Modeling the term structure of interest rates under non-separable utility and durability of goods

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

The equity premium: A puzzle

1985 • 5,686 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Prices of State-Contingent Claims Implicit in Option Prices

1978 • 2,268 citations

An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

The information in the term structure

1984 • 689 citations

The Determinants of the Variability of Stock Market Prices

1981 • 624 citations

A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 547 citations

An aggregation theorem for securities markets

1974 • 507 citations

Optimal bond trading with personal taxes

1984 • 284 citations

Asset Prices in a Production Economy

1982 • 281 citations

A continuous time equilibrium model of forward prices and futures prices in a multigood economy

1981 • 235 citations

Term premiums in bond returns

1984 • 226 citations

RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS

2005 • 179 citations

A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 173 citations

Consumption, production, inflation and interest rates

1986 • 161 citations

Recursive Competitive Equilibrium: The Case of Homogeneous Households

1980 • 155 citations

Consumption, asset markets and macroeconomic fluctuations

1982 • 146 citations

A Simple Econometric Approach for Utility‐Based Asset Pricing Models

1985 • 128 citations

Expectations Models of the Term Structure and Implied Variance Bounds

1980 • 127 citations

Money in a theory of finance

1984 • 120 citations

Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests

1983 • 70 citations

The consumption based asset pricing model

1981 • 62 citations

Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

1985 • 60 citations

Consumption and Equilibrium Interest Rates in Stochastic Production Economies

1984 • 51 citations

Dynamic Models with Fixed Effects

1984 • 36 citations

A Simple Econometric Approach for Utility-Based Asset Pricing Models

1985 • 32 citations

AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE‐BACKED SECURITIES

1983 • 27 citations

Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves†

1982 • 21 citations

An Empirical Analysis of the Pricing of Mortgage-Backed Securities

1983 • 19 citations

9. The Economics of Uncertainty

2010 • 18 citations

Consumption, asset markets, and macroeconomic fluctuations

1982 • 14 citations

Consumption and Equilibrium Interest Rates in Stochastic Production Economies

1984 • 11 citations