1. Stochastic House Appreciation and Optimal Mortgage Lending. (2008). Piskorski, Tomasz ; Tchistyi, Alexei.
   In: 2008 Meeting Papers.
   RePEc:red:sed008:938.

   Full description at Econpapers || Download paper

2. Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts. (2008). Mitchell, Olivia ; Horneff, Wolfram J. ; Maurer, Raimond H. ; Stamos, Michael Z..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14055.

   Full description at Econpapers || Download paper

3. Life-Cycle Portfolio Choice: The Role of Heterogeneity and Under-diversification. (2008). Campanale, Claudio.
   In: Working Papers. Serie AD.
   RePEc:ivi:wpasad:2008-06.

   Full description at Econpapers || Download paper

4. Life Cycle Portfolio Choice: A Swiss Perspective. (2007). Zainhofer, Florian .
   In: Swiss Journal of Economics and Statistics (SJES).
   RePEc:ses:arsjes:2007-ii-4.

   Full description at Econpapers || Download paper

5. The Excess Burden of Government Indecision. (2007). Viceira, Luis ; Kotlikoff, Laurence ; Gomes, Francisco.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12859.

   Full description at Econpapers || Download paper

6. 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

7. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes. (2006). Sodini, Paolo ; Calvet, Laurent ; Campbell, John.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12030.

   Full description at Econpapers || Download paper

8. Will Social Security Be There For You?: How Americans Perceive Their Benefits. (2003). Manski, Charles ; Dominitz, Jeff ; Heinz, Jordan.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:9798.

   Full description at Econpapers || Download paper

9. Financial Innovation, Market Participation and Asset Prices. (2001). Sodini, Paolo ; Gonzalez-Eiras, Martin ; Calvet, Laurent.
   In: Harvard Institute of Economic Research Working Papers.
   RePEc:fth:harver:1928.

   Full description at Econpapers || Download paper

10. Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets. (2001). Černý, Aleš ; Miles, David ; ÄŒerný, AleÅ¡ ; Cerny, Ales .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_441.

    Full description at Econpapers || Download paper

1. Abel, Andrew B., 1998, The Aggregate Effects of Including Equities in the Social Security Trust Fund, unpublished paper, Wharton School of the University of Pennsylvania.
   Paper not yet in RePEc: Add citation now
   

2. Abel, Andrew B., 1999, The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation, unpublished paper, Wharton School of the University of Pennsylvania.

3. Attanasio, Orazio, 1995, The Intertemporal Allocation of Consumption: Theory and Evidence, Carnegie-Rochester Conference Series on Public Policy 39-89.

4. Balduzzi, Perluigi, and Anthony Lynch, 1997, The Impact of Predictability and Transaction Costs on Portfolio Choice in a Multiperiod Setting, unpublished paper, Boston College and New York University.
   Paper not yet in RePEc: Add citation now
   
5. Barberis, Nicholas C., 1999, How Big Are Hedging Demands? Evidence from LongHorizon Asset Allocation, forthcoming Journal of Finance.
   Paper not yet in RePEc: Add citation now
   

6. Barsky, Robert B., F. Thomas Juster, Miles S. Kimball, and Matthew D. Shapiro, 1997, Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study, Quarterly Journal of Economics 112, 537-579.

7. Bertaut, Carol C. and Michael Haliassos, 1997, Precautionary Portfolio Behavior from a Life-Cycle Perspective, Journal of Economic Dynamics and Control 21, 1511-1542.

8. Blanchard, Olivier J., 1993, Movements in the Equity Premium, Brookings Papers on Economic Activity 2, 75-118.

9. Bodie, Zvi, Robert C. Merton and William Samuelson, 1991, Labor Supply Flexibility and Portfolio Choice in a Life Cycle Model, Journal of Economic Dynamics and Control, 16, 427-49.

10. Brandt, Michael W., 1999, Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach, forthcoming Journal of Finance.

11. Brennan, Michael J. and Y. Xia, 1998, Resolution of a Financial Puzzle, unpublished paper, Anderson Graduate School of Management, UCLA.

12. Brennan, Michael J., Eduardo S. Schwartz, and Ronald Lagnado, 1997, Strategic Asset Allocation, Journal of Economic Dynamics and Control 21, 1377-1403.

13. Campbell, John Y. and Luis M. Viceira, 1998, Who Should Buy Long-Term Bonds?, NBER Working Paper No. 6801.

14. Campbell, John Y. and Luis M. Viceira, 1999, Consumption and Portfolio Decisions When Expected Returns are Time Varying, forthcoming Quarterly Journal of Economics.

