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Citations for "The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives"

by John H. Cochrane

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  1. Kyle Chauvin & David Laibson & Johanna Mollerstrom, 2011. "Asset Bubbles and the Cost of Economic Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43, pages 233-260, 08.
  2. Arthur, W.B. & LeBaron, B. & Palmer, R., 1997. "Time Series Properties of an Artificial Stock Market," Working papers, Wisconsin Madison - Social Systems 9725, Wisconsin Madison - Social Systems.
  3. Julia Campos & Neil R. Ericsson, 2000. "Constructive data mining: modeling consumers' expenditure in Venezuela," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 663, Board of Governors of the Federal Reserve System (U.S.).
  4. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 506, Board of Governors of the Federal Reserve System (U.S.).
  5. Reiter, Michael, 1999. "Ricardian equivalence with uninformed consumers?," European Journal of Political Economy, Elsevier, vol. 15(4), pages 747-758, November.
  6. Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," 2011 Meeting Papers 633, Society for Economic Dynamics.
  7. Sonia Bhalotra, 2006. "Near rationality in wage setting," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 38(21), pages 2513-2521.
  8. Dobkin, Carlos & Puller, Steven L., 2007. "The effects of government transfers on monthly cycles in drug abuse, hospitalization and mortality," Journal of Public Economics, Elsevier, Elsevier, vol. 91(11-12), pages 2137-2157, December.
  9. Xavier Gabaix & David Laibson, 2002. "The 6D Bias and the Equity Premium Puzzle," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1947, Harvard - Institute of Economic Research.
  10. Jesse M. Shapiro, 2003. "Is there a Daily Discount Rate? Evidence from the Food Stamp Nutrition Cycle," Microeconomics, EconWPA 0304005, EconWPA, revised 21 Apr 2003.
  11. Ralf Rodepeter & Joachim K. Winter, 2000. "Rules of Thumb in Life-Cycle Savings Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1222, Econometric Society.
  12. M. Dolores Collado & Martín Browning, 1999. "-The Response Of Expenditures To Anticipated Income Changes: Panel Data Estimates," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 1999-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  13. Krebs, Tom & Krishna, Pravin & Maloney, William F., 2013. "Income Mobility and Welfare," Working Papers, University of Mannheim, Department of Economics 13-02, University of Mannheim, Department of Economics.
  14. Pischke, J., 1992. "Individual Income, Incomplete Information, and Aggregate Consumption," Discussion Paper, Tilburg University, Center for Economic Research 1992-38, Tilburg University, Center for Economic Research.
  15. Howitt, Peter & Özak, Ömer, 2014. "Adaptive consumption behavior," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 39(C), pages 37-61.
  16. Emilio Fernandez-Corugedo & Simon Price, 2002. "Financial liberalisation and consumers' expenditure: 'FLIB' re-examined," Bank of England working papers 157, Bank of England.
  17. 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.
  18. Melvin Stephens Jr., 2003. ""3rd of tha Month": Do Social Security Recipients Smooth Consumption Between Checks?," American Economic Review, American Economic Association, American Economic Association, vol. 93(1), pages 406-422, March.
  19. Reis, Ricardo, 2005. "Inattentive Consumers," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5053, C.E.P.R. Discussion Papers.
  20. Antonella Tutino, 2008. "The rigidity of choice: Lifecycle savings with information-processing limits," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-62, Board of Governors of the Federal Reserve System (U.S.).
  21. Monica Paiella, 2006. "The Foregone Gains of Incomplete Portfolios," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 156, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  22. Kaplan, Greg & Violante, Giovanni L, 2011. "A Model of the Consumption Response to Fiscal Stimulus Payments," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8562, C.E.P.R. Discussion Papers.
  23. Laurence Ball, 2000. "Near-rationality and inflation in two monetary regimes," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco.
  24. Cochrane, John H., 2005. "Financial Markets and the Real Economy," Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
  25. Per Krusell & Anthony A. Smith, Jr., 1999. "On the Welfare Effects of Eliminating Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(1), pages 245-272, January.
  26. Ricardo J. Caballero, 1992. "Near-Rationality, Heterogeneity and Aggregate Consumption," NBER Working Papers 4035, National Bureau of Economic Research, Inc.
  27. David W.R. Gruen & Marianne C. Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers, Reserve Bank of Australia rdp9307, Reserve Bank of Australia.
  28. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?," NBER Working Papers 6354, National Bureau of Economic Research, Inc.
  29. Chetty, Nadarajan, 2012. "Bounds on Elasticities With Optimization Frictions: A Synthesis of Micro and Macro Evidence on Labor Supply," Scholarly Articles 9748524, Harvard University Department of Economics.
  30. Watanabe, Katsunori & Watanabe, Takayuki & Watanabe, Tsutomu, 2001. "Tax policy and consumer spending: evidence from Japanese fiscal experiments," Journal of International Economics, Elsevier, Elsevier, vol. 53(2), pages 261-281, April.
