Citations for "Asset holding and consumption volatility"
by Orazio Attanasio & James Banks & Sarah Tanner
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- Orazio P. Attanasio & Monica Paiella, 2008.
"Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory,"
Discussion Papers
1_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Orazio P. Attanasio & Monica Paiella, 2006.
"Intertemporal Consumption Choices, Transaction Costs and Limited Participation to Financial Markets: Reconciling Data and Theory,"
NBER Working Papers
12412, National Bureau of Economic Research, Inc.
- Orazio P. Attanasio & Monica Paiella, 2007.
"Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory,"
Temi di discussione (Economic working papers)
620, Bank of Italy, Economic Research and International Relations Area.
- M. Fatih Guvenen, 2003.
"A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?,"
RCER Working Papers
499, University of Rochester - Center for Economic Research (RCER).
- Monica Paiella, 2006.
"The Foregone Gains of Incomplete Portfolios,"
CSEF Working Papers
156, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Guerdjikova, Ani, 2006.
"Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers,"
Working Papers
06-13, Cornell University, Center for Analytic Economics.
- Liam Graham, 2011.
" Learning, information and heterogeneity,"
CDMA Working Paper Series
1113, Centre for Dynamic Macroeconomic Analysis.
- Jonathan A. Parker, 2001.
"The Consumption Risk of the Stock Market,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 32(2), pages 279-348.
- Luigi Guiso & Monica Paiella & Ignazio Visco, 2005.
"Do capital gains affect consumption? Estimates of wealth effects from Italian householdsÂ’ behavior,"
Temi di discussione (Economic working papers)
555, Bank of Italy, Economic Research and International Relations Area.
- Dimitrios Christelis & Tullio Jappelli & Mario Padula, 2006.
"Cognitive Abilities and Portfolio Choice,"
CSEF Working Papers
157, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Christelis, Dimitris & Jappelli, Tullio & Padula, Mario, 2006.
"Cognitive Abilities and Portfolio Choice,"
CEPR Discussion Papers
5735, C.E.P.R. Discussion Papers.
- Dimitris Christelis & Tullio Jappelli & Mario Padula, 2008.
"Cognitive Abilities and Portfolio Choice,"
Working Papers
2008_19, Department of Economics, University of Venice "Ca' Foscari".
- Gomes, Francisco J & Michaelides, Alexander, 2005.
"Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence,"
CEPR Discussion Papers
4853, C.E.P.R. Discussion Papers.
- Charles Grant & Tuomas Peltonen, 2005.
"Housing and Equity Wealth Effects of Italian Households,"
DNB Working Papers
043, Netherlands Central Bank, Research Department.
- Michael Haliassos & Christis Hassapis, 1998.
"Borrowing Constraints, Portfolio Choice, and Precautionary,"
Macroeconomics
9809008, EconWPA.
- Noor, Jawwad, 2009.
"Hyperbolic discounting and the standard model: Eliciting discount functions,"
Journal of Economic Theory,
Elsevier, vol. 144(5), pages 2077-2083, September.
- Luigi Guiso & Tullio Jappelli, 2005.
"Awareness and Stock Market Participation,"
CFS Working Paper Series
2005/29, Center for Financial Studies.
- Luigi Guiso & Tullio Jappelli, 2003.
"Awareness and Stock Market Participation,"
CSEF Working Papers
110, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Jun 2004.
- Guiso, Luigi & Jappelli, Tullio, 2004.
"Awareness and Stock Market Participation,"
CEPR Discussion Papers
4182, C.E.P.R. Discussion Papers.
- Michael Haliassos, Alexander Michaelides, 2000.
"Portfolio Choice And Liquidity Constraints,"
Computing in Economics and Finance 2000
297, Society for Computational Economics.
- Kocherlakota, Narayana R. & Pistaferri, Luigi, 2005.
"Asset pricing implications of Pareto optimality with private information,"
Discussion Paper Series 1: Economic Studies
2005,29, Deutsche Bundesbank, Research Centre.
- Narayana R Kocherlakota & Luigi Pistaferri, 2005.
