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Details about John Y. Campbell

E-mail:
Homepage:http://post.economics.harvard.edu/faculty/campbell/campbell.html
Phone:617-496-6448
Postal address:Department of Economics, Harvard University Littauer Center 213, Cambridge, MA 02138
Workplace:Department of Economics, Harvard University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by John Y. Campbell.

Last updated 2014-08-27. Update your information in the RePEc Author Service.

Short-id: pca54


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Working Papers

2014

  1. A model of mortgage default
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (5)
  2. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (1)
  3. Monetary Policy Drivers of Bond and Equity Risks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) Downloads
    Harvard Business School Working Papers, Harvard Business School (2014) Downloads View citations (2)
  4. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Hard Times
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (2)

2012

  1. An Intertemporal CAPM with Stochastic Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
  2. How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads
    Scholarly Articles, Harvard University Department of Economics (2012) Downloads
  3. Mortgage Market Design
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (6)

    See also Journal Article in Review of Finance (2013)
  4. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (13)

    See also Journal Article in Critical Finance Review (2012)

2011

  1. Consumer Financial Protection
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (8)
    See also Journal Article in Journal of Economic Perspectives (2011)
  2. Forced Sales and House Prices
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (59)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (24)

    See also Journal Article in American Economic Review (2011)
  3. Predicting Financial Distress and the Performance of Distressed Stocks
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (3)

2010

  1. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (20)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (10)

    See also Journal Article in Review of Financial Studies (2010)
  2. The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies
    Working Paper Series, Harvard University, John F. Kennedy School of Government Downloads View citations (2)

2009

  1. Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (5)

    See also Journal Article in Journal of Financial Economics (2009)
  2. Fight or Flight? Portfolio Rebalancing by Individual Investors
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (45)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (30)
  3. Global Currency Hedging
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (12)

    See also Journal Article in Journal of Finance (2010)
  4. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads View citations (1)
  5. Measuring the Financial Sophistication of Households
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    Also in Scholarly Articles, Harvard University Department of Economics (2009) Downloads View citations (22)

    See also Journal Article in American Economic Review (2009)
  6. The Changing Role of Nominal Government Bonds in Asset Allocation
    Scholarly Articles, Harvard University Department of Economics Downloads
  7. Understanding Inflation-Indexed Bond Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    Also in Scholarly Articles, Harvard University Department of Economics (2009) Downloads View citations (13)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) Downloads View citations (14)
    Yale School of Management Working Papers, Yale School of Management (2009) Downloads View citations (9)

    See also Journal Article in Brookings Papers on Economic Activity (2009)

2008

  1. Estimating the Equity Premium
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (2)
  2. In Search of Distress Risk
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (99)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2005) Downloads View citations (33)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (28)

    See also Journal Article in Journal of Finance (2008)
  3. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (94)
    See also Journal Article in Review of Financial Studies (2008)

2007

  1. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (93)
    Also in Les Cahiers de Recherche, HEC Paris (2006) Downloads View citations (36)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (16)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2006) Downloads View citations (16)
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2006) Downloads View citations (15)

    See also Journal Article in Journal of Political Economy (2007)
  2. How Do House Prices Affect Consumption? Evidence from Micro Data
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (107)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) Downloads View citations (12)
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (34)
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (3)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) Downloads View citations (2)

    See also Journal Article in Journal of Monetary Economics (2007)
  3. Intergenerational Risksharing and Equilibrium Asset Prices
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (4)
    Also in FMG Discussion Papers, Financial Markets Group (2007) Downloads View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (2007)

2006

  1. Efficient tests of stock return predictability
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (147)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (10)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (23)

    See also Journal Article in Journal of Financial Economics (2006)
  2. Household Finance
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (246)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (230)

    See also Journal Article in Journal of Finance (2006)

2005

  1. Caught On Tape: Institutional Order Flow and Stock Returns
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (7)
  2. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (27)
  3. The Term Structure of the Risk-Return Tradeoff
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (23)

2004

  1. Bad Beta, Good Beta
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (98)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (22)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) Downloads View citations (3)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (2)

    See also Journal Article in American Economic Review (2004)
  2. Caught On Tape: Predicting Institutional Ownership With Order Flow
    Finance, EconWPA Downloads View citations (3)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) Downloads View citations (2)
  3. Household Risk Management and Optimal Mortgage Choice
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads
    Scholarly Articles, Harvard University Department of Economics (2003) Downloads View citations (140)
    Computing in Economics and Finance 2002, Society for Computational Economics (2002) View citations (3)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (136)

