NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Angelo Melino

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NBER Working Papers and Publications

November 1993A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
with Larry G. Epstein: w4524

Published: Review of Economic Studies, Vol. 62, no. 213 (1995): 597-618. citation courtesy of

1987The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money
with Richard Deaves, James E. Pesando: w2125

Published: Deaves, Richard, Angelo Melino, and James E. Pesando. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," Journal of Monetary Economics, Vol. 19, No. 3, May 1987, pp. 393-404. citation courtesy of

February 1986The Term Structure of Interest Rates: Evidence and Theory
w1828

Published: Journal of Economic Surveys, vol 2, no. 4, pp 335-366. (1988) citation courtesy of

June 1985Estimating the Continuous Time Consumption Based Asset Pricing Model
with Sanford J. Grossman, Robert J. Shiller: w1643

Published: Grossman, Sanford J., Angelo Melino and Robert J. Shiller. "Estimating the Continuous-Time Consumption-Based Asset Pricing Model," Journal of Business and Economic Statistics, Vol. 5, No. 3, July 1987, pp. 315-327. citation courtesy of

April 1984Cyclical Behavior of Prices and Quantities in the Automobile Market
with Olivier J. Blanchard: w1325

Published: Blanchard, Olivier J. and Angelo Melino. "The Cyclical Behavior of Prices and Quantities; the Case of the Automobile Market," Journal of Monetary Economics, Vol. 17, pp. 379-407, May 1986.

 
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