"Consumption Risk and the Cross-Section of Expected Returns."

Parker, Jonathan A. and Christian Julliard. Journal of Political Economy Vol. 113, No. 1 (2005): 185-222. JSTOR.

"Luxury Goods and the Equity Premium."

Aït-Sahalia, Yacine, Jonathan A. Parker and Motohiro Yogo. Journal of Finance Vol. 59, No. 6 (2004): 2959-3004. JSTOR. Sales Data.

"Consumption Risk and Expected Stock Returns."

Parker, Jonathan A. American Economic Review Vol. 93, No. 2 (2003): 376-382. JSTOR.

"Discussion of: Athanasios Orphanides and John Williams `Robust Monetary Policy Rules with Unknown Natural Rates."

Jonathan A. Parker.

"Comment: Athanasios Orphanides and John Williams `Robust Monetary Policy Rules with Unknown Natural Rates'."

Parker, Jonathan A., and Janet L. Yellen. Brookings Papers on Economic Activity Vol. 2002, No. 2 (2002): 119-145. JSTOR.

"Consumption Over the Life Cycle."

Gourinchas, Pierre-Olivier and Jonathan A. Parker. Econometrica Vol. 70, No. 1 (2002): 47-89. JSTOR.