    See also Journal Article in The Quarterly Journal of Economics (2003)
  4. Inflation Illusion and Stock Prices
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (51)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (52)

    See also Journal Article in American Economic Review (2004)
  5. Strategic Asset Allocation in a Continuous-Time VAR Model
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2004)

2003

  1. A Multivariate Model of Strategic Asset Allocation
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (106)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (13)

    See also Journal Article in Journal of Financial Economics (2003)
  2. Equity Volatility and Corporate Bond Yields
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (155)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations (14)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (13)

    See also Journal Article in Journal of Finance (2003)
  3. Foreign Currency for Long-Term Investors
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (3)

    See also Journal Article in Economic Journal (2003)

2002

  1. Consumption-Based Asset Pricing
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (41)
    See also Chapter (2003)

2001

  1. Elasticities of Substitution in Real Business Cycle Models with Home Production
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (21)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000) Downloads View citations (7)
    Research Paper, Federal Reserve Bank of New York (1997) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2001)
  2. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (329)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (137)

    See also Journal Article in Journal of Finance (2001)
  3. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (9)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000) Downloads
    Computing in Economics and Finance 1999, Society for Computational Economics (1999) View citations (13)
  4. Valuation Ratios and the Long-Run Stock Market Outlook: An Update
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (82)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) Downloads View citations (74)
  5. Who Should Buy Long-Term Bonds?
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (126)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (1998) Downloads View citations (8)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (40)

    See also Journal Article in American Economic Review (2001)
  6. Why Long Horizons? A Study of Power Against Persistent Alternatives
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (32)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2001)

2000

  1. Asset Pricing at the Millennium
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (141)
    Also in Scholarly Articles, Harvard University Department of Economics (2000) Downloads View citations (146)
    NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (148)

    See also Journal Article in Journal of Finance (2000)
  2. Explaining the Poor Performance of Consumption-Based Asset Pricing Models
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (48)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (7)

    See also Journal Article in Journal of Finance (2000)
  3. Investing Retirement Wealth? A Life-Cycle Model
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (37)

    See also Chapter (2001)

1999

  1. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (798)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (64)
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1994) Downloads View citations (214)
    Working Papers, Federal Reserve Bank of Philadelphia (1994) View citations (13)
  2. Consumption and Portfolio Decisions When Expected Returns are Time Varying
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (206)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (7)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1998) View citations (22)

    See also Journal Article in The Quarterly Journal of Economics (1999)
  3. Dispersion and Volatility in Stock Returns: An Empirical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (2)

1998

  1. Asset Prices, Consumption, and the Business Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Chapter (1999)

1997

  1. Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (34)
    Also in CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
    NBER Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (10)

1996

  1. A Scorecard for Indexed Government Data
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (23)
  2. A Scorecard for Indexed Government Debt
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (56)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (56)

    See also Chapter (1996)
  3. Consumption and the Stock Market: Interpreting International Experience
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (19)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (23)
  4. Understanding Risk and Return
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (411)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (2)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995) View citations (6)

    See also Journal Article in Journal of Political Economy (1996)

1995

  1. Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (2)
  2. Some Lessons from the Yield Curve
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (132)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) Downloads View citations (133)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995) View citations (132)

    See also Journal Article in Journal of Economic Perspectives (1995)

1994

  1. Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (154)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (1994)
  2. Models of the term structure of interest rates
    Working Papers, Federal Reserve Bank of Philadelphia View citations (4)

1993

  1. International Experiences with Securities Transaction Taxes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Chapter (1994)
  2. Intertemporal Asset Pricing Without Consumption Data
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (254)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (2)

    See also Journal Article in American Economic Review (1993)
  3. Smart Money, Noise Trading and Stock Price Behaviour
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (62)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (11)
    Working Papers, Princeton, Department of Economics - Financial Research Center (1988) View citations (33)

    See also Journal Article in Review of Economic Studies (1993)
  4. Trading Volume and Serial Correlation in Stock Returns
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (254)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) Downloads View citations (4)

    See also Journal Article in The Quarterly Journal of Economics (1993)
  5. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (208)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (3)
    Working Papers, Princeton, Department of Economics - Financial Research Center (1991) View citations (4)

