Idiosyncratic production risk, growth and the business cycle

Acemoglu, 1997, Was prometheus unbound by chance? Risk, diversification, and growth, Journal of Political Economy, 105, 709, 10.1086/262091 Aghion, 1999, Dualism and macroeconomic activity, Quarterly Journal of Economics, 114, 1359, 10.1162/003355399556296 Aiyagari, 1994, Uninsured idiosyncratic risk and aggregate saving, Quarterly Journal of Economics, 109, 659, 10.2307/2118417 Angeletos, G.M., 2005. Uninsured idiosyncratic investment risk and aggregate saving. NBER Working Paper 11180. Angeletos, G.M., Calvet, L.E., 2000. Incomplete markets, growth, and the business cycle. MIT Working Paper # 00-33 and Harvard Working Paper #1910. Angeletos, G.M., Calvet, L.E., 2005. Incomplete-market dynamics in a neoclassical production economy. Journal of Mathematical Economics 41 (4), 407–438. Banerjee, 1993, Occupational choice and the process of development, Journal of Political Economy, 101, 274, 10.1086/261876 Barro, 1997 Bencivenga, 1991, Financial intermediation and endogenous growth, Review of Economic Studies, 58, 195, 10.2307/2297964 Benhabib, 1994, Indeterminacy and increasing returns, Journal of Economic Theory, 63, 19, 10.1006/jeth.1994.1031 Bernanke, 1989, Agency costs, net worth, and business fluctuations, American Economic Review, 79, 14 Bernanke, 1990, Financial fragility and economic performance, Quarterly Journal of Economics, 105, 87, 10.2307/2937820 Bewley, 1977, The permanent income hypothesis: a theoretical formulation, Journal of Economic Theory, 16, 252, 10.1016/0022-0531(77)90009-6 Bryant, 1983, A simple rational expectation keynes-type model, Quarterly Journal of Economics, 97, 525, 10.2307/1886025 Caballero, 1990, Consumption puzzles and precautionary saving, Journal of Monetary Economics, 25, 113, 10.1016/0304-3932(90)90048-9 Calvet, 2001, Incomplete markets and volatility, Journal of Economic Theory, 98, 295, 10.1006/jeth.2000.2720 Campbell, 2001, Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk, Journal of Finance, 56, 1, 10.1111/0022-1082.00318 Carroll, 2001, Portfolios of the rich Cass, 1965, Optimum growth in an aggregative model of capital accumulation, Review of Economic Studies, 32, 233, 10.2307/2295827 Constantinides, 1996, Asset pricing with heterogeneous traders, Journal of Political Economy, 104, 219, 10.1086/262023 Cooper, 1999 Cooper, 1988, Coordinating coordination failures in Keynesian models, Quarterly Journal of Economics, 103, 441, 10.2307/1885539 Devereux, 1994, International risk sharing and economic growth, International Economic Review, 35, 535, 10.2307/2527072 Galor, 1993, Income distribution and macroeconomics, Review of Economic Studies, 60, 35, 10.2307/2297811 Greenwood, 1990, Financial development, growth, and the distribution of income, Journal of Political Economy, 98, 219, 10.1086/261720 Heaton, 2000, Portfolio choice and asset prices: the importance of entrepreneurial risk, Journal of Finance, 105, 1163, 10.1111/0022-1082.00244 Huggett, 1993, The risk free rate in heterogeneous agent, incomplete-insurance economies, Journal of Economic Dynamics and Control, 17, 953, 10.1016/0165-1889(93)90024-M Huggett, 1997, The one-sector growth model with idiosyncratic shocks, Journal of Monetary Economics, 39, 385, 10.1016/S0304-3932(97)00025-1 Jones, 1997, On the evolution of the world income distribution, Journal of Economic Perspectives, 11, 19, 10.1257/jep.11.3.19 Kimball, 1990, Precautionary saving in the small and in the large, Econometrica, 58, 53, 10.2307/2938334 King, 1993, Finance, entrepreneurship, and growth: theory and evidence, Journal of Monetary Economics, 32, 513, 10.1016/0304-3932(93)90028-E Kiyotaki, 1997, Credit cycles, Journal of Political Economy, 105, 211, 10.1086/262072 Krebs, 2003, Human capital risk and economic growth, Quarterly Journal of Economics, 118, 709, 10.1162/003355303321675491 Krusell, 1998, Income and wealth heterogeneity in the macroeconomy, Journal of Political Economy, 106, 867, 10.1086/250034 Leland, 1968, Saving and uncertainty the precautionary demand for saving, Quarterly Journal of Economics, 82, 465, 10.2307/1879518 Levine, 1997, Financial development and economic growth: views and agenda, Journal of Economic Literature, 35, 688 Ljungqvist, 2000 Mankiw, 1986, The equity premium and the concentration of aggregate shocks, Journal of Financial Economics, 17, 211, 10.1016/0304-405X(86)90012-7 Moskowitz, 2002, The returns to entrepreneurial investment: a private equity premium puzzle?, American Economic Review, 92, 745, 10.1257/00028280260344452 Obstfeld, 1994, Risk-taking, global diversification, and growth, American Economic Review, 84, 1310 Ríos-Rull, 1996, Life-cycle economies and aggregate fluctuations, Review of Economic Studies, 63, 465, 10.2307/2297891 Sandmo, 1970, The effect of uncertainty on saving decisions, Review of Economic Studies, 37, 353, 10.2307/2296725 Weil, 1992, Equilibrium asset prices in economies with undiversifiable labor income risk, Journal of Economic Dynamics and Control, 16, 769, 10.1016/0165-1889(92)90057-L