create a website

Cross-Country Heterogeneity in Intertemporal Substitution. (2013). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
In: William Davidson Institute Working Papers Series.
RePEc:wdi:papers:2013-1056.

Full description at Econpapers || Download paper

Cited: 25

Citations received by this document

Cites: 54

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. The life course effects of care. (2024). van De, Justin ; Bronka, Patryk ; Richiardi, Matteo.
    In: Centre for Microsimulation and Policy Analysis Working Paper Series.
    RePEc:ese:cempwp:cempa7-24.

    Full description at Econpapers || Download paper

  2. The Elasticity of Marginal Utility of Income for Distributional Weighting and Social Discounting: A Meta-Analysis. (2023). Greenberg, David ; Acland, Daniel.
    In: Journal of Benefit-Cost Analysis.
    RePEc:cup:jbcoan:v:14:y:2023:i:2:p:386-405_10.

    Full description at Econpapers || Download paper

  3. Distributional weighting and welfare/equity tradeoffs: a new approach. (2023). Greenberg, David ; Acland, Daniel J.
    In: Journal of Benefit-Cost Analysis.
    RePEc:cup:jbcoan:v:14:y:2023:i:1:p:68-92_5.

    Full description at Econpapers || Download paper

  4. Intellectual property rights and R&D subsidies: are they complementary policies?. (2018). Dai, Darong.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:125:y:2018:i:1:d:10.1007_s00712-017-0580-2.

    Full description at Econpapers || Download paper

  5. Besser ohne Bargeld? Gesamtwirtschaftliche Wohlfahrtsverluste der Bargeldabschaffung. (2017). Seitz, Franz ; Todter, Karl-Heinz ; Rosl, Gerhard.
    In: Weidener Diskussionspapiere.
    RePEc:zbw:hawdps:58.

    Full description at Econpapers || Download paper

  6. Besser ohne Bargeld? Gesamtwirtschaftliche Wohlfahrtsverluste der Bargeldabschaffung. (2017). Seitz, Franz ; Todter, Karl-Heinz ; Rosl, Gerhard.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201706.

    Full description at Econpapers || Download paper

  7. Parameterising a detailed dynamic programming model of savings and labour supply using cross-sectional data. (2017). van de Ven, Justin.
    In: International Journal of Microsimulation.
    RePEc:ijm:journl:v10:y:2017:i:1:p:135-166.

    Full description at Econpapers || Download paper

  8. Parameterising a detailed dynamic programming model of savings and labour supply using cross-sectional data. (2017). van De, Justin W.
    In: International Journal of Microsimulation.
    RePEc:ijm:journl:v109:y:2017:i:1:p:135-166.

    Full description at Econpapers || Download paper

  9. The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1.

    Full description at Econpapers || Download paper

  10. INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

    Full description at Econpapers || Download paper

  11. Monetary Policy Tradeoffs Between Financial Stability and Price Stability. (2016). Ueberfeldt, Alexander ; Shukayev, Malik.
    In: Working Papers.
    RePEc:ris:albaec:2016_018.

    Full description at Econpapers || Download paper

  12. Parameterising the LINDA microsimulation model of benefit unit savings and labour supply. (2016). van de Ven, Justin.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:464.

    Full description at Econpapers || Download paper

  13. Monetary Policy Tradeoffs Between Financial Stability and Price Stability. (2016). Ueberfeldt, Alexander ; Shukayev, Malik.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-49.

    Full description at Econpapers || Download paper

  14. Zins- und Wohlfahrtseffekte extremer Niedrigzinspolitik für die Sparer in Deutschland. (2015). Todter, Karl-Heinz ; Rosl, Gerhard.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201501.

    Full description at Econpapers || Download paper

  15. Efficiency and Distortions in a Production Economy with Heterogeneous Beliefs. (2015). Heyerdahl-Larsen, Christian ; Walden, Johan.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:124.

    Full description at Econpapers || Download paper

  16. Focusing effect and the poverty trap. (2015). Canidio, Andrea.
    In: European Economic Review.
    RePEc:eee:eecrev:v:76:y:2015:i:c:p:222-238.

