Details about Jonathan A. Parker

Homepage:	http://www.kellogg.northwestern.edu/faculty/parker/htm/
Postal address:	Finance Department Kellogg School of Management Northwestern University 2001 Sheridan Rd Evanson, IL 60208-2001
Workplace:	National Bureau of Economic Research (NBER), (more information at EDIRC) Department of Economics, Northwestern University, (more information at EDIRC) Department of Finance, Kellogg Graduate School of Management, Northwestern University, (more information at EDIRC) Kellogg Graduate School of Management, Northwestern University, (more information at EDIRC)

Access statistics for papers by Jonathan A. Parker.

Last updated 2009-09-04. Update your information in the RePEc Author Service.

Short-id: ppa21

Jump to Journal Articles Chapters

Working Papers

2009

The Integrated Financial and Real System of National Accounts for the United States: Does It Presage the Financial Crisis?
NBER Working Papers, National Bureau of Economic Research, Inc
See also Journal Article in American Economic Review (2009)
Who Bears Aggregate Fluctuations and How?
NBER Working Papers, National Bureau of Economic Research, Inc
See also Journal Article in American Economic Review (2009)

2008

An Economic Model of the Planning Fallacy
NBER Working Papers, National Bureau of Economic Research, Inc

2003

Consumption Risk And Expected Stock Returns
Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. View citations
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
See also Journal Article in American Economic Review (2003)
Consumption Risk and Cross-Sectional Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations

2002

Luxury Goods and the Equity Premium
Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics.
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations
See also Journal Article in Journal of Finance (2004)

2001

The Empirical Importance of Precautionary Saving
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations
See also Journal Article in American Economic Review (2001)

2000

Consumption Over the Life-Cycle
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
Working papers, Wisconsin Madison - Social Systems (1997) View citations
See also Journal Article in Econometrica (2002)

1999

Spendthrift in America? On Two Decades of Decline in the U.S. Saving Rate
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Chapter (2000)

1997

The Reaction of Household Consumption to Predictable Changes in Payroll Tax Rates
Working papers, Wisconsin Madison - Social Systems View citations
The Timing of Purchases, Market Power, and Economic Fluctuations
Working papers, Wisconsin Madison - Social Systems View citations

1992

Measuring the Cyclicality of Real Wages: How Important is Composition Bias
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Journal Article in The Quarterly Journal of Economics (1994)

Journal Articles

2009

The Integrated Financial and Real System of National Accounts for the United States: Does It Presage the Financial Crisis?
American Economic Review, 2009, 99, (2), 80-86
See also Working Paper (2009)
Who Bears Aggregate Fluctuations and How?
American Economic Review, 2009, 99, (2), 399-405
See also Working Paper (2009)

2007

Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
American Economic Review, 2007, 97, (2), 159-165 View citations
See also Working Paper (2007)

2006

Household Expenditure and the Income Tax Rebates of 2001
American Economic Review, 2006, 96, (5), 1589-1610 View citations
See also Working Paper (2004)

2005

Consumption Risk and the Cross Section of Expected Returns
Journal of Political Economy, 2005, 113, (1), 185-222 View citations
See also Working Paper (2004)
Optimal Expectations
American Economic Review, 2005, 95, (4), 1092-1118 View citations
See also Working Paper (2004)
Precautionary Saving and Consumption Fluctuations
American Economic Review, 2005, 95, (4), 1119-1143 View citations
See also Working Paper (2004)

2004

Luxury Goods and the Equity Premium
Journal of Finance, 2004, 59, (6), 2959-3004 View citations
See also Working Paper (2002)

2003

Consumption Risk and Expected Stock Returns
American Economic Review, 2003, 93, (2), 376-382 View citations
See also Working Paper (2003)

2002

Consumption Over the Life Cycle
Econometrica, 2002, 70, (1), 47-89 View citations
See also Working Paper (2000)

2001

The Consumption Risk of the Stock Market
Brookings Papers on Economic Activity, 2001, 32, (2001-2), 279-348 View citations
The Empirical Importance of Precautionary Saving
American Economic Review, 2001, 91, (2), 406-412 View citations
See also Working Paper (2001)

1999

The Reaction of Household Consumption to Predictable Changes in Social Security Taxes
American Economic Review, 1999, 89, (4), 959-973 View citations

1997

April 15 Syndrome
Economic Inquiry, 1997, 35, (4), 695-709 View citations

1994

Measuring the Cyclicality of Real Wages: How Important Is Composition Bias?
The Quarterly Journal of Economics, 1994, 109, (1), 1-25 View citations
See also Working Paper (1992)

Chapters

2000

Spendthrift in America? On Two Decades of Decline in the U.S. Saving Rate
A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 317-387
See also Working Paper (1999)