Random walk model of consumption

Results: 59



#Item
1Economics / Macroeconomics / Fellows of the Econometric Society / Economy / Rational expectations / Thomas J. Sargent / Macroeconomic model / Economic model / Inflation targeting / David Easley / Monetary policy / Random walk model of consumption

Evolution and Intelligent Design Thomas J. Sargent†∗ January 7, 2008 Abstract This paper discusses two sources of ideas that influence monetary policy makers today.

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:21
2Economy / Finance / Money / Mathematical finance / Actuarial science / Financial risk / Behavioral finance / Consumer theory / Equity premium puzzle / Beta / Elasticity of intertemporal substitution / Random walk model of consumption

Risks For the Long Run: Estimation and Inference∗ Ravi Bansal† Dana Kiku‡ Amir Yaron§ First Draft: June 2006

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Source URL: faculty.fuqua.duke.edu

Language: English - Date: 2007-09-27 10:50:57
3Consumer theory / Random walk model of consumption / Elasticity of intertemporal substitution / M-estimator / Consumption / Intertemporal consumption / Income

CAM Centre for Applied Microeconometrics Department of Economics University of Copenhagen http://www.econ.ku.dk/CAM/

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Source URL: www.econ.ku.dk

Language: English - Date: 2014-01-29 04:39:43
4Economy / 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
5Economics / Economy / Consumer theory / Microeconomics / New classical macroeconomics / Real business-cycle theory / Consumption smoothing / Random walk model of consumption / Permanent income hypothesis / Economic model / Labour economics / Macroeconomics

HONG KONG INSTITUTE FOR MONETARY RESEARCH ELASTIC ATTENTION, RISK SHARING, AND INTERNATIONAL COMOVEMENTS Wei Li, Yulei Luo and Jun Nie

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Source URL: www.hkimr.org

Language: English - Date: 2015-12-17 21:46:11
6Ambiguity / Bellman equation / Random walk model of consumption / Economic model / Cybernetics / Science / Artificial intelligence / Automated planning and scheduling / Planner

Three types of ambiguity Lars Peter Hansen University of Chicago and NBER Thomas J. Sargent New York University and the Hoover Institution

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:58
7Permanent income hypothesis / Marginal propensity to consume / Consumption function / Milton Friedman / Random walk model of consumption / Utility / Economic model / Income / Consumption smoothing / Macroeconomics / Economics / Precautionary savings

NBER Final Draft A Theory of the Consumption Function, With and Without Liquidity Constraints (Expanded Version) Christopher D. Carroll†

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Source URL: www.econ2.jhu.edu

Language: English - Date: 2001-08-07 11:48:46
8Elasticity / Decision theory / Economics / Elasticity of substitution / Macroeconomics / Intertemporal choice / Random walk model of consumption / Energy economics / Consumer theory / Microeconomics / Elasticity of intertemporal substitution

Motivation Methodology Results

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Source URL: dyme.vse.cz

Language: English - Date: 2014-06-25 04:13:42
9Science / Estimation theory / Macroeconomics / Random walk model of consumption / Elasticity of intertemporal substitution / Bellman equation / Euler equations / Estimating equations / Log-normal distribution / Mathematics / Mathematical analysis / Equations

Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation) Christopher D. Carroll† Published as: Carroll, Christopher D) ”Death to the Log

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Source URL: www.econ2.jhu.edu

Language: English - Date: 2006-01-12 13:28:57
10Microeconomics / Decision theory / Consumer behaviour / Marginal propensity to consume / Random walk model of consumption / Marginal utility / Utility / Consumer choice / Income–consumption curve / Economics / Consumer theory / Macroeconomics

Chapter 20 Consumption Charles I. Jones, Stanford GSB Preliminary, Comments Welcome

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Source URL: web.stanford.edu

Language: English - Date: 2009-11-25 13:23:21
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