Habit Persistence and Durability in Aggregate Consumption: Empirical Tests

Intertemporal Substitution in Consumption

1988 • 1,533 citations

Implications of Security Market Data for Models of Dynamic Economies

1990 • 282 citations

Stock Returns and the Term Structure

1985 • 256 citations

Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data

1990 • 103 citations

Estimating the Continuous-Time Consumption-Based Asset-Pricing Model

1987 • 88 citations

Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption

1986 • 72 citations