15. Campbell, John Y. and N. Gregory Mankiw, 1989, Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence, in Olivier Blanchard and Stanley Fischer eds. NBER Macroeconomics Annual 1989, Cambridge, MA: MIT Press.

16. Campbell, John Y. and Robert J. Shiller, 1998, Valuation Ratios and the Long-Run Stock Market Outlook, Journal of Portfolio Management 24, 11-26.
    Paper not yet in RePEc: Add citation now
    

17. Campbell, John Y., 1996, Understanding Risk and Return, Journal of Political Economy 104, 298-345.

18. Carroll, Christopher D. and Lawrence H. Summers, 1991, Consumption Growth Parallels Income Growth: Some New Evidence, in B.D. Bernheim and John B. Shoven, eds., National Savings and Economic Performance, Chicago, IL: University of Chicago Press.

19. Cocco, João F., 1998, Owner-Occupied Housing, Permanent Income, and Portfolio Choice, unpublished paper, Harvard University.
    Paper not yet in RePEc: Add citation now
    

20. Cocco, João F., Francisco J. Gomes, and Pascal J. Maenhout, 1998, Consumption and Portfolio Choice over the Life-Cycle, unpublished paper, Harvard University. 29 Constantinides, George M., John B. Donaldson, and Rajnish Mehra, 1998, Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle, NBER Working Paper No. 6617.

21. Constantinides, George M. and Darrell Duffie, 1996, Asset Pricing with Heterogeneous Consumers, Journal of Political Economy 104, 219-240.

22. Cox, John, Jonathan E. Ingersoll, Jr., and Stephen A. Ross, A Theory of the Term Structure of Interest Rates, Econometrica 53, 385-408. Deaton, Angus 5., 1991, Savings and Liquidity Constraints, Econometrica 59, 122 1-i 248.
    Paper not yet in RePEc: Add citation now
    

23. Fama, Eugene F. and G. William Schwert, 1977, Human Capital and Capital Market Equilibrium, Journal of Financial Economics 5, 115-146.

24. Gakidis, Harry, 1997, Earnings Uncertainty and Life-Cycle Portfolio Choice, unpublished paper, MIT.
    Paper not yet in RePEc: Add citation now
    

25. Geanakoplos, John, Olivia S. Mitchell, and Stephen P. Zeldes, 1998, Social Security Moneys Worth, forthcoming in Olivia S. Mitchell, Robert J. Myers, and Howard Young eds. Prospects for Social Security Reform, Pension Research Council and University of Pennsylvania Press.

26. Gourinchas, Pierre-Olivier and Jonathan Parker, 1996, Consumption Over the Life Cycle, unpublished paper, MIT.

27. Heaton, John and Deborah J. Lucas, 1997a, Market Frictions, Saving Behavior and Portfolio Choice, Macroeconomic Dynamics 1, 76-lOl.

28. Heaton, John and Deborah J. Lucas, 1997b, Savings Behavior and Portfolio Choice: Which Risks Matter?, unpublished paper, Northwestern University.
    Paper not yet in RePEc: Add citation now
    

29. Hubbard, Glenn, Jonathan S. Skinner and Stephen Zeldes, 1994, The Importance of Precautionary Motives for Explaining Individual and Aggregate Saving, in Allan H. Meltzer and Charles I. Plosser, eds., Carnegie-Rochester Conference Series on Public Policy, 40, 59-125.

30. Jagannathan, Ravi and Narayana R. Kocherlakota, 1996, Why Should Older People Invest Less in Stocks Than Younger People?, Federal Reserve Bank of Minneapolis Quarterly Review, 11-23.

31. Jagannathan, Ravi and Zhenyu Wang, 1996, The Conditional CAPM and the Cross-Section of Expected Returns, Journal of Finance 51, 3-53.

32. Kim, Tong Suk, and Edward Omberg, 1996, Dynamic Nonmyopic Portfolio Behavior, Review of Financial Studies 9, 141--161.

33. Kimball, Miles, 1990, Precautionary Saving in the Small and in the Large, Econometrica 58, 53-73.

34. Liu, Jun, 1998, Portfolio Selection in Stochastic Environments, unpublished paper, Stanford University.
    Paper not yet in RePEc: Add citation now
    

35. Mankiw, N. Gregory, 1986, The Equity Premium and the Concentration of Aggregate Shocks, Journal of Financial Economics 17, 211-219.

36. Merton, Robert C., 1969, Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case, Review of Economics and Statistics 51, 247-257.

37. Merton, Robert C., 1971, Optimum Consumption and Portfolio Rules in a ContinuousTime Model, Journal of Economic Theory 3, 373-413.

38. Pischke, Jörn-Steffen, 1995, Individual Income, Incomplete Information, and Aggregate Consumption, Econometrica 63, 805-840.

