NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data

Dirk Krueger, Hanno Lustig, Fabrizio Perri

NBER Working Paper No. 13650
Issued in November 2007

---- Acknowledgements -----

We thank seminar participants at the 2006 EEA Meetings in Vienna and the 2007 AEA Meetings in Chicago for helpful comments and the NSF for financial support. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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