  31. Huang, Chao-Hsi & Lin, Kenneth S., 1993. "Deficits, government expenditures, and tax smoothing in the United States: 1929-1988," Journal of Monetary Economics, Elsevier, Elsevier, vol. 31(3), pages 317-339, June.
  32. Feigenbaum, James, 2005. "Second-, third-, and higher-order consumption functions: a precautionary tale," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(8), pages 1385-1425, August.
  33. Sonia Bhalotra, 1998. "Investigating rationality in wage-setting," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 6682, London School of Economics and Political Science, LSE Library.
  34. John Conlisk, 1996. "Why Bounded Rationality?," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 669-700, June.
  35. Andersson, Fredrik W., 2011. "The lambda model and "rule of thumb" consumers: An estimation problem in existing studies," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 40(4), pages 381-384, August.
  36. 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.
  37. Nelson C. Mark & S.G. Cecchetti & P-s. Lam, 1997. "Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?," Working Papers, Ohio State University, Department of Economics 017, Ohio State University, Department of Economics.
  38. David Demery & Nigel W. Duck, 2000. "Incomplete information and the time series behaviour of consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 15(4), pages 355-366.
  39. Tarek A. Hassan & Thomas M. Mertens, 2011. "The Social Cost of Near-Rational Investment," NBER Working Papers 17027, National Bureau of Economic Research, Inc.
  40. Jules Binsbergen & Michael Brandt, 2007. "Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 29(3), pages 355-367, May.
  41. Lawrence J. Christiano, 1989. "Understanding Japan's saving rate: the reconstruction hypothesis," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Spr, pages 10-25.
  42. repec:fth:prinin:289 is not listed on IDEAS
  43. Finocchiaro, Daria, 2011. "Inattention, wealth inequality and equilibrium asset prices," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(2), pages 146-155, March.
  44. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, Elsevier, vol. 82(1), pages 107-134.
  45. Yulei Luo, 2008. "Consumption Dynamics under Information Processing Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(2), pages 366-385, April.
  46. Brandt, M.W.Michael W. & Zeng, Qi & Zhang, Lu, 2004. "Equilibrium stock return dynamics under alternative rules of learning about hidden states," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(10), pages 1925-1954, September.
  47. Basak, Suleyman & Yan, Hongjun, 2009. "Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7398, C.E.P.R. Discussion Papers.
  48. Graciela L. Kaminsky & Alfredo Pereira, 1994. "The debt crisis: lessons of the 1980's for the 1990's," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 481, Board of Governors of the Federal Reserve System (U.S.).
  49. Katsunori Watanabe & Takayuki Watanabe & Tsutomu Watanabe, 1999. "Tax Policy and Consumer Spending: Evidence from Japanese Fiscal Experiments," NBER Working Papers 7252, National Bureau of Economic Research, Inc.
  50. Florin O. Bilbie, 2005. "Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic," Economics Series Working Papers 2005-W09, University of Oxford, Department of Economics.
  51. Harold L. Cole & Maurice Obstfeld, 1989. "Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter?," NBER Working Papers 3027, National Bureau of Economic Research, Inc.
  52. S. Rao Aiyagari, 1994. "Macroeconomics with frictions," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Sum, pages 24-40.
  53. Alexander L. Brown & Colin F. Camerer & Zhikang Eric Chua, 2006. "Learning and Visceral Temptation in Dynamic Savings Experiments," Levine's Bibliography 321307000000000048, UCLA Department of Economics.
  54. Glaeser, Edward L. & Paulson, Anna L., 1997. "A reconsideration of the (in)sensitivity of tests of the intertemporal allocation of consumption to near rational alternatives," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(7), pages 1173-1180, June.
  55. Emilio Fernandez-Corugedo, 2004. "Consumption Theory," Handbooks, Centre for Central Banking Studies, Bank of England, Centre for Central Banking Studies, Bank of England, number 23.
  56. Hatzinikolaou, Dimitris, 1999. "Modelling consumption: permanent-income or rule-of-thumb behaviour?," Economic Modelling, Elsevier, Elsevier, vol. 16(2), pages 293-306, April.
  57. Krusell, Per & Smith, Anthony Jr., 1996. "Rules of thumb in macroeconomic equilibrium A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 20(4), pages 527-558, April.
  58. Tutino, Antonella, 2008. "The rigidity of choice: lifetime savings under information-processing constraints," MPRA Paper 16744, University Library of Munich, Germany, revised 24 Jul 2009.
  59. John H. Cochrane, 1988. "Production Based Asset Pricing," NBER Working Papers 2776, National Bureau of Economic Research, Inc.
  60. Chakrabarti, Rajesh, 2000. "Just another day in the inter-bank foreign exchange market," Journal of Financial Economics, Elsevier, Elsevier, vol. 56(1), pages 29-64, April.