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Mathematica code for Death to the Log-Linearized Consumption Euler Equation! Author info | Abstract | Publisher info | Download info | Related research | Statistics Christopher D. Carroll (John Hopkins University)
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Carroll, Christopher D & Kimball, Miles S, 1996.
"On the Concavity of the Consumption Function ,"
Econometrica ,
Econometric Society, vol. 64(4), pages 981-92, July.
[Downloadable!] (restricted)
Other versions: Shapiro, Matthew D., 1984.
"The permanent income hypothesis and the real interest rate : Some evidence from panel data ,"
Economics Letters ,
Elsevier, vol. 14(1), pages 93-100.
[Downloadable!] (restricted)
Martin Browning & Annamaria Lusardi, 1996.
"Household Saving: Micro Theories and Micro Facts ,"
Discussion Papers
96-01, University of Copenhagen. Department of Economics.
Other versions: Lawrance, Emily C, 1991.
"Poverty and the Rate of Time Preference: Evidence from Panel Data ,"
Journal of Political Economy ,
University of Chicago Press, vol. 99(1), pages 54-77, February.
[Downloadable!] (restricted)
John Y. Campbell & N. Gregory Mankiw, 1989.
"Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 1989, Volume 4, pages 185-246
National Bureau of Economic Research, Inc.
[Downloadable!]
Other versions: Chris Carroll & Lawrence H. Summers, 1989.
"Consumption Growth Parallels Income Growth: Some New Evidence ,"
NBER Working Papers
3090, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Hansen, Lars Peter, 1982.
"Large Sample Properties of Generalized Method of Moments Estimators ,"
Econometrica ,
Econometric Society, vol. 50(4), pages 1029-54, July.
[Downloadable!] (restricted)
Karen E. Dynan, 1993.
"How prudent are consumers? ,"
Working Paper Series / Economic Activity Section
135, Board of Governors of the Federal Reserve System (U.S.).
Robert B. Barsky & Miles S. Kimball & F. Thomas Juster & Matthew D. Shapiro, 1997.
"Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Survey ,"
NBER Working Papers
5213, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Pierre-Olivier Gourinchas & Jonathan A. Parker, 1999.
"Consumption Over the Life Cycle ,"
NBER Working Papers
7271, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Gourinchas, Pierre-Olivier & Parker, Jonathan A, 2000.
"Consumption Over the Life-Cycle ,"
CEPR Discussion Papers
2345, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Pierre-Olivier Gourinchas & Jonathan A. Parker, 2002.
"Consumption Over the Life Cycle ,"
Econometrica ,
Econometric Society, vol. 70(1), pages 47-89, January.
[Downloadable!] (restricted) Zeldes, Stephen P, 1989.
"Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 104(2), pages 275-98, May.
[Downloadable!] (restricted)
Other versions: Christopher D. Carroll, 1992.
"The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 23(1992-2), pages 61-156.
[Downloadable!]
Orazio P. Attanasio & Guglielmo Weber, 1994.
"Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey ,"
NBER Working Papers
4795, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: repec:fth:harver:1435 is not listed on IDEAS
Alexander Michaelides & Serena Ng, 1997.
"Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators ,"
Boston College Working Papers in Economics
373, Boston College Department of Economics.
[Downloadable!]
Other versions: Carroll, Christopher D. & Samwick, Andrew A., 1997.
"The nature of precautionary wealth ,"
Journal of Monetary Economics ,
Elsevier, vol. 40(1), pages 41-71, September.
[Downloadable!] (restricted)
Other versions: Dynan, Karen E, 1993.
"How Prudent Are Consumers? ,"
Journal of Political Economy ,
University of Chicago Press, vol. 101(6), pages 1104-13, December.
[Downloadable!] (restricted)
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Alessie, R. & Teppa, F., 2002.
"Saving and habit formation: : evidence from Dutch panel data ,"
Discussion Paper
62, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Andrew Benito & Haroon Mumtaz, .