    Full description at Econpapers || Download paper

  17. (De)growth and welfare in an equilibrium model with heterogeneous consumers. (2015). Heikkinen, T.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:116:y:2015:i:c:p:330-340.

    Full description at Econpapers || Download paper

  18. One Percent? For Real? Insights from Modern Growth Theory about Future Investment Returns. (2015). Ambler, Steven ; Alexander, Craig .
    In: e-briefs.
    RePEc:cdh:ebrief:216.

    Full description at Econpapers || Download paper

  19. Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Novak, Anna ; Khvostova, Irina ; Larin, Alexander.
    In: HSE Working papers.
    RePEc:hig:wpaper:52/ec/2014.

    Full description at Econpapers || Download paper

  20. Endogenous (re-)distributive policies and economic growth: A comparative static analysis. (2014). Rehme, Günther.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:355-366.

    Full description at Econpapers || Download paper

  21. Structural Reforms and Growth in Transition: A Meta-Analysis. (2013). Havranek, Tomas ; Babecký, Jan ; Babecky, Jan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2013-1057.

    Full description at Econpapers || Download paper

  22. Publication Bias in Measuring Intertemporal Substitution. (2013). Havranek, Tomas.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2013_15.

    Full description at Econpapers || Download paper

  23. Optimal Financial Knowledge and Wealth Inequality. (2013). Mitchell, Olivia ; Michaud, Pierre-Carl ; Lusardi, Annamaria.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:133.

    Full description at Econpapers || Download paper

  24. Structural Reforms and Economic Growth: A Meta-Analysis. (2013). Havranek, Tomas ; Babecký, Jan ; Babecky, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2013/08.

    Full description at Econpapers || Download paper

  25. .

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ai, H. (2010): “Information Quality and Long-Run Risk: Asset Pricing Implications.” Journal of Finance 65(4): pp. 1333–1367.

  2. Ashenfelter, O. & M. Greenstone (2004): “Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias.” American Economic Review 94(2): pp. 454–460.

  3. Atkeson, A. & M. Ogaki (1996): “Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data.” Journal of Monetary Economics 38(3): pp. 507–534.

  4. Attanasio, O. P. (1995): “The intertemporal allocation of consumption: theory and evidence.” Carnegie-Rochester Conference Series on Public Policy 42(1): pp. 39–56.
    Paper not yet in RePEc: Add citation now
  5. Attanasio, O. P. & G. Weber (1993): “Consumption Growth, the Interest Rate and Aggregation.” Review of Economic Studies 60(3): pp. 631–49.
    Paper not yet in RePEc: Add citation now
  6. Attanasio, O. P. & G. Weber (1995): “Is Consumption Growth Consistent with Intertemporal Optimization ? Evidence from the Consumer Expenditure Survey.” Journal of Political Economy 103(6): pp. 1121–57.

  7. Attanasio, O. P. & M. Browning (1995): “Consumption over the Life Cycle and over the Business Cycle.” American Economic Review 85(5): pp. 1118–37.

  8. Attanasio, O. P., J. Banks, & S. Tanner (2002): “Asset Holding and Consumption Volatility.” Journal of Political Economy 110(4): pp. 771–792.

  9. Barro, R. J. (2009): “Rare Disasters, Asset Prices, and Welfare Costs.” American Economic Review 99(1): pp. 243–64.

  10. Bayoumi, T. A. (1993): “Financial Deregulation and Consumption in the United Kingdom.” The Review of Economics and Statistics 75(3): pp. 536–39.

  11. Bjoernskov, C. & P.-G. Meon (2013): “Is trust the missing root of institutions, education, and development?” Public Choice (forthcoming).
    Paper not yet in RePEc: Add citation now
  12. Blundell, R., M. Browning, & C. Meghir (1994): “Consumer Demand and the Life-Cycle Allocation of Household Expenditures.” Review of Economic Studies 61(1): pp. 57–80.

  13. Browning, M. & A. Lusardi (1996): “Household Saving: Micro Theories and Micro Facts.” Journal of Economic Literature 34(4): pp. 1797–1855.

