. Appendix for "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior". Journal of Political Economy. 1999.
Erratum and Appendices
. Consumption and Portfolio Decisions when Expected Returns are Time Varying: Erratum. Quarterly Journal of Economics. 1999.
. Appendix for "Bad Beta, Good Beta". American Economic Review. 2004.
. Long-Horizon Mean-Variance Analysis: A User Guide, Appendix for "The Term Structure of the Risk-Return Tradeoff". Financial Analysts Journal. 2005.
. Implementing the Econometric Methods in 'Efficient Tests of Stock Return Predictability', Appendix for "Efficient Tests of Stock Return Predictability". Journal of Financial Economics. 2006.
. Appendix for "How Do House Prices Affect Consumption? Evidence From Micro Data". Journal of Monetary Economics. 2007.
. Appendix for "Intergenerational Risksharing and Equilibrium Asset Prices". Journal of Monetary Economics. 2007.
. Appendix for "Measuring the Financial Sophistication of Households". American Economic Review Papers and Proceedings. 2009.
. Appendix for "Understanding Inflation-Indexed Bond Markets". Brookings Papers on Economic Activity. 2009.
. Data Appendix for "Asset Prices, Consumption, and the Business Cycle" . Handbook of Macroeconomics. 1999.
. Appendix for "Who Should Buy Long-Term Bonds?". American Economic Review. 2001.
. Appendix for "Strategic Asset Allocation: Portfolio Choice for Long-Term Investors". Oxford University Press. 2002.
. Appendix for "A Multivariate Model of Strategic Asset Allocation". Journal of Financial Economics. 2003.
. Appendix for "Down or Out: Assessing the Welfare Costs of Household Investment Mistakes". Journal of Political Economy. 2007.
. Appendix for "Fight or Flight? Portfolio Rebalancing by Individual Investors". Quarterly Journal of Economics. 2009.