Habit persistence and durability in aggregate consumption: Empirical tests
- 31 October 1991
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 29 (2) , 199-240
- https://doi.org/10.1016/0304-405x(91)90002-2
Abstract
No abstract availableKeywords
All Related Versions
This publication has 31 references indexed in Scilit:
- Asset returns and inflationPublished by Elsevier ,2002
- Dividend yields and expected stock returnsPublished by Elsevier ,2002
- Stock returns and the term structurePublished by Elsevier ,2002
- Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest RatesEconometrica, 1990
- A General Equilibrium Model of Changing Risk Premia: Theory and TestsThe Review of Financial Studies, 1989
- Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption: A CorrectionJournal of Political Economy, 1989
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under UncertaintyThe Quarterly Journal of Economics, 1988
- Estimating the Continuous-Time Consumption-Based Asset-Pricing ModelJournal of Business & Economic Statistics, 1987
- Modeling the term structure of interest rates under non-separable utility and durability of goodsJournal of Financial Economics, 1986
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsJournal of Political Economy, 1983