  14. Campbell, J. Y. (1999): “Asset Prices, Consumption, and the Business Cycle.” In J. B. Taylor & M. Woodford (editors), “Handbook of Macroeconomics,” volume 1 of Handbook of Macroeconomics, chapter 19, pp. 1231–1303. Elsevier.

  15. Campbell, J. Y. & N. G. Mankiw (1989): “Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence.” In “NBER Macroeconomics Annual 1989, Volume 4,” NBER Chapters, pp. 185–246. National Bureau of Economic Research, Inc.

  16. Card, D. & A. B. Krueger (1995): “Time-Series Minimum-Wage Studies: A Meta-Analysis.” American Economic Review 85(2): pp. 238–43.

  17. Carroll, C. D. (2001): “Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation).” Advances in Macroeconomics 1: p. 6.

  18. Chari, V. V., P. J. Kehoe, & E. R. McGrattan (2002): “Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?” Review of Economic Studies 69(3): pp. 533–63.

  19. Chetty, R., A. Guren, D. Manoli, & A. Weber (2011): “Are Micro and Macro Labor Supply Elasticities Consistent? A Review of Evidence on the Intensive and Extensive Margins.” American Economic Review 101(3): pp. 471–75.

  20. Ciccone, A. & M. Jarocinski (2010): “Determinants of Economic Growth: Will Data Tell?” American Economic Journal: Macroeconomics 2(4): pp. 222–46.

  21. Colacito, R. & M. M. Croce (2011): “Risks for the Long Run and the Real Exchange Rate.” Journal of Political Economy 119(1): pp. 153–181.

  22. Crossley, T. F. & H. W. Low (2011): “Is the elasticity of intertemporal substitution constant?” Journal of the European Economic Association 9(1): pp. 87–105.

  23. Disdier, A.-C. & K. Head (2008): “The Puzzling Persistence of the Distance Effect on Bilateral Trade.” The Review of Economics and Statistics 90(1): pp. 37–48.
    Paper not yet in RePEc: Add citation now
  24. Doucouliagos, H. & T. D. Stanley (2013): “Are All Economic Facts Greatly Exaggerated? Theory Competition and Selectivity.” Journal of Economic Surveys 27(2): pp. 316–339.

  25. Eicher, T. S., C. Papageorgiou, & A. E. Raftery (2011): “Default Priors and Predictive Performance in Bayesian Model Averaging, with Application to Growth Determinants.” Journal of Applied Econometrics 26(1): pp. 30–55.

  26. Epstein, L. G. & S. E. Zin (1989): “Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework.” Econometrica 57(4): pp. 937–69.

  27. Feldkircher, M. & S. Zeugner (2009): “Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging.” IMF Working Papers 09/202, International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  28. Fernandez, C., E. Ley, & M. F. J. Steel (2001): “Benchmark priors for Bayesian model averaging.” Journal of Econometrics 100(2): pp. 381–427.

  29. Giannetti, M. & Y. Koskinen (2010): “Investor Protection, Equity Returns, and Financial Globalization. ” Journal of Financial and Quantitative Analysis 45(01): pp. 135–168.

  30. Gruber, J. (2006): “A Tax-Based Estimate of the Elasticity of Intertemporal Substitution.” NBER Working Papers 11945, National Bureau of Economic Research, Inc.

  31. Hall, R. E. (1988): “Intertemporal Substitution in Consumption.” Journal of Political Economy 96(2): pp. 339–57.

  32. Havranek, T. (2013): “Publication Bias in Measuring Intertemporal Substitution.” Unpublished manuscript, Czech National Bank and Charles University in Prague. Available at meta-analysis.cz/eis.

  33. Havranek, T. & M. Rusnak (2013): “Transmission Lags of Monetary Policy: A Meta-Analysis.” International Journal of Central Banking (forthcoming).

  34. Irsova, Z. & T. Havranek (2013): “Determinants of Horizontal Spillovers from FDI: Evidence from a Large Meta-Analysis.” World Development 42(1): pp. 1–15.