    See also Journal Article in Journal of Finance (1993)
  6. Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads View citations (29)

1992

  1. No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (344)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (30)

    See also Journal Article in Journal of Financial Economics (1992)
  2. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (120)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (7)

    See also Journal Article in Journal of Finance (1992)

1991

  1. A Variance Decomposition for Stock Returns
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (347)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) Downloads View citations (330)

    See also Journal Article in Economic Journal (1991)
  2. Permanent Income, Current Income, and Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    Also in Scholarly Articles, Harvard University Department of Economics (1990) Downloads View citations (185)

    See also Journal Article in Journal of Business & Economic Statistics (1990)
  3. Pitfalls and Opportunities: What Macroeconomics should know about unit roots
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (54)
    Also in Scholarly Articles, Harvard University Department of Economics (1991) Downloads View citations (532)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (1991) Downloads View citations (565)

    See also Chapter (1991)
  4. Yield Spreads and Interest Rate Movements: A Bird's Eye View
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (301)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (309)

    See also Journal Article in Review of Economic Studies (1991)

1990

  1. AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS
    Working Papers, Princeton, Department of Economics - Financial Research Center View citations (2)
  2. Measuring the Persistence of Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Scholarly Articles, Harvard University Department of Economics (1990) Downloads View citations (16)

    See also Journal Article in American Economic Review (1990)
  3. U.S. corporate leverage: developments in 1987 and 1988
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    See also Journal Article in Brookings Papers on Economic Activity (1990)

1989

  1. Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (198)
    See also Chapter (1989)
  2. International Evidence on the Persistence of Economic Fluctuations
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (59)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (58)

    See also Journal Article in Journal of Monetary Economics (1989)
  3. Why Is Consumption So Smooth?
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (166)
    See also Journal Article in Review of Economic Studies (1989)

1988

  1. Interpreting Cointegrated Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    Also in Scholarly Articles, Harvard University Department of Economics (1988) Downloads View citations (54)

    See also Journal Article in Journal of Economic Dynamics and Control (1988)
  2. PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION
    Working Papers, Princeton, Department of Economics - Financial Research Center View citations (7)
  3. STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations (360)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) Downloads View citations (394)
    NBER Working Papers, National Bureau of Economic Research, Inc (1988) Downloads View citations (23)
    Scholarly Articles, Harvard University Department of Economics (1988) Downloads View citations (358)

    See also Journal Article in Journal of Finance (1988)
  4. The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Economics Letters (1989)

1987

  1. Are Output Fluctuations Transitory?
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (220)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (3)

    See also Journal Article in The Quarterly Journal of Economics (1987)
  2. Bond and Stock Returns in a Simple Exchange Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Scholarly Articles, Harvard University Department of Economics (1986) Downloads View citations (62)

    See also Journal Article in The Quarterly Journal of Economics (1986)
  3. Cointegration and Tests of Present Value Models
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (684)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (8)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) Downloads View citations (5)

    See also Journal Article in Journal of Political Economy (1987)
  4. Household Saving and Permanent Income in Canada and the United Kingdom
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  5. Is Consumption Too Smooth?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  6. Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (33)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (36)

    See also Journal Article in Journal of Money, Credit and Banking (1987)
  7. Permanent and Transitory Components in Macroeconomic Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (65)
    Also in Scholarly Articles, Harvard University Department of Economics (1987) Downloads View citations (63)

    See also Journal Article in American Economic Review (1987)
  8. Stock Returns and the Term Structure
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (498)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1985) Downloads View citations (2)

    See also Journal Article in Journal of Financial Economics (1987)
  9. The Dollar and Real Interest Rates
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (50)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads View citations (14)

    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1987)
  10. The Term Structure of Euromarket Interest Rates: An Empirical Investigation
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (22)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986) Downloads View citations (22)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (1987)

1986

  1. A Defense of Traditional Hypotheses About the Term Structure of InterestRates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in Scholarly Articles, Harvard University Department of Economics (1986) Downloads View citations (25)

    See also Journal Article in Journal of Finance (1986)
  2. Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Econometrica (1987)
  3. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986) Downloads View citations (2)

    See also Journal Article in Review of Financial Studies (1988)

1984

  1. A Simple Account of the Behavior of Long-Term Interest Rates
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1983) Downloads View citations (5)

