1. On the short-term persistence of mutual fund performance in Europe. (2023). Vidal, Marta ; Vidal-Garcia, Javier ; Saeed, Asif ; Hammouda, Amira.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000892.

   Full description at Econpapers || Download paper

1. Abel, A. Asset prices under habit formation and catching up with the Joneses. 1990 Am. Econ. Rev.. 80 38-42

2. Albuquerque, R. ; Eichenbaum, M. ; Luo, V.X. ; Rebelo, S. Valuation risk and asset pricing. 2016 J. Finance. 71 2861-2904

3. Bakshi, G.S. ; Chen, Z. Inflation, asset prices, and the term structure of interest rates in monetary economics. 1996 Rev. Financ. Stud.. 9 241-275

4. Bansal, R. ; Yaron, A. Risks for the long run: a potential resolution of asset pricing puzzles. 2004 J. Finance. 59 1481-1509

5. Bekaert, G. ; Engstrom, E. Asset return dynamics under habits and bad environment-good environment fundamentals. 2017 J. Polit. Econ.. 125 713-760

6. Bekaert, G. ; Engstrom, E. ; Grenadier, S.R. Stock and bond returns with moody investors. 2010 J. Empir. Finance. 17 867-894

7. Bekaert, G. ; Grenadier, S.R. Stock and Bond Pricing in an Affine Economy. Working Paper. 2002 :
   Paper not yet in RePEc: Add citation now
   

8. Bekaert, G. ; Wang, X. Inflation risk and the inflation risk premium. 2010 Econ. Policy. 25 755-806

9. Brandt, M.W. ; Wang, K.Q. Time-varying risk aversion and unexpected inflation. 2003 J. Monet. Econ.. 50 1457-1498

10. Buelens, C. Inflation Forecasting and the Crisis: Assessing the Impact on the Performance of Different Forecasting Models and Methods (No. 451). 2012 Directorate General Economic and Financial Affairs (DG ECFIN), European Commission:

11. Buraschi, A. ; Jiltsov, A. Habit formation and macroeconomic models of the term structure of interest rates. 2007 J. Finance. 6 3009-3063

12. Campbell, J.Y. ; Cochrane, J.H. By force of habit: a consumption-based explanation of aggregate stock market behavior. 1995 :

13. Campbell, J.Y. ; Cochrane, J.H. By force of habit: a consumption-based explanation of aggregate stock market behavior. 1999 J. Polit. Econ.. 107 205-251

14. Campbell, J.Y. ; Shiller, R.J. The dividend-price ratio and expectations of future dividends and discount factors. 1988 Rev. Financ. Stud.. 1 195-227

15. Caporale, G.M. ; Sousa, R.M. Consumption, wealth, stock and housing returns: evidence from emerging markets. 2016 Res. Int. Bus. Financ.. 36 562-578

16. Cochrane, J.H. Asset Pricing. Revised Edition. 2005 Princeton University Press:
    Paper not yet in RePEc: Add citation now
    
17. D’Addona, S. ; Kind, A.H. International stock-bond correlation in a simple affine asset pricing model. 2006 J. Bank. Financ.. 30 2747-2765
    Paper not yet in RePEc: Add citation now
    

18. Deaton, Angus S. Understanding Consumption. 1992 Oxford University Press: New York, NY

19. Dieci, R. ; Schmitt, N. ; Westerhoff, F. Interactions between stock, bond and housing markets. 2018 J. Econ. Dyn. Control. 91 43-70

20. Fama, E. ; French, K. Dividend yields and expected stock returns. 1988 J. Financ. Econ.. 22 3-27

21. Fama, E. ; Schwert, W. Asset returns and inflation. 1977 J. Financ. Econ.. 5 115-146

22. Flavin, M. ; Nakagawa, S. A model of housing in the presence of adjustment costs: a structural interpretation of habit persistence. 2008 Am. Econ. Rev.. 98 474-495

23. Garlappi, L. ; Song, Z. Capital utilization, market power, and the pricing of investment shocks. 2017 J. Financ. Econ.. 126 447-470

