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Citations of
Selahattin Imrohoroglu

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

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Working papers

  1. Gary D. Hansen & Selo Imrohoroglu, 2007. "Business Cycle Fluctuations and the Life Cycle: How Important is On-The-Job Skill Accumulation?," NBER Working Papers 13603, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Audra J. Bowlus & Chris Robinson, 2008. "Human Capital Prices, Productivity and Growth," University of Western Ontario, CIBC Human Capital and Productivity Project Working Papers 20085, University of Western Ontario, CIBC Human Capital and Productivity Project. [Downloadable!]

  2. Gary D. Hansen & Selahattin Imrohoroglu, 2006. "Consumption Over the Life Cycle: The Role of Annuities," NBER Working Papers 12341, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics. [Downloadable!]
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    2. Kaiji Chen & Ayşe İmrohoroğlu & Selahattin İmrohoroğlu, 2007. "The Japanese saving rate between 1960 and 2000: productivity, policy changes, and demographics," Economic Theory, Springer, vol. 32(1), pages 87-104, July. [Downloadable!] (restricted)
    3. Frank Caliendo & Kevin X.D. Huang, 2007. "Overconfidence and Consumption over the Life Cycle," Working Papers 0712, Department of Economics, Vanderbilt University. [Downloadable!]
    4. James Feigenbaum & Geng Li, 2008. "Lifecycle Dynamics of Income Uncertainty and Consumption," Working Papers 360, University of Pittsburgh, Department of Economics, revised Jul 2008. [Downloadable!]
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    5. Fang Yang, 2009. "Consumption over the Life Cycle: How Different is Housing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 423-443, July. [Downloadable!] (restricted)
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    6. Frank Caliendo & Kevin X. D. Huang, 2007. "Overconfidence in financial markets and consumption over the life cycle," Working Papers 07-3, Federal Reserve Bank of Philadelphia. [Downloadable!]

  3. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2005. "Personal Security Accounts and Mandatory Annuitization in a Dynastic Framework," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

    Cited by:

    1. Hans Fehr & Christian Habermann, 2008. "Private Retirement Savings in Germany: The Structure of Tax Incentives and Annuitization," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  4. Kaiji Chen & Ayse Imrohoroglu & Selo Imrohoroglu, 2005. "Japanese Saving Rate," Macroeconomics 0502017, EconWPA. [Downloadable!]
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    Cited by:

    1. R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2006. "Saving and interest rates in Japan: why they have fallen and why they will remain low," Working Paper Series 2006-39, Federal Reserve Bank of San Francisco. [Downloadable!]
    2. R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2007. "The Saving Rate in Japan: Why It Has Fallen and Why It Will Remain Low," CIRJE F-Series CIRJE-F-535, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    3. Keisuke Otsu, 2007. "A Neoclassical Analysis of the Postwar Japanese Economy," IMES Discussion Paper Series 07-E-01, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
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    4. Hui He & Zheng Liu, 2006. "Investment-Specific Technical Change and the Dynamics of Skill Accumulation and Wage Inequality," Emory Economics 0609, Department of Economics, Emory University (Atlanta). [Downloadable!]
    5. Hui He & Zheng Liu, 2008. "Investment-Specific Technological Change, Skill Accumulation, and Wage Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(2), pages 314-334, April. [Downloadable!] (restricted)
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    6. R.Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2006. "Saving and interest rates in Japan: Why they have fallen and why they will remain low," Proceedings, Federal Reserve Bank of San Francisco, issue Jun. [Downloadable!]
    7. Chakraborty, Suparna, 2006. "Amplifying Business Cycles through Credit Constraints," MPRA Paper 1808, University Library of Munich, Germany. [Downloadable!]
    8. Pierre-Olivier Gourinchas & Olivier Jeanne, 2007. "Capital Flows to Developing Countries: The Allocation Puzzle," NBER Working Papers 13602, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2004. "Elimination of Social Security in a Dynastic Framework," Macroeconomics 0402008, EconWPA. [Downloadable!]
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    Cited by:

    1. Chung Tran & Juergen Jung, 2007. "The Extension of Social Security Coverage in Developing Countries," Caepr Working Papers 2007-026, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    2. Heer, Burkhard & Irmen, Andreas, 2009. "Population, Pensions and Endogenous Economic Growth," CEPR Discussion Papers 7172, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Chung Tran, 2008. "Transfers and Labor Market Behavior of the Elderly in Developing Countries: Theory and Evidence from Vietnam," Caepr Working Papers 2008-018, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    4. Hans Fehr & Christian Habermann & Fabian Kindermann, 2008. "Social Security with Rational and Hyperbolic Consumers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 884-903, October. [Downloadable!] (restricted)
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    5. Kai Zhao, 2009. "Social Security, Differential Fertility, and the Dynamics of the Earnings Distribution," UWO Department of Economics Working Papers 20091, University of Western Ontario, Department of Economics. [Downloadable!]

  6. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2000. "Time inconsistent preferences and Social Security," Discussion Paper / Institute for Empirical Macroeconomics 136, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

    Cited by:

    1. Faruk Gul & Wolfgang Pesendorfer, 2003. "Self-control, revealed preference and consumption choice," Levine's Bibliography 506439000000000362, UCLA Department of Economics. [Downloadable!]
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    2. Sergio Guimarães Ferreira, 2004. "Social Security Reforms under an Open Economy: The Brazilian Case," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 58(3), April. [Downloadable!]
    3. Alessandro Bucciol, 2006. "The Roles of Temptation and Social Security in Explaining Individual Behavior," "Marco Fanno" Working Papers 0032, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
    4. Helmuth Cremer & Philippe de Donder & Darío Maldonado & Pierre Pestieau, 2008. "Forced Saving, Redistribution and Nonlinear Social Security Schemes," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    5. Matteo Bassi, 2008. "An Egg Today and a Chicken Tomorrow: A Model of Social Security with Quasi-Hyperbolic Discounting," CSEF Working Papers 205, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    6. Helmuth Cremer & Philippe Donder & Dario Maldonado & Pierre Pestieau, 2008. "Designing a linear pension scheme with forced savings and wage heterogeneity," International Tax and Public Finance, Springer, vol. 15(5), pages 547-562, October. [Downloadable!] (restricted)
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    7. Junjian Miao, 2005. "Option Exercise with Temptation," Boston University - Department of Economics - Working Papers Series WP2005-007, Boston University - Department of Economics. [Downloadable!]
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    8. Erik Hurst & Paul Willen, 2004. "Social Security and unsecured debt," Public Policy Discussion Paper 04-10, Federal Reserve Bank of Boston. [Downloadable!]
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    9. Frank N. Caliendo & Emin Gahramanov, 2008. "Hunting the Unobservables for Optimal Social Security: A General Equilibrium Approach," Economics Series 2008_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    10. B. Douglas Bernheim & Antonio Rangel, 2008. "Beyond Revealed Preference: Choice Theoretic Foundations for Behavioral Welfare Economics," NBER Working Papers 13737, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Manuel Amador & Ivan Werning & George-Marios Angeletos, 2003. "Commitment Vs. Flexibility," NBER Working Papers 10151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. Hans Fehr & Christian Habermann & Fabian Kindermann, 2008. "Social Security with Rational and Hyperbolic Consumers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 884-903, October. [Downloadable!] (restricted)
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  7. Elizabeth M. Caucutt & Selahattin Imrohoroglu & Krishna B. Kumar, 2000. "Does the progressivity of taxes matter for economic growth?," Discussion Paper / Institute for Empirical Macroeconomics 138, Federal Reserve Bank of Minneapolis. [Downloadable!]