    See also Journal Article in American Economic Review (1984)

1983

  1. Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (194)
    See also Journal Article in Brookings Papers on Economic Activity (1983)

Journal Articles

2013

  1. Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
    Journal of Applied Corporate Finance, 2013, 25, (4), 37-40 Downloads
  2. Mortgage Market Design*
    Review of Finance, 2013, 17, (1), 1-33 Downloads View citations (2)
    See also Working Paper (2012)

2012

  1. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
    Critical Finance Review, 2012, 1, (1), 141-182 Downloads View citations (21)
    See also Working Paper (2012)

2011

  1. Consumer Financial Protection
    Journal of Economic Perspectives, 2011, 25, (1), 91-114 Downloads View citations (7)
    See also Working Paper (2011)
  2. Forced Sales and House Prices
    American Economic Review, 2011, 101, (5), 2108-31 Downloads View citations (78)
    See also Working Paper (2011)

2010

  1. Global Currency Hedging
    Journal of Finance, 2010, 65, (1), 87-121 Downloads View citations (22)
    See also Working Paper (2009)
  2. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
    Review of Financial Studies, 2010, 23, (1), 305-344 Downloads View citations (20)
    Also in Proceedings, 2005 (2005) Downloads View citations (1)

    See also Working Paper (2010)
  3. The Squam Lake Report: Fixing the Financial System
    Journal of Applied Corporate Finance, 2010, 22, (3), 8-21 Downloads View citations (39)

2009

  1. Caught on tape: Institutional trading, stock returns, and earnings announcements
    Journal of Financial Economics, 2009, 92, (1), 66-91 Downloads View citations (19)
    See also Working Paper (2009)
  2. Fight Or Flight? Portfolio Rebalancing by Individual Investors-super-*
    The Quarterly Journal of Economics, 2009, 124, (1), 301-348 Downloads View citations (42)
  3. Measuring the Financial Sophistication of Households
    American Economic Review, 2009, 99, (2), 393-98 Downloads View citations (28)
    See also Working Paper (2009)
  4. Understanding Inflation-Indexed Bond Markets
    Brookings Papers on Economic Activity, 2009, 40, (1 (Spring)), 79-138 Downloads View citations (12)
    See also Working Paper (2009)

2008

  1. In Search of Distress Risk
    Journal of Finance, 2008, 63, (6), 2899-2939 Downloads View citations (107)
    See also Working Paper (2008)
  2. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
    Review of Financial Studies, 2008, 21, (4), 1509-1531 Downloads View citations (100)
    See also Working Paper (2008)
  3. Viewpoint: Estimating the equity premium
    Canadian Journal of Economics, 2008, 41, (1), 1-21 Downloads View citations (14)

2007

  1. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
    Journal of Political Economy, 2007, 115, (5), 707-747 Downloads View citations (93)
    See also Working Paper (2007)
  2. How do house prices affect consumption? Evidence from micro data
    Journal of Monetary Economics, 2007, 54, (3), 591-621 Downloads View citations (70)
    See also Working Paper (2007)
  3. Intergenerational risksharing and equilibrium asset prices
    Journal of Monetary Economics, 2007, 54, (8), 2251-2268 Downloads View citations (7)
    See also Working Paper (2007)

2006

  1. Efficient tests of stock return predictability
    Journal of Financial Economics, 2006, 81, (1), 27-60 Downloads View citations (205)
    See also Working Paper (2006)
  2. Household Finance
    Journal of Finance, 2006, 61, (4), 1553-1604 Downloads View citations (230)
    See also Working Paper (2006)

2004

  1. AN INTERVIEW WITH ROBERT J. SHILLER
    Macroeconomic Dynamics, 2004, 8, (05), 649-683 Downloads
  2. Bad Beta, Good Beta
    American Economic Review, 2004, 94, (5), 1249-1275 Downloads View citations (103)
    See also Working Paper (2004)
  3. Inflation Illusion and Stock Prices
    American Economic Review, 2004, 94, (2), 19-23 Downloads View citations (50)
    See also Working Paper (2004)
  4. Strategic asset allocation in a continuous-time VAR model
    Journal of Economic Dynamics and Control, 2004, 28, (11), 2195-2214 Downloads View citations (13)
    See also Working Paper (2004)