"Asset Pricing Implications of Pareto Optimality with Private Information,"
Levine's Bibliography
784828000000000507, UCLA Department of Economics.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2004.
"Asset Pricing Implications of Pareto Optimality with Private Information,"
Levine's Bibliography
122247000000000508, UCLA Department of Economics.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2007.
"Asset Pricing Implications of Pareto Optimality with Private Information,"
Levine's Bibliography
321307000000000701, UCLA Department of Economics.
- Kocherlakota, Narayana & Pistaferri, Luigi, 2005.
"Asset Pricing Implications of Pareto Optimality with Private Information,"
CEPR Discussion Papers
4930, C.E.P.R. Discussion Papers.
- Isaenko, Sergei, 2008.
"The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 48(3), pages 457-481, August.
- Lorenzo C. G. Pozzi & Casper De Vries & Jorn Zenhorst, 2010.
"World Equity Premium Based Risk Aversion Estimates,"
CESifo Working Paper Series
3152, CESifo Group Munich.
- Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009.
"Quantitative Macroeconomics with Heterogeneous Households,"
NBER Working Papers
14768, National Bureau of Economic Research, Inc.
- 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.
- Duca, John V., 2006.
"Mutual funds and the evolving long-run effects of stock wealth on U.S. consumption,"
Journal of Economics and Business,
Elsevier, vol. 58(3), pages 202-221.
- George M. Constantinides, 2002.
"Rational Asset Prices,"
Journal of Finance,
American Finance Association, vol. 57(4), pages 1567-1591, 08.
- Ricardo M. Sousa, 2007.
"Wealth Shocks and Risk Aversion,"
NIPE Working Papers
28/2007, NIPE - Universidade do Minho.
- Narayana Kocherlakota & Luigi Pistaferri, 2008.
"Household Heterogeneity and Asset Trade: Resolving the Equity Premium Puzzle in Three Countries,"
Levine's Bibliography
122247000000001886, UCLA Department of Economics.
- Rajnish Mehra & Edward C. Prescott, 2003.
"The Equity Premium in Retrospect,"
NBER Working Papers
9525, National Bureau of Economic Research, Inc.
- Mehra, Rajnish & Prescott, Edward C., 2003.
"The equity premium in retrospect,"
Handbook of the Economics of Finance,
in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938
Elsevier.
- Krueger, Dirk & Lustig, Hanno, 2010.
"When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?,"
Journal of Economic Theory,
Elsevier, vol. 145(1), pages 1-41, January.
- Cecilia García-Peñalosa & Stephen Turnovsky, 2006.
"Growth and income inequality: a canonical model,"
Economic Theory,
Springer, vol. 28(1), pages 25-49, 05.
- Cabrales, Antonio & Nagel, Rosemarie & Rodríguez Mora, José V., 2011.
"It is Hobbes, not Rousseau: an experiment on voting and redistribution,"
Open Access publications from Universidad Carlos III de Madrid
info:hdl:10016/12890, Universidad Carlos III de Madrid.
- Michael Haliassos & Christis Hassapis, 1997.
"Non-expected Utility, Saving, and Portfolios,"
Macroeconomics
9709003, EconWPA, revised 11 Apr 1998.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002.
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
Journal of Political Economy,
University of Chicago Press, vol. 110(4), pages 793-824, August.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, .
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
Rodney L. White Center for Financial Research Working Papers
23-99, Wharton School Rodney L. White Center for Financial Research.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999.
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
NBER Working Papers
7406, National Bureau of Economic Research, Inc.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999.
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
CRSP working papers
505, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002.
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence,"
NBER Working Papers
8822, National Bureau of Economic Research, Inc.
- Monica Paiella, 2004.
"Does wealth affect consumption? Evidence for Italy,"
Temi di discussione (Economic working papers)
510, Bank of Italy, Economic Research and International Relations Area.
- Elena Márquez de la Cruz, 2005.
"La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español,"
Investigaciones Economicas,
Fundación SEPI, vol. 29(3), pages 455-481, September.
- Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson, 2012.