    Cited by:

    1. Marek Kapicka, 2006. "Optimal Income Taxation with Human Capital Accumulation and Limited Record Keeping," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 612-639, October. [Downloadable!] (restricted)
    2. Juan Carlos Conesa & Dirk Krueger, 2002. "On the Optimal Progressivity of the Income Tax Code," Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP) 4, Centro de Altisimos Estudios Rios Perez (CAERP). [Downloadable!]
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    3. Stephen P. Cassou & Kevin J. Lansing, 2002. "Growth effects of shifting from a progressive tax system to a flat tax," Working Papers in Applied Economic Theory 2000-15, Federal Reserve Bank of San Francisco. [Downloadable!]
    4. Elizabeth M. Caucutt & Selahattin Imrohoroglu & Krishna B. Kumar, 2003. "Growth and Welfare Analysis of Tax Progressivity in a Heterogeneous-Agent Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 546-577, July. [Downloadable!] (restricted)

  8. Mariacristina De Nardi & Selahattin Imrohoglu & Thomas J. Sargent, 1998. "Projected U.S. demographics and social security," Working Paper Series WP-98-14, Federal Reserve Bank of Chicago. [Downloadable!]
    Published as:

    Cited by:

    1. Florian Heiss & Alexander Ludwig & Joachim Winter, 2002. "Pension reform, capital markets, and the rate of return," MEA discussion paper series 02023, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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    2. Sergio Guimarães Ferreira, 2004. "Social Security Reforms under an Open Economy: The Brazilian Case," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 58(3), April. [Downloadable!]
    3. Hans Fehr & Sabine Jokisch & Laurence Kotlikoff, 2003. "The Developed World's Demographic Transition - The Roles of Capital Flows, Immigration, and Policy," NBER Working Papers 10096, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Juan A. Rojas, 2002. "Privatizing Social Security: The Role Of Imperfect Substitution Between Less And More Experienced Workers," Economics Working Papers we022004, Universidad Carlos III, Departamento de Economía. [Downloadable!]
    5. Axel Boersch-Supan & Alexander Ludwig & Joachim Winter, 2001. "Aging and International Capital Flows," NBER Working Papers 8553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Axel Börsch-Supan & Alexander Ludwig & Joachim Winter, 2002. "Sind die Probleme der Bevölkerungsalterung durch eine höhere Geburtenrate lösbar?," MEA discussion paper series 02025, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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    7. Juan F. Jimeno & Juan A. Rojas & Sergio Puente, 2006. "Modeling the impact of aging on social security expenditures," Banco de España Occasional Papers 0601, Banco de España. [Downloadable!]
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    8. Gary D. Hansen, . "Consumption over the Life Cycle: The Role of Annuities (with Selo Imrohoroglu)," UCLA Economics Online Papers 417, UCLA Department of Economics. [Downloadable!]
    9. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2000. "Time inconsistent preferences and Social Security," Discussion Paper / Institute for Empirical Macroeconomics 136, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    10. Giovanni L. Violante & Orazio P. Attanasio, 2000. "Transición demográfica en economías cerradas y abiertas: historia de dos regiones," RES Working Papers 4195, Inter-American Development Bank, Research Department. [Downloadable!]
    11. J. C. Parra & M. Huggett, 2005. "Quantifying the Inefficiency of the US Social Security System," Computing in Economics and Finance 2005 70, Society for Computational Economics. [Downloadable!]
    12. Simon Gilchrist & Fabio M. Natalucci & Egon Zakrajsek, 2007. "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market," Boston University - Department of Economics - Working Papers Series WP2007-027, Boston University - Department of Economics. [Downloadable!]
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    13. Javier Diaz-Gimenez & Julian Diaz-Saavedra, 2009. "Delaying Retirement in Spain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 147-167, January. [Downloadable!] (restricted)
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    14. Gary Hansen & Selahattin Imrohoroglu, 2008. "Consumption over the Life Cycle: The Role of Annuities," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 566-583, July. [Downloadable!] (restricted)
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    15. Shinichi Nishiyama, 2004. "Social Security Reform in an Economy with Population Aging," Econometric Society 2004 North American Winter Meetings 582, Econometric Society. [Downloadable!]
    16. Börsch-Supan, Axel, 2004. "GLOBAL AGING - Issues, Answers, More Questions," Sonderforschungsbereich 504 Publications 07-28, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    17. Juan A. Rojas, . "Life-cycle Earnings Cohort Size Effects and Social Security. A Quantitative Exploration," Studies on the Spanish Economy 88, FEDEA. [Downloadable!]
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    18. Hans Fehr & Christian Habermann, 2005. "Risk Sharing and Efficiency Implications of Progressive Pension Arrangements," DNB Working Papers 064, Netherlands Central Bank, Research Department. [Downloadable!]
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    19. Jukka Lassila & Tarmo Valkonen, 2001. "Ageing, Demographic Risks, and Pension Reform," Discussion Papers 765, The Research Institute of the Finnish Economy. [Downloadable!]
    20. Sergi Jiménez-Martín & Alfonso R. Sánchez, 2003. "An Evaluation of the Life-cycle Effects of Minimum Pensions on Retirement Behavior," Economics Working Papers 715, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2006. [Downloadable!]
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    21. Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Will China Eat Our Lunch or Take Us Out to Dinner? Simulating the Transition Paths of the U.S., EU, Japan, and China," NBER Working Papers 11668, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    22. Shinichi Nishiyama & Kent Smetters, 2003. "Consumption Taxes and Economic Efficiency in a Stochastic OLG Economy," NBER Working Papers 9492, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Hénin, Pierre-Yves & Weitzenblum, Thomas, 2003. "Redistribution through alternative pension reforms: A life-cycle analysis on French occupational groups," CEPREMAP Working Papers (Couverture Orange) 0307, CEPREMAP. [Downloadable!]
    24. Karsten Jeske, 2003. "Pension systems and aggregate shocks," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 15-31. [Downloadable!]
    25. Hans Fehr & Sabine Jokisch & Laurence Kotlikoff, 2004. "The Role of Immigration in Dealing with the Developed World's Demographic Transition," NBER Working Papers 10512, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Marco Bassetto, 1999. "Political economy of taxation in an overlapping-generations economy," Discussion Paper / Institute for Empirical Macroeconomics 133, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    27. Shinichi Nishiyama & Kent Smetters, 2005. "Does Social Security Privatization Produce Efficiency Gains?," NBER Working Papers 11622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    28. Cerny, Ales & Miles, David K & Schmidt, Lubomir, 2005. "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers 5143, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    29. Hans Fehr & Christian Habermann & Fabian Kindermann, 2008. "Social Security with Rational and Hyperbolic Consumers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 884-903, October. [Downloadable!] (restricted)
      Other versions:
    30. Giovanni L. Violante & Orazio P. Attanasio, 2000. "The Demographic Transition in Closed and Open Economies: A Tale of Two Regions," RES Working Papers 4194, Inter-American Development Bank, Research Department. [Downloadable!]
    31. Alfonso R. Sánchez Martín, 2001. "Endogenous Retirement And Public Pension System Reform In Spain," Economics Working Papers we013503, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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    32. Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001. "Aging, pension reform, and capital flows: A multi-country simulation model," Sonderforschungsbereich 504 Publications 01-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
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    33. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2004. "Elimination of Social Security in a Dynastic Framework," Macroeconomics 0402008, EconWPA. [Downloadable!]
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    34. Henning Bohn, 2001. "Retirement Savings in an Aging Society: A Case for Innovative Government Debt Management," University of California at Santa Barbara, Economics Working Paper Series wp3-01, Department of Economics, UC Santa Barbara. [Downloadable!]
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  9. Imrohoroglu, S., 1997. "A Quantitative Analysis of Capital Income Taxation," Papers 1997/12, Koc University.
    Published as:

