<--- Back to Details
First PageDocument Content
Random walk model of consumption / Marginal propensity to consume / Elasticity of intertemporal substitution / Macroeconomic model / Economic model / Dynamic programming / Bounded rationality / General equilibrium theory / Behavioral economics / Macroeconomics / Economics / Science
Date: 2014-07-03 11:38:39
Random walk model of consumption
Marginal propensity to consume
Elasticity of intertemporal substitution
Macroeconomic model
Economic model
Dynamic programming
Bounded rationality
General equilibrium theory
Behavioral economics
Macroeconomics
Economics
Science

Sparse Dynamic Programming and Aggregate Fluctuations Xavier Gabaix∗ January[removed]Abstract

Add to Reading List

Source URL: pages.stern.nyu.edu

Download Document from Source Website

File Size: 368,72 KB

Share Document on Facebook

Similar Documents

Economy / Finance / Money / Financial risk / Equations / Mathematical optimization / Behavioral finance / Expected utility / Bellman equation / Hyperbolic absolute risk aversion / Elasticity of intertemporal substitution / Equity premium puzzle

Recursive utility using the stochastic maximum principle Knut K. Aase ∗

DocID: 1rbM8 - View Document

Economy / Economics / International finance / International trade / Economic puzzles / Mathematical finance / Technical analysis / Elasticity of intertemporal substitution / Volatility / Global financial system / Open economy / Monetary policy

Long Run Risk in a World Economy

DocID: 1r6o7 - View Document

Economy / Financial risk / Utility / Expected utility / Logic / Behavioral finance / Game theory / Consumer theory / Elasticity of intertemporal substitution / Risk aversion / Hyperbolic absolute risk aversion / Bellman equation

American Economic Review 2012, 102(4): 1663–1691 http://dx.doi.orgaerRisk Aversion and the Labor Margin in Dynamic Equilibrium Models† By Eric T. Swanson*

DocID: 1qPn8 - View Document

Economy / Utility / Finance / Money / Financial risk / Behavioral finance / Prospect theory / Expected utility / EpsteinZin preferences / Risk aversion / Expected utility hypothesis / Elasticity of intertemporal substitution

Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences Eric T. Swanson Federal Reserve Bank of San Francisco http://www.ericswanson.org

DocID: 1qLhw - View Document

Optimal control / Economy / Mathematical optimization / Systems theory / Consumer behaviour / Stochastic control / Mathematical analysis / Control theory / Hamiltonian / Elasticity of intertemporal substitution / Intertemporal choice / Intertemporal CAPM

Solving for the Retirement Age in a Continuous-time Model with Endogenous Labor Supply Emin Gahramanovy Xueli Tang

DocID: 1qFds - View Document