A Parsimonious Macroeconomic Model for Asset Pricing
NBER Working Paper No. 15243
---- Acknowledgements -----
For helpful conversations and comments, I thank Daron Acemoglu, John Campbell, V.V. Chari, Jeremy Greenwood, Lars Hansen, Urban Jermann, Narayana Kocherlakota, Per Krusell, Martin Lettau, Debbie Lucas, Sydney Ludvigson, Rajnish Mehra, Martin Schneider, Tony Smith, Kjetil Storesletten, Harald Uhlig (the Editor), Ivan Werning, Amir Yaron, five anonymous referees, as well as seminar participants at Duke University (Fuqua), Massachusetts Institute of Technology, Ohio State University, University of Montréal, University of Pittsburgh, University of Rochester, UT-Austin, UT-Dallas, NBER Economic Fluctuations and Growth meetings, NBER Asset Pricing meetings, the SED conference, and the AEA winter meetings. Financial support from the National Science Foundation under grant SES-0351001 is gratefully acknowledged. The usual disclaimer applies. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.