    Cited by:

    1. Juergen Jung, 2008. "The Timing of Redistribution," Caepr Working Papers 2008-015, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    2. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2000. "Time inconsistent preferences and Social Security," Discussion Paper / Institute for Empirical Macroeconomics 136, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    3. Kartik B. Athreya & Andrea L. Waddle, 2007. "Implications of some alternatives to capital income taxation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 31-55. [Downloadable!]
    4. Césaire A. Meh & Yaz Terajima, 2009. "Uninsurable Investment Risks and Capital Income Taxation," Working Papers 09-3, Bank of Canada. [Downloadable!]
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    5. Andres Erosa & Martin Gervais, 2000. "Optimal taxation in life-cycle economies," Working Paper 00-02, Federal Reserve Bank of Richmond. [Downloadable!]
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    6. Baltasar Manzano & Jesús Ruiz, 2004. "Política fiscal óptima: el estado de la cuestión," Investigaciones Economicas, Fundación SEPI, vol. 28(1), pages 5-41, January. [Downloadable!]
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  10. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 1994. "The effect of tax-favored retirement accounts on capital accumulation and welfare," Discussion Paper / Institute for Empirical Macroeconomics 92, Federal Reserve Bank of Minneapolis. [Downloadable!]

    Cited by:

    1. Hugo Benitez-Silva, 2000. "A Dynamic Model Of Labor Supply, Consumption/Saving, And Annuity Decisions Under Uncertainty," Computing in Economics and Finance 2000 128, Society for Computational Economics. [Downloadable!]
    2. Roland Bénabou, 1996. "Inequality and Growth," NBER Chapters, in: NBER Macroeconomics Annual 1996, Volume 11, pages 11-92 National Bureau of Economic Research, Inc. [Downloadable!]
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    3. Jose-Victor Rios-Rull, 1997. "Computation of equilibria in heterogeneous agent models," Staff Report 231, Federal Reserve Bank of Minneapolis. [Downloadable!]
    4. Hugo Benitez-Silva, 2000. "A Dynamic Model of Labor Supply, Consumption/Saving, and Annuity Decisions under Uncertainty," Department of Economics Working Papers 00-06, Stony Brook University, Department of Economics. [Downloadable!]
    5. Hugo Benitez-Silva, 2000. "A Joint Model of Labor Supply and Consumption Decisions Under Uncertainty," Econometric Society World Congress 2000 Contributed Papers 0196, Econometric Society. [Downloadable!]

  11. Giorgio De Santis & Selahattin Imrohoroglu, 1994. "Stock returns and volatility in emerging financial markets," Discussion Paper / Institute for Empirical Macroeconomics 93, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    Cited by:

