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The Consumption-Based Determinants of the Term Structure of Discount Rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Gollier, Christian
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Paper provided by Institut d'Économie Industrielle (IDEI), Toulouse in its series IDEI Working Papers with number
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Date of creation: Jul 2004Date of revision:
Publication status: Published in Mathematics and Financial Economics, vol. 1, n°2, juillet 2007, p. 81-101.[ Résumé ]Handle: RePEc:ide:wpaper:2548Contact details of provider: Postal: Manufacture des Tabacs, Aile Jean-Jacques Laffont, 21 All�e de Brienne, 31000 TOULOUSE Phone: +33 (0)5 61 12 85 89 Fax: + 33 (0)5 61 12 86 37 Email: Web page: http://www.idei.fr/ More information through EDIRC
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Find related papers by JEL classification: G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
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Other versions: Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985.
"A Theory of the Term Structure of Interest Rates ,"
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Gollier, Christian, 2002.
"Discounting an uncertain future ,"
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Other versions: Menezes, C & Geiss, C & Tressler, J, 1980.
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Paul R. Milgrom, 1981.
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Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985.
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Gollier, Christian, 2002.
"Time Horizon and the Discount Rate ,"
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Cochrane, John H, 1988.
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Narayana R. Kocherlakota, 1996.
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GOLLIER Christian, 2008.
"Should we discount the far-distant future at its lowest possible rate? ,"
Working Papers
08.30.274, LERNA, University of Toulouse.
[Downloadable!]
Other versions:
Gollier, Christian, 2009.
"Should We Discount the Far-Distant Future at Its Lowest Possible Rate? ,"
Economics Discussion Papers
2009-7, Kiel Institute for the World Economy.
[Downloadable!] Gollier, Christian, 2009.
"Should we Discount the Far-Distant Future at its Lowest Possible Rate? ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 3(25), pages 1-14.
[Downloadable!] Gollier, Christian, 2009.
"Ecological Discounting ,"
IDEI Working Papers
524, Institut d'Économie Industrielle (IDEI), Toulouse.
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Other versions: GOLLIER Christian, 2008.
"Discounting with fat-tailed economic growth ,"
Working Papers
08.19.263, LERNA, University of Toulouse.
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Other versions:
Gollier, Christian, 2008.
"Discounting with Fat-Tailed Economic Growth ,"
IDEI Working Papers
523, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!] Christian Gollier, 2008.
"Discounting with fat-tailed economic growth ,"
Journal of Risk and Uncertainty ,
Springer, vol. 37(2), pages 171-186, December.
[Downloadable!] (restricted) Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005.
"Discounting the distant future: How much does model selection affect the certainty equivalent rate? ,"
Economics, Finance and Accounting Department Working Paper Series
n1480105, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
[Downloadable!]
Other versions: Gollier, Christian & Koundouri, Phoebe & Pantelidis, Theologos, 2008.
"Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy ,"
IDEI Working Papers
525, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Other versions:
GOLLIER Christian & KOUNDOURI Phoebe & PANTELIDIS Theologos, 2008.
"Declining Discount Rates : Economic Justifications and Implications for Long-Run Policy ,"
Working Papers
08.17.261, LERNA, University of Toulouse.
[Downloadable!] Christian Gollier & Phoebe Koundouri & Theologos Pantelidis, 2008.
"Declining discount rates: Economic justifications and implications for long-run policy ,"
Economic Policy ,
CEPR, CES, MSH, vol. 23, pages 757-795, October.
[Downloadable!] (restricted) John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets ,"
NBER Working Papers
15014, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: GOLLIER Christian, 2008.
"Expected net present value, expected net future value, and the Ramsey rule ,"
Working Papers
08.29.273, LERNA, University of Toulouse.
[Downloadable!]
Other versions:
Gollier, Christian, 2009.
"Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule ,"
IDEI Working Papers
557, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!] Christian Gollier, 2009.
"Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
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