Stokey, Lucas, Robert and Prescott, Chapters 2-4. Ljungqvist and Sargent, 2-5. 4. General Equilibrium in an Endowment Economy Lucas, in an pp. Econometrica, Robert, “Asset Prices Exchange Economy”, 1978. Mehra, Rajnish and Edward Prescott, Equity Premium: A Journal “The Puzzle”, pp. 145-161, 1985. of Monetary Economics, King, Robert, Charles Plosser and and Sergio Rebelo, “Production, Growth Business Cycles I: The Basic Neoclassical Journal of Monetary Model”, pp. 195-232, 1988. Economics, 5. Production, Investment, and Capital Structure Abel, Andrew and of Investment Under Janice Eberly, “A Unified Model Economic Review, 1369-84, 1994. Uncertainty”, American Fazzari, Steven, Hubbard, R. Glenn, and Petersen, Bruce, Financing Constraints and Corporate Investment, 1, 141-206, Brookings Papers on Economic Activity, 1988. 91, 1263-85, American Economic Review, Gomes, Joao, “Financing Investment”, 2001 Hennessy, Christopher, and Whited, Toni, Debt Dynamics, Journal of Finance, 2005. Hopenhayn, Hugo, Entry, Exit, and Firm Dynamics in Long Run Equilibrium, 60, 1127-50, 1992. Econometrica, Leland, Hayne, Corporate Debt Value, Bond Covenants, and Optimal Capital Structure, Journal of Finance 49, 1213-1252, 1994. Romer, Chapter 8, 1996. 6 - General Equilibrium in a Production Economy King, Robert, Charles Plosser and and Sergio Rebelo, “Production, Growth Business Cycles I: The Basic Journal of Monetary Neoclassical Model”, pp. 195-232, 1988. Economics, Cooley, Thomas (ed.) Press, Chapter 1 and Frontiers of Business Cycle Research, 10, 1995. Cochrane, Asset Pricing and the Link Between Stock John, “Production-Based Returns and Economic pp. 209-237, 1991. Fluctuations”, Journal of Finance, Pricing in Production pp. Journal of Monetary Economics, , “Asset Economies”, 257-276 1998.
Stokey, Lucas, Robert and Prescott, Chapters 2-4. Ljungqvist and Sargent, 2-5. 4. General Equilibrium in an Endowment Economy Lucas, Robert, “Asset Prices in an Exchange Economy”, Econometrica, pp. 1978. Mehra, Rajnish and Edward Prescott, “The Equity Premium: A Puzzle”, Journal of Monetary Economics, pp. 145-161, 1985. King, Robert, Charles Plosser and Sergio Rebelo, “Production, Growth and Business Cycles I: The Basic Neoclassical Model”, Journal of Monetary Economics, pp. 195-232, 1988. 5. Production, Investment, and Capital Structure Abel, Andrew and Janice Eberly, “A Unified Model of Investment Under Uncertainty”, American Economic Review, 1369-84, 1994. Fazzari, Steven, Hubbard, R. Glenn, and Petersen, Bruce, Financing Constraints and Corporate Investment, Brookings Papers on Economic Activity, 1, 141-206, 1988. Gomes, Joao, “Financing Investment”, American Economic Review, 91, 1263-85, 2001 Hennessy, Christopher, and Whited, Toni, Debt Dynamics, Journal of Finance, 2005. Hopenhayn, Hugo, Entry, Exit, and Firm Dynamics in Long Run Equilibrium, Econometrica, 60, 1127-50, 1992. Leland, Hayne, Corporate Debt Value, Bond Covenants, and Optimal Capital Structure, Journal of Finance 49, 1213-1252, 1994. Romer, Chapter 8, 1996. 6 - General Equilibrium in a Production Economy King, Robert, Charles Plosser and Sergio Rebelo, “Production, Growth and Business Cycles I: The Basic Neoclassical Model”, Journal of Monetary Economics, pp. 195-232, 1988. Cooley, Thomas (ed.) Frontiers of Business Cycle Research, Press, Chapter 1 and 10, 1995. Cochrane, John, “Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations”, Journal of Finance, pp. 209-237, 1991. , “Asset Pricing in Production Economies”, Journal of Monetary Economics, pp. 257-276 1998.
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