24. Gonzalez-Sanchez, M. ; Nave, J. ; Rubio, G. Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity. 2020 Res. Int. Bus. Financ.. 53 -

25. Hansen, L.P. Large sample properties of generalized method of moments estimators. 1982 Econometrica. 50 1029-1054

26. Harvey, A. Forecasting, Structural Time Series Models, and the Kalman Filter. 1989 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
    

27. Hasseltoft, H. Stocks, bonds, and long-run consumption risks. 2012 J. Financ. Quant. Anal.. 309-332

28. He, Z. ; Kelly, B. ; Manela, A. Intermediary asset pricing: new evidence from many asset classes. 2017 J. Financ. Econ.. 126 1-35

29. Jawadi, F. ; Soparnot, R. ; Sousa, R.M. Assessing financial and housing wealth effects through the Lens of a nonlinear framework. 2017 Res. Int. Bus. Financ.. 39 840-850

30. Koijen, R.S. ; Lustig, H. ; Van Nieuwerburgh, S. The cross-section and time series of stock and bond returns. 2017 J. Monet. Econ.. 88 50-69

31. Lettau, M. ; Ludvigson, S. Consumption, aggregate wealth and expected stock returns. 2001 J. Finance. 56 815-849

32. Lettau, M. ; Wachter, J. Why is long-horizon equity less risky? A duration-based explanation of the value premium. 2007 J. Finance. 62 55-92

33. Lucas, Robert E. Asset prices in an exchange economy. 1978 Econometrica. 46 1429-1446

34. Mamaysky, H. A Model for Pricing Stock and Bond. Yale Working Paper. 2002 :
    Paper not yet in RePEc: Add citation now
    

35. McMillan, D. Stock return, dividend growth and consumption growth predictability across markets and time: implications for stock price movement. 2014 Int. Rev. Financ. Anal.. 35 90-101

36. Mehra, R. ; Prescott, E. The equity premium puzzle. 1985 J. Monet. Econ.. 15 145-161

37. Menzly, L. ; Santos, T. ; Veronesi, P. Understanding predictability. 2004 J. Polit. Econ.. 112 1-47

38. Møller, S. Habit persistence: explaining cross-sectional variation in returns and time-varying expected returns. 2009 J. Empir. Finance. 16 525-536
    Paper not yet in RePEc: Add citation now
    

39. Newey, W.K. ; West, K.D. A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

40. Piazzesi, M. ; Schneider, M. ; Tuzel, S. Housing, consumption and asset pricing. 2007 J. financ. econ.. 83 531-569

41. Roh, T. ; Lee, C. ; Min, B. Consumption growth predictability and asset prices. 2019 J. Empir. Finance. 51 95-118

42. Santos, T. ; Veronesi, P. Habit formation, the cross section of stock returns and the cash-flow risk puzzle. 2010 J. financ. econ.. 98 385-413

43. Speed, C. Inflation modeling. 1997 Proceedings of the 7th AFIR International Colloquium. 861-883
    Paper not yet in RePEc: Add citation now
    

44. Verdelhan, A. A habit-based explanation of the exchange rate risk premium. 2010 J. Finance. 65 123-146

45. Wachter, J.A. A consumption-based model of the term structure of interest rates. 2006 J. financ. econ.. 79 365-399

46. Wilkie, A.D. A stochastic investment model for actuarial use [with discussion]. 1984 Trans. Fac. Actuar.. 39 341-403
    Paper not yet in RePEc: Add citation now
    

1. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
   In: Economics Series.
   RePEc:ihs:ihsesp:322.

   Full description at Econpapers || Download paper

2. No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics. (2016). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia.
   In: Documents de Travail de l'OFCE.
   RePEc:fce:doctra:1618.

   Full description at Econpapers || Download paper

3. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael ; Strobel, Johannes.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5905.

   Full description at Econpapers || Download paper

4. Optimal taxation in a habit formation economy. (2015). Kuhn, Moritz ; Koehne, Sebastian.
   In: Journal of Public Economics.
   RePEc:eee:pubeco:v:122:y:2015:i:c:p:31-39.