    1. Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank. [Downloadable!]
    2. Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer, vol. 14(3), pages 201-210, September. [Downloadable!] (restricted)
    3. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO. [Downloadable!]
    4. Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007. "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(12), pages 1-52. [Downloadable!]
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    5. Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 4795, University Library of Munich, Germany. [Downloadable!]
    6. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Lee Chee Tong, 2005. "Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data," SCAPE Policy Research Working Paper Series 0516, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    8. Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers 5462, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    9. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
    10. Gerald Kohers & Ninon Kohers & Theodor Kohers, 2006. "The risk and return characteristics of developed and emerging stock markets: the recent evidence," Applied Economics Letters, Taylor and Francis Journals, vol. 13(11), pages 737-743, September. [Downloadable!] (restricted)
    11. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. Raúl Susmel, 1998. "Extreme Observations and Diversification in Latin American Emerging Equity Markets," CEMA Working Papers: Serie Documentos de Trabajo. 138, Universidad del CEMA. [Downloadable!]
    13. Carlo Altomonte & Enrico Pennings, 2004. "The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model," Working Papers 259, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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    14. Fedorova , Elena & Vaihekoski, Mika, 2009. "Global and local sources of risk in Eastern European emerging stock markets," BOFIT Discussion Papers 27/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    15. Perotti, Enrico C & van Oijen, Pieter, 1999. "Privatization, Political Risk and Stock Market Development," CEPR Discussion Papers 2243, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    16. Belton Fleisher & Dongwei Su, 1996. "Risk, Return and Regulation in Chinese Stock Markets," Working Papers 005, Ohio State University, Department of Economics. [Downloadable!]
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    17. Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009. "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 137-154, February. [Downloadable!] (restricted)
    18. Georges Ogum, Francisca M. Beer, Geneviève Nouyrigat, 2004. "An Empirical Analysis of Kenyan Daily Returns Using EGARCH Models," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(2), pages 101-115, December. [Downloadable!]
    19. Mohammed Nishat, 2001. "Industry Risk Premia in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 40(4), pages 929-949. [Downloadable!]
    20. Enrico C. Perotti & Pieter van Oijen, 1999. "Privatization, Political Risk and Stock Market Development in Emerging Economies," Tinbergen Institute Discussion Papers 99-033/2, Tinbergen Institute. [Downloadable!]
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    21. Aktham Maghyereh & Hiatham Al-Zuobi, 2005. "Free trade agreements and equity market integration: the case of the US and Jordan," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 995-1005, October. [Downloadable!] (restricted)
    22. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
    23. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    24. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department. [Downloadable!]
    25. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-10. [Downloadable!]
    26. Kasai Ndahiriwe & Rangan Gupta, 2008. "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers 200803, University of Pretoria, Department of Economics.
    27. Arouri Mohamed El Hedi, 2004. "International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects," International Finance 0410001, EconWPA. [Downloadable!]

  12. Thomas Sargent & He Huang & Selo Imrohoroglu, . "Two Computational Experiments to Fund Social Security," Papers _002, Stanford University, Hoover Institution. [Downloadable!]

    Cited by:

    1. Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Will China Eat Our Lunch or Take Us to Dinner? – Simulating the Transition Paths of the U.S., EU, Japan, and China," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-009, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    2. Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 2001. "Finding a Way Out of America's Demographic Dilemma," NBER Working Papers 8258, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Julia Lynn Coronado, 1998. "The effects of social security privatization on household saving: evidence from the Chilean experience," Finance and Economics Discussion Series 1998-12, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    4. Kent Smetters & Jan Walliser, 2002. "Dropping Out of Social Security," Working Papers wp022, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    5. Buetler, M. & Kirchsteiger, G., 1999. "Aging anxiety : much ado about nothing?," Discussion Paper 37, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    6. Simon Gilchrist & Fabio M. Natalucci & Egon Zakrajsek, 2007. "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market," Boston University - Department of Economics - Working Papers Series WP2007-027, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    7. Rómulo A. Chumacero & Klaus Schmidt-Hebbel, 2004. "General Equilibrium Models: An Overview," Working Papers Central Bank of Chile 307, Central Bank of Chile. [Downloadable!]
    8. Shinichi Nishiyama & Kent Smetters, 2006. "Social Security Privatization with Income-Mortality Correlation," Working Papers wp140, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    9. Laurence J. Kotlikoff, 1998. "The A-K Model: It's Past, Present, and Future," NBER Working Papers 6684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Simulating the Dynamic Macroeconomic and Microeconomic Effects of the FairTax," NBER Working Papers 11858, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Laurence J. Kotlikoff & Kent A. Smetters & Jan Walliser, 1998. "Social Security: Privatization and Progressivity," NBER Working Papers 6428, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Laurence J. Kotlikoff & Kent A. Smetters & Jan Walliser, 1998. "Opting Out of Social Security and Adverse Selection," NBER Working Papers 6430, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. Gary Hansen & Selahattin Imrohoroglu, 2008. "Consumption over the Life Cycle: The Role of Annuities," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 566-583, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Fuster, Luisa & Imrohoroglu, Ayse & Imrohoroglu, Selahattin, 2008. "Altruism, incomplete markets, and tax reform," Journal of Monetary Economics, Elsevier, vol. 55(1), pages 65-90, January. [Downloadable!] (restricted)

    Cited by:

    1. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics. [Downloadable!]
      Other versions:
    2. Kartik B. Athreya & Devin Reilly, 2009. "Consumption smoothing and the measured regressivity of consumption taxes," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 75-100. [Downloadable!]

  3. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2007. "Elimination of Social Security in a Dynastic Framework," Review of Economic Studies, Blackwell Publishing, vol. 74(1), pages 113-145, 01. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Elizabeth M. Caucutt & Selahattin Imrohoroglu & Krishna B. Kumar, 2003. "Growth and Welfare Analysis of Tax Progressivity in a Heterogeneous-Agent Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 546-577, July. [Downloadable!] (restricted)

    Cited by:

    1. Heinz Handler & Andreas Knabe & Bertrand Koebel & Margit Schratzenstaller & Sven Wehke, 2005. "The Impact of Public Budgets on Overall Productivity Growth," WIFO Working Papers 255, WIFO. [Downloadable!]
    2. Juan Carlos Conesa & Dirk Krueger, 2005. "On the Optimal Progressivity of the Income Tax Code," CFS Working Paper Series 2005/10, Center for Financial Studies. [Downloadable!]
      Other versions:
    3. Cecilia García-Peñalosa & Jean-François Wen, 2008. "Redistribution and entrepreneurship with Schumpeterian growth," Journal of Economic Growth, Springer, vol. 13(1), pages 57-80, March. [Downloadable!] (restricted)
    4. Steven P. Cassou & Kevin J. Lansing, 2002. "Tax reform and public-sector expenditures," Working Papers in Applied Economic Theory and Econometrics 98-09, Federal Reserve Bank of San Francisco. [Downloadable!]
    5. Cecilia Garcia-Peñalosa & Jean-François Wen, 2004. "Redistribution and Occupational Choice in a Schumpeterian Growth Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    6. Patrick Pintus, 2004. "International Capital Mobility and Aggregate Volatility: the Case of Credit-Rationed Open Economies," Computing in Economics and Finance 2004 193, Society for Computational Economics. [Downloadable!]
    7. R. Alison Felix, 2007. "The incidence of capital taxation and the magnitude of its burden," Regional Research Working Paper RRWP 07-02, Federal Reserve Bank of Kansas City. [Downloadable!]

