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Yield-curve movements and fiscal retrenchments

, , and . European Economic Review, 41 (9): 1675--1685 (December 1997)

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Inflation and asset prices in a monetary economy. Economics Letters, 53 (1): 67--74 (October 1996)Testing heterogeneous-agent models: an alternative aggregation approach, and . Journal of Monetary Economics, 54 (2): 369--412 (March 2007)Yield-curve movements and fiscal retrenchments, , and . European Economic Review, 41 (9): 1675--1685 (December 1997)Minimal returns and the breakdown of the price-volume relation, , and . Economics Letters, 50 (2): 265--269 (February 1996)Transaction costs and predictability: some utility cost calculations, and . Journal of Financial Economics, 52 (1): 47--78 (April 1999)Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy. Journal of Economic Dynamics and Control, 31 (8): 2713--2743 (August 2007)Stock returns, inflation, and the `proxy hypothesis': A new look at the data. Economics Letters, 48 (1): 47--53 (April 1995)A model of target changes and the term structure of interest rates, , and . Journal of Monetary Economics, 39 (2): 223--249 (July 1997)A model of target changes and the term structure of interest rates, , and . Working paper National Bureau of Economic Research, Cambridge, Mass., (1993)