   Full description at Econpapers || Download paper

5. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10502.

   Full description at Econpapers || Download paper

6. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10334.

   Full description at Econpapers || Download paper

7. Fiscal Policy Matters A New DSGE Model for Slovakia. (2015). Horvath, Michal ; Mucka, Zuzana.
   In: Discussion Papers.
   RePEc:cbe:dpaper:201501.

   Full description at Econpapers || Download paper

8. Price Effect in the Short and in the Long Run. (2015). Vanin, Paolo ; dragone, davide.
   In: Working Papers.
   RePEc:bol:bodewp:wp1040.

   Full description at Econpapers || Download paper

9. A note on sustainability and habit formation. (2014). Yamaguchi, Rintaro.
   In: Letters in Spatial and Resource Sciences.
   RePEc:spr:lsprsc:v:7:y:2014:i:3:p:149-157.

   Full description at Econpapers || Download paper

10. Bivariate almost stochastic dominance. (2014). Huang, Rachel ; Denuit, Michel ; Tzeng, Larry.
    In: Economic Theory.
    RePEc:spr:joecth:v:57:y:2014:i:2:p:377-405.

    Full description at Econpapers || Download paper

11. Showing or telling? Local interaction and organization of behavior. (2014). Cowan, Robin ; Babutsidze, Zakaria.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:9:y:2014:i:2:p:151-181.

    Full description at Econpapers || Download paper

12. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Kwan, Yum K. ; Leung, Charles Ka Yui, ; Dong, Jinyue.
    In: MPRA Paper.
    RePEc:pra:mprapa:60513.

    Full description at Econpapers || Download paper

13. Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Kwan, Yum K. ; Dong, Jinyue.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:03:p:77-108.

    Full description at Econpapers || Download paper

14. Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201455.

    Full description at Econpapers || Download paper

15. Conformism and Wealth Distribution. (2014). Nakamoto, Yasuhiro ; Mino, Kazuo.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:901.

    Full description at Econpapers || Download paper

16. A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence. (2014). Tamura, Hideaki ; Matsubayashi, Yoichi.
    In: Discussion Papers.
    RePEc:koe:wpaper:1422.

    Full description at Econpapers || Download paper

17. Social Comparison and Risk Taking Behavior. (2014). Stanca, Luca ; Manzoni, Elena ; Gamba, Astrid.
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2014-031.

    Full description at Econpapers || Download paper

18. Household electricity demand in Spanish regions. Public policy implications. (2014). del Rio, Pablo ; Romero-Jordan, Desiderio ; Peasco, Cristina.
    In: Working Papers.
    RePEc:ieb:wpaper:2013/6/doc2014-24.

    Full description at Econpapers || Download paper

19. Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt. (2014). König, Nadja ; Knig, Nadja ; Ingrid Größl, .
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:201404.

    Full description at Econpapers || Download paper

20. The Decline of Drudgery and the Paradox of Hard Work. (2014). Kimball, Miles ; Epstein, Brendan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1106.

    Full description at Econpapers || Download paper

21. Signaling Status: The Impact of Relative Income on Household Consumption and Financial Decisions. (2014). Ramcharan, Rodney ; Krimmel, Jacob ; Bricker, Jesse.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-76.

    Full description at Econpapers || Download paper

22. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-43.

    Full description at Econpapers || Download paper

23. Testing consumption optimality using aggregate data. (2014). Issler, João ; Gomes, Fábio ; Gomes, Fabio Augusto Reis, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:756.

    Full description at Econpapers || Download paper

24. The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Rainone, Edoardo ; Patacchini, Eleonora.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1404.

    Full description at Econpapers || Download paper

25. Loss aversion and the asymmetric transmission of monetary policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:68:y:2014:i:c:p:19-36.

    Full description at Econpapers || Download paper

26. Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions. (2014). Gómez, Manuel ; Gomez, Manuel A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:50-54.

    Full description at Econpapers || Download paper

27. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:133-147.

