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Citations for "Measuring intertemporal substitution: The role of durable goods"

by Reinhart, Carmen & Ogaki, Masao

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  1. Henning Bohn & Charles Stuart, 2010. "Population under a Cap on Greenhouse Gas Emissions," CESifo Working Paper Series 3046, CESifo Group Munich.
  2. 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.
  3. Winters, John V, 2010. "Differences in Quality of Life Estimates Using Rents and Home Values," MPRA Paper 22455, University Library of Munich, Germany.
  4. Ines Lindner & Holger Strulik, 2008. "Social Fractionalization, Endogenous Appropriation Norms, and Economic Development," Economica, London School of Economics and Political Science, London School of Economics and Political Science, vol. 75(298), pages 244-258, 05.
  5. Motohiro Yogo, 2006. "A Consumption-Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 61(2), pages 539-580, 04.
  6. Fang Yang, 2006. "Consumption along the life cycle: how different is housing?," Working Papers, Federal Reserve Bank of Minneapolis 635, Federal Reserve Bank of Minneapolis.
  7. Holger Strulik & Timo Trimborn, 2014. "Natural disasters and macroeconomic performance: The role of residential investment," Center for European, Governance and Economic Development Research Discussion Papers 194, University of Goettingen, Department of Economics.
  8. Monacelli, Tommaso, 2006. "New Keynesian Models, Durable Goods and Collateral Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5916, C.E.P.R. Discussion Papers.
  9. Nao Sudo, 2008. "Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure," IMES Discussion Paper Series 08-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
  10. Dominique Pepin, 2014. "Asset Prices and Risk Aversion," Working Papers hal-00955590, HAL.
  11. Luciano Fanti & Luca Gori, 2013. "Fertility-related pensions and cyclical instability," Journal of Population Economics, Springer, Springer, vol. 26(3), pages 1209-1232, July.
  12. Taiji Harashima, 2005. "An Estimate of the Elasticity of Intertemporal Substitution in a Production Economy," Macroeconomics, EconWPA 0508030, EconWPA.
  13. Henning Bohn, 2006. "Optimal Private Responses to Demographic Trends: Savings, Bequests and International Mobility," RBA Annual Conference Volume, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
  14. Naito, Takumi, 2006. "Tariff and tax reform: Dynamic implications," Journal of International Economics, Elsevier, Elsevier, vol. 68(2), pages 504-517, March.
  15. Ogaki, Masao & Reinhart, Carmen M., 1998. "Intertemporal substitution and durable goods: long-run data," Economics Letters, Elsevier, Elsevier, vol. 61(1), pages 85-90, October.
  16. Jesus Fernandez-Villaverde & Dirk Krueger, 2004. "Consumption and Saving over the Life Cycle: How Important are Consumer Durables?," 2004 Meeting Papers 357b, Society for Economic Dynamics.
  17. Paola Giuliano & Stephen Turnovsky, 2002. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Working Papers, University of Washington, Department of Economics UWEC-2002-20-P, University of Washington, Department of Economics.
  18. Rajeev Dhawan & Karsten Jeske, 2006. "Energy price shocks and the macroeconomy: the role of consumer durables," Working Paper, Federal Reserve Bank of Atlanta 2006-09, Federal Reserve Bank of Atlanta.
  19. Mahbub Morshed, A. K. M. & Turnovsky, Stephen J., 2004. "Sectoral adjustment costs and real exchange rate dynamics in a two-sector dependent economy," Journal of International Economics, Elsevier, Elsevier, vol. 63(1), pages 147-177, May.
  20. Jhy-yuan Shieh & Ching-chong Lai & Wen-ya Chang, 2000. "Addictive behavior and endogenous growth," Journal of Economics, Springer, Springer, vol. 72(3), pages 263-273, October.
  21. Pozzi, Lorenzo, 2003. "The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems," Economic Modelling, Elsevier, Elsevier, vol. 20(5), pages 923-940, September.
  22. López, Ramón E. & Yoon, Sang W., 2014. "Environmental Sustainability with a Pollution Tax," Working Papers, University of Maryland, Department of Agricultural and Resource Economics 166244, University of Maryland, Department of Agricultural and Resource Economics.
  23. B Bhaskara Rao, 2005. "Testing Permanent Income Hypothesis for Fiji," Macroeconomics, EconWPA 0511013, EconWPA.
  24. Lichard, Tomáš & Hanousek, Jan & Filer, Randall K., 2012. "Measuring the Shadow Economy: Endogenous Switching Regression with Unobserved Separation," IZA Discussion Papers 6901, Institute for the Study of Labor (IZA).
  25. Victoria Galsband, 2010. "The cross-section of equity returns and assets’ fundamental cash-flow risk," Financial Markets and Portfolio Management, Springer, Springer, vol. 24(4), pages 327-351, December.
  26. Motohiro Yogo & Leonid Kogan & Joao Gomes, 2007. "Durability of Output and Expected Stock Returns," 2007 Meeting Papers, Society for Economic Dynamics 432, Society for Economic Dynamics.
  27. Holger Strulik & Ines Lindner, 1999. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 19909, Hamburg University, Department of Economics.
