create a website

Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators. (1997). Ng, Serena ; Michaelides, Alexander.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:373.

Full description at Econpapers || Download paper

Cited: 14

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte. (2006). Lahiani, Amine ; Bruneau, Catherine.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2006-iv-2.

    Full description at Econpapers || Download paper

  2. Gold Rush Fever in Business Cycles. (2006). Portier, Franck ; Collard, Fabrice ; Beaudry, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12710.

    Full description at Econpapers || Download paper

  3. Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte. (2006). Lahiani, Amine ; Bruneau, Catherine.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2006-17.

    Full description at Econpapers || Download paper

  4. HOW MUCH OF COMMODITY PRICE BEHAVIOR CAN A RATIONAL EXPECTATIONS STORAGE MODEL EXPLAIN?. (2003). Peterson, Hikaru ; Tomek, William G..
    In: Staff Papers.
    RePEc:ags:ksaesp:30712.

    Full description at Econpapers || Download paper

  5. Consumer Demand and Welfare under Increasing Block Pricing. (2002). Hajispyrou, Soteroula .
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:0207.

    Full description at Econpapers || Download paper

  6. Stockholding: Recent Lessons from Theory and Computations. (2002). Haliassos, Michael.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:0206.

    Full description at Econpapers || Download paper

  7. Reforms of Environmental Policies in the Presence of Cross-border Pollution and two Stage Clean Up. (2002). MICHAEL, MICHAEL ; Lahiri, Sajal ; Hatzipanayotou, Panos.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:0203.

    Full description at Econpapers || Download paper

  8. A structural model of US aggregate job flows. (2002). Langot, Francois ; Fève, Patrick ; Collard, Fabrice ; Perraudin, Corinne.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:3:p:197-223.

    Full description at Econpapers || Download paper

  9. Estimating ARMA Models Efficiently. (2001). Chumacero, Romulo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:92.

    Full description at Econpapers || Download paper

  10. Estimating ARMA Models Efficiently. (2001). Chumacero, Romulo.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:5:y:2001:i:2:n:1.

    Full description at Econpapers || Download paper

  11. Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation). (2001). Carroll, Christopher.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:advances.1:y:2001:i:1:n:6.

    Full description at Econpapers || Download paper

  12. Estimating Stationary ARMA Models Efficiently. (1999). Chumacero, Romulo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1333.

    Full description at Econpapers || Download paper

  13. The relative efficiency of method of moments estimators1. (1999). Tauchen, George ; Gallant, A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:92:y:1999:i:1:p:149-172.

    Full description at Econpapers || Download paper

  14. Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation). (1997). Carroll, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6298.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [13J Gallaut Rouald aud Taucheu George,Which Momeuts to Match Econometric Theory, 12, 1996, 657-681.
    Paper not yet in RePEc: Add citation now
  2. [15J Gourieroux C., Moufort A., aud Reuault. `ludirect lufereuce Journal of Applied Econometrics, vol. 8, 585-5118 (1993).
    Paper not yet in RePEc: Add citation now
  3. [16J Gouriuchas P. aud Parker J., `Cousumptiou over the Life Cycle, 1996, MIT mimeo.

  4. [18J Gustafsou R. L. `Carryover Levels for Graius (US Departmeut of Agriculture, Techuical Bulletiu, 1178), 1958. 24
    Paper not yet in RePEc: Add citation now
  5. [191 Hauseu Lars, `Large Sample Properties of Method of Momeuts Estimators Econometrica, 1982, 50, 1029-1054.
    Paper not yet in RePEc: Add citation now
  6. [201 Hotz, J. aud R. Miller, 1993, `Couditioual Choice Probabilities aud the Estimatiou of Dyuamic Programmiug Models Review of Economic Studies 60:497-530.
    Paper not yet in RePEc: Add citation now
  7. [21 Altug, S. `Time to build aud aggregate fluctuatious: some uew evideuce, International Economic Review, 30, 1989, pp. 889-920.

