References contributed by 452866_464073712502141
Attanasio, O., and G. Weber. Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey. Journal of Political Economy, 103, 1995, 1121–57.
Barro, R., and C. Sahasakul. Measuring the Average Marginal Tax Rate from the Individual Income Tax. Journal of Business, 56, 1983, 419–52.
Brealey, R., and S. Kwan. Personal Taxes and the Time Variation of Stock Returns—Evidence from the UK. Journal of Banking & Finance, 23, 1999, 1557–77.
- Campbell, J. Y. Consumption-based Asset Pricing, in Handbook of the Economics of Finance, edited by G. M. Constantinides, M. Harris, and R. M. Stulz. Amsterdam: Elsevier, 2003, 803–87.
Paper not yet in RePEc: Add citation now
Cook, T. Q., and P. H. Hendershott. The Impact of Taxes, Risk and Relative Security Supplies on Interest Rate Differentials. Journal of Finance, 33, 1978, 1173–86.
Darby, M. R. The Financial and Tax Effects of Monetary Policy on Interest Rates. Economic Inquiry, 13, 1975, 266–76.
Epstein, L. G., and S. E. Zin. Substitution, Risk Aversion, and Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. Journal of Political Economy, 99, 1991, 263–86.
Feldstein, M. S. Inflation, Income Taxes, and the Rate of Interest: A Theoretical Analysis. American Economic Review, 66, 1976, 809–20.
Feldstein, M. S., and L. Summers. Inflation, Tax Rules, and the Long-Term Interest Rate. Brookings Papers on Economic Activity, 1, 1978, 61–99.
Feldstein, M., J. Green, and E. Sheshinski. Inflation and Taxes in a Growing Economy with Debt and Equity Finance. Journal of Political Economy, 86, 1978, S53–70.
- Fisher, I. Appreciation and Interest. Third Series. New York, NY: Publications of the American Economic Association, 1896.
Paper not yet in RePEc: Add citation now
Flavin, M., and S. Nakagawa. A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence. American Economic Review, 98, 2008, 474–95.
Hall, P., and J. Horowitz. Bootstrap Critical Values for Tests Based on Generalized Method-of-Moments Estimators. Econometrica 64(4), 1996, 891–916.
Hall, R. E. Intertemporal Substitution in Consumption. Journal of Political Economy, 96, 1988, 339–57.
Hansen, L. P. Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50, 1982, 1029–54.
Hansen, L. P., and K. J. Singleton. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models. Econometrica, 50, 1982, 1269–86.
Hansen, L. P.. Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns. Journal of Political Economy, 91, 1983, 249–65.
Hasanov, F., and D. Dacy. Yet Another View on Why a Home is One's Castle. Real Estate Economics, 37(1), 2009, 23–41.
Hendershott, P. H., and J. Peek. Treasury Bill Rates in the 1970s and 1980s. Journal of Money, Credit, and Banking, 24, 1992, 195–214.
- Ibbotson, R. G., and C. L. Fall. The United States Market Wealth Portfolio. The Journal of Portfolio Management, 5, 1979, 82–92.
Paper not yet in RePEc: Add citation now
Jagannathan, R., and Z. Wang. The Conditional CAPM and the Cross-Section of Expected Returns. Journal of Finance, 51, 1996, 3–53.
- Jorgenson, D. W., and K.-Y. Yun. Investment: Volume 3, Lifting the Burden: Tax Reform, the Cost of Capital, and US Economic Growth. Cambridge, MA: MIT Press, 2001.
Paper not yet in RePEc: Add citation now
- Mankiw, G. N. Consumer Spending and the After-Tax Real Interest Rate, in The Effects of Taxation on Capital Accumulation, edited by M. Feldstein. Chicago: University of Chicago Press, 1987.
Paper not yet in RePEc: Add citation now
- Markowitz, H. Portfolio Selection. Journal of Finance, 7, 1952, 77–91.
Paper not yet in RePEc: Add citation now
Markowitz, H.. Market Efficiency: A Theoretical Distinction and So What? Financial Analysts Journal, 61(5), 2005, 17–30.
