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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Large Sample Properties of Generalized Method of Moments Estimators

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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

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Spurious regressions in econometrics

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The equity premium: A puzzle

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

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Business conditions and expected returns on stocks and bonds

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Stock Returns, Real Activity, Inflation, and Money

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Habit Formation: A Resolution of the Equity Premium Puzzle

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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

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The Stationary Bootstrap

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A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

1989 • 1,675 citations

The Information in Long-Maturity Forward Rates

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Simulation and the Asymptotics of Optimization Estimators

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The Equity Premium

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Simulation-based Econometric Methods

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Spurious Regression in Econometrics

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NBER macroeconomics annual 1994

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Term Structure of Interest Rates

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Reducing Inflation: Motivation and Strategy

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Term-structure forecasts of interest rates, inflation and real returns

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The Stationary Bootstrap

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Stock returns and inflation

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Two-Person Dynamic Equilibrium in the Capital Market

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The term structure of interest rates in a pure exchange economy with heterogeneous investors

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Industry Returns and the Fisher Effect

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Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices

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Why Do People Dislike Inflation?

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A case at last for age-phased reduction in equity.

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A Scorecard for Indexed Government Debt

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Inflation Uncertainty and the Phillips Curve: Some Empirical Evidence

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Unemployment, Industrial Production, and Inflation Uncertainty in the United States

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By force of habit

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Unexpected Inflation and Stock Returns Revisited--Evidence from Israel

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Industry Returns and the Fisher Effect

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Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

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Habit Formation and Returns on Bonds and Stocks

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Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

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An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility

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Inflation uncertainty and a test of the Friedman hypothesis

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Indexation and the Effect of Inflation Uncertainty on Real GNP

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The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility

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