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Fiscal Policies and Asset Prices. (2012). Croce, Mariano ; Schmid, Lukas ; Nguyen, Thien ; Kung, Howard.
In: 2012 Meeting Papers.
RePEc:red:sed012:565.

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    RePEc:eee:reecon:v:78:y:2024:i:1:p:61-72.

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  2. Macroeconomic Effects of Dividend Taxation with Investment Credit Limits. (2023). Zilberman, Roy ; Ghilardi, Matteo.
    In: Working Papers.
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  3. Government debt and risk premia. (2023). Liu, Yang.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34.

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  4. Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju.
    In: Journal of Empirical Finance.
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  5. Pricing the net benefits of a public loan guarantee scheme in a developing market. (2023). Tanyeri-Gunsur, Baak ; Topalolu-Bozkurt, Aya.
    In: Economics Letters.
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  6. The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan.
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  7. Economic Policy Uncertainty and the Yield Curve*. (2022). Matthys, Felix ; Leippold, Markus.
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  8. Levered Returns and Capital Structure Imbalances. (2022). Ippolito, Filippo ; Villa, Alessandro.
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  10. How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina.
    In: Journal of Economic Dynamics and Control.
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  11. Discount rates, debt maturity, and the fiscal theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre .
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  12. Can Monetary Policy Create Fiscal Capacity?. (2021). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Shultz, Patrick J ; Landvoigt, Tim.
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  13. Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality. (2021). Casanova, Aviva ; Ostrov, Daniel ; Das, Sanjiv R ; Srivastav, Deep ; Radhakrishnan, Anand.
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  14. Political uncertainty and A-H share premium. (2021). Wang, Junbo ; Kong, Dongmin ; Cheng, XU.
    In: Pacific-Basin Finance Journal.
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  15. Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas.
    In: Finance Research Letters.
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  17. Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
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  18. Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2021). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick.
    In: The North American Journal of Economics and Finance.
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  19. Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas.
    In: Working Papers.
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  20. Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre.
    In: Staff Working Papers.
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  21. Stock Market Reactions to Legislated Tax Changes: Evidence from the United States, Germany, and the United Kingdom. (2020). Hayo, Bernd ; Mierzwa, Sascha.
    In: MAGKS Papers on Economics.
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  22. Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
    In: Journal of Financial Economics.
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  23. A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

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  24. .

