NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Shocks and Crashes

Martin Lettau, Sydney C. Ludvigson

Chapter in NBER book NBER Macroeconomics Annual 2013, Volume 28 (2014), Jonathan A. Parker and Michael Woodford, editors (p. 293 - 354)
Conference held April 12-13, 2013
Published in April 2014 by University of Chicago Press
© 2014 by the National Bureau of Economic Research
in NBER Book Series NBER Macroeconomics Annual

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A data appendix is available at http://www.nber.org/data-appendix/c12932/scr_onlineappendix.pdf

This paper was revised on October 10, 2013

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Document Object Identifier (DOI): 10.1086/674605

This chapter first appeared as NBER working paper w16996, Shocks and Crashes, Martin Lettau, Sydney C. Ludvigson
Commentary on this chapter:
  Comment, John Y. Campbell
  Comment, Mark W. Watson
  Discussion,
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