Miscellaneous - Supplemental Material for "Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth"
Fernando Alvarez, Urban J. Jermann
Description: Zip file containing data and program files.
Software Description - Additional Example and Description of Programs for: "Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth"
Fernando Alvarez, Urban J. Jermann
Description: This supplement contains an additional example that illustrates Proposition 4 in the paper. We also describe the programs and data used to derive the empirical results.