2003

  1. A multivariate model of strategic asset allocation
    Journal of Financial Economics, 2003, 67, (1), 41-80 Downloads View citations (114)
    See also Working Paper (2003)
  2. Equity Volatility and Corporate Bond Yields
    Journal of Finance, 2003, 58, (6), 2321-2350 Downloads View citations (151)
    See also Working Paper (2003)
  3. Foreign Currency for Long-Term Investors
    Economic Journal, 2003, 113, (486), C1-C25 Downloads View citations (12)
    See also Working Paper (2003)
  4. Household Risk Management And Optimal Mortgage Choice
    The Quarterly Journal of Economics, 2003, 118, (4), 1449-1494 Downloads View citations (134)
    See also Working Paper (2004)

2001

  1. A Comment On James M. Poterba'S "Demographic Structure And Asset Returns"
    The Review of Economics and Statistics, 2001, 83, (4), 585-588 Downloads View citations (2)
  2. Elasticities of Substitution in Real Business Cycle Models with Home Protection
    Journal of Money, Credit and Banking, 2001, 33, (4), 847-75 View citations (7)
    See also Working Paper (2001)
  3. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
    Journal of Finance, 2001, 56, (1), 1-43 Downloads View citations (389)
    See also Working Paper (2001)
  4. Who Should Buy Long-Term Bonds?
    American Economic Review, 2001, 91, (1), 99-127 Downloads View citations (59)
    See also Working Paper (2001)
  5. Why long horizons? A study of power against persistent alternatives
    Journal of Empirical Finance, 2001, 8, (5), 459-491 Downloads View citations (36)
    See also Working Paper (2001)

2000

  1. Asset Pricing at the Millennium
    Journal of Finance, 2000, 55, (4), 1515-1567 Downloads View citations (148)
    See also Working Paper (2000)
  2. Comment on Low Inflation: The Behavior of Financial Markets and Institutions
    Journal of Money, Credit and Banking, 2000, 32, (4), 1088-92
  3. Explaining the Poor Performance of Consumption-based Asset Pricing Models
    Journal of Finance, 2000, 55, (6), 2863-2878 Downloads View citations (31)
    See also Working Paper (2000)

1999

  1. Consumption And Portfolio Decisions When Expected Returns Are Time Varying
    The Quarterly Journal of Economics, 1999, 114, (2), 433-495 Downloads View citations (205)
    See also Working Paper (1999)
  2. Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
    Journal of Political Economy, 1999, 107, (2), 205-251 Downloads View citations (283)

1998

  1. Book reviews
    Journal of Development Studies, 1998, 34, (3), 135-159 Downloads View citations (1)
  2. THE ECONOMETRICS OF FINANCIAL MARKETS
    Macroeconomic Dynamics, 1998, 2, (04), 559-562 Downloads View citations (7)

1997

  1. A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
    Journal of Economic Dynamics and Control, 1997, 21, (2-3), 273-295 Downloads View citations (16)

1996

  1. Understanding Risk and Return
    Journal of Political Economy, 1996, 104, (2), 298-345 Downloads View citations (403)
    See also Working Paper (1996)

1995

  1. Remarks: some thoughts on systemic risk
    Proceedings, 1995, 557-561
  2. Some Lessons from the Yield Curve
    Journal of Economic Perspectives, 1995, 9, (3), 129-152 Downloads View citations (133)
    See also Working Paper (1995)

1994

  1. Inspecting the mechanism: An analytical approach to the stochastic growth model
    Journal of Monetary Economics, 1994, 33, (3), 463-506 Downloads View citations (144)
    See also Working Paper (1994)
  2. The New Palgrave Dictionary of Money and Finance
    Journal of Economic Literature, 1994, 32, (2), 667-73 Downloads View citations (3)

1993

  1. A Note on Johansen's Cointegration Procedure When Trends Are Present
    Empirical Economics, 1993, 18, (4), 777-89 View citations (16)
  2. Intertemporal Asset Pricing without Consumption Data
    American Economic Review, 1993, 83, (3), 487-512 Downloads View citations (257)
    See also Working Paper (1993)
  3. Smart Money, Noise Trading and Stock Price Behaviour
    Review of Economic Studies, 1993, 60, (1), 1-34 Downloads View citations (66)
    See also Working Paper (1993)
  4. Trading Volume and Serial Correlation in Stock Returns
    The Quarterly Journal of Economics, 1993, 108, (4), 905-39 Downloads View citations (252)
    See also Working Paper (1993)
  5. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
    Journal of Finance, 1993, 48, (1), 3-37 Downloads View citations (84)
    See also Working Paper (1993)
  6. Where Do Betas Come From? Asset Price Dynamics and the
    Review of Financial Studies, 1993, 6, (3), 567-92 Downloads View citations (8)

