Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Portfolio Constraints, (with A. Marcet). Macroeconomic Dynamics, Vol. 3, No. 2, June 1999, 243-277.
- Type: Published Papers
- Topic(s): Equilibrium Asset Pricing
Published Papers
An Econometric Model of the Term Structure of Interest Rate Swap Yields, (with Darrell Duffie). Journal of Finance, Vol. 52, No. 4, September 1997, 1287-1323.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
Efficient Estimation of Linear Asset Pricing Models with Moving Average Errors, (with L. Hansen). Journal of Business and Economic Statistics, Vol. 114, No. 1, January 1996, 53-68.
- Type: Published Papers
- Topic(s): Econometric Methods, Equilibrium Asset Pricing
Yield Curve Risk in Japanese Government Bond Markets., (with ). Japanese Journal of Financial Economics, Vol. 1, December 1994, 5-32.
- Type: Published Papers
- Topic(s): Credit Risk, Fixed Income
Modeling the Term Structure of Interest Rates in Japan., (with T. Kikugawa). Journal of Fixed Income, Vol. 4, September 1994, 7-16.
- Type: Published Papers
- Topic(s): Econometric Methods, Fixed Income
Simulated Moments Estimation of Markov Models of Asset Prices, (with D. Duffie). Econometrica, Vol. 61, No. 4, July 1993, 929-952.
- Type: Published Papers
- Topic(s): Econometric Methods, Equilibrium Asset Pricing
Econometric Issues in the Analysis of Equilibrium Business Cycle models, (with ). Journal of Monetary Economics, Vol. 21, Issues 2–3, March–May 1988, 361–386.
- Type: Published Papers
- Topic(s): Econometric Methods
A Time Series Analysis of Representative Consumer Models of Consumption and Leisure Choice Under Uncertainty, (with M. Eichenbaum and L. Hansen). Quarterly Journal of Economics, Vol. 103, No. 1, February 1988, 51-78.
- Type: Published Papers
- Topic(s): Econometric Methods
Speculation and the Volatility of Floating Exchange Rates., (with ). , Vol. 26, Spring 1987, 9-56.
- Type: Published Papers
- Topic(s): Econometric Methods
Do Equilibrium Real Business Cycle Theories Explain Post-war U.S. Business Cycles?, (with Martin Eichenbaum). NBER Macroeconomics Annual, Vol. 1, 1986, 91-135.
- Type: Published Papers
- Topic(s): Econometric Methods
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