39. Poterba, James M. and Andrew A. Samwick, 1997, Household Portfolio Allocation Over the Life Cycle, NBER Working Paper No. 6185.

40. Ross, Stephen A., 1997, Samuelsons Fallacy of Large Numbers Revisited, unpublished paper, Yale University.
    Paper not yet in RePEc: Add citation now
    

41. Samuelson, Paul A., 1969, Lifetime Portfolio Selection by Dynamic Stochastic Programming, Review of Economics and Statistics 51, 239-246.

42. Samuelson, Paul A., 1991, Long-Run Risk Tolerance when Equity Returns are Mean Regressing: Pseudoparadoxes and Vindication of a `Businessmans Risk in William C. Brainard, William D. Nordhaus and Harold W. Watts eds., Money, Macroeconomics, and Economic Policy: Essays in Honor of James To bin, Cambridge, MA: MIT Press, 181-200.
    Paper not yet in RePEc: Add citation now
    

43. Storesletten, Kjetil, Chris I. Telmer, and Amir Yaron, 1998a, Asset Pricing with Idiosyncratic Risk and Overlapping Generations, unpublished paper, Carnegie Mellon University.

44. Storesletten, Kjetil, Chris I. Telmer, and Amir Yaron, 1998b, The Risk Sharing Implications of Alternative Social Security Arrangements, unpublished paper, Carnegie Mellon University.

45. Tauchen, George and R. Hussey, 1991, Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models, Econometrica 59, 371-396.

46. Viceira, Luis M., 1997, Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Income, unpublished paper, Harvard University.

47. Wachter, Jessica, 1998a, Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets, unpublished paper, Harvard University.

48. Wachter, Jessica, 1998b, Risk Aversion and Allocation to Long-Term Bonds, unpublished paper, Harvard University.

1. The influence of regional sentiment on online borrowing. (2024). Bazley, William ; Jannati, Sima.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003557.

   Full description at Econpapers || Download paper

2. Consumer behavior in a monetary economy and smoothing of composite consumption. (2020). Hayakawa, Hiroaki.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00134-0.

   Full description at Econpapers || Download paper

3. Time Preferences, Intertemporal Optimization, and the Permanent Income-Life Cycle Hypothesis. (2019). Hayakawa, Hiroaki.
   In: Growth.
   RePEc:aoj:growth:2019:p:1-11.

   Full description at Econpapers || Download paper

4. 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

5. Cross-Country Heterogeneity in Intertemporal Substitution. (2013). Rusnák, Marek ; Irsova, Zuzana ; Horvath, Roman ; Havranek, Tomas.
   In: Working Papers IES.
   RePEc:fau:wpaper:wp2013_11.

   Full description at Econpapers || Download paper

6. The Cross-Euler Equation Approach to testing for the Liquidity Constraint: Evidence from Macro and Micro Data. (2011). Nishiyama, Shin-Ichi.
   In: TERG Discussion Papers.
   RePEc:toh:tergaa:273.

   Full description at Econpapers || Download paper

7. A two-pillar DSGE monetary policy model for the euro area. (2011). Marx, Magali ; Barthélemy, Jean ; Barthelemy, Jean.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/7umo3loae88ks85fddjte9ieal.

   Full description at Econpapers || Download paper

8. Racial Disparities in Credit Constraints in the Great Recession: Evidence from the UK. (2011). Gathergood, John.
   In: Discussion Papers.
   RePEc:not:notcfc:11/09.

   Full description at Econpapers || Download paper

9. Optimal Portfolio Choice with Wage-Indexed Social Security. (2011). Smetters, Kent ; Li, Jialun.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17025.

   Full description at Econpapers || Download paper

10. A two-pillar DSGE monetary policy model for the euro area. (2011). Marx, Magali ; Barthélemy, Jean ; Barthelemy, Jean.
    In: Post-Print.
    RePEc:hal:journl:hal-03461460.

    Full description at Econpapers || Download paper

11. A two-pillar DSGE monetary policy model for the euro area. (2011). Marx, Magali ; CLERC, Laurent ; Barthélemy, Jean.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1303-1316.

    Full description at Econpapers || Download paper

12. Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints. (2009). Kilponen, Juha.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2009_009.

    Full description at Econpapers || Download paper

13. MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK. (2009). Torricelli, Costanza.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:0017.

    Full description at Econpapers || Download paper

14. Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints. (2009). Kilponen, Juha.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2009_009.

    Full description at Econpapers || Download paper

15. Credit Card Debt and Default over the Life Cycle. (2008). Lopes, Paula.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:40:y:2008:i:4:p:769-790.

