Elasticity of intertemporal substitution

Results: 125



#Item
81Statistics / Expected utility hypothesis / Risk aversion / Elasticity of intertemporal substitution / Equity premium puzzle / Isoelastic utility / Risk premium / Risk / Ellsberg paradox / Utility / Economics / Financial economics

Real business cycle dynamics under …rst-order risk aversion Jim Dolmas May, 2006 Abstract

Add to Reading List

Source URL: www.clevelandfed.org

Language: English - Date: 2006-05-18 18:49:20
82Economics / Consumer theory / Elasticity of intertemporal substitution / Welfare economics / Sustainability / Gross domestic product / Productivity / Resource / Human capital / Environment / Microeconomics / Environmental social science

Journal of Economic Perspectives—Volume 18, Number 3—Summer 2004 —Pages 147–172 Are We Consuming Too Much? Kenneth Arrow, Partha Dasgupta, Lawrence Goulder, Gretchen Daily, Paul Ehrlich,

Add to Reading List

Source URL: stephenschneider.stanford.edu

Language: English - Date: 2011-08-06 22:11:31
83Decision theory / Economics / Microeconomics / Consumption smoothing / Business / Marginal propensity to consume / Elasticity of intertemporal substitution / JEL classification codes / Permanent income hypothesis / Macroeconomics / Consumer theory / Consumer behaviour

The Wealthy Hand-to-Mouth * Greg Kaplan Princeton University, NBER, and IFS [removed] Giovanni L. Violante New York University, CEPR, NBER, and IFS

Add to Reading List

Source URL: cep.lse.ac.uk

Language: English - Date: 2014-05-20 05:43:16
84Macroeconomics / Random walk model of consumption / Elasticity of intertemporal substitution / Pareto efficiency / C0 / Consumer choice / Utility / Microeconomics / Intertemporal choice / Economics / Decision theory / Mathematical optimization

NBER WORKING PAPER SERIES OPTIMAL SAVINGS DISTORTIONS WITH RECURSIVE PREFERENCES Emmanuel Farhi Iván Werning Working Paper 13720

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2011-12-05 11:08:53
85Economics / Elasticity of intertemporal substitution / Volatility / Capital asset pricing model / Mathematical finance / Financial economics / Finance

NBER WORKING PAPER SERIES THE LONG-RUN RISKS MODEL AND AGGREGATE ASSET PRICES: AN EMPIRICAL ASSESSMENT Jason Beeler John Y. Campbell

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2011-12-05 12:54:46
86Mathematical finance / Fixed income market / Consumer theory / Financial markets / Microeconomics / Yield curve / Elasticity of intertemporal substitution / Interest rate / Behavioral economics / Economics / Financial economics / Finance

NBER WORKING PAPER SERIES EQUILIBRIUM YIELD CURVES Monika Piazzesi Martin Schneider Working Paper 12609

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2007-01-29 14:44:46
87Life-cycle hypothesis / Elasticity of intertemporal substitution / Microeconomics / Precautionary savings / Consumption function / Economic model / Equity premium puzzle / Consumption smoothing / Intertemporal choice / Macroeconomics / Economics / Random walk model of consumption

PDF Document

Add to Reading List

Source URL: webarchive.nationalarchives.gov.uk

Language: English
88Interest rates / Inflation / Business cycle / Corporate finance / Financial accelerator / Credit rationing / Federal Reserve System / Elasticity of intertemporal substitution / Finance / Economics / Macroeconomics / Financial economics

External MPC Unit Discussion Paper No. 25 Household external finance and consumption Timothy Besley, Neil Meads and Paolo Surico October 2008

Add to Reading List

Source URL: webarchive.nationalarchives.gov.uk

Language: English
89Life-cycle hypothesis / Elasticity of intertemporal substitution / Microeconomics / Precautionary savings / Consumption function / Economic model / Equity premium puzzle / Consumption smoothing / Intertemporal choice / Macroeconomics / Economics / Random walk model of consumption

PDF Document

Add to Reading List

Source URL: www.bankofengland.co.uk

Language: English - Date: 2014-01-02 04:36:07
90Consumer theory / Financial economics / Decision theory / Behavioral finance / Epstein-Zin preferences / Elasticity of intertemporal substitution / Equity premium puzzle / Hyperbolic absolute risk aversion / Isoelastic utility / Utility / Economics / Microeconomics

PDF Document

Add to Reading List

Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2014-07-05 03:05:42
UPDATE