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2. Political Distribution Risk and Business Cycles. (2017). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo.
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3. Long-run Bulls and Bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
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4. Macroeconomic Effects of Banking Sector Losses across Structural Models. (2015). Sim, Jae ; Kiley, Michael ; Jahan-Parvar, Mohammad ; Iacoviello, Matteo ; Guerrieri, Luca ; Driscoll, John ; Covas, Francisco ; Queralto, Albert.
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5. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
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6. Origins of Stock Market Fluctuations. (2015). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel.
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7. Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2014). Süssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard ; Sussmuth, Bernd ; Mauner, Alfred .
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8. Discount Shock, Price-Rent Dynamics, and the Business Cycle. (2014). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
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9. Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach. (2014). Yaron, Amir ; Song, Dongho ; Schorfheide, Frank.
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10. Origins of Stock Market Fluctuations. (2014). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel.
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11. Liquidity Premia, Price-Rent Dynamics, and Business Cycles. (2014). Zha, Tao ; Wang, Pengfei ; Miao, Jianjun.
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12. How beneficial was the Great Moderation after all?. (2014). Pancrazi, Roberto.
    In: Journal of Economic Dynamics and Control.
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13. Identifying long-run risks: a bayesian mixed-frequency approach. (2013). Yaron, Amir ; Song, Dongho ; Schorfheide, Frank.
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14. Cyclical Asset Returns in the Consumption and Investment Goods Sector. (2013). Süssmuth, Bernd ; Maussner, Alfred ; Heer, Burkhard ; Sussmuth, Bernd.
    In: CESifo Working Paper Series.
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15. Expectations-Based Reference-Dependent Preferences and Asset Pricing. (2012). Pagel, Michaela.
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1. A Theory of Equivalent Expectation Measures for Contingent Claim Returns. (2022). Zhuo, Xiaoyang ; Nawalkha, Sanjay K.
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2. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
   In: Review of Economic Dynamics.
   RePEc:red:issued:20-250.

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3. Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan.
   In: Papers.
   RePEc:arx:papers:1610.00778.

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4. Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
   In: NBER Working Papers.
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5. Weak time-derivatives and no arbitrage pricing. (2016). Marinacci, Massimo ; Severino, Federico.
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6. Asset prices with non-permanent shocks to consumption. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:69:y:2016:i:c:p:152-178.

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7. Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David.
   In: CEPR Discussion Papers.
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8. Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums. (2016). Nie, Yutian ; Linetsky, Vadim ; Qin, Likuan.
   In: Papers.
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9. Long Term Risk: A Martingale Approach. (2016). Linetsky, Vadim ; Qin, Likuan.
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10. Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:980.

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11. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2015). Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:647.

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12. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-64.

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13. Equity premia and state-dependent risks. (2015). Normandin, Michel ; Bouaddi, Mohammed ; Larocque, Denis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:393-409.

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14. Risk and ambiguity in models of business cycles. (2015). Ferriere, Axelle ; Zin, Stanley ; Backus, David.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:69:y:2015:i:c:p:42-63.

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15. Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery and Long-Term Pricing. (2015). Linetsky, Vadim ; Qin, Likuan.
    In: Papers.
    RePEc:arx:papers:1411.3075.

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16. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: NBER Working Papers.
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17. Nonparametric identification of positive eigenfunctions. (2014). Christensen, Timothy.
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18. Nominal rigidities, asset returns, and monetary policy. (2014). Palomino, Francisco ; Li, Erica X. N., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:210-225.

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19. Examining macroeconomic models through the lens of asset pricing. (2014). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:1:p:67-90.

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20. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond. (2014). Issler, João ; Guillén, Osmani ; FRANCO NETO, AFONSO ; Guillen, Osmani Teixeira de Carvalho, ; Franco-Neto, Afonso Arinos de Mello, .
    In: Journal of Economic Dynamics and Control.
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21. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars Peter.
    In: Working Papers.
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22. Asset pricing in the frequency domain: theory and empirics. (2013). Giglio, Stefano ; Dew-Becker, Ian.
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23. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2013). Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19705.

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24. Long run productivity risk and aggregate investment. (2013). Lin, Xiaoji ; Favilukis, Jack.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:6:p:737-751.

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25. Saving-based asset-pricing. (2013). Smith, William T. ; Schneider, Johannes ; Dreyer, Johannes K..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3704-3715.

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26. Crash Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
    In: 2012 Meeting Papers.
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27. Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models. (2012). Yu, Jianfeng.
    In: Review of Economic Dynamics.
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28. Examining macroeconomic models through the lens of asset pricing. (2012). Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2012-01.

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29. On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century. (2012). Issler, João ; Carvalho, Osmani Teixeira ; de Mello, Afonso Arinos .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:734.

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30. A Common-feature approach for testing present-value restrictions with financial data. (2012). Issler, João ; Hecq, Alain.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:728.

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31. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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32. Sources of Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
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33. Micro Frictions, Asset Pricing, and Aggregate Implications. (2011). Lin, Xiaoji ; Favilukis, Jack.
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    RePEc:red:sed011:466.

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34. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail.
    In: NBER Working Papers.
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35. Cointegrated TFP processes and international business cycles. (2011). Tuesta, Vicente ; Rubio-Ramirez, Juan F ; Rabanal, Pau.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:2:p:156-171.

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36. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
    In: Working Paper Series.
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37. Examining Macroeconomic Models Through the Lens of Asset Pricing. (2011). Hansen, Lars Peter ; Borovicka, Jaroslav.
    In: Working Papers.
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38. Asset Prices in a News Driven Real Business Cycle Model. (2010). Shamloo, Maral ; Malkhozov, Aytek.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:546.

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39. The Social Cost of Near-Rational Investment. (2010). Hassan, Tarek ; Mertens, Thomas M.
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    RePEc:red:sed010:370.

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40. Risk Price Dynamics. (2010). Hendricks, Mark ; Hansen, Lars Peter ; Scheinkman, Jose A. ; Borovicka, Jaroslav.
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    RePEc:bfi:wpaper:2010-004.

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41. Risk Price Dynamics. (2009). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Hendricks, Mark ; Borovika, Jaroslav.
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42. Disasters implied by equity index options. (2009). Martin, Ian ; Chernov, Mikhail.
    In: NBER Working Papers.
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43. Cointegrated TFP processes and international business cycles. (2009). Tuesta, Vicente ; Rubio-Ramirez, Juan F ; Rabanal, Pau.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2009-23.

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44. Asset Pricing Tests with Long Run Risks in Consumption Growth. (2008). Constantinides, George ; Ghosh, Anisha.
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45. Asset pricing tests with long run risks in consumption growth. (2008). Constantinides, George ; Ghosh, Anisha.
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46. Long-term Risk: An Operator Approach. (2007). Hansen, Lars ; Sheinkman, Jose A.
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47. Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns. (2005). Gourio, Francois.
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48. Technology Shocks Matter. (2004). Fisher, Jonas.
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49. EconomicDynamics Interviews Urban Jermann on Asset Pricing. (2002). Jermann, Urban.
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    RePEc:red:ecodyn:v:3:y:2002:i:2:interview.

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50. Technology shocks matter. (2002). Fisher, Jonas.
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