    Full description at Econpapers || Download paper

28. State-variable public goods and social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:68:y:2014:i:2:p:390-410.

    Full description at Econpapers || Download paper

29. Lifecycle consumption plans, social learning and external habits: Experimental evidence. (2014). Duffy, John ; Carbone, Enrica.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:106:y:2014:i:c:p:413-427.

    Full description at Econpapers || Download paper

30. Positional preferences in time and space: Optimal income taxation with dynamic social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:1-23.

    Full description at Econpapers || Download paper

31. Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:2:p:243-247.

    Full description at Econpapers || Download paper

32. The equity premium in a small open economy and an application to Israel. (2014). Elkayam, David ; Borenstein, Eliezer.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:81-99.

    Full description at Econpapers || Download paper

33. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10105.

    Full description at Econpapers || Download paper

34. Shortfall Aversion. (2014). Huberman, Gur ; Guasoni, Paolo ; Ren, Dan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10064.

    Full description at Econpapers || Download paper

35. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:857.

    Full description at Econpapers || Download paper

36. Housing Services and Volatility Bounds with Real Estate Returns. (2011). Pakoš, Michal ; Pakos, Michal ; Zemcik, Petr .
    In: ERES.
    RePEc:arz:wpaper:eres2011_84.

    Full description at Econpapers || Download paper

37. Reference-dependent Preferences and the Transmission of Monetary Policy. (2010). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Discussion Paper.
    RePEc:tiu:tiucen:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8.

    Full description at Econpapers || Download paper

38. The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Brooks, Chris ; Pavelin, Stephen ; Oikonomou, Ioannis.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-12.

    Full description at Econpapers || Download paper

39. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Fornero, Jorge ; Michalak, T. ; Plasmans, J. E. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:0fa43989-a96a-4c17-86de-ec95be139e98.

    Full description at Econpapers || Download paper

40. Intergenerational Linkages in Consumption Behavior. (2004). Waldkirch, Andreas ; Ng, Serena ; Cox, Donald.
    In: Journal of Human Resources.
    RePEc:uwp:jhriss:v:39:y:2004:i:2:p355-381.

    Full description at Econpapers || Download paper

41. Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
    In: MPRA Paper.
    RePEc:pra:mprapa:14613.

    Full description at Econpapers || Download paper

42. Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. (2004). Sahuc, Jean-Guillaume ; Jondeau, Eric.
    In: Documents de recherche.
    RePEc:eve:wpaper:04-13.

    Full description at Econpapers || Download paper

43. The Value of Interest-rate Smoothing in a Forward-looking Small Open Economy. (2003). Kam, Timothy.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:03-12.

    Full description at Econpapers || Download paper

44. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). Alessie, rob ; Teppa, F. ; Alessie, R. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:60427e7c-434b-4fbc-a05d-e64890958628.

    Full description at Econpapers || Download paper

45. Saving and Habit Formation: Evidence from Dutch Panel Data. (2002). Alessie, rob ; Teppa, Federica.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20020076.

    Full description at Econpapers || Download paper

46. Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7. (2001). Dees, Stephane ; Allais, Olivier ; Cadiou, Loic.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_147_1_6211.

    Full description at Econpapers || Download paper

47. The Restrictions on Predictability Implied by Rational Asset Pricing Models.. (1998). Kirby, Chris.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:11:y:1998:i:2:p:343-82.

    Full description at Econpapers || Download paper

48. Preferences, Consumption Smoothing and Risk Premia. (1997). Uhlig, Harald ; Lettau, Martin ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:129a8e4c-f593-4f03-b35b-2846f24d7311.

    Full description at Econpapers || Download paper

49. Catching up with the Keynesians. (1996). Uhlig, Harald ; Ljungqvist, Lars ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f678c765-1782-4a88-8b02-c02cf5dbf264.

    Full description at Econpapers || Download paper

50. Can Habit Formation be Reconciled with Business Cycle Facts?. (1995). Uhlig, Harald ; Lettau, Martin ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:b152dad0-97de-48c9-bde6-6864e691a913.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 03:46:32 || Missing content? Let us know