| October 2009 | Can Learnability Save New-Keynesian Models?
w15459
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| April 2008 | Comment on "On the Need for a New Approach to Analyzing Monetary Policy"
in NBER Macroeconomics Annual 2008, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
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| September 2007 | Inflation Determination With Taylor Rules: A Critical Review
w13409
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| Identification with Taylor Rules: A Critical Review
w13410
|
| February 2006 | The Dog That Did Not Bark: A Defense of Return Predictability
w12026
|
| March 2005 | Financial Markets and the Real Economy
w11193
|
| November 2003 | Two Trees: Asset Price Dynamics Induced by Market Clearing
with Francis A. Longstaff, Pedro Santa-Clara: w10116
|
| September 2002 | Bond Risk Premia
with Monika Piazzesi: w9178
|
| June 2002 | Stocks as Money: Convenience Yield and the Tech-Stock Bubble
w8987
|
| March 2002 | The Fed and Interest Rates: A High-Frequency Identification
with Monika Piazzesi: w8839
|
| October 2001 | A Rehabilitation of Stochastic Discount Factor Methodology
w8533
|
| July 2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)
with Michael W. Brandt, Pedro Santa-Clara: w8404
|
| January 2001 | The Risk and Return of Venture Capital
w8066
|
| January 2000 | Money as Stock: Price Level Determination with no Money Demand
w7498
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| July 1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models
with John Y. Campbell: w7237
|
| June 1999 | New Facts in Finance
w7169
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| Portfolio Advice for a Multifactor World
w7170
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| January 1999 | A Frictionless View of U.S. Inflation
in NBER Macroeconomics Annual 1998, volume 13, Ben S. Bernanke and Julio Rotemberg, editors
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| October 1998 | Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level
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| July 1998 | A Frictionless View of U.S. Inflation
w6646
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| February 1998 | Where is the Market Going? Uncertain Facts and Novel Theories
w6207
|
| October 1996 | A Cross-Sectional Test of a Production-Based Asset Pricing Model
w4025
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| March 1996 | Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
with Jesus Saa-Requejo: w5489
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| December 1995 | Shocks
w4698
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| June 1995 | What do the VARs Mean?: Measuring the Output Effects of Monetary Policy
w5154
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| January 1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
with John Y. Campbell: w4995
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| April 1994 | Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods
w3427
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| April 1993 | Asset Pricing Explorations for Macroeconomics
with Lars Peter Hansen: w4088
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| July 1992 | Explaining the Variance of Price Dividend Ratios
w3157
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| March 1992 | Volatility Tests and Efficient Markets: A Review Essay
w3591
|
| A Test of Consumption Insurance
w2642
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| January 1992 | Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle
w3212
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| Asset Pricing Explorations for Macroeconomics
with Lars Peter Hansen
in NBER Macroeconomics Annual 1992, Volume 7, Olivier Jean Blanchard and Stanley Fischer, editors
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| November 1989 | The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives
w2730
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| November 1988 | Production Based Asset Pricing
w2776
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