Details about Pamela Labadie

Access statistics for papers by Pamela Labadie.

Last updated 2018-08-04. Update your information in the RePEc Author Service.

Short-id: pla413

Working Papers

2006

1. Allocation of Individual Risks in a Market Economy
   2006 Meeting Papers, Society for Economic Dynamics

2004

2. Credit Market Imperfections and International Capital Market Flows
   2004 Meeting Papers, Society for Economic Dynamics

1995

3. Financial intermediation and monetary policy in a general equilibrium banking model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   See also Journal Article Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model, Journal of Money, Credit and Banking, Blackwell Publishing (1995) View citations (5) (1995)

1993

4. Identifying monetary policy with a model of the federal funds rate
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

1992

5. The liquidity premium in average interest rates
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
   See also Journal Article The liquidity premium in average interest rates, Journal of Monetary Economics, Elsevier (1992) View citations (9) (1992)

1991

6. The term structure of interest rates over the business cycle
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
   See also Journal Article The term structure of interest rates over the business cycle, Journal of Economic Dynamics and Control, Elsevier (1994) View citations (24) (1994)

1989

7. Asset Prices and Interest Rates in Cash-In-Advance Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   Also in Working Papers, Stockholm - International Economic Studies (1989)
   See also Journal Article Asset Prices and Interest Rates in Cash-in-Advance Models, Journal of Political Economy, University of Chicago Press (1991) View citations (32) (1991)
8. Stochastic inflation and the equity premium
   Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (37)
   See also Journal Article Stochastic inflation and the equity premium, Journal of Monetary Economics, Elsevier (1989) View citations (32) (1989)

1988

9. The effects of stochastic inflation on asset prices
   Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (1)

Journal Articles

2009

1. Anonymity and individual risk
   Journal of Economic Theory, 2009, 144, (6), 2440-2453 View citations (2)

2007

2. Commentary on \\"Arbitrage-free bond pricing with dynamic macroeconomic models\\"
   Review, 2007, 89, (Jul), 327-330

2004

3. Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation
   Economic Theory, 2004, 24, (4), 789-809 View citations (9)

1998

4. Aggregate fluctuations, financial constraints and risk sharing
   Economic Theory, 1998, 12, (3), 621-648 View citations (2)

1997

5. ASSET PRICING WITH BORROWING CONSTRAINTS AND EX ANTE HETEROGENEITY
   Macroeconomic Dynamics, 1997, 1, (2), 423-451

1996

6. A Model of the Federal Funds Market
   Economic Theory, 1996, 7, (2), 337-57 View citations (13)
   Also in Economic Theory, 1996, 7, (2), 337-357 (1996) View citations (16)
7. Inflation, financial markets and capital formation - commentary
   Proceedings, 1996, 78, (May), 36-37
   Also in Review, 1996, 78, (May), 36-37 (1996)

1995

8. Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model
   Journal of Money, Credit and Banking, 1995, 27, (4), 1290-1315 View citations (5)
   Also in Proceedings, 1994, 1290-1320 (1994) View citations (5)
   See also Working Paper Financial intermediation and monetary policy in a general equilibrium banking model, Finance and Economics Discussion Series (1995) View citations (4) (1995)

1994

9. The term structure of interest rates over the business cycle
   Journal of Economic Dynamics and Control, 1994, 18, (3-4), 671-697 View citations (24)
   See also Working Paper The term structure of interest rates over the business cycle, Finance and Economics Discussion Series (1991) View citations (6) (1991)

1993

10. An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility: Comment
    Journal of Money, Credit and Banking, 1993, 25, (3), 673-80
11. Discount window borrowing and liquidity
    Proceedings, 1993 View citations (1)

1992

12. The liquidity premium in average interest rates
    Journal of Monetary Economics, 1992, 30, (3), 449-465 View citations (9)
    See also Working Paper The liquidity premium in average interest rates, International Finance Discussion Papers (1992) View citations (9) (1992)

1991

13. Asset Prices and Interest Rates in Cash-in-Advance Models
    Journal of Political Economy, 1991, 99, (6), 1215-51 View citations (32)
    See also Working Paper Asset Prices and Interest Rates in Cash-In-Advance Models, NBER Working Papers (1989) View citations (6) (1989)

1990

14. Solving the Stochastic Growth Model by Using a Recursive Mapping Based on Least Squares Projection
    Journal of Business & Economic Statistics, 1990, 8, (1), 39-40

1989

15. Stochastic inflation and the equity premium
    Journal of Monetary Economics, 1989, 24, (2), 277-298 View citations (32)
    See also Working Paper Stochastic inflation and the equity premium, Discussion Paper / Institute for Empirical Macroeconomics (1989) View citations (37) (1989)

Books

2008

1. Asset Pricing for Dynamic Economies
   Cambridge Books, Cambridge University Press View citations (18)
   Also in Cambridge Books, Cambridge University Press (2008) View citations (18)