  35. Ley, E. & M. F. Steel (2009): “On the effect of prior assumptions in Bayesian model averaging with applications to growth regressions.” Journal of Applied Econometrics 24(4): pp. 651–674.
    Paper not yet in RePEc: Add citation now
  36. Mankiw, N. G. & S. P. Zeldes (1991): “The Consumption of Stockholders and Non-Stockholders.” NBER Working Papers 3402, National Bureau of Economic Research, Inc.
    Paper not yet in RePEc: Add citation now
  37. Moeltner, K. & R. Woodward (2009): “Meta-Functional Benefit Transfer for Wetland Valuation: Making the Most of Small Samples.” Environmental & Resource Economics 42(1): pp. 89–108.

  38. Moral-Benito, E. (2012): “Determinants of Economic Growth: A Bayesian Panel Data Approach.” The Review of Economics and Statistics 94(2): pp. 566–579.

  39. Mulligan, C. B. (2002): “Capital, Interest, and Aggregate Intertemporal Substitution.” NBER Working Papers 9373, National Bureau of Economic Research, Inc.
    Paper not yet in RePEc: Add citation now
  40. Nelson, J. & P. Kennedy (2009): “The Use (and Abuse) of Meta-Analysis in Environmental and Natural Resource Economics: An Assessment.” Environmental and Resource Economics 42: pp. 345–377.

  41. Ogaki, M. & C. M. Reinhart (1998): “Measuring Intertemporal Substitution: The Role of Durable Goods.” Journal of Political Economy 106(5): pp. 1078–1098.

  42. Ogaki, M., J. D. Ostry, & C. M. Reinhart (1996): “Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison.” IMF Staff Papers 43(1): pp. 38–71.

  43. Piazzesi, M., M. Schneider, & S. Tuzel (2007): “Housing, Consumption and Asset Pricing.” Journal of Financial Economics 83(3): pp. 531–569.

  44. Raftery, A. E., D. Madigan, & J. A. Hoeting (1997): “Bayesian Model Averaging for Linear Regression Models.” Journal of the American Statistical Association 92: pp. 179–191.
    Paper not yet in RePEc: Add citation now
  45. Rieger, M. O., M. Wang, & T. Hens (2011): “Prospect Theory around the World.” Discussion Papers 2011/19, Department of Finance and Management Science, Norwegian School of Economics.
    Paper not yet in RePEc: Add citation now
  46. Rudebusch, G. D. & E. T. Swanson (2012): “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks.” American Economic Journal: Macroeconomics 4(1): pp. 105–43.

  47. Smets, F. & R. Wouters (2007): “Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach.” American Economic Review 97(3): pp. 586–606.

  48. Stanley, T. D. (2001): “Wheat from Chaff: Meta-Analysis as Quantitative Literature Review.” Journal of Economic Perspectives 15(3): pp. 131–150.
    Paper not yet in RePEc: Add citation now
  49. Trabandt, M. & H. Uhlig (2011): “The Laffer Curve Revisited.” Journal of Monetary Economics 58(4): pp. 305–327.

  50. Verardi, V. & C. Croux (2009): “Robust regression in Stata.” Stata Journal 9(3): pp. 439–453.

  51. Vissing-Jorgensen, A. (2002): “Limited Asset Market Participation and the Elasticity of Intertemporal Substitution.” Journal of Political Economy 110(4): pp. 825–853.

  52. Wang, M., M. O. Rieger, & T. Hens (2011): “How Time Preferences Differ: Evidence from 45 Countries.” Discussion Papers 2011/18, Department of Finance and Management Science, Norwegian School of Economics.
    Paper not yet in RePEc: Add citation now
  53. Wieland, V., T. Cwik, G. J. Muller, S. Schmidt, & M. Wolters (2012): “A new comparative approach to macroeconomic modeling and policy analysis.” Journal of Economic Behavior & Organization 83(3): pp. 523–541.

  54. Wirjanto, T. S. (1995): “Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence.” Canadian Journal of Economics 28(4b): pp. 1135–52. A Summary Statistics

Cocites

Documents in RePEc which have cited the same bibliography

  1. Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

    Full description at Econpapers || Download paper

  2. Learning about the consumption risk exposure of firms. (2024). Li, Kai ; Kim, Yongjin ; Kuehn, Lars-Alexander.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x2300199x.

