This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Per Krusell
Anthony A. Smith, Jr.

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 1997-45.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:cmu:gsiawp:109

Contact details of provider:
Postal: Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890
Web page: http://www.tepper.cmu.edu/

Order Information:
Web: http://server1.tepper.cmu.edu/gsiadoc/GSIA_WP.asp

For technical questions regarding this item, or to correct its listing, contact: (Steve Spear).

Related research
Keywords:

Other versions of this item:

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.)
  1. Ana Casta¤eda & Javier D¡az-Gim‚nez & Jos‚-Victor R¡os-Rull, 1998. "Earnings and wealth inequality and income taxation: quantifying the tradeoffs of switching to a proportional income tax in the U.S," Working Paper 9814, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
  2. Olivier Allais, 2004. "Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(2), pages 265-296, April. [Downloadable!] (restricted)
  3. Anthony A. Smith, Jr., 2003. "The Research Agenda: Business Cycles and Inequality," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 4(2), April. [Downloadable!]
  4. Rendahl Pontus, 2006. "Inequality Constraints in Recursive Economies," Computing in Economics and Finance 2006 174, Society for Computational Economics. [Downloadable!]
    Other versions:
  5. Sylvain Leduc, 2000. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Working Papers 00-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
  6. Aubhik Khan & Julia Thomas, 2002. "Nonconvex factor adjustments in equilibrium business cycle models: Do nonlinearities matter?," Staff Report 306, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  7. Heathcote, Jonathan, 1999. "Fiscal Policy with Heterogeneous Agents and Incomplete Markets," Working Paper Series in Economics and Finance 319, Stockholm School of Economics, revised 28 Jul 1999. [Downloadable!]
    Other versions:
  8. Francesc Obiols-Homs, 2003. "Incomplete Unemployment Insurance and Aggregate Fluctuations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July. [Downloadable!] (restricted)
    Other versions:
  9. Jianjun Miao, 2003. "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," Macroeconomics 0310001, EconWPA. [Downloadable!]
    Other versions:
  10. Costas Xiouros, 2006. "Asset price volatilities and trading volumes in heterogeneous agent economies," Computing in Economics and Finance 2006 466, Society for Computational Economics. [Downloadable!]
  11. Jay H. Hong & Jose-Victor Rios-Rull, 2004. "Life insurance and household consumption," Working Papers 04-10, Federal Reserve Bank of Philadelphia. [Downloadable!]
  12. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," Economics Working Papers 405, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999. [Downloadable!]
    Other versions:
  13. Aubhik Khan & Julia K. Thomas, 2002. "Inventories and the business cycle: an equilibrium analysis of (S,s) policies," Working Papers 02-20, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
  14. Fernando Alvarez & Urban J. Jermann, 1999. "Quantitative asset pricing implications of endogenous solvency constraints," Working Papers 99-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? IDEAS was launched in September 1997.

This page was last updated on 2008-7-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.