1992

  1. No news is good news *1: An asymmetric model of changing volatility in stock returns
    Journal of Financial Economics, 1992, 31, (3), 281-318 Downloads View citations (266)
    See also Working Paper (1992)
  2. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
    Journal of Finance, 1992, 47, (1), 43-69 Downloads View citations (70)
    See also Working Paper (1992)
  3. Racines unitaires en macroéconomie: le cas multidimensionnel
    Annales d'Economie et de Statistique, 1992, (27), 1-50 Downloads View citations (5)

1991

  1. A Variance Decomposition for Stock Returns
    Economic Journal, 1991, 101, (405), 157-79 Downloads View citations (350)
    See also Working Paper (1991)
  2. Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner
    European Economic Review, 1991, 35, (4), 826-830 Downloads
  3. The response of consumption to income: A cross-country investigation
    European Economic Review, 1991, 35, (4), 723-756 Downloads View citations (139)
  4. Yield Spreads and Interest Rate Movements: A Bird's Eye View
    Review of Economic Studies, 1991, 58, (3), 495-514 Downloads View citations (346)
    See also Working Paper (1991)

1990

  1. Editors' introduction
    Journal of Econometrics, 1990, 45, (1-2), 1-5 Downloads
  2. Measuring the Persistence of Expected Returns
    American Economic Review, 1990, 80, (2), 43-47 Downloads View citations (17)
    See also Working Paper (1990)
  3. Permanent Income, Current Income, and Consumption
    Journal of Business & Economic Statistics, 1990, 8, (3), 265-79 View citations (214)
    See also Working Paper (1991)
  4. U.S. Corporate Leverage: Developments in 1987 and 1988
    Brookings Papers on Economic Activity, 1990, 21, (1), 255-286 Downloads View citations (4)
    See also Working Paper (1990)

1989

  1. Finance theory and the term structure a comment
    Carnegie-Rochester Conference Series on Public Policy, 1989, 31, (1), 177-184 Downloads
  2. International evidence on the persistence of economic fluctuations
    Journal of Monetary Economics, 1989, 23, (2), 319-333 Downloads View citations (61)
    See also Working Paper (1989)
  3. The dividend ratio model and small sample bias: A Monte Carlo study
    Economics Letters, 1989, 29, (4), 325-331 Downloads View citations (5)
    See also Working Paper (1988)
  4. Why Is Consumption So Smooth?
    Review of Economic Studies, 1989, 56, (3), 357-73 Downloads View citations (162)
    See also Working Paper (1989)

1988

  1. Interpreting cointegrated models
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 505-522 Downloads View citations (54)
    See also Working Paper (1988)
  2. Is There a Corporate Debt Crisis?
    Brookings Papers on Economic Activity, 1988, 19, (1), 83-140 Downloads View citations (42)
  3. Stock Prices, Earnings, and Expected Dividends
    Journal of Finance, 1988, 43, (3), 661-76 Downloads View citations (390)
    See also Working Paper (1988)
  4. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
    Review of Financial Studies, 1988, 1, (3), 195-228 Downloads View citations (452)
    See also Working Paper (1986)