  8. [211 Ludvigsou Syduey, `Cousumptiou aud credit: a model of time varyiug liquidity coustraiuts forthcoming, Review of Economics and Statistics.
    Paper not yet in RePEc: Add citation now
  9. [231 McGrattau Elleu, Rogersou Richard, aud Wright Raudall, `Au Equilibrium Model of the Busiuess Cycle with Household Productiou aud Fiscal Policy Federal Reserve Bauk of Miuueapolis, Staff Report 191.
    Paper not yet in RePEc: Add citation now
  10. [251 Ohauiau, Lee, Giovauni Violaute, Per Krusell, aud José-Victor RIos-Rull, `Simulatiou-Based Estimatiou of a Nouliuear Lateut Factor Aggregate Productiou, 1997, mimeo, Federal Reserve Bauk of Miuueapolis.
    Paper not yet in RePEc: Add citation now
  11. [261 Pakes, A. (1994) `Dyuamic structural models, problems aud prospects: mixed coutiuuous discrete coutrols aud market iuteractious, iu C. A. Sims (ed.), Advances in Econometrics: Sixth World Congress, 2, Cambridge Uuiversity Press, Cambridge.

  12. [271 Rust, J. (1987) `Optimal Replacemeut of GMC Bus Eugies: Au Empirical Model of Harold Zurcher Econometrica 55: 999-1057.

  13. [281 Rust, J. (1994) `Estimatiou of dyuamic structural models, problems aud prospects: discrete decisious , iu C. A. Sims, (ed.), Advances in Econometrics: Sixth World Congress, 2, Cambridge Uuiversity Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  14. [291 Samuelsou P. A. `Stochastic Speculative Price 1971, Proceediugs of the Natioual Academy of Scieuce, 68, 335-37.
    Paper not yet in RePEc: Add citation now
  15. [301 Taucheu G., `Fiuite State Markov Chaiu Approximatious to Uuivariate aud Vector Autoregressious , 1986, Economics Letters, 20, 177-181. 25
    Paper not yet in RePEc: Add citation now
  16. [31 Bausal R., Gallaut R., Hussey R., aud Taucheu G., `Nou parametric estimatiou of structural models fir high frequeucy curreucy market data Journal of Econometrics, 66, 1995, pp.f2Si287.
    Paper not yet in RePEc: Add citation now
  17. [4J Berudt, Erust., Browuyu H. Hall, Robert E. Hall, aud Jerry A. Hausmau, 1974, `Estimatiou aud lufereuce iu Nouliuear Structural Models, Annals of Economic and Social Measurement, 3, 653-666.
    Paper not yet in RePEc: Add citation now
  18. [5J Carroll, Christopher D., 1997, `Buffer Stock Saviug aud the Life Cycle/Permaueut lucome Hypothesis Quarterly Journal of Economics, CXII, 1, 1659-1686.

  19. [6J Carroll, Christopher aud Audrew Samwick. 1997.The Nature of Precautiouary Wealth. Journal of Monetary Economics, 40(1).

  20. [7J Carroll, Christopher aud Audrew Samwick. 1998.How importaut is precautiouary saviug? Review of Economics and Statistics 80 uo. 3: 410-19.

  21. [8J Deatou Augus, `Saviug aud Liquidity Coustraiuts,1991, Econometrica, 59, No.5, 1221-1248.
    Paper not yet in RePEc: Add citation now
  22. [91 Deatou Augus aud Laroque Guy, `Ou the behavior of commodity prices Review of Economic Studies, 1992, pp.1-23.

  23. [i2J Duffie Darrell aud Siugletou Keuueth. `Simulated Momeuts Estimatiou of Markov Models of Asset Prices Econometrica Vol.61, No. 4 July 1993, 929-952.
    Paper not yet in RePEc: Add citation now
  24. [iiJ `Competitive Storage aud Commodity Price Dyuamics Journal of Political Economy, 1996, vol.104, uo.5, pp. 896-923.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Family labor supply, taxation and saving in an imperfect capital market. (2010). Apps, Patricia ; Rees, Ray.
    In: Review of Economics of the Household.
    RePEc:kap:reveho:v:8:y:2010:i:3:p:297-323.

    Full description at Econpapers || Download paper

  2. PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY. (2007). Viceira, Luis ; Kotlikoff, Laurence ; Gourio, Francois.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-005.

    Full description at Econpapers || Download paper

  3. Estimating Intertemporal Allocation Parameters using Simulated Expectation Errors. (2006). Browning, Martin ; Alan, Sule.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:284.