  5. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2003. "A welfare analysis of social security in a dynastic framework," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(4), pages 1247-1274, November. [Downloadable!] (restricted)

    Cited by:

    1. Chung Tran & Juergen Jung, 2007. "The Extension of Social Security Coverage in Developing Countries," Caepr Working Papers 2007-026, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    2. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2005. "Personal Security Accounts and Mandatory Annuitization in a Dynastic Framework," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    3. Raquel Fonseca & Thepthida Sopraseuth, 2005. "Welfare Effects of Social Security Reforms Across Europe : the Case of France and Italy," CSEF Working Papers 138, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
      Other versions:
    4. Demange, Gabrielle, 2005. "On Sustainable Pay-As-You-Go Systems," CEPR Discussion Papers 4966, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    5. Francisco Gomes & Alexander Michaelides, 2004. "Aggregate Implications Of Defined Benefit And Defined Contribution Systems," Working Papers, Center for Retirement Research at Boston College 2003-16, Center for Retirement Research. [Downloadable!]
      Other versions:
    6. Song, Zheng, 2008. "The Dynamics of Inequality and Social Security in General Equilibrium," MPRA Paper 10365, University Library of Munich, Germany. [Downloadable!]
    7. Shinichi Nishiyama, 2002. "Bequests, Inter Vivos Transfers, and Wealth Distribution," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(4), pages 892-931, October. [Downloadable!] (restricted)
    8. Isaac Ehrlich & Jinyoung Kim, 2005. "Social Security, Demographic Trends, and Economic Growth: Theory and Evidence from the International Experience," NBER Working Papers 11121, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Hairault, Jean-Olivier & Langot, François & Sopraseuth, Thepthida, 2005. "A Quantitative Investigation of the Laffer Curve on the Continued Work Tax: The French Case," IZA Discussion Papers 1499, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    10. Hans Fehr & Christian Habermann & Fabian Kindermann, 2008. "Social Security with Rational and Hyperbolic Consumers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 884-903, October. [Downloadable!] (restricted)
      Other versions:
    11. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2004. "Elimination of Social Security in a Dynastic Framework," Macroeconomics 0402008, EconWPA. [Downloadable!]
      Other versions:

  6. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2003. "Time-Inconsistent Preferences And Social Security," The Quarterly Journal of Economics, MIT Press, vol. 118(2), pages 745-784, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. M De Nardi & S Imrohoroglu & TJ Sargent, 2001. "Saving and pension reform in general equilibrium models," Oxford Review of Economic Policy, Oxford University Press, vol. 17(1), pages 20-39, Spring.

    Cited by:

    1. Orazio Attanasio & Sagiri Kitao & Giovanni L. Violante, 2006. "Quantifying the Effects of the Demographic Transition in Developing Economies," Advances in Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1298-1298. [Downloadable!] (restricted)
    2. Garry Young, . "The implications of an ageing population for the UK economy," Bank of England working papers 159, Bank of England. [Downloadable!]
    3. Hénin, Pierre-Yves & Weitzenblum, Thomas, 2003. "Redistribution through alternative pension reforms: A life-cycle analysis on French occupational groups," CEPREMAP Working Papers (Couverture Orange) 0307, CEPREMAP. [Downloadable!]
    4. Marco Bassetto, 2008. "Political Economy of Taxation in an Overlapping-Generations Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 18-43, January. [Downloadable!] (restricted)
      Other versions:

  8. Imrohoroglu, Selahattin, 1999. "The risk-sharing implications of alternative social security arrangements : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 50(1), pages 261-269, June. [Downloadable!] (restricted)

    Cited by:

    1. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2000. "Time inconsistent preferences and Social Security," Discussion Paper / Institute for Empirical Macroeconomics 136, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:

  9. Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1999. "Projected U.S. Demographics and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 575-615, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 1999. "Social Security in an Overlapping Generations Economy with Land," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 638-665, July. [Downloadable!] (restricted)
    Also available as:

    Cited by:

    1. Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Will China Eat Our Lunch or Take Us to Dinner? – Simulating the Transition Paths of the U.S., EU, Japan, and China," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-009, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    2. Chung Tran & Juergen Jung, 2007. "The Extension of Social Security Coverage in Developing Countries," Caepr Working Papers 2007-026, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    3. Piero Gottardi & Felix Kubler, 2009. "Social Security and Risk Sharing," Economics Working Papers ECO2009/12, European University Institute. [Downloadable!]
      Other versions:
    4. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2000. "Time inconsistent preferences and Social Security," Discussion Paper / Institute for Empirical Macroeconomics 136, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    5. André Silva, 2008. "Taxes and labor supply: Portugal, Europe, and the United States," Portuguese Economic Journal, Springer, vol. 7(2), pages 101-124, August. [Downloadable!] (restricted)
    6. Sanchez-Romero, Miguel, 2006. "“Demand for Private Annuities and Social Security: Consequences to Individual Wealth”," Working Papers in Economic Theory 2006/07, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History). [Downloadable!]
    7. Alexander Ludwig & Dirk Krüger, 2006. "On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare," MEA discussion paper series 06103, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
      Other versions:
    8. Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2006. "Probabilistic Aging," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    9. Laurence J. Kotlikoff, 2001. "Generational Policy," NBER Working Papers 8163, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • Kotlikoff, Laurence J., 2002. "Generational policy," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 27, pages 1873-1932 Elsevier. [Downloadable!] (restricted)
    10. Roman Arjona, . "Gradually Capitalizing the Spanish Retirement Pension System," Studies on the Spanish Economy 81, FEDEA. [Downloadable!]
    11. Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Will China Eat Our Lunch or Take Us Out to Dinner? Simulating the Transition Paths of the U.S., EU, Japan, and China," NBER Working Papers 11668, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Elizabeth M. Caucutt & Selahattin Imrohoroglu & Krishna B. Kumar, 2000. "Does the progressivity of taxes matter for economic growth?," Discussion Paper / Institute for Empirical Macroeconomics 138, Federal Reserve Bank of Minneapolis. [Downloadable!]
    13. Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Simulating the Dynamic Macroeconomic and Microeconomic Effects of the FairTax," NBER Working Papers 11858, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Chung Tran, 2008. "Transfers and Labor Market Behavior of the Elderly in Developing Countries: Theory and Evidence from Vietnam," Caepr Working Papers 2008-018, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    15. Hans Fehr & Christian Habermann & Fabian Kindermann, 2008. "Social Security with Rational and Hyperbolic Consumers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 884-903, October. [Downloadable!] (restricted)
      Other versions:
    16. Luisa Fuster & Ayse Imrohoroglu & Selahattin Imrohoroglu, 2004. "Elimination of Social Security in a Dynastic Framework," Macroeconomics 0402008, EconWPA. [Downloadable!]
      Other versions:
    17. Roman Arjona, . "Optimal Social Security Taxation in Spain," Studies on the Spanish Economy 80, FEDEA. [Downloadable!]
    18. Elizabeth M. Caucutt & Selahattin Imrohoroglu & Krishna B. Kumar, 2003. "Growth and Welfare Analysis of Tax Progressivity in a Heterogeneous-Agent Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 546-577, July. [Downloadable!] (restricted)