McGrattan, E. R., and E. C. Prescott. Average Debt and Equity Returns: Puzzling? American Economic Review, 93, 2003, 392–97.
Mehra, R., and E. C. Prescott. The Equity Premium: A Puzzle. Journal of Monetary Economics, 15, 1985, 145–61.
- Mishkin, F. S. The Real Interest Rate: An Empirical Investigation. Carnegie-Rochester Conference Series on Public Policy, 15, 1981, 151–200.
Paper not yet in RePEc: Add citation now
- Mishkin, F. S.. Capital, Interest, and Aggregate Intertemporal Substitution. NBER Working Paper 9373, 2002.
Paper not yet in RePEc: Add citation now
Mulligan, C. B. What Do Aggregate Consumption Euler Equations Say about the Capital-Income Tax Burden? American Economic Review, 94, 2004, 166–71.
Peek, J., and J. A. Wilcox. 1984, The Degree of Fiscal Illusion in Interest Rates: Some Direct Estimates. American Economic Review, 74, 1061–1066.
- Peek, J., and J. A. Wilcox. Tax Rates and Interest Rates on Tax-Exempt Securities. New England Economic Review, 1986, 29–41.
Paper not yet in RePEc: Add citation now
Roll, R. A Critique of the Asset Pricing Theory's Tests: Part I: On Past and Potential Testability of the Theory. Journal of Financial Economics, 4, 1977, 129–76.
- Shiller, R. J. Can the Federal Reserve Control Real Interest Rates? in Rational Expectations and Economic Policy, edited by S. Fischer. Chicago: National Bureau of Economic Research and University of Chicago Press, 1980, 117–67.
Paper not yet in RePEc: Add citation now
- Siegel, L. B., and D. Montgomery. Stocks, Bonds, and Bills after Taxes and Inflation. The Journal of Portfolio Management, 21, 1995, 17–25.
Paper not yet in RePEc: Add citation now
Stambaugh, R. F. On the Exclusion of Assets from Tests of the Two-Parameter Model: A Sensitivity Analysis. Journal of Financial Economics, 10, 1982, 237–268.
Stock, J. H., J. H. Wright, and M. Yogo. 2002, A Survey of Weak Instruments and Weak Identification in Generalized Methods of Moments. Journal of Business Economics and Statistics, 20(4), 518–29.
- Tanzi, V. Inflation, Indexation and Interest Income Taxation. Banca Nazionale del Lavoro Quarterly Review, 116, 1976, 64–76.
Paper not yet in RePEc: Add citation now
Tobin, J. Liquidity Preference as Behavior Towards Risk. Review of Economic Studies, 25, 1958, 65–86.
- United States, Board of Governors of the Federal Reserve System. Flow of Funds Accounts of the United States. 2003. http://www.federalreserve.gov/releases/z1/Current/data.htm
Paper not yet in RePEc: Add citation now
- United States, Board of Governors of the Federal Reserve System. H.15 Selected Interest Rates. 2001. http://www.federalreserve.gov/releases/H15/data.htm
Paper not yet in RePEc: Add citation now
- United States, Department of Commerce, Bureau of Economic Analysis. National Income and Product Accounts. 2003. http://www.bea.doc.gov/bea/dn/nipaweb/index.asp
Paper not yet in RePEc: Add citation now
- United States, Department of Treasury. Treasury Bulletin , 19522001.
Paper not yet in RePEc: Add citation now
- United States, Federal Reserve Bank of St. Louis. FRED Database, M2 Own Rate. 2001. http://research.stlouisfed.org/fred2/series/M2OWN/24
Paper not yet in RePEc: Add citation now
Vissing-Jorgensen, A. Limited Market Asset Participation and the Elasticity of Intertemporal Substitution. Journal of Political Economy, 110(4), 2002, 825–53.
Vissing-Jorgensen, A., and O. Attanasio. Stock Market Participation, Intertemporal Substitution and Risk Aversion. American Economic Review, 93, 2003, 383–91.
Yogo, M. Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak. Review of Economics and Statistics, 86(3), 2004, 797–810.