"An Estimation of Economic Models with Recursive Preferences,"
Cowles Foundation Discussion Papers
1883, Cowles Foundation for Research in Economics, Yale University.
- Steven J. Davis & Felix Kubler & Paul Willen, 2006.
"Borrowing Costs and the Demand for Equity over the Life Cycle,"
The Review of Economics and Statistics,
MIT Press, vol. 88(2), pages 348-362, May.
- Giorgio Primiceri & Thijs van Rens, 2002.
"Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption,"
Macroeconomics
0212003, EconWPA.
- 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.
- Attanasio, O & Low, H, 2004.
"Estimating Euler Equations,"
Open Access publications from University College London
http://discovery.ucl.ac.u, University College London.
- Orazio Attanasio & Hamish Low, 2002.
"Estimating Euler equations,"
IFS Working Papers
W02/06, Institute for Fiscal Studies.
- Orazio P. Attanasio & Hamish Low, 2000.
"Estimating Euler Equations,"
NBER Technical Working Papers
0253, National Bureau of Economic Research, Inc.
- George M. Constantinides, 2006.
"Market Organization And The Prices Of Financial Assets,"
Manchester School,
University of Manchester, vol. 74(s1), pages 1-23, 09.
- Andrei Semenov, 2008.
"Estimation of the consumption CAPM with imperfect sample separation information,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 13(4), pages 333-348.
- Sònia Muñoz, 2006.
"Habit Formation and Persistence in Individual Asset Portfolio Holdings: The Case of Italy,"
IMF Working Papers
06/29, International Monetary Fund.
- Panousi, Vasia, 2009.
"Capital Taxation with Entrepreneurial Risk,"
MPRA Paper
24237, University Library of Munich, Germany.
- Charles Grant & Tuomas A. Peltonen, 2008.
"Housing and equity wealth effects of Italian households,"
Working Paper Series
857, European Central Bank.
- Alexander Whalley, 2004.
"Black-White Differences in the Insurance Value of Human Capital,"
Econometric Society 2004 North American Summer Meetings
575, Econometric Society.
- Gomes, Francisco J & Michaelides, Alexander & Polkovnichenko, Valery, 2005.
"Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts,"
CEPR Discussion Papers
4852, C.E.P.R. Discussion Papers.
- Luigi, Cannnari & Giovanni, D'Alessio & Romina, Gambacorta, 2008.
"Capital Gains and Wealth Distribution in Italy,"
MPRA Paper
15108, University Library of Munich, Germany.
- Luigi Cannari & Giovanni D'Alessio & Romina Gambacorta, 2007.
"Capital gains and wealth distribution in Italy,"
IFC Bulletins chapters,
in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring the financial position of the household sector", Basel, 30-31 August 2006 - Volume 2, volume 26, pages 129-156
Bank for International Settlements.
- Pierre-André Chiappori & Monica Paiella, 2008.
"Relative Risk Aversion Is Constant: Evidence from Panel Data,"
Discussion Papers
5_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Hryshko, Dmytro & Luengo-Prado, Maria & Sorensen, Bent E, 2010.
"The Effect of Education on Equity Holdings,"
CEPR Discussion Papers
7844, C.E.P.R. Discussion Papers.
- Carlsson, Evert & Erlandzon, Karl, 2005.
"The Dark Side of Wage Indexed Pensions,"
Working Papers in Economics
178, University of Gothenburg, Department of Economics.
- Grout, Paul A. & Zalewska, Anna, 2006.
"The impact of regulation on market risk,"
Journal of Financial Economics,
Elsevier, vol. 80(1), pages 149-184, April.
- Valery Polkovnichenko, 2003.
"Human Capital and the Private Equity Premium,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 831-845, October.
- Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007.
"Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data,"
NBER Working Papers
13650, National Bureau of Economic Research, Inc.
- Kris Jacobs, 2001.
"Estimating Nonseparable Preference Specifications for Asset Market Participants,"
CIRANO Working Papers
2001s-12, CIRANO.
- Eva de Francisco, 2005.
"Limited Participation, Income Distribution and Capital Account Liberalization,"
Computing in Economics and Finance 2005
454, Society for Computational Economics.