  11. Imrohoroglu, Ayse & Imrohoroglu, Selahattin & Joines, Douglas H, 1998. "The Effect of Tax-Favored Retirement Accounts on Capital Accumulation," American Economic Review, American Economic Association, vol. 88(4), pages 749-68, September. [Downloadable!] (restricted)

    Cited by:

    1. Steven M. Fazzari, . "Capital Income Taxes and Economic Performance," Economics Policy Note Archive 99-7, Levy Economics Institute, The. [Downloadable!]
    2. Laurence J. Kotlikoff, 2001. "Generational Policy," NBER Working Papers 8163, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • Kotlikoff, Laurence J., 2002. "Generational policy," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 27, pages 1873-1932 Elsevier. [Downloadable!] (restricted)
    3. Hugo Benitez-Silva, 2000. "A Dynamic Model of Labor Supply, Consumption/Saving, and Annuity Decisions under Uncertainty," Department of Economics Working Papers 00-06, Stony Brook University, Department of Economics. [Downloadable!]
    4. Burkhard Heer & Bernd Suessmuth, 2003. "Cold Progression and its Effects on Income Distribution," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    5. Juan A. Rojas & Carlos Urrutia, 2006. "Social Security Reform with Uninsurable Income Risk and Endogenous Borrowing Constraints," Banco de España Working Papers 0602, Banco de España. [Downloadable!]
      Other versions:
    6. Gaobo Pang & University of Maryland, 2006. "Tax-Deferred Savings and Early Retirement," Computing in Economics and Finance 2006 31, Society for Computational Economics. [Downloadable!]
      Other versions:

  12. Imrohoroglu, Selahattin, 1998. "A Quantitative Analysis of Capital Income Taxation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(2), pages 307-28, May.
    Other versions:

    See citations under working paper version above.

  13. De Santis, Giorgio & imrohoroglu, Selahattin, 1997. "Stock returns and volatility in emerging financial markets," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 561-579, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  14. Imrohoroglu, Ayse & Imrohoroglu, Selahattin & Joines, Douglas H, 1995. "A Life Cycle Analysis of Social Security," Economic Theory, Springer, vol. 6(1), pages 83-114, June.

    Cited by:

