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A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2007). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
In: NBER Working Papers.
RePEc:nbr:nberwo:13555.

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Cited: 12

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Cites: 28

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  1. The Welfare Cost of Business Cycles with Heterogeneous Trading Technologies. (2015). Chien, YiLi.
    In: Review.
    RePEc:fip:fedlrv:00037.

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  2. Equity Sales and Manager Efficiency Across Firms and the Business Cycle. (2014). Ghironi, Fabio ; Lewis, Karen .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1079.

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  3. Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy .
    In: 2012 Meeting Papers.
    RePEc:red:sed012:636.

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  4. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets. (2012). Kubler, Felix ; Cole, Harold.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-266.

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  5. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17691.

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  6. On the Dual Approach to Recursive Optimization. (2011). Pavoni, Nicola ; Messner, Matthias ; Sleet, Christopher.
    In: Working Papers.
    RePEc:igi:igierp:423.

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  7. On the Dual Approach to Recursive Optimization. (2011). Pavoni, Nicola ; Messner, Matthias ; Christopher, Sleet .
    In: GSIA Working Papers.
    RePEc:cmu:gsiawp:1772106779.

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  8. Asset pricing with heterogeneous investors and portfolio constraints. (2010). Chabakauri, Georgy .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43142.

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  9. Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2010). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; De Graeve, Ferre ; Emiris, Marina .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1680-1699.

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  10. Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles. (2009). Kollmann, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:70348.

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  11. Risk premiums and macroeconomic dynamics in a heterogeneous agent model. (2008). Wouters, Raf ; Sneessens, Henri ; Dossche, Maarten ; de Graeve, Ferre ; Emiris, Marina .
    In: Working Paper Research.
    RePEc:nbb:reswpp:200810-25.

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  12. On the Dual Approach to Recursive Optimization. (2003). Pavoni, Nicola ; Messner, Matthias ; Matthias, Messner ; Christopher, Sleet ; Nicola, Pavoni .
    In: GSIA Working Papers.
    RePEc:cmu:gsiawp:1288034208.

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References

References cited by this document

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  26. Studies, Vol. 11(2), pp. 309-341. BRAV, A., G. M. C0N5TANTINIDE5, AND C. C. GEcZY (2002): Asset Pricing with Heterogenous Consumers and Limited Participation: Empirical Evidence, The Journal of Political Economy, 110(4), 793-824.

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  2. Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset-super-. (2008). WARREN, GEOFFREY J..
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    In: NBER Working Papers.
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