- Pascal St-Amour, 2005.
"Direct Preference for Wealth in Aggregate Household Portfolio,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
05.04, Université de Lausanne, Faculté des HEC, DEEP.
- Pourpourides, Panayiotis M., 2011.
"Implicit contracts and the cyclicality of the skill-premium,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(6), pages 963-979, June.
- Fatih Guvenen, 2009.
"A Parsimonious Macroeconomic Model for Asset Pricing,"
NBER Working Papers
15243, National Bureau of Economic Research, Inc.
- Annette Vissing-Jorgensen, 2002.
"Limited Asset Market Participation and the Elasticity of Intertemporal Substitution,"
NBER Working Papers
8896, National Bureau of Economic Research, Inc.
- Cogley, Timothy, 2002.
"Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey,"
Journal of Monetary Economics,
Elsevier, vol. 49(2), pages 309-334, March.
- Gary V. Engelhardt & Anil Kumar, 2008.
"The elasticity of intertemporal substitution: new evidence from 401(k) participation,"
Working Papers
0812, Federal Reserve Bank of Dallas.
- Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012.
"An estimation of economic models with recursive preferences,"
CeMMAP working papers
CWP32/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Karen E. Dynan & Dean M. Maki, 2001.
"Does stock market wealth matter for consumption?,"
Finance and Economics Discussion Series
2001-23, Board of Governors of the Federal Reserve System (U.S.).
- Eric W. Bond & Mario J. Crucini & Tristan Potter & Joel Rodrigue, 2012.
"Misallocation and Productivity Effects of the Smoot-Hawley Tariff,"
NBER Working Papers
18034, National Bureau of Economic Research, Inc.
- Qiang Zhang, 2004.
"Accounting for Human Capital and Weak Identification in Evaluating the Esptein-Zin-Weil Non-Expected Utility Model of Asset Pricing,"
CIRJE F-Series
CIRJE-F-289, CIRJE, Faculty of Economics, University of Tokyo.
- Reichling, Felix, 2006.
"Optimal Unemployment Insurance in Labor Market Equilibrium when Workers can Self-Insure,"
MPRA Paper
5362, University Library of Munich, Germany, revised 16 Oct 2007.
- Yanick Desnoyers, 2001.
"L'effet de la richesse sur la consommation aux États-Unis,"
Working Papers
01-14, Bank of Canada.
- Annette Vissing-J�rgensen & Orazio P. Attanasio, 2003.
"Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion,"
American Economic Review,
American Economic Association, vol. 93(2), pages 383-391, May.
- John Cochrane, 2005.
"Financial Markets and the Real Economy,"
NBER Working Papers
11193, National Bureau of Economic Research, Inc.
- Michael Haliassos & Christis Hassapis, 1999.
"Borrowing Constraints, Portfolio Choice and Precautionary Motives: Theoretical Predictions and Empirical Complications,"
Computing in Economics and Finance 1999
1341, Society for Computational Economics.
- Koeniger, Winfried, 2001.
"Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95,"
IZA Discussion Papers
240, Institute for the Study of Labor (IZA).
- Andrei Semenov, 2004.
"Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation,"
Working Papers
2004_1, York University, Department of Economics.
- Jan Carlos Hatchondo, 2008.
"A quantitative study of the role of wealth inequality on asset prices,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Win, pages 73-96.
- Balduzzi, Pierluigi & Yao, Tong, 2007.
"Testing heterogeneous-agent models: an alternative aggregation approach,"
Journal of Monetary Economics,
Elsevier, vol. 54(2), pages 369-412, March.
- Sheng Guo, 2009.
"Switching Regression Estimates of EIS for Stockholders and Non-Stockholders,"
Working Papers
0903, Florida International University, Department of Economics.
- Sònia Muñoz, 2006.
"Wealth Effects in Europe: A Tale of Two Countries (Italy and the United Kingdom),"
IMF Working Papers
06/30, International Monetary Fund.
- Fuad Hasanov, 2005.
"Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey,"
Macroeconomics
0510011, EconWPA.