    Full description at Econpapers || Download paper

  3. The rate of discount on public investments with future bias in an altruistic overlapping generations model. (2023). Tamai, Toshiki.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000605.

    Full description at Econpapers || Download paper

  4. Learning and the capital age premium. (2023). Li, Kai ; Tsou, Chi-Yang ; Xu, Chenjie.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90.

    Full description at Econpapers || Download paper

  5. On the voluntary disclosure of redundant information. (2023). Kaniel, Ron ; Banerjee, Snehal ; Kremer, Ilan ; Breon-Drish, Bradyn.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001394.

    Full description at Econpapers || Download paper

  6. Asset pricing under smooth ambiguity in continuous time. (2022). Miao, Jianjun ; Hansen, Lars.
    In: Economic Theory.
    RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01441-5.

    Full description at Econpapers || Download paper

  7. Financial Uncertainty with Ambiguity and Learning. (2022). Zhang, Yuzhao ; Liu, Hening.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:3:p:2120-2140.

    Full description at Econpapers || Download paper

  8. Economic growth, equilibrium welfare, and public goods provision with intergenerational altruism. (2022). Tamai, Toshiki.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:71:y:2022:i:c:s0176268021000628.

    Full description at Econpapers || Download paper

  9. Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549.

    Full description at Econpapers || Download paper

  10. The cross section of the monetary policy announcement premium. (2022). Pan, Xuhui Nick ; Han, Leyla Jianyu ; Xu, Lai ; Ai, Hengjie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:247-276.

    Full description at Econpapers || Download paper

  11. R&D information quality and stock returns. (2022). Huang, Tao ; Zhu, Ning ; Li, Junye ; Wu, Fei.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300689.

    Full description at Econpapers || Download paper

  12. Banks’ liquidity provision and panic runs with recursive preferences. (2022). Panetti, Ettore.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005912.

    Full description at Econpapers || Download paper

  13. Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption. (2021). Wang, Xuexin ; Velasco, Carlos.
    In: Working Papers.
    RePEc:wyi:wpaper:002595.

    Full description at Econpapers || Download paper

  14. Disagreements with noisy signals and asset pricing. (2020). Wang, Hailong ; Cheng, Fengchao ; Hu, Duni ; Ma, Chaoqun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305424.

    Full description at Econpapers || Download paper

  15. Heterogeneous Households under Uncertainty. (2019). Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25448.

    Full description at Econpapers || Download paper

  16. Asset pricing with an imprecise information set. (2019). Wang, Yan ; Lee, Gemma ; Jacoby, Gady ; Paseka, Alexander.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:82-93.

    Full description at Econpapers || Download paper

  17. Belief heterogeneity in the option markets and the cross-section of stock returns. (2019). Zhao, Yanhui ; Borochin, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:107:y:2019:i:c:9.

    Full description at Econpapers || Download paper

  18. Heterogeneous Households under Uncertainty. (2019). Veronesi, Pietro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13466.

    Full description at Econpapers || Download paper

  19. General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions. (2017). Avram, Doina ; Diaconu, Aurelian.
    In: Romanian Statistical Review Supplement.
    RePEc:rsr:supplm:v:65:y:2017:i:6:p:40-50.

    Full description at Econpapers || Download paper

  20. What Information Drives Asset Prices?. (2017). Constantinides, George ; Ghosh, Anisha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23689.

    Full description at Econpapers || Download paper

  21. Significant aspects regarding the analysis of bankruptcy risk. (2016). Popovici, Mugurel ; Anghel, Madalina ; Anghelache, Constantin ; Manole, Alexandru.
    In: Romanian Statistical Review Supplement.
    RePEc:rsr:supplm:v:64:y:2016:i:9:p:81-87.

    Full description at Econpapers || Download paper

  22. Macro Announcement Premium and Risk Preferences. (2016). Bansal, Ravi ; Ai, Hengjie.
    In: 2016 Meeting Papers.
    RePEc:red:sed016:715.

    Full description at Econpapers || Download paper

  23. Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22527.

