Asset pricing in production economies

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

The equity premium: A puzzle

1985 • 5,686 citations

By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior

1999 • 5,300 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Business conditions and expected returns on stocks and bonds

1989 • 4,137 citations

Tobin's Marginal q and Average q: A Neoclassical Interpretation

1982 • 2,664 citations

Production, growth and business cycles

1988 • 2,269 citations

Habit Formation: A Resolution of the Equity Premium Puzzle

1990 • 2,223 citations

Understanding Risk and Return

1996 • 1,818 citations

The Term Structure as a Predictor of Real Economic Activity

1991 • 1,655 citations

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

1983 • 1,611 citations

Theory ahead of business-cycle measurement

1986 • 1,592 citations

Finite state markov-chain approximations to univariate and vector autoregressions

1986 • 1,568 citations

Stock Returns, Expected Returns, and Real Activity

1990 • 1,453 citations

The equity risk premium a solution

1988 • 1,322 citations

Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations

1991 • 1,054 citations

Investment Under Uncertainty

1971 • 925 citations

Financial Investment Opportunities and the Macroeconomy

1991 • 875 citations

Explaining saving-investment correlations

1993 • 690 citations

Risk-sensitive real business cycles

2000 • 675 citations

Projection methods for solving aggregate growth models

1992 • 643 citations

New Indexes of Coincident and Leading Economic Indicators

1989 • 612 citations

Mean Reversion in Equilibrium Asset Prices

1990 • 455 citations

Stocks, bonds, bills, and inflation yearbook

1993 • 385 citations

Habit persistence and durability in aggregate consumption

1991 • 350 citations

10 Asset Pricing Implications of Equilibrium Business Cycle Models

1995 • 343 citations

The Interaction Between Time-Nonseparable Preferences and Time Aggregation

1993 • 256 citations

Bond and Stock Returns in a Simple Exchange Model

1986 • 212 citations

The Debt-Equity Choice

1988 • 131 citations

Asset Pricing Explorations for Macroeconomics

1992 • 111 citations

Empirical investment equations

1980 • 98 citations

Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods

1990 • 74 citations

Leverage, time preference and the ‘equity premium puzzle’

1990 • 68 citations

The equity premium and the allocation of income risk

1992 • 63 citations

Risk Premia and Term Premia in General Equilibrium

1998 • 62 citations

Asset Pricing Lessons for Modeling Business Cycles

1995 • 52 citations

Asset Pricing Implications of Real Market Frictions

1994 • 21 citations

Asset returns and business cycles

1991 • 5 citations