Elasticity of intertemporal substitution

Results: 125



#Item
11Financial risk / Decision theory / Utility / Risk / Behavioral finance / Hyperbolic absolute risk aversion / Risk aversion / Elasticity of intertemporal substitution / Risk premium / Risk neutral / Bellman equation / Aversion

Risk Aversion and the Labor Margin in Dynamic Equilibrium Models Eric T. Swanson Federal Reserve Bank of San Francisco

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Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:24
12Mathematical finance / Financial economics / Capital asset pricing model / Equity premium puzzle / Consumption-based capital asset pricing model / Elasticity of intertemporal substitution / Finance / Economics / Economic growth / Hyperbolic absolute risk aversion

Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is

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Source URL: www3.nd.edu

Language: English - Date: 2014-11-10 14:13:15
13Economy / Economics / Consumer theory / Inflation / Monetary policy / Elasticity of intertemporal substitution / Economic growth / Real interest rate / Real versus nominal value / Random walk model of consumption / Interest rate / Macroeconomics

Expected Consumption Growth Across Countries:

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2008-06-17 16:19:50
14Economy / Economics / Macroeconomics / Consumer theory / Monetary policy / Mathematical finance / Keynesian economics / Interest rates / Inflation / ISLM model / Elasticity of intertemporal substitution / Real interest rate

Working Paper Series _______________________________________________________________________________________________________________________ National Centre of Competence in Research Financial Valuation and Risk Manageme

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Source URL: www.nccr-finrisk.uzh.ch

Language: English - Date: 2016-02-22 11:43:56
15Economic model / Elasticity of intertemporal substitution / Monopoly / Bellman equation / Diaeresis

The Economic Journal, 109 (March), C156±C171. # Royal Economic SocietyPublished by Blackwell Publishers, 108 Cowley Road, Oxford OX4 1JF, UK and 350 Main Street, Malden, MA 02148, USA. A MODEL OF CREATIVE DESTRUC

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:43
16Economy / Economics / Financial economics / Economic puzzles / Behavioral finance / Equity premium puzzle / Prospect theory / Stock market / Elasticity of intertemporal substitution / Rare disasters / Finance / Profit

Asset Pricing with Countercyclical Household Consumption Risk* George M. Constantinides Anisha Ghosh

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2016-03-01 04:09:05
17Economic model / Elasticity of intertemporal substitution

Fragile beliefs and the price of model uncertainty Lars Peter Hansen∗ Thomas J. Sargent‡† December 8, 2008 Abstract

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:45
18Decision theory / Elasticity / Microeconomics / Labour economics / Supply and demand / Real business cycle theory / Utility / Elasticity of intertemporal substitution / Frisch elasticity of labor supply / Economics / Macroeconomics / Consumer theory

Microsoft Word - Ham_Reilly_revision_oct20_IER

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Source URL: econweb.umd.edu

Language: English - Date: 2014-03-25 12:06:10
19Consumer theory / Microeconomics / Business cycle / Welfare cost of business cycles / Equity premium puzzle / Elasticity of intertemporal substitution / Economic model / Epstein-Zin preferences / Isoelastic utility / Economics / Macroeconomics / Utility

Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:15
20Consumer theory / Elasticity of intertemporal substitution / Recession / Keynesian economics / Tax / Overlapping generations model / Interest rate / Value added tax / Labour economics / Economics / Macroeconomics / Economic theories

The B.E. Journal of Macroeconomics Topics Volume 7, Issue

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Source URL: www.svt.ntnu.no

Language: English - Date: 2009-09-07 07:20:52
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