This document has not been cited yet.

1. [1] Attanasio Orazio and Guglielmo Weber, 1989: Intertemporal Substitution, Risk Aversion and the Euler equation for Consumption, Economic Journal 99: 5-73.

2. [10] Mehra Rajnish and Edward Prescott, 1985: The Equity Premium: a Puzzle, Journal of Monetary Economics 15: 145-161.

3. [11] Mulligan Casey, 2004: Capital, Interest and Aggregate Intertemporal Substitution, Working Pa- per, University of Chicago.

4. [12] Rietz Thomas, 1988: The Equity Premium: a Solution, Journal of Monetary Economics 22: 117- 131.
   Paper not yet in RePEc: Add citation now
   

5. [13] Vissing-Jorgensen Annette, 2002: Limited Asset Market Participation and the Elasticity of In- tertemporal Substitution 2002., Journal of Political Economy 110: 825:853.

6. [2] Bansal Ravi and Amir Yaron, 2004: Risks for the Long Run: A Potential Explanation of Asset Pricing Puzzles, Journal of Finance, 59: 1481-1509.

7. [3] Barro Robert, 2006: Rare Disasters and Asset Markets in the Twentieth Century, Quarterly Journal of Economics 121:823-866.

8. [4] Cochrane John, 2001: Asset Pricing, Princeton University Press.
   Paper not yet in RePEc: Add citation now
   

9. [5] Epstein, Larry and Stanley Zin, 1989: Substitution, Risk Aversion, and the temporal Behavior of consumption and asset returns: A theoretical framework, Econometrica 57: 937-969.

10. [6] Guvenen, Fathi, 2006: Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substi- tution: A Macroeconomic Perspective, Journal of Monetary Economics 53: 1451-1472.

11. [7] Hall, Robert, 1988: Intertemporal Substitution in Consumption, Journal of Political Economy 96: 339-357.

12. [8] Hansen, Lars and Kenneth Singleton, 1982: Generalized instrumental variables estimation of non- linear rational expectations models, Econometrica 50:1269-1286.

13. [9] Madison Angus, 2003: The World Economy: Historical Statistics, Paris: OECD, 2003.
    Paper not yet in RePEc: Add citation now
    

1. .

   Full description at Econpapers || Download paper

2. Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility. (2015). Kim, Hwagyun ; Park, Joon Y. ; Jeong, Daehee.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:115:y:2015:i:2:p:361-382.

   Full description at Econpapers || Download paper

3. Rainfall Risk and Religious Membership in the Late Nineteenth-Century United States. (2014). Ciccone, Antonio ; Ager, Philipp.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10079.

   Full description at Econpapers || Download paper

4. Empirical evidence for decreasing returns to scale in a health capital model. (2012). Meijer, Erik ; Hullegie, Patrick ; Galama, Titus ; Outcault, S..
   In: Health, Econometrics and Data Group (HEDG) Working Papers.
   RePEc:yor:hectdg:12/05.

   Full description at Econpapers || Download paper

5. The two sector endogenous growth model: An atlas. (2012). Ben-Gad, Michael.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:34:y:2012:i:3:p:706-722.

   Full description at Econpapers || Download paper

6. Risk and intertemporal substitution: Livestock portfolios and off-take among Kenyan pastoralists. (2012). McPeak, John ; Lybbert, Travis.
   In: Journal of Development Economics.
   RePEc:eee:deveco:v:97:y:2012:i:2:p:415-426.

   Full description at Econpapers || Download paper

7. From income and consumption inequality to economic welfare inequality: the role of labor supply. (2011). Theloudis, Alexandros.
   In: MPRA Paper.
   RePEc:pra:mprapa:37517.

   Full description at Econpapers || Download paper

8. Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption. (2011). De Veirman, Emmanuel ; Dunstan, Ashley.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2011-14.

   Full description at Econpapers || Download paper

9. Explaining asset pricing puzzles associated with the 1987 market crash. (2011). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573.

   Full description at Econpapers || Download paper

10. Price uncertainty, saving, and welfare. (2011). Nocetti, Diego ; Smith, William T..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:7:p:1139-1149.

    Full description at Econpapers || Download paper

11. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2009). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15504.

    Full description at Econpapers || Download paper

12. The two sector endogenous growth model: an atlas. (2009). Ben-Gad, Michael.
    In: Working Papers.
    RePEc:cty:dpaper:09/02.

    Full description at Econpapers || Download paper

13. Relative Risk Aversion Is Constant: Evidence from Panel Data. (2008). Paiella, Monica ; Chiappori, Pierre.
    In: Discussion Papers.
    RePEc:prt:dpaper:5_2008.

    Full description at Econpapers || Download paper

14. Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory. (2008). Paiella, Monica ; Attanasio, Orazio.
    In: Discussion Papers.
    RePEc:prt:dpaper:1_2008.

    Full description at Econpapers || Download paper

15. The elasticity of intertemporal substitution: new evidence from 401(k) participation. (2008). Kumar, Anil ; Engelhardt, Gary V..
    In: Working Papers.
    RePEc:fip:feddwp:0812.

    Full description at Econpapers || Download paper

16. Individual needs and social pressure: Evidence on the Easterlin hypothesis using repeated cross-section surveys of Canadian households. (2008). Merrigan, Philip ; gardes, françois.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:66:y:2008:i:3-4:p:582-596.

    Full description at Econpapers || Download paper

17. high level of international risk sharing when the productivity growth contains long run risk. (2007). Chang, Yanqin.
    In: MPRA Paper.
    RePEc:pra:mprapa:4476.

    Full description at Econpapers || Download paper

18. Long-Run Risks and Financial Markets. (2007). Bansal, Ravi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13196.