    1. Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Will China Eat Our Lunch or Take Us to Dinner? – Simulating the Transition Paths of the U.S., EU, Japan, and China," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-009, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    2. Serdar Sayan & Turalay Kenc, 1998. "Transmission of Demographic Shock Effects from Large to Small Countries : An Overlapping Generations CGE Analysis," Departmental Working Papers 985, Bilkent University, Department of Economics. [Downloadable!]
    3. Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 2001. "Finding a Way Out of America's Demographic Dilemma," NBER Working Papers 8258, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Juan A. Rojas, 2002. "Privatizing Social Security: The Role Of Imperfect Substitution Between Less And More Experienced Workers," Economics Working Papers we022004, Universidad Carlos III, Departamento de Economía. [Downloadable!]
    5. Chung Tran & Juergen Jung, 2007. "The Extension of Social Security Coverage in Developing Countries," Caepr Working Papers 2007-026, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    6. Niku Määttänen & Panu Poutvaara, 2007. "Should Old-Age Benefits Be Earnings-Tested?," IZA Discussion Papers 2616, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    7. Alfonso R Sánchez-Martín & Virginia Sánchez Marcos, 2008. "Demographic change, pension reform and redistribution in Spain," Working Papers 08.04, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
      Other versions:
    8. Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 1999. "Privatizing Social Security in the U.S. -- Comparing the Options," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 532-574, July. [Downloadable!] (restricted)
    9. Juan A. Rojas, 2004. "On the Interaction between Education and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 932-957, October. [Downloadable!] (restricted)
      Other versions:
    10. Mark Huggett (Georgetown University) and Juan Carlos Parra (Georgetown University), . "Quantifying the Inefficiency of the US Social Insurance System," Working Papers gueconwpa~05-05-16, Georgetown University, Department of Economics. [Downloadable!]
      Other versions:
    11. Elizabeth M. Caucutt & Thomas F. Cooley & Nezih Guner, 2007. "The Farm, the City, and the Emergence of Social Security," NBER Working Papers 12854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Juan F. Jimeno & Juan A. Rojas & Sergio Puente, 2006. "Modeling the impact of aging on social security expenditures," Banco de España Occasional Papers 0601, Banco de España. [Downloadable!]
      Other versions:
    13. Hui He, 2009. "What Drives the Skill Premium: Technological Change or Demographic Variation?," Working Papers 200911, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    14. James Bullard & Steve Russell, 1998. "Monetary steady states in a low real interest rate economy," Working Papers 1994-012, Federal Reserve Bank of St. Louis. [Downloadable!]
    15. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 2000. "Time inconsistent preferences and Social Security," Discussion Paper / Institute for Empirical Macroeconomics 136, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    16. Luisa Fuster, 1997. "Is Altruism Important for Understanding the Long-Run Effects of Social Security?," Economics Working Papers 234, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
      Other versions:
    17. Luis M. Cubeddu, 1996. "The Intra-Generational Redistributive Effects of Social Security," Economics Working Papers 168, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    18. Mark Huggett & Juan Carols Parra, . "How Well Does the US Social Insurance System Provide Social Insurance?," Working Papers gueconwpa~06-06-11, Georgetown University, Department of Economics. [Downloadable!]
    19. Krüger, Dirk & Ludwig, Alexander, 2006. "On the Consequences of Demographic Change for Rates of Return to Capital, and the Distribution of Wealth and Welfare," CEPR Discussion Papers 5834, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    20. Juan A. Rojas & Carlos Urrutia, 2008. "Social Security with Uninsurable Income Risk and Endogenous Borrowing Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 83-103, January. [Downloadable!] (restricted)
    21. J. C. Parra & M. Huggett, 2005. "Quantifying the Inefficiency of the US Social Security System," Computing in Economics and Finance 2005 70, Society for Computational Economics. [Downloadable!]
    22. Burkhard Heer, 2000. "Employment And Welfare Effects Of A Two-Tier Unemployment Compensation System," Computing in Economics and Finance 2000 3, Society for Computational Economics. [Downloadable!]
      Other versions:
    23. Javier Diaz-Gimenez & Julian Diaz-Saavedra, 2009. "Delaying Retirement in Spain," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 147-167, January. [Downloadable!] (restricted)
      Other versions:
    24. Heer, Burkhard & Irmen, Andreas, 2009. "Population, Pensions and Endogenous Economic Growth," CEPR Discussion Papers 7172, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    25. Gary Hansen & Selahattin Imrohoroglu, 2008. "Consumption over the Life Cycle: The Role of Annuities," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 566-583, July. [Downloadable!] (restricted)
      Other versions:
    26. Laurence J. Kotlikoff, 2001. "Generational Policy," NBER Working Papers 8163, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • Kotlikoff, Laurence J., 2002. "Generational policy," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 27, pages 1873-1932 Elsevier. [Downloadable!] (restricted)
    27. Roman Arjona, . "Gradually Capitalizing the Spanish Retirement Pension System," Studies on the Spanish Economy 81, FEDEA. [Downloadable!]
    28. Christian Jaag, 2005. "The Role of Endogenous Skill Choice in an Aging Economy," Public Economics 0505005, EconWPA. [Downloadable!]
    29. Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2002. "Consumption and Risk Sharing Over the Life Cycle," Seminar Papers 702, Stockholm University, Institute for International Economic Studies. [Downloadable!]
      Other versions:
    30. Rowena A. Pecchenino & Patricia S. Pollard, 2000. "Dependent children and aged parents: funding education and social security in an aging economy," Working Papers 1995-001, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    31. María Montero-Muñoz, 2000. "Estructura demográfica y sistemas de pensiones," Investigaciones Economicas, Fundación SEPI, vol. 24(2), pages 297-327, May. [Downloadable!]
    32. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 1999. "Social Security in an Overlapping Generations Economy with Land," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 638-665, July. [Downloadable!] (restricted)
      Other versions:
    33. María Montero, . "Estructura demográfica y sistema de pensiones. Un análisis de equilibrio general aplicado a la economía española," Studies on the Spanish Economy 16, FEDEA. [Downloadable!]
    34. Juan A. Rojas, . "Life-cycle Earnings Cohort Size Effects and Social Security. A Quantitative Exploration," Studies on the Spanish Economy 88, FEDEA. [Downloadable!]
      Other versions:
    35. Jana Kremer, 2001. "Labor Unions, Unemployment, and Inequality in an OLG-Model with Heterogeneous Agents," Discussion Paper Series 207, Universitaet Augsburg, Institute for Economics. [Downloadable!]
    36. Hans Fehr & Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Will China Eat Our Lunch or Take Us Out to Dinner? Simulating the Transition Paths of the U.S., EU, Japan, and China," NBER Working Papers 11668, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    37. Erik Hurst & Paul Willen, 2004. "Social Security and unsecured debt," Public Policy Discussion Paper 04-10, Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    38. Tongwook Park, 2000. "Optimal Social Security with Moral Hazard," Econometric Society World Congress 2000 Contributed Papers 1265, Econometric Society. [Downloadable!]
    39. Mariacristina De Nardi & Selahattin Imrohoglu & Thomas J. Sargent, 1998. "Projected U.S. demographics and social security," Working Paper Series WP-98-14, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    40. Marco A. Espinosa-Vega & Tapen Sinha, 2000. "A primer and assessment of social security reform in Mexico," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 1-23. [Downloadable!]
    41. Burkhard Heer, 2002. "Should Unemployment Benefits be Related to Previous Earnings?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    42. Hénin, Pierre-Yves & Weitzenblum, Thomas, 2003. "Redistribution through alternative pension reforms: A life-cycle analysis on French occupational groups," CEPREMAP Working Papers (Couverture Orange) 0307, CEPREMAP. [Downloadable!]
    43. Karsten Jeske, 2003. "Pension systems and aggregate shocks," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 15-31. [Downloadable!]
    44. Shinichi Nishiyama & Kent Smetters, 2005. "Does Social Security Privatization Produce Efficiency Gains?," Working Papers wp106, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
      Other versions:
    45. Robert MacCulloch, 2001. "Does Social Insurance Help Secure Property Rights?," STICERD - Development Economics Papers 31, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    46. Turalay Kenc & Serdar Sayan, 1998. "Transmission of Demographic Shock Effects from Large to Small," GE, Growth, Math methods 9804001, EconWPA. [Downloadable!]
    47. Francisco Gomes & Alexander Michaelides, 2004. "Aggregate Implications Of Defined Benefit And Defined Contribution Systems," Working Papers, Center for Retirement Research at Boston College 2003-16, Center for Retirement Research. [Downloadable!]
      Other versions:
    48. Mark Huggett, 2001. "Human Capital and Earnings Distribution Dynamics," Working Papers gueconwpa~03-03-10, Georgetown University, Department of Economics. [Downloadable!]
      Other versions:
    49. Juan A. Rojas & Carlos Urrutia, 2006. "Social Security Reform with Uninsurable Income Risk and Endogenous Borrowing Constraints," Banco de España Working Papers 0602, Banco de España. [Downloadable!]
      Other versions:
    50. Sabine Jokisch & Laurence J. Kotlikoff, 2005. "Simulating the Dynamic Macroeconomic and Microeconomic Effects of the FairTax," NBER Working Papers 11858, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    51. David Miles & Ales Cerny, 2001. "Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    52. Hui He, 2009. "Why Have Girls Gone to College? A Quantitative Examination of the Female College Enrollment Rate in the United States: 1955-1980," Working Papers 200912, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    53. Cerny, Ales & Miles, David K & Schmidt, Lubomir, 2005. "The Impact of Changing Demographics and Pensions on The Demand for Housing and Financial Assets," CEPR Discussion Papers 5143, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    54. Cerny, Ales & Miles, David K, 2001. "Risk Return and Portfolio Allocation under Alternative Pension Systems with Imperfect Financial Markets," CEPR Discussion Papers 2779, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    55. Song, Zheng, 2008. "The Dynamics of Inequality and Social Security in General Equilibrium," MPRA Paper 10365, University Library of Munich, Germany. [Downloadable!]
    56. Finn E. Kydland & D'Ann M. Petersen, 1997. "Does being different matter?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 2-11. [Downloadable!]
    57. Juan A. Rojas, 2009. "Social Security reform with imperfect substitution between less and more experienced workers," Banco de España Working Papers 0832, Banco de España. [Downloadable!]
    58. Yan Wang & Dianqing Xu & Zhi Wang & FanZhai, 2001. "Implicit pension debt, transition cost, options, and impact of China's pension reform : a computable general equilibrium analysis," Policy Research Working Paper Series 2555, The World Bank. [Downloadable!]
    59. Junjian Miao & Manuel Santos, 2005. "Numerical Solution of Dynamic Non-Optimal Economies," Boston University - Department of Economics - Working Papers Series WP2005-003, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    60. Alexander Ludwig, 2005. "Moment estimation in Auerbach-Kotlikoff models: How well do they match the data?," MEA discussion paper series 05093, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
      Other versions:
    61. Jorge Soares, . "Altruism and Self-interest in a Political Economy of Public Education," Working Papers 130, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    62. Hans Fehr & Christian Habermann & Fabian Kindermann, 2008. "Social Security with Rational and Hyperbolic Consumers," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 884-903, October. [Downloadable!] (restricted)
      Other versions:
    63. Juan C. Conesa & Dirk Krueger, 1999. "Social Security Reform with Heterogeneous Agents," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(4), pages 757-795, October. [Downloadable!] (restricted)
    64. Ferreira, Pedro Cavalcanti Gomes & Santos, Marcelo Rodrigues dos, 2008. "The Effect of Social Security, Demography and Technology on Retirement," Economics Working Papers (Ensaios Economicos da EPGE) 683, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    65. Roman Arjona, . "Optimal Social Security Taxation in Spain," Studies on the Spanish Economy 80, FEDEA. [Downloadable!]