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  25. Public Debt and the Slope of the Term Structure. (2019). Nguyen, Thien.
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  26. The Risks of Safe Assets. (2019). Schmid, Lukas ; Yaron, Amir ; Liu, Yang.
    In: 2019 Meeting Papers.
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  27. Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S.
    In: Journal of Financial Economics.
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  28. The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J.
    In: Finance Research Letters.
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  29. Credit Cycles, Expectations, and Corporate Investment. (2019). Rossi, Stefano ; Ion, Mihai ; Gulen, Huseyin.
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  30. Effects of Austerity: Expenditure- and Tax-based Approaches. (2019). Favero, Carlo ; Giavazzi, Francesco ; Alesina, Alberto F.
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  31. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2018). Maršál, Aleš.
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  32. The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J.
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  33. Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung .
    In: CEPR Discussion Papers.
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  34. Global temperature, R&D expenditure, and growth. (2017). Jüppner, Marcus ; Grüning, Patrick ; Donadelli, Michael ; Kizys, Renatas ; Juppner, Marcus ; Gruning, Patrick.
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  35. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2017). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales .
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  36. Fiscal Discount Rates and Debt Maturity. (2017). Corhay, Alexandre ; Morales, Gonzalo ; Kung, Howard.
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  37. Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
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  38. Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina.
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  39. Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare. (2017). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick.
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  41. The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation. (2017). Lee, Minjoon ; Bachmann, Ruediger ; Bai, Jinhui ; Zhang, Fudong .
    In: CEPR Discussion Papers.
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  42. Uncertainty shocks, asset supply and pricing over the business cycle. (2017). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
    In: CEPR Discussion Papers.
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  43. A macrofinance view of US Sovereign CDS premiums. (2016). Chernov, Mikhail ; Schmid, Lukas ; Schneider, Andres .
    In: 2016 Meeting Papers.
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  44. The Equity Premium, Long-Run Risk, and Optimal Monetary Policy. (2016). Diercks, Anthony .
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  45. Income inequality and asset prices under redistributive taxation. (2016). Pastor, Lubos ; Veronesi, Pietro.
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  47. Is there a link between politics and stock returns? A literature survey. (2016). Wisniewski, Tomasz Piotr .
    In: International Review of Financial Analysis.
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  48. A Macrofinance View of U.S. Sovereign CDS Premiums. (2016). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas.
    In: CEPR Discussion Papers.
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  49. Income Inequality and Asset Prices under Redistributive Taxation. (2015). Pastor, Lubos ; Veronesi, Pietro.
    In: NBER Working Papers.
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  50. The Equity Premium, Long-Run Risk, & Optimal Monetary Policy. (2015). Diercks, Anthony M.
    In: Finance and Economics Discussion Series.
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  51. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
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  52. Divided governments and futures prices. (2015). Sojli, Elvira ; Tham, Wing Wah.
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  53. Income Inequality and Asset Prices under Redistributive Taxation. (2015). Pastor, Lubos ; Veronesi, Pietro.
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  54. External Equity Financing Costs, Financial Flows, and Asset Prices. (2014). Lin, Xiaoji ; Yang, Fan ; Belo, Frederico.
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  55. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
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  56. External Equity Financing Shocks, Financial Flows, and Asset Prices. (2014). Lin, Xiaoji ; Yang, Fan ; Belo, Frederico.
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  57. Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle. (2014). Schneider, Martin ; Ilut, Cosmin ; Bianchi, Francesco.
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  58. The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Pastor, Lubos ; Kelly, Bryan ; Veronesi, Pietro.
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  59. The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Pastor, Lubos ; Kelly, Bryan ; Veronesi, Pietro.
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  60. The Price of Political Uncertainty: Theory and Evidence from the Option Market. (2014). Pastor, Lubos ; Kelly, Bryan T. ; Veronesi, Pietro.
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  61. Government investment and the stock market. (2013). Belo, Frederico ; Yu, Jianfeng.
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  62. Political uncertainty and risk premia. (2013). Pastor, Lubos ; Veronesi, Pietro.
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    RePEc:eee:dyncon:v:38:y:2014:i:c:p:17-36.

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  6. How Beneficial was the Great Moderation After All?. (2013). Pancrazi, Roberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1016.

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  7. The intensive and the extensive margins: not only an international issue. (2013). Arespa Castello, Marta.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:12:y:2013:i:1:p:1-34.

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  8. The Money Value of a Man. (2013). Huggett, Mark .
    In: Working Papers.
    RePEc:pri:cepsud:238kaplan.

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  9. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2013). Lochstoer, Lars A. ; Collin-Dufresne, Pierre ; Johannes, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19705.

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  10. The Term Structure of Currency Carry Trade Risk Premia. (2013). Verdelhan, Adrien ; Lustig, Hanno ; Stathopoulos, Andreas.
    In: NBER Working Papers.
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  11. Frequency shifting. (2013). Bidder, Rhys.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2013-29.

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  12. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond. (2013). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; FRANCO NETO, AFONSO ; Franco-Neto, Afonso Arinos de Mello, ; Guillén, Osmani ; Guillen, Osmani Teixeira de Carvalho, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:748.

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  13. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-014.

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  14. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18066.

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  15. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: Working Papers.
    RePEc:hka:wpaper:2012-009.

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  16. The Money Value of a Man. (2012). Kaplan, Greg ; Huggett, Mark.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~12-12-02.

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  17. The market price of fiscal uncertainty. (2012). Schmid, Lukas ; Nguyen, Thien T. ; Croce, Mariano M..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:5:p:401-416.

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  18. Macroeconomics of extensive margins: a simple model. (2011). Arespa Castello, Marta.
    In: Working Papers.
    RePEc:xrp:wpaper:xreap2011-19.

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  19. Volatility, growth, and welfare. (2011). Wen, Yi ; Wang, Pengfei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:10:p:1696-1709.