    Full description at Econpapers || Download paper

  4. Wage risk and employment risk over the life cycle. (2006). Pistaferri, Luigi ; Meghir, Costas ; Low, Hamish.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:06/27.

    Full description at Econpapers || Download paper

  5. Consumption along the life cycle: how different is housing?. (2006). Yang, Fang.
    In: Working Papers.
    RePEc:fip:fedmwp:635.

    Full description at Econpapers || Download paper

  6. A leisurely reading of the life-cycle consumption data. (2006). Feigenbaum, James ; Bullard, James.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-017.

    Full description at Econpapers || Download paper

  7. An Empirical Investigation of Labor Income Processes. (2005). Guvenen, Fatih.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508026.

    Full description at Econpapers || Download paper

  8. Do Stockholders Share Risk More Effectively Than Non- stockholders?. (2005). Guvenen, Fatih.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508006.

    Full description at Econpapers || Download paper

  9. Trade Policy, Income Risk, and Welfare. (2005). Maloney, William ; Krishna, Pravin ; Krebs, Tom.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11255.

    Full description at Econpapers || Download paper

  10. Entry Costs and Stock Market Participation Over the Life Cycle. (2005). Alan, Sule.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:126.

    Full description at Econpapers || Download paper

  11. Borrowing Constraints, the Cost of Precautionary Saving, and Unemployment Insurance. (2005). Low, Hamish ; Crossley, Thomas.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:125.

    Full description at Econpapers || Download paper

  12. The Public Pay Gap in Britain: Small Differences That (Dont?) Matter. (2005). Turon, Hélène ; Postel-Vinay, Fabien.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1637.

    Full description at Econpapers || Download paper

  13. Entry costs and stock market participation over the life cycle. (2005). Alan, Sule.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/01.

    Full description at Econpapers || Download paper

  14. Behavioural Microsimulation Modelling for Tax Policy Analysis in Australia: Experience and Prospects. (2005). Kalb, Guyonne ; Creedy, John.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2005n02.

    Full description at Econpapers || Download paper

  15. Borrowing costs and the demand for equity over the life cycle. (2005). Willen, Paul ; Kubler, Felix ; Davis, Steven.
    In: Working Papers.
    RePEc:fip:fedbwp:05-7.

    Full description at Econpapers || Download paper

  16. Estimating Discount Functions with Consumption Choices over the Lifecycle. (2005). Tobacman, Jeremy ; Repetto, Andrea ; Laibson, David.
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000643.

    Full description at Econpapers || Download paper

  17. The Public Pay Gap in Britain: Small Differences That (Dont?) Matter. (2005). Turon, Hélène ; Postel-Vinay, Fabien.
    In: The Centre for Market and Public Organisation.
    RePEc:bri:cmpowp:05/121.

    Full description at Econpapers || Download paper

  18. Short-term planning and the life-cycle consumption puzzle. (2004). Caliendo, Frank ; Aadland, David.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0404003.

    Full description at Econpapers || Download paper

  19. Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice. (2004). Tan, Sinan ; Lynch, Anthony W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11010.

    Full description at Econpapers || Download paper

  20. Disentangling the Importance of the Precautionary Saving Mode. (2004). Lusardi, Annamaria ; Kennickell, Arthur.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10888.

    Full description at Econpapers || Download paper

  21. Inattentive Consumers. (2004). Reis, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10883.

    Full description at Econpapers || Download paper

  22. Job Search and Impatience. (2004). Paserman, M. Daniele ; DellaVigna, Stefano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10837.

    Full description at Econpapers || Download paper

  23. Social Security and Unsecured Debt. (2004). Willen, Paul ; Hurst, Erik.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10282.

    Full description at Econpapers || Download paper

  24. Are Americans Saving Optimally for Retirement?. (2004). Seshadri, Ananth ; Scholz, John ; Khitatrakun, Surachai.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10260.

    Full description at Econpapers || Download paper

  25. Borrowing Constraints, the Cost of Precautionary Saving, and Unemployment Insurance. (2004). Low, Hamish ; Crossley, Thomas.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:391.

    Full description at Econpapers || Download paper

  26. Housing, consumption, and credit constraints. (2004). Lehnert, Andreas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-63.