  28. Michael Funke & Holger Strulik, 2004. "Taxation, growth and welfare: Dynamic effects of Estonia’s 2000 income tax act," Macroeconomics, EconWPA 0401009, EconWPA.
  29. Lindner, I. & Strulik, H., 2000. "Property Rights and Growth," Faechergruppe Volkswirtschaftlehre, University of Hamburg, Institute of Economics 111, University of Hamburg, Institute of Economics.
  30. Li Gu & Dayong Huang, 2013. "Consumption, Money, Intratemporal Substitution, And Cross-Sectional Asset Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 115-146, 01.
  31. Stephen Turnovsky & Santanu Chatterjee, 2002. "To Spend the US Government Surplus or to Increase the Deficit? A Numerical Analysis of the Policy Options," Working Papers, University of Washington, Department of Economics UWEC-2002-19-P, University of Washington, Department of Economics.
  32. Mihaela Pintea, 2006. "Leisure Externalities: Implications for Growth and Welfare," Working Papers 0609, Florida International University, Department of Economics.
  33. 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, Fundación SEPI, vol. 29(3), pages 455-481, September.
  34. Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak, 2013. "Cross-Country Heterogeneity in Intertemporal Substitution," William Davidson Institute Working Papers Series wp1056, William Davidson Institute at the University of Michigan.
  35. Shugo Yamamoto, 2013. "Structural Change in the External Balances Response to Macroeconomic Policies: Perspective from a Two-Sector New Open Economy Macroeconomic Model," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1021-1031, November.
  36. Katayama, Munechika & Kim, Kwang Hwan, 2013. "The delayed effects of monetary shocks in a two-sector New Keynesian model," Journal of Macroeconomics, Elsevier, Elsevier, vol. 38(PB), pages 243-259.
  37. Piazzesi, Monika & Schneider, Martin & Tuzel, Selale, 2007. "Housing, consumption and asset pricing," Journal of Financial Economics, Elsevier, Elsevier, vol. 83(3), pages 531-569, March.
  38. Turnovsky, Stephen J. & Pintea, Mihaela, 2006. "Public and private production in a two-sector economy," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(2), pages 273-302, June.
  39. 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.
  40. 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.
  41. Marie-Gabriel Foggea & Pierre Villa, 2002. "Le concept de coût d'usage Putty-Clay des biens durables," Working Papers 2002-09, CEPII research center.
  42. Narayan Bulusu & Jefferson Duarte & Carles Vergara-Alert, 2013. "Booms and Busts in House Prices Explained by Constraints in Housing Supply," Working Papers, Bank of Canada 13-18, Bank of Canada.
  43. Yum K. Kwan, 2006. "The Direct Substitution Between Government and Private Consumption in East Asia," NBER Working Papers 12431, National Bureau of Economic Research, Inc.
  44. Dutta, Dilip & Yang, Yibai, 2012. "Endogenous time preference: evidence from Australian households' behaviour," Working Papers 2012-07, University of Sydney, School of Economics.
  45. Burghaus, Kerstin & Funk, Peter, 2013. "Endogenous Growth, Green Innovation and GDP Deceleration in a World with Polluting Production Inputs," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80022, Verein für Socialpolitik / German Economic Association.
  46. Erceg, Christopher J. & Levin, Andrew T., 2002. "Optimal monetary policy with durable and non-durable goods," Working Paper Series, European Central Bank 0179, European Central Bank.
  47. Mihaela Pintea, 2004. "Fiscal Policy in a Two-Sector Economy with Public Capital and Congestion," Computing in Economics and Finance 2004, Society for Computational Economics 55, Society for Computational Economics.
  48. Reinhart, Carmen & Ogaki, Masao & Ostry, Jonathan, 1995. "Saving behavior in low- and middle-income developing countries," MPRA Paper 13757, University Library of Munich, Germany.
  49. Dibooglu, Sel & Kenc, Turalay, 2009. "Welfare cost of inflation in a stochastic balanced growth model," Economic Modelling, Elsevier, Elsevier, vol. 26(3), pages 650-658, May.
  50. Lastrapes, William D. & Potts, Todd B., 2006. "Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(8), pages 1409-1430, August.
  51. Feigenbaum, James & Gahramanov, Emin & Tang, Xueli, 2013. "Is it really good to annuitize?," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 93(C), pages 116-140.
  52. Fang Yang, 2009. "Consumption over the Life Cycle: How Different is Housing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 423-443, July.
  53. Strulik, Holger, 2011. "The Voracity Effect: Comment," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-472, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  54. Bohn, Henning, 2001. "Retirement Savings in an Aging Society: A Case for Innovative Government Debt Management," University of California at Santa Barbara, Economics Working Paper Series qt59r83559, Department of Economics, UC Santa Barbara.
  55. Stephane Guibaud & Keyu Jin & Nicolas Coeurdacier, 2011. "Credit Constraints and Growth in a Global Economy," 2011 Meeting Papers 1040, Society for Economic Dynamics.