    Full description at Econpapers || Download paper

19. Long-run risks and financial markets. (2007). Bansal, Ravi.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:283-300:n:v.89no.4.

    Full description at Econpapers || Download paper

20. Consumption-leisure nonseparabilities in asset market participants preferences. (2007). Jacobs, Kris.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:7:p:2131-2138.

    Full description at Econpapers || Download paper

21. Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship. (2007). Ticchi, Davide ; Saltari, Enrico.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:3:p:622-648.

    Full description at Econpapers || Download paper

22. Temptation, Welfare and Revealed Preference. (2007). Noor, Jawwad.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-008.

    Full description at Econpapers || Download paper

23. Temptation and self-control: some evidence and applications. (2006). Liu, Zheng ; Huang, Kevin.
    In: Staff Report.
    RePEc:fip:fedmsr:367.

    Full description at Econpapers || Download paper

24. Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective. (2006). Guvenen, Fatih.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1451-1472.

    Full description at Econpapers || Download paper

25. Equilibrium consumption and precautionary savings in a stochastically growing economy. (2006). Turnovsky, Stephen J ; Smith, William T..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:2:p:243-278.

    Full description at Econpapers || Download paper

26. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2005). Guvenen, Fatih.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0507005.

    Full description at Econpapers || Download paper

27. Dont break the habit: structural stability tests of consumption asset pricing models in the UK. (2005). Sherif, Mo ; Hyde, Stuart.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:5:p:289-296.

    Full description at Econpapers || Download paper

28. Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options. (2005). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11861.

    Full description at Econpapers || Download paper

29. Can the desire to conserve our natural resources be self-defeating?. (2005). Son, Young Seob ; Smith, William.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:49:y:2005:i:1:p:52-67.

    Full description at Econpapers || Download paper

30. Interpretable asset markets?. (2005). Yaron, Amir ; Bansal, Ravi ; Khatchatrian, Varoujan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:49:y:2005:i:3:p:531-560.

    Full description at Econpapers || Download paper

31. Dont break the habit: structural stability tests of consumption models in the UK. (2004). Sherif, Mo ; Hyde, Stuart.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:49.

    Full description at Econpapers || Download paper

32. Fertility, Volatility, and Growth. (2004). Pommeret, Aude ; Smith, William T..
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:04.08.

    Full description at Econpapers || Download paper

33. A theory of markets, institutions, and endogenous preferences. (2004). Palacios-Huerta, Ignacio ; Santos, Tano J..
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:88:y:2004:i:3-4:p:601-627.

    Full description at Econpapers || Download paper

34. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
    RePEc:roc:rocher:491.

    Full description at Econpapers || Download paper

35. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:6:p:777-811.

    Full description at Econpapers || Download paper

36. Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion. (2003). Vissing-Jorgensen, Annette ; Attanasio, Orazio.
    In: American Economic Review.
    RePEc:aea:aecrev:v:93:y:2003:i:2:p:383-391.

    Full description at Econpapers || Download paper

37. Limited Asset Market Participation and the Elasticity of Intertemporal Substitution. (2002). Vissing-Jorgensen, Annette.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8896.

    Full description at Econpapers || Download paper

38. Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa. (2000). Cooper, Russel ; Donaghy, Kieran P..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0527.

    Full description at Econpapers || Download paper

39. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Working Papers.
    RePEc:ecl:upafin:00-2.

    Full description at Econpapers || Download paper

40. An intertemporal consumption-leisure model with non-expected utility. (1999). KOSKIEVIC, Jean-Max.
    In: Economics Letters.
    RePEc:eee:ecolet:v:64:y:1999:i:3:p:285-289.

    Full description at Econpapers || Download paper

41. Uncertain lifetime, risk aversion and intertemporal substitution. (1999). Moresi, Serge.
    In: Economics Letters.
    RePEc:eee:ecolet:v:62:y:1999:i:2:p:207-212.

    Full description at Econpapers || Download paper

42. Non-expected Utility, Saving, and Portfolios. (1998). Haliassos, Michael ; Hassapis, Christis.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9709003.

    Full description at Econpapers || Download paper

43. Covariance risk, consumption risk, and international stock market returns. (1997). Lee, Wai.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:37:y:1997:i:2:p:491-510.

    Full description at Econpapers || Download paper

44. Taxation and inflation: A new explanation for capital flows. (1996). Gagnon, Joseph ; Bayoumi, Tamim.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:38:y:1996:i:2:p:303-330.

    Full description at Econpapers || Download paper

45. Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences. (1996). Pemberton, James.
    In: Economics Letters.
    RePEc:eee:ecolet:v:50:y:1996:i:3:p:387-392.

    Full description at Econpapers || Download paper

46. The Impact of Financial and Fiscal Policies on Saving. (1995). Honohan, Patrick.
    In: Papers.
    RePEc:esr:wpaper:wp059.

    Full description at Econpapers || Download paper

47. Consumption, real after tax interest rates and income innovations. A panel data analysis. (1992). Salas, Rafael ; Ventura, Eva ; Mones, Antonia M..
    In: Economics Working Papers.
    RePEc:upf:upfgen:18.

    Full description at Econpapers || Download paper

48. Mikroökonometrische Untersuchung von Aggregationsproblemen: Eine partielle Übersicht. (1991). Laisney, Francois.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:9103.

    Full description at Econpapers || Download paper

49. Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing. (1989). Jorion, Philippe ; Giovannini, Alberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3195.

    Full description at Econpapers || Download paper

50. Rince Preferences. (1989). Farmer, Roger.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:547.

    Full description at Econpapers || Download paper

Report date: 2025-09-26 10:54:17 || Missing content? Let us know