    Full description at Econpapers || Download paper

  27. Social Security and unsecured debt. (2004). Willen, Paul ; Hurst, Erik.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:04-10.

    Full description at Econpapers || Download paper

  28. Household Risk Management and Optimal Mortgage Choice. (2004). Campbell, John ; Cocco, Joao .
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:646.

    Full description at Econpapers || Download paper

  29. Household Risk Management and Optimal Mortgage Choice. (2004). Campbell, John ; Cocco, Joao .
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:632.

    Full description at Econpapers || Download paper

  30. Social Security Reform in an Economy with Population Aging. (2004). Nishiyama, Shinichi.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:582.

    Full description at Econpapers || Download paper

  31. The Buffer Stock Model and the Aggregate Propensity to Consume.. (2004). Sorensen, Bent ; Luengo-Prado, Maria.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:457.

    Full description at Econpapers || Download paper

  32. Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor. (2004). Fernandes, Marcelo ; Araujo, Fabio.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:134.

    Full description at Econpapers || Download paper

  33. Precautionary Saving, Borrowing Constraints, and Fiscal Policy. (2004). Park, Cheolbeom ; Bishop, Thomas .
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:706.

    Full description at Econpapers || Download paper

  34. Long-term interest rates, wealth and consumption. (2004). Cromb, Roy ; Fernandez-Corugedo, Emilio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:243.

    Full description at Econpapers || Download paper

  35. Does job insecurity affect household consumption?. (2004). .
    In: Bank of England working papers.
    RePEc:boe:boeewp:220.

    Full description at Econpapers || Download paper

  36. Is there a Daily Discount Rate? Evidence from the Food Stamp Nutrition Cycle. (2003). Shapiro, Jesse.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0304005.

    Full description at Econpapers || Download paper

  37. Household Risk Management and Optimal Mortgage Choice. (2003). Campbell, John ; Cocco, Joao F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9759.

    Full description at Econpapers || Download paper

  38. Simulation-based estimation of dynamic models with continuous equilibrium solutions. (2003). Santos, Manuel S..
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we034716.

    Full description at Econpapers || Download paper

  39. Do Consumers React to Anticipated Income Changes? Evidence from the Alaska Permanent Fund. (2003). Hsieh, Chang-Tai.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:1:p:397-405.

    Full description at Econpapers || Download paper

  40. Consumption Patterns over Pay Periods. (2002). Lanot, Gauthier ; Kelly, Clare.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0211013.

    Full description at Econpapers || Download paper

  41. Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption. (2002). van Rens, Thijs ; Primiceri, Giorgio.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0212003.

    Full description at Econpapers || Download paper

  42. Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data. (2002). Krueger, Dirk ; Fernandez-Villaverde, Jesus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9382.

    Full description at Econpapers || Download paper

  43. Borrowing Costs and the Demand for Equity Over the Life Cycle. (2002). Willen, Paul ; Kubler, Felix ; Davis, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9331.

    Full description at Econpapers || Download paper

  44. Estimating Euler equations. (2002). Low, Hamish ; Attanasio, Orazio.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:02/06.

    Full description at Econpapers || Download paper

  45. Wealth inequality and intergenerational links. (2002). De Nardi, Mariacristina.
    In: Staff Report.
    RePEc:fip:fedmsr:314.

    Full description at Econpapers || Download paper

  46. House prices, consumption, and monetary policy: a financial accelerator approach. (2002). Vlieghe, Gertjan ; Proudman, James ; aoki, kosuke.
    In: Bank of England working papers.
    RePEc:boe:boeewp:169.

    Full description at Econpapers || Download paper

  47. Investing Retirement Wealth: a Life-Cycle Model.. (2000). Gomes, Francisco ; Campbell, John ; Maenhout, Pascala J. ; Cocco, Joao F..
    In: Harvard Institute of Economic Research Working Papers.
    RePEc:fth:harver:1896.

    Full description at Econpapers || Download paper

  48. Requiem for the Representative Consumer? Aggregate Implications of Microeconomic Consumption Behavior. (2000). Carroll, Christopher.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:2:p:110-115.

    Full description at Econpapers || Download paper

  49. Why Do the Rich Save So Much?. (1998). Carroll, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6549.

    Full description at Econpapers || Download paper

  50. Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation). (1997). Carroll, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6298.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 20:11:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.