1. Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2. Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective. (2023). Basu, Parantap ; Wada, Kenji.
   In: Japan and the World Economy.
   RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000336.

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3. Technology spillover, corporate investment, and stock returns. (2023). Hsu, Yen-Ju ; Wang, Yanzhi.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250.

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4. Capital depreciation allowances, redistributive taxation, and economic growth. (2023). Rehme, Gunther.
   In: Journal of Public Economic Theory.
   RePEc:bla:jpbect:v:25:y:2023:i:1:p:168-195.

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5. Income Inequality and Stock Market Returns. (2022). Raciborski, Rafal ; Markiewicz, Agnieszka.
   In: Review of Economic Dynamics.
   RePEc:red:issued:19-128.

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6. Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2022). Ma, Jun ; LeRoy, Stephen ; Lansing, Kevin.
   In: Working Paper Series.
   RePEc:fip:fedfwp:2018-14.

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7. Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?. (2022). LeRoy, Stephen ; Lansing, Kevin ; Ma, Jun.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72.

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8. Mainly Employment: Survey-Based News and the Business Cycle. (2022). Masolo, Riccardo M..
   In: Discussion Papers.
   RePEc:cfm:wpaper:2211.

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9. Mainly employment: survey-based news and the business cycle. (2022). Masolo, Riccardo M..
   In: Bank of England working papers.
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10. Average crossing time: An alternative characterization of mean aversion and reversion. (2021). Mehra, Rajnish ; Donaldson, John B.
    In: Quantitative Economics.
    RePEc:wly:quante:v:12:y:2021:i:3:p:903-944.

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11. Risk Premiums, Nominal Rigidities, and Limited Asset Market Participation. (2021). Tirelli, Patrizio ; Menna, Lorenzo.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:7:p:1899-1921.

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12. Austerity, Assistance and Institutions: Lessons from the Greek Sovereign Debt Crisis. (2021). Papageorgiou, Dimitris ; Economides, George ; Philippopoulos, Apostolis.
    In: Open Economies Review.
    RePEc:kap:openec:v:32:y:2021:i:3:d:10.1007_s11079-020-09613-3.

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13. Equity premium and monetary policy in a model with limited asset market participation. (2021). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:430-440.

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14. Bargaining shocks and aggregate fluctuations. (2021). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000567.

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15. Bargaining Shocks and Aggregate Fluctuations. (2021). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten.
    In: CEPR Discussion Papers.
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16. Macroeconomic policy lessons for Greece. (2020). Papageorgiou, Dimitris ; Economides, George ; Philippopoulos, Apostolis.
    In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
    RePEc:hel:greese:152.

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17. Macroeconomic policy lessons from Greece. (2020). Economides, George ; Papageorgiou, Dmitris ; Philippopoulos, Apostolis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:107155.

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18. Inequality over the Business Cycle – The Role of Distributive Shocks. (2020). Eydam, Ulrich ; Clemens, Marius ; Heinemann, Maik.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1852.

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19. DISINFLATION, INEQUALITY, AND WELFARE IN A TANK MODEL. (2020). Tirelli, Patrizio ; Ferrara, Maria.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1297-1313.

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20. THE U.S. LABOR INCOME SHARE AND AUTOMATION SHOCKS. (2020). Charalampidis, Nikolaos.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:58:y:2020:i:1:p:294-318.

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21. Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion. (2019). Mehra, Rajnish ; Donaldson, John B.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25519.

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22. Disinflation, Inequality and Welfare in a TANK Model. (2019). Tirelli, Patrizio ; Ferrara, Maria ; Maria, Ferrara.
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23. Income Inequality and Stock Market Returns. (2018). Markiewicz, Agnieszka ; Raciborski, Rafal.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180075.

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24. Political Distribution Risk and Business Cycles. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1201.

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25. Political Distribution Risk and Aggregate Fluctuations. (2017). Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerrn-Quintana, Pablo.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:17-016.

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26. Bargaining Shocks and Aggregate Fluctuations. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo.
    In: NBER Working Papers.
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27. Political Distribution Risk and Aggregate Fluctuations. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo.
    In: Working Papers.
    RePEc:fip:fedpwp:17-25.

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28. Political Distribution Risk and Aggregate Fluctuations. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo A.
    In: CEPR Discussion Papers.
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29. Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation. (2016). Kaszab, Lorant ; Horvath, Roman.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2016_04.

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1. Asset Pricing with Concentrated Ownership of Capital and Distribution Shocks. (2015). Lansing, Kevin.
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2. Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
   In: Annals of Finance.
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3. Long-Run Risk and Hidden Growth Persistence. (2013). Pakoš, Michal ; Pakos, Michal.
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4. Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
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5. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; D'Addona, Stefano.
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6. Asset pricing with concentrated ownership of capital. (2011). Lansing, Kevin.
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7. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
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8. Measuring Interest Rates as Determined by Thrift and Productivity. (2007). Choi, Woon Gyu.
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9. Pricing and Inference with Mixtures of Conditionally Normal Processes.. (2007). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
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10. Measuring interest rates as determined by thrift and productivity. (2005). Wen, Yi ; Choi, Woon Gyu.
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11. Catching up with the Americans. (2004). Smoluk, H J ; Vanderlinden, David.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:13:y:2004:i:3:p:211-229.

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12. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
    In: Economics Series.
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13. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
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14. Catching up with the Americans. (2004). Smoluk, H. J. ; Vanderlinden, David.
    In: Review of Financial Economics.
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15. Consumption-based asset pricing. (2003). Campbell, John Y..
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16. Stock price volatility and equity premium. (2001). Brennan, Michael ; Xia, Yihong .
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17. Measuring Interest Rates as Determined by Thrift and Productivity. (2000). Wen, Yi ; Choi, Woon Gyu.
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18. A Preference Regime Model of Bull and Bear Markets. (2000). St-Amour, Pascal ; Gordon, Stephen.
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19. Estimating the equity premium. (1999). M. C. Freeman, I. R. Davidson, .
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20. A Preference Regime Model of Bull and Bear Markets. (1999). St-Amour, Pascal ; Gordon, Stephen.
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21. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1998). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-Sang .
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22. Risk Premia and Term Premia in General Equilibrium. (1998). Abel, Andrew.
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23. Pattern recognition and procedurally rational expectations. (1998). Rotheli, Tobias F..
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24. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1997). Mark, Nelson ; Cecchetti, Stephen ; P-s. Lam, .
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25. Stock Price Volatility, Learning, and the Equity Premium. (1997). Brennan, Michael ; Xia, Yihong .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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26. Are German stock and bond returns consistent with equilibrium asset pricing? A calibration exercise using recursive non-expected utility. (1996). Meyer, Bernd.
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27. Asset pricing models with and without consumption data: An empirical evaluation. (1996). Kim, Dongcheol ; HARDOUVELIS, GIKAS ; Wizman, Thierry A..
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28. Consumption and equilibrium asset pricing: An empirical assessment. (1996). Garcia, René ; Bonomo, Marco.
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