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Citations for "Estimating Euler Equations"

by Orazio P. Attanasio & Hamish Low

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  1. Martin Browning & Sule Alan, 2006. "Estimating Intertemporal Allocation Parameters using Simulated Expectation Errors," Economics Series Working Papers, University of Oxford, Department of Economics 284, University of Oxford, Department of Economics.
  2. Sheng Guo, 2009. "Switching Regression Estimates of EIS for Stockholders and Non-Stockholders," Working Papers, Florida International University, Department of Economics 0903, Florida International University, Department of Economics.
  3. David Domeij & Martin Floden, 2006. "The Labor-Supply Elasticity and Borrowing Constraints: Why Estimates are Biased," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 242-262, April.
  4. Larin, Alexander & Novak, Anna & Khvostova, Irina, 2013. "Consumption dynamics in Russia: Estimates on microdata," Applied Econometrics, Publishing House "SINERGIA PRESS", Publishing House "SINERGIA PRESS", vol. 32(4), pages 29-44.
  5. Kapteyn, Arie & Kleinjans, Kristin J. & van Soest, Arthur, 2009. "Intertemporal consumption with directly measured welfare functions and subjective expectations," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 72(1), pages 425-437, October.
  6. Sònia Muñoz, 2006. "Wealth Effects in Europe," IMF Working Papers 06/30, International Monetary Fund.
  7. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," Boston College Working Papers in Economics, Boston College Department of Economics 589, Boston College Department of Economics, revised 13 Sep 2004.
  8. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Keele Economics Research Papers, Centre for Economic Research, Keele University KERP 2002/14, Centre for Economic Research, Keele University.
  9. Naeem Ahmed & Matthew Brzozowski & Thomas F. Crossley, 2005. "Measurement Errors in Recall Food Expenditure Data," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University 133, McMaster University.
  10. Kevin X.D. Huang & Zheng Liu & John Q. Zhu, 2013. "Temptation and self-control: some evidence and applications," Working Paper Series, Federal Reserve Bank of San Francisco 2013-23, Federal Reserve Bank of San Francisco.
  11. Carroll Christopher Dixon, 2001. "Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation)," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 1(1), pages 1-38, April.
  12. Irina Khvostova & Alexander Larin & Anna Novak, 2014. "Euler equation with habits and measurement errors: estimates on Russian micro data," HSE Working papers, National Research University Higher School of Economics WP BRP 52/EC/2014, National Research University Higher School of Economics.
  13. Sule Alan & Orazio Attanasio & Martin Browning, 2009. "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, 03.
  14. Andrea Butelmann & Francisco Gallego, 2001. "Estimaciones de los Determinantes del Ahorro Voluntario de los Hogares en Chile (1988 Y 1997)," Working Papers Central Bank of Chile, Central Bank of Chile 97, Central Bank of Chile.
  15. Jesus Fernandez-Villaverde & Dirk Krueger, 2002. "Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data," NBER Working Papers 9382, National Bureau of Economic Research, Inc.
  16. Tomas Havranek, 2013. "Publication Bias in Measuring Intertemporal Substitution," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies 2013/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2013.
  17. Francisco Alvarez-Cuadrado & Jose Maria Casado & Jose Maria Labeaga & Dhanoos Sutthiphisal, 2012. "Envy and habits: panel data estimates of interdependent preferences," Banco de Espa�a Working Papers 1213, Banco de Espa�a.
  18. Jonathan A. Parker & Bruce Preston, 2005. "Precautionary Saving and Consumption Fluctuations," American Economic Review, American Economic Association, American Economic Association, vol. 95(4), pages 1119-1143, September.
  19. Sule Alan & Martin Browning, 2010. "Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1231-1261.
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  21. Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer, Springer, vol. 13(3), pages 181-205, September.
  22. Willman, Alpo, 2003. "Consumption, habit persistence, imperfect information and the lifetime budget constraint," Working Paper Series, European Central Bank 0251, European Central Bank.
  23. Thomas Crossley & Hamish Low, 2005. "Is the elasticity of intertemporal substitution constant?," IFS Working Papers, Institute for Fiscal Studies W05/25, Institute for Fiscal Studies.
  24. Nishiyama, Yasuo, 2011. "The term structure of CD rates and monetary policy transmission," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(1), pages 82-94, January.
  25. Thomas F. Crossley & Hamish W. Low, 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Quantitative Studies in Economics and Population Research Reports, McMaster University 395, McMaster University.
  26. Masahiro Hori & Satoshi Shimizutani, 2006. "Did Japanese consumers become more prudent during 1998-1999? Evidence from household-level data," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(2), pages 197-209.
  27. Alexander Whalley, 2004. "Black-White Differences in the Insurance Value of Human Capital," Econometric Society 2004 North American Summer Meetings, Econometric Society 575, Econometric Society.
  28. Martin Browning & Thomas F. Crossley, 2001. "The Life-Cycle Model of Consumption and Saving," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 15(3), pages 3-22, Summer.
  29. Olga Gorbachev & Keshav Dogra, 2010. "Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004," Working Papers, University of Delaware, Department of Economics 10-12, University of Delaware, Department of Economics.
  30. Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, Elsevier, vol. 167(2), pages 358-369.
  31. James Alm & Asmaa El-Ganainy, 2013. "Value-added taxation and consumption," International Tax and Public Finance, Springer, Springer, vol. 20(1), pages 105-128, February.
  32. Lee, Jeong-Joon & Sawada, Yasuyuki, 2010. "Precautionary saving under liquidity constraints: Evidence from rural Pakistan," Journal of Development Economics, Elsevier, Elsevier, vol. 91(1), pages 77-86, January.
  33. Lee, Jeong-Joon & Sawada, Yasuyuki, 2007. "The degree of precautionary saving: A reexamination," Economics Letters, Elsevier, Elsevier, vol. 96(2), pages 196-201, August.
  34. Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012. "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper 39736, University Library of Munich, Germany.
  35. Rob Alessie & Federica Teppa, 2010. "Saving and habit formation: evidence from Dutch panel data," Empirical Economics, Springer, Springer, vol. 38(2), pages 385-407, April.
  36. Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers id:5087, eSocialSciences.
  37. Natalia, Khorunzhina & Wayne Roy, Gayle, 2011. "Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors," MPRA Paper 34329, University Library of Munich, Germany.
  38. Kevin X.D. Huang & Zheng Liu, 2005. "Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey," 2005 Meeting Papers, Society for Economic Dynamics 770, Society for Economic Dynamics.
  39. Naeem Ahmed & Matthew Brzozowski & Thomas Crossley, 2006. "Measurement errors in recall food consumption data," IFS Working Papers, Institute for Fiscal Studies W06/21, Institute for Fiscal Studies.
  40. Kuismanen, Mika & Pistaferri, Luigi, 2006. "Information, habits, and consumption behavior: evidence from micro data," Working Paper Series, European Central Bank 0572, European Central Bank.
  41. Weber Ernst Juerg, 2010. "The Role of the Real Interest Rate in U.S. Macroeconomic History," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 10(1), pages 1-26, April.
  42. Ryan Banerjee & Nicoletta Batini, 2003. "UK Consumers’ Habits," Discussion Papers, Monetary Policy Committee Unit, Bank of England 13, Monetary Policy Committee Unit, Bank of England.
  43. Jeong-Joon Lee & Yasuyuki Sawada, 2005. "Precautionary Saving under Liquidity Constraints: Evidence from Rural Pakistan (Published in "Journal of Development Economics". )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-051, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.