"Consumption excess sensitivity, liquidity constraints and the collateral role of housing ,"
Bank of England working papers
306, Bank of England.
[Downloadable!]
Steven Haider & Melvin Stephens Jr., 2004.
"Is There a Retirement-Consumption Puzzle? Evidence Using Subjective Retirement Expectations ,"
NBER Working Papers
10257, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jesus Fernandez-Villaverde & Dirk Krueger, 2002.
"Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data ,"
NBER Working Papers
9382, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Sydney Ludvigson & Christina H. Paxson, 1999.
"Approximation Bias in Linearized Euler Equations ,"
NBER Technical Working Papers
0236, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jesús Fernández-Villaverde & Dirk Krueger, 2003.
"Consumption over the Life Cycle: Some Facts from Consumer Expenditure Survey Data ,"
Levine's Bibliography
506439000000000304, UCLA Department of Economics.
[Downloadable!]
Other versions: Midori Wakabayashi & Charles Yuji Horioka, 2005.
"Borrowing Constraints and Consumption Behavior in Japan ,"
NBER Working Papers
11560, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Orazio P. Attanasio & Hamish Low, 2004.
"Estimating Euler Equations ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 7(2), pages 405-435, April.
[Downloadable!] (restricted)
Other versions: Giorgio Primiceri & Thijs van Rens, 2002.
"Inequality over the Business Cycle: Estimating Income Risk Using Micro-Data on Consumption ,"
Economics Working Papers
943, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
[Downloadable!]
Other versions: Jonathan Gruber, 2006.
"A Tax-Based Estimate of the Elasticity of Intertemporal Substitution ,"
NBER Working Papers
11945, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2006.
"Temptation and self-control: some evidence and applications ,"
Staff Report
367, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: Christopher D. Carroll & Jody Overland & David N. Weil, 2000.
"Saving and Growth with Habit Formation ,"
American Economic Review ,
American Economic Association, vol. 90(3), pages 341-355, June.
[Downloadable!] (restricted)
Other versions: Jeong-Joon Lee & Yasuyuki Sawada, 2005.
"Precautionary Saving under LiquidityConstraints: Evidence from Rural Pakistan ,"
CIRJE F-Series
CIRJE-F-377, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Yasuyuki Sawada & Jeong-Joon Lee, 2006.
"The Degree of Precautionary Saving: A Reexamination ,"
CIRJE F-Series
CIRJE-F-448, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Other versions: Yasuyuki Sawada & Kazumitsu Nawata & Masako Ii & Jeong-Joon Lee, 2007.
"Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model ,"
CIRJE F-Series
CIRJE-F-498, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Melvin Stephens Jr. & Steven J. Haider, 2003.
"Can Unexpected Retirement Explain The Retirement-Consumption Puzzle? Evidence For Subjective Retirement Expectations ,"
Working Papers, Center for Retirement Research at Boston College
2003-15, Center for Retirement Research.
[Downloadable!]
Sun Jin Kang & Yasuyuki Sawada, 2003.
"Credit Crunches and Household Welfare: The Case of the Korean Financial Crisis ,"
CIRJE F-Series
CIRJE-F-234, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Other versions: M. Fatih Guvenen, 2002.
"Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective ,"
RCER Working Papers
491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
[Downloadable!]
Other versions:
Fatih Guvenen, 2005.
"Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective ,"
Macroeconomics
0507005, EconWPA.
[Downloadable!] Guvenen, Fatih, 2006.
"Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(7), pages 1451-1472, October.
[Downloadable!] (restricted) Han Hong & Bruce Preston, 2008.
"Bayesian Averaging, Prediction and Nonnested Model Selection ,"
NBER Working Papers
14284, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Chris Elbers & Jan Willem Gunning & Bill Kinsey, 2003.
"Growth and Risk: Methodology and Micro Evidence ,"
Tinbergen Institute Discussion Papers
03-068/2, Tinbergen Institute, revised 19 Sep 2006.
[Downloadable!]
Other versions:
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