  15. Imrohoroglu, Selahattin, 1994. "GMM Estimates of Currency Substitution between the Canadian Dollar and the U.S. Dollar," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 792-807, November. [Downloadable!] (restricted)

    Cited by:

    1. Apostolos Serletis & Guohua Feng, 2008. "Semi-Nonparametric Estimates of Currency Substitution Between the Canadian Dollar and the U.S. Dollar," Working Papers 2008-32, Department of Economics, University of Calgary, revised 27 Oct 2008. [Downloadable!]
    2. Martin Uribe, 1995. "Hysteresis in a simple model of currency substitution," International Finance Discussion Papers 509, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    3. Travis D. Nesmith, 2005. "Solving stochastic money-in-the-utility-function models," Finance and Economics Discussion Series 2005-52, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    4. Marco Airaudo & Luis-Felipe Zanna, 2004. "Endogenous Fluctuations in Open Economies: The Perils of Taylor Rules Revisited," Money Macro and Finance (MMF) Research Group Conference 2004 6, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    5. Miguel Lebre de Freitas, 2004. "Currency Substitution, Portfolio Diversification and Money Demand," Econometric Society 2004 Latin American Meetings 263, Econometric Society. [Downloadable!]
      Other versions:
    6. Harrison , Barry & Vymyatnina, Yulia, 2007. "Currency substitution in a de-dollarizing economy: The case of Russia," BOFIT Discussion Papers 3/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    7. Fridman Alla & Verbetsky Aleksey, 2001. "Currency Substitution in Russia," EERC Working Paper Series 01-05e, EERC Research Network, Russia and CIS. [Downloadable!]

  16. Imrohoroglu, Selahattin, 1993. "Testing for sunspot equilibria in the German hyperinflation," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 289-317. [Downloadable!] (restricted)

    Cited by:

    1. Sergey Pekarski, 2007. "Budget deficits and inflation feedback," Working Papers WP13_2007_12, Laboratory for Macroeconomic Analysis. [Downloadable!]
    2. Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994. "Mechanics of forming and estimating dynamic linear economies," Staff Report 182, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    3. Thomas A. Lubik & Frank Schorfheide, 2004. "Testing for Indeterminacy: An Application to U.S. Monetary Policy," American Economic Review, American Economic Association, vol. 94(1), pages 190-217, March. [Downloadable!]
      Other versions:
    4. Thomas Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," Working Paper 2006-20, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    5. Oscar J. Arce, 2006. "Speculative Hyperinflations: When Can We Rule Them Out?," Computing in Economics and Finance 2006 376, Society for Computational Economics. [Downloadable!]
    6. Sangdai Ryoo, 2002. "Testing For Sunspots In The Foreign Exchange Market," International Economic Journal, Korean International Economic Association, vol. 16(3), pages 39-58, October. [Downloadable!] (restricted)
    7. Albert Marcet & Juan P. Nicolini, 1995. "Recurrent Hyperinflations and Learning," Economics Working Papers 244, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2001. [Downloadable!]
      Other versions:
    8. Fernando de Holanda Barbosa & Tito Nícias Teixeira da Silva Filho, 2008. "Testing Hyperinflation Theories Using the Inflation Tax Curve: A Case Study," Working Papers Series 166, Central Bank of Brazil, Research Department. [Downloadable!]
    9. Lawrence J. Christiano & Sharon G. Harrison, 1996. "Chaos, sunspots, and automatic stabilizers," Staff Report 214, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    10. James Bullard & John Duffy, 1993. "Learning in a large square economy," Working Papers 1994-013, Federal Reserve Bank of St. Louis. [Downloadable!]
    11. Óscar J. Arce, 2006. "Speculative hyperinflations: when can we rule them out?," Banco de España Working Papers 0607, Banco de España. [Downloadable!]

Software components

  1. Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas Joines, 1999. "Code for Social Security in an Overlapping Generations Model with Land," Computer Codes imrohoroglu99, Review of Economic Dynamics. [Downloadable!]
    Published as:

    See citations under working paper version above.Sorry, no citations of software components recorded.

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This page was last updated on 2009-11-1.

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