier, vol. 46(2-3), pages 389-404, December.
  55. Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009. "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers D/821, IESE Business School.
  56. Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2013. "Online Appendix to "Brand Capital and Firm Value"," Technical Appendices 12-71, Review of Economic Dynamics.
  57. John Laitner & Dmitriy Stolyarov, 2003. "Technological Change and the Stock Market," American Economic Review, American Economic Association, vol. 93(4), pages 1240-1267, September.
  58. Gary D. Hansen & Edward C. Prescott, 2005. "Capacity constraints, asymmetries, and the business cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 850-865, October.
  59. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
  60. Leonard I. Nakamura, 2010. "Intangible Assets And National Income Accounting," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(s1), pages S135-S155, 06.
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