    Full description at Econpapers || Download paper

16. Household debt and credit: Economic issues and data problems. (2007). Bertola, Giuseppe ; Hochguertel, Stefan.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200732.

    Full description at Econpapers || Download paper

17. Defined benefit or defined contribution?: An empirical study of pension choices. (2004). Lopes, Paula ; Cocco, Joao F..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24751.

    Full description at Econpapers || Download paper

18. Firm Investment in Imperfect Capital Markets: A Structural Estimation. (2003). Rendon, Silvio ; Pratap, Sangeeta.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:3:p:513-545.

    Full description at Econpapers || Download paper

19. Credit card debt and default over the life-cycle. (2003). Lopes, Paula.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24869.

    Full description at Econpapers || Download paper

20. Fostering Within-Family Human Capital Investment: An Intragenerational Insurance Perspective of Social Security. (2002). Hagedorn, Marcus ; Barbie, Martin ; Kaul, Ashok.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp678.

    Full description at Econpapers || Download paper

21. Dealer Pricing of Consumer Credit. (2002). Koeniger, Winfried ; Hochguertel, Stefan ; Bertola, Giuseppe.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp440.

    Full description at Econpapers || Download paper

22. EU pension reform - An overview of the debate and an empirical assessment of the main policy reform options. (2002). W. Röger, ; McMorrow, K..
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0162.

    Full description at Econpapers || Download paper

23. Dealer Pricing of Consumer Credit. (2002). Koeniger, Winfried ; Hochguertel, Stefan ; Bertola, Giuseppe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3160.

    Full description at Econpapers || Download paper

24. The Risk Premium for Equity: Implications for the Proposed Diversification of the Social Security Fund. (2002). Quiggin, John ; Grant, Simon.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:4:p:1104-1115.

    Full description at Econpapers || Download paper

25. Pension Reform in Russia: A General Equilibrium Approach. (2001). Oleg, Ordin ; Artem, Kuznetsov.
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:01-02e.

    Full description at Econpapers || Download paper

26. The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks. (2000). Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7739.

    Full description at Econpapers || Download paper

27. Transición demográfica en economías cerradas y abiertas: historia de dos regiones. (2000). Violante, Giovanni ; Attanasio, Orazio ; Orazio P. Attanasio Author-X-Name_First: Orazio P., ; Giovanni L. Violante Author-X-Name_First: Giovanni, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4195.

    Full description at Econpapers || Download paper

28. The Demographic Transition in Closed and Open Economies: A Tale of Two Regions. (2000). Violante, Giovanni ; Attanasio, Orazio ; Giovanni L. Violante Author-X-Name_First: Giovanni, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4194.

    Full description at Econpapers || Download paper

29. The Demographic Transition in Closed and Open Economies: A Tale of Two Regions. (2000). Attanasio, Orazio P ; Violante, Giovanni L.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:1313.

    Full description at Econpapers || Download paper

30. The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks. (2000). Abel, Andrew.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:9-00.

    Full description at Econpapers || Download paper

31. The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks. (2000). Abel, Andrew.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:09-00.

    Full description at Econpapers || Download paper

32. 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

33. Social Security Investment in Equities in an Economy with Short-Term Production and Land. (2000). Diamond, Peter ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1259.

    Full description at Econpapers || Download paper

34. Taxation and Saving. (1999). Bernheim, B. Douglas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7061.

    Full description at Econpapers || Download paper

35. Social Security and Demographic Uncertainty: The Risk Sharing Properties of Alternative Policies. (1999). Bohn, Henning.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7030.

    Full description at Econpapers || Download paper

36. Investing Retirement Wealth: A Life-Cycle Model. (1999). Gomes, Francisco ; Campbell, John ; Maenhout, Pascal J. ; Cocco, Joao F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7029.

    Full description at Econpapers || Download paper

37. The Household Balance Sheet and Durable Consumer Expenditures: An Empirical Investigation for The Netherlands, 1972-93. (1999). Smant, David ; de Ruiter, Marcel.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:21:y:1999:i:2:p:243-274.

    Full description at Econpapers || Download paper

38. Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation.. (1995). Ng, Serena ; Lusardi, Annamaria ; Garcia, René.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9511.

    Full description at Econpapers || Download paper

39. Evidence on the role of cash flow for investment. (1995). Gilchrist, Simon ; Himmelberg, Charles P..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:36:y:1995:i:3:p:541-572.

    Full description at Econpapers || Download paper

40. Fostering Within-Family Human Capital Investment: An Intragenerational Insurance Perspective of Social Security. (). Hagedorn, Marcus ; Kaul, Ashok ; Barbie, Martin.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:236.

    Full description at Econpapers || Download paper

Report date: 2025-09-22 05:32:02 || Missing content? Let us know