    Full description at Econpapers || Download paper

  24. Elasticity of Intertemporal Substitution: An Investigation in Iran. (2016). Einian, Majid ; Nili, Masoud.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:11:y:2016:i:2:p:207-223.

    Full description at Econpapers || Download paper

  25. A representative agent asset pricing model with heterogeneous beliefs and recursive utility. (2016). Suzuki, Masataka.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:298-315.

    Full description at Econpapers || Download paper

  26. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98.

    Full description at Econpapers || Download paper

  27. Financial Intermediation and Capital Reallocation. (2015). Yang, Fang ; Li, Kai ; Ai, Hengjie.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:429.

    Full description at Econpapers || Download paper

  28. Heterogeneity and limited stock market Participation. (2015). Aase, Knut.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2014_005.

    Full description at Econpapers || Download paper

  29. Recursive utility using the stochastic maximum principle. (2015). Aase, Knut.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2014_003.

    Full description at Econpapers || Download paper

  30. Government insurance, information, and asset prices. (2015). Lopomo Beteto Wegner, Danilo ; Lopomo Beteto Wegner, Danilo, .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:165-183.

    Full description at Econpapers || Download paper

  31. Asset pricing in production economies with extrapolative expectations. (2015). Hirshleifer, David ; Li, Jun ; Yu, Jianfeng.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:87-106.

    Full description at Econpapers || Download paper

  32. Cross-country heterogeneity in intertemporal substitution. (2015). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:1:p:100-118.

    Full description at Econpapers || Download paper

  33. MEASURING INTERTEMPORAL SUBSTITUTION: THE IMPORTANCE OF METHOD CHOICES AND SELECTIVE REPORTING. (2015). Havranek, Tomas.
    In: Journal of the European Economic Association.
    RePEc:bla:jeurec:v:13:y:2015:i:6:p:1180-1204.

    Full description at Econpapers || Download paper

  34. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:4:p:397-443.

    Full description at Econpapers || Download paper

  35. Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:2:p:197-215.

    Full description at Econpapers || Download paper

  36. Recursive utility and jump-diffusions. (2014). Aase, Knut.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2014_009.

    Full description at Econpapers || Download paper

  37. Evaluating multi-criteria ratings of financial investment options. (2014). Wang, Shin-Yun ; Yu, Po-Lung ; Chen, Andrew N. K., .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:46-58.

    Full description at Econpapers || Download paper

  38. Cross-Country Heterogeneity in Intertemporal Substitution. (2014). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas ; Rusnak, Marek.
    In: Working Papers.
    RePEc:cnb:wpaper:2014/06.

    Full description at Econpapers || Download paper

  39. How Much Would You Pay to Resolve Long-Run Risk?. (2014). Strzalecki, Tomasz ; Epstein, Larry ; Farhi, Emmanuel.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:9:p:2680-97.

    Full description at Econpapers || Download paper

  40. Cross-Country Heterogeneity in Intertemporal Substitution. (2013). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2013-1056.

    Full description at Econpapers || Download paper

  41. Long-Run Risk and Hidden Growth Persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: MPRA Paper.
    RePEc:pra:mprapa:47217.

    Full description at Econpapers || Download paper

  42. Publication Bias in Measuring Intertemporal Substitution. (2013). Havranek, Tomas.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2013_15.

    Full description at Econpapers || Download paper

  43. Long-run risk and hidden growth persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:9:p:1911-1928.

    Full description at Econpapers || Download paper

  44. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; D'Addona, Stefano.
    In: Working Papers.
    RePEc:rcr:wpaper:07_11.

    Full description at Econpapers || Download paper

  45. Information and the Equity Premium. (2011). Schlee, Edward ; Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:604.

    Full description at Econpapers || Download paper

  46. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

    Full description at Econpapers || Download paper

  47. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:4:p:623-640.

    Full description at Econpapers || Download paper

  48. Confidence Risk and Asset Prices. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14815.

    Full description at Econpapers || Download paper

  49. Learning and Asset-Price Jumps. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14814.

    Full description at Econpapers || Download paper

  50. Learning in Financial Markets. (2009). Pastor, Lubos ; Pstor, ubo ; Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14646.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:29:45 || 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.