1987

  1. Are Output Fluctuations Transitory?
    The Quarterly Journal of Economics, 1987, 102, (4), 857-80 Downloads View citations (230)
    See also Working Paper (1987)
  2. Cointegration and Tests of Present Value Models
    Journal of Political Economy, 1987, 95, (5), 1062-88 Downloads View citations (690)
    See also Working Paper (1987)
  3. Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis
    Econometrica, 1987, 55, (6), 1249-73 Downloads View citations (206)
    See also Working Paper (1986)
  4. Macroeconomic lessons from Britain: A review essay
    Journal of Monetary Economics, 1987, 19, (2), 315-324 Downloads
  5. Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week
    Journal of Money, Credit and Banking, 1987, 19, (1), 56-67 Downloads View citations (42)
    See also Working Paper (1987)
  6. Permanent and Transitory Components in Macroeconomic Fluctuations
    American Economic Review, 1987, 77, (2), 111-17 Downloads View citations (68)
    See also Working Paper (1987)
  7. Stock returns and the term structure
    Journal of Financial Economics, 1987, 18, (2), 373-399 Downloads View citations (502)
    See also Working Paper (1987)
  8. The dollar and real interest rates
    Carnegie-Rochester Conference Series on Public Policy, 1987, 27, (1), 103-139 Downloads View citations (55)
    See also Working Paper (1987)
  9. The term structure of euromarket interest rates: An empirical investigation
    Journal of Monetary Economics, 1987, 19, (1), 25-44 Downloads View citations (23)
    See also Working Paper (1987)

1986

  1. A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
    Journal of Finance, 1986, 41, (1), 183-93 Downloads View citations (28)
    See also Working Paper (1986)
  2. Bond and Stock Returns in a Simple Exchange Model
    The Quarterly Journal of Economics, 1986, 101, (4), 785-803 Downloads View citations (65)
    See also Working Paper (1987)

1984

  1. A Simple Account of the Behavior of Long-Term Interest Rates
    American Economic Review, 1984, 74, (2), 44-48 Downloads View citations (20)
    See also Working Paper (1984)

1983

  1. Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
    Brookings Papers on Economic Activity, 1983, 14, (1), 173-224 Downloads View citations (183)
    See also Working Paper (1983)

Books

2008

  1. Asset Prices and Monetary Policy
    NBER Books, National Bureau of Economic Research, Inc View citations (9)

2002

  1. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
    OUP Catalogue, Oxford University Press View citations (283)

2001

  1. Risk Aspects of Investment-Based Social Security Reform
    NBER Books, National Bureau of Economic Research, Inc View citations (28)

1990

  1. Econometric Methods and Financial Time Series
    NBER Books, National Bureau of Economic Research, Inc

Edited books

2008

  1. Asset Prices and Monetary Policy
    National Bureau of Economic Research Books, University of Chicago Press View citations (4)

2000

  1. Risk Aspects of Investment-Based Social Security Reform
    National Bureau of Economic Research Books, University of Chicago Press View citations (1)

Chapters

2013

  1. Comment on "Shocks and Crashes"
    A chapter in NBER Macroeconomics Annual 2013, Volume 28, 2013, pp 355-366 Downloads

2008

  1. Introduction to "Asset Prices and Monetary Policy"
    A chapter in Asset Prices and Monetary Policy, 2008, pp 1-7 Downloads View citations (1)

2003

  1. Consumption-based asset pricing
    Chapter 13 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 803-887 Downloads View citations (124)
    See also Working Paper (2002)

2001

  1. Introduction to "Risk Aspects of Investment-Based Social Security Reform"
    A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 1-10 Downloads View citations (8)
  2. Investing Retirement Wealth: A Life-Cycle Model
    A chapter in Risk Aspects of Investment-Based Social Security Reform, 2001, pp 439-482 Downloads View citations (50)
    See also Working Paper (2000)

1999

  1. Asset prices, consumption, and the business cycle
    Chapter 19 in Handbook of Macroeconomics, 1999, vol. 1, Part C, pp 1231-1303 Downloads View citations (106)
    See also Working Paper (1998)

1996

  1. A Scorecard for Indexed Government Debt
    A chapter in NBER Macroeconomics Annual 1996, Volume 11, 1996, pp 155-208 Downloads View citations (44)
    See also Working Paper (1996)

1994

  1. International Experiences with Securities Transaction Taxes
    A chapter in The Internationalization of Equity Markets, 1994, pp 277-308 Downloads View citations (11)
    See also Working Paper (1993)

1993

  1. The Interest Rate Process and the Term Structure of Interest Rates in Japan
    A chapter in Japanese Monetary Policy, 1993, pp 95-120 Downloads View citations (6)

1991

  1. Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
    A chapter in NBER Macroeconomics Annual 1991, Volume 6, 1991, pp 141-220 Downloads View citations (536)
    See also Working Paper (1991)

1989

  1. Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence
    A chapter in NBER Macroeconomics Annual 1989, Volume 4, 1989, pp 185-246 Downloads View citations (391)
    See also Working Paper (1989)

Software Items

 
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