The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives

American Economic Review 79 (June 1989) 319-337.  Many tests of the permanent income model or consumption based asset pricing models exploit predictions that imply trivial utility costs. For example, adjusting consumption when you get the check  rather than when you get the  news can have utility costs of a few cents. Since our models abstract from small real-world costs and frictions, I proposed the idea of using the region of trivial utility costs as a measure of “economic standard errors” for model predictions.

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

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The Return of the Liquidity Effect: A Study of the Short Run Relation Between Money Growth and Interest Rates