Similar Search Results - EconBiz

On the structural interpretation of the Smets-Wouters "risk premium" shock

Fisher, Jonas D. M. - 2014

This article shows that the "risk premium" shock in Smets and Wouters (2007) can be interpreted as a structural shock to the demand for safe and liquid assets such as short-term US Treasury securities. Several implications of this interpretation are discussed.

Persistent link: https://www.econbiz.de/10010418208

On structural interpretation of the Smets-Wouters "Risk Premium" shock

Fisher, Jonas D. M. - In: Journal of money, credit and banking : JMCB 47 (2015) 2/3, pp. 511-516

Persistent link: https://www.econbiz.de/10010519123

Habit persistence, asset returns and the business cycle

Boldrin, Michele; Christiano, Lawrence J.; Fisher, … - 2000

Persistent link: https://www.econbiz.de/10001536278

Asset pricing lessons for modeling business cycles

Boldrin, Michele; Christiano, Lawrence J.; Fisher, … - 1995

Persistent link: https://www.econbiz.de/10000922533

Habit persistence and asset returns in an exchange economy

Boldrin, Michele; Christiano, Lawrence J.; Fisher, … - 1997

Persistent link: https://www.econbiz.de/10000975149

Tobin's q and asset returns : implications for business cycle analysis

Christiano, Lawrence J.; Fisher, Jonas D. M. - 1995

Persistent link: https://www.econbiz.de/10000977276

Asset pricing lessons for modeling business cycles

Boldrin, Michele; Christiano, Lawrence J.; Fisher, … - 1995

Persistent link: https://www.econbiz.de/10000977280

Asset pricing lessons for modeling business cycles

Boldrin, Michele - 1995

Persistent link: https://www.econbiz.de/10000928609

Tobin's q and asset returns : implications for business cycle analysis

Christiano, Lawrence J. - 1995

Persistent link: https://www.econbiz.de/10000929548

Asset pricing lessons for modeling business cycles

Boldrin, Michele; Christiano, Lawrence J.; Fisher, … - 1995

Persistent link: https://www.econbiz.de/10000930491

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