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  20. The Welfare Cost of Capital Taxation: An Asset Market Approach (Working Paper 2011-03). (2011). Wei, Chao ; Santoro, Marika.
    In: Working Papers.
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  21. The Cross-Section and Time-Series of Stock and Bond Returns. (2010). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
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  22. Quantifying the Cost of Risk in Consumption. (2010). Tirelli, Mario ; Turner, Sergio .
    In: The B.E. Journal of Theoretical Economics.
    RePEc:bpj:bejtec:v:10:y:2010:i:1:n:31.

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  23. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-008.

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  24. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14677.

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  25. Doubts or variability?. (2009). Sargent, Thomas ; Hansen, Lars ; Barillas, Francisco.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:6:p:2388-2418.

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  26. The Econometrics of DSGE Models. (2009). Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7157.

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  27. Optimal Monetary Policy Rules in an Estimated Sticky-Information Model. (2009). Reis, Ricardo.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:1:y:2009:i:2:p:1-28.

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  28. Heterogeneous Risk Preferences and the Welfare Cost of Business Cycles. (2008). Schulhofer-Wohl, Sam.
    In: Review of Economic Dynamics.
    RePEc:red:issued:07-133.

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  29. Heterogeneous Risk Preferences and the Welfare Cost of Business Cycles. (2008). Schulhofer-Wohl, Sam.
    In: Working Papers.
    RePEc:pri:wwseco:dp235.

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  30. The welfare economics of macroeconomics and chooser-dependent, non-expected utility preferences: A Senian critique with an application to the costs of the business cycle. (2008). Hannsgen, Greg.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:37:y:2008:i:5:p:1980-1993.

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  31. The welfare cost of bank capital requirements. (2008). Van den Heuvel, Skander.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:2:p:298-320.

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  32. The welfare cost of macroeconomic uncertainty in the post-war period. (2008). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; FRANCO NETO, AFONSO ; de Carvalho Guillen, Osmani Teixeira, ; Guillén, Osmani ; de Mello Franco-Neto, Afonso Arinos, .
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:2:p:167-175.

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  33. Rare Disasters, Asset Prices, and Welfare Costs. (2007). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13690.

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  34. Happiness, Contentment and Other Emotions for Central Banks. (2007). MacCulloch, Robert ; Di Tella, Rafael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13622.

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  35. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13220.

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  36. Are the Costs of the Business Cycle Trivially Small?. (2007). Hannsgen, Greg.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_492.

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  37. Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies. (2007). Wen, Yi ; Wang, Pengfei.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-032.

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  38. Individual Consumption Risk and the Welfare Cost of Business Cycles. (2007). De Santis, Massimiliano ; DeSantis, Massimiliano.
    In: American Economic Review.
    RePEc:aea:aecrev:v:97:y:2007:i:4:p:1488-1506.

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  39. Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium. (2006). Melino, Angelo.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-256.

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  40. Multi-Dimensional Risk and the Cost of Business Cycles. (2006). Krebs, Tom.
    In: Review of Economic Dynamics.
    RePEc:red:issued:05-39.

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  41. On the Welfare Costs of Consumption Uncertainty. (2006). Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12763.

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  42. The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period. (2006). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; Afonso Arinos de Mello Franco, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
    In: IBMEC RJ Economics Discussion Papers.
    RePEc:ibr:dpaper:2006-02.

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  43. Neue Anforderungen an eine gesamtwirtschaftliche Stabilisierung. (2006). Beissinger, Thomas.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:277.

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  44. The welfare cost of macroeconomic uncertainty in the post-war period. (2006). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; FRANCO NETO, AFONSO ; Afonso Arinos de Mello Franco, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:624.

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  45. Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, René ; Semenov, Andrei .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193.

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  46. The time-series properties of aggregate consumption: implications for the costs of fluctuations. (2005). .
    In: Working Papers.
    RePEc:pri:wwseco:dp233.

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  47. The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuation. (2005). Reis, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11297.

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  48. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11193.

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  49. The welfare cost of macroeconomic uncertainty in the post-war period. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; FRANCO NETO, AFONSO ; Afonso Arinos de Mello Franco, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, ; Osmani Teixeira de Carvalho Guillen, .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:605.

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  50. The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuations. (2005). Reis, Ricardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5054.

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