  56. Hu, Yunfang & Ohdoi, Ryoji & Shimomura, Koji, 2008. "Indeterminacy in a two-sector endogenous growth model with productive government spending," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(3), pages 1104-1123, September.
  57. Elena Marquez & Belen Nieto, 2011. "Further international evidence on durable consumption growth and long-run consumption risk," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(2), pages 195-217.
  58. Paul Cashin & C. John McDermott, 1998. "Terms of Trade Shocks and the Current Account," IMF Working Papers 98/177, International Monetary Fund.
  59. Mesonnier, Jean-Stephane & Renne, Jean-Paul, 2007. "A time-varying "natural" rate of interest for the euro area," European Economic Review, Elsevier, Elsevier, vol. 51(7), pages 1768-1784, October.
  60. Been‐Lon Chen & Shun‐Fa Lee, 2012. "Intersectoral Spillovers, Relative Prices and Development Traps," Review of Development Economics, Wiley Blackwell, Wiley Blackwell, vol. 16(2), pages 243-261, 05.
  61. Jose E. Bosca & Antonio Cutanda & Javier Escriba, 2004. "Rates of return to public and private capital: new estimates using nonlinear Euler equations," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(11), pages 1225-1232.
  62. Theresa Kuchler & Johannes Stroebel, 2009. "Foreclosure and Bankruptcy--Policy Conclusions from the Current Crisis," Discussion Papers, Stanford Institute for Economic Policy Research 08-037, Stanford Institute for Economic Policy Research.
  63. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008. "Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 146-160, December.
  64. Marjorie Flavin & Shinobu Nakagawa, 2004. "A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence," NBER Working Papers 10458, National Bureau of Economic Research, Inc.
  65. Bokan, Nikola & Hughes Hallett, Andrew, 2007. "The Impact of Tax, Product and Labour Market Distortions on the Phillips Curve and the Natural Rate of Unemployment," Economics Discussion Papers 2007-42, Kiel Institute for the World Economy.
  66. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers, Banque de France 115, Banque de France.
  67. Michael Kumhof, 2002. "A Critical View of Inflation Targeting: Crises, Limited Sustaintability, and Aggregate Shocks," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.), Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 8, pages 349-394 Central Bank of Chile.
  68. Xabier Raurich & Hector Sala & Valeri Sorolla, 2005. "Unemployment, growth and fiscal policy: new insights on the hysteresis hypothesis," Working Papers, International Economics Institute, University of Valencia 0502, International Economics Institute, University of Valencia.
  69. Martin Lettau & Sydney C. Ludvigson, 2004. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," American Economic Review, American Economic Association, American Economic Association, vol. 94(1), pages 276-299, March.
  70. Bohn, Henning, 2009. "Intergenerational risk sharing and fiscal policy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 56(6), pages 805-816, September.
  71. Pakos, Michal, 2004. "Asset Pricing with Durable Goods and Nonhomothetic Preferences," MPRA Paper 26167, University Library of Munich, Germany.
  72. Yum K. Kwan, 2007. "The Direct Substitution between Government and Private Consumption in East Asia," NBER Chapters, in: Fiscal Policy and Management in East Asia, NBER-EASE, Volume 16, pages 45-58 National Bureau of Economic Research, Inc.
  73. Ippei Fujiwara, 2003. "Output Composition of Monetary Policy Transmission Mechanism in Japan," Discussion Papers in Economics and Business 03-07, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  74. Pakos, Michal, 2011. "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects are Present: The Role of Durable Goods," MPRA Paper 43534, University Library of Munich, Germany.
  75. Andrew Hughes Hallett, 2010. "Why Do Some Countries Undertake Structural Reforms When Others Do Not? Evidence From The Oecd And Emerging Market Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 81-103.
  76. Miguel Casares & Bennett T. McCallum, 2000. "An Optimizing IS-LM Framework with Endogenous Investment," NBER Working Papers 7908, National Bureau of Economic Research, Inc.
  77. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, Elsevier, vol. 82(1), pages 107-134.
  78. Naito, Takumi, 2006. "Growth, revenue, and welfare effects of tariff and tax reform: Win-win-win strategies," Journal of Public Economics, Elsevier, Elsevier, vol. 90(6-7), pages 1263-1280, August.
  79. 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.
  80. Fuad Hasanov, 2005. "Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey," Macroeconomics, EconWPA 0510011, EconWPA.
  81. Kim, Kwang Hwan & Katayama, Munechika, 2013. "Non-separability and sectoral comovement in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(9), pages 1715-1735.
  82. Michael Funke & Holger Strulik, 2005. "BOFIT Discussion Papers - Taxation, growth and welfare: Dynamic effects of Estonia’s income tax act," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 55, Money Macro and Finance Research Group.
  83. Andrea Ferrero, 2012. "House price booms, current account deficits, and low interest rates," Staff Reports, Federal Reserve Bank of New York 541, Federal Reserve Bank of New York.
  84. Auray, Stéphane, 2009. "Consommation, effet de substitution intertemporelle et formation des habitudes," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 85(4), pages 437-473, décembre.
  85. Steven Lugauer & Nelson Mark & Horag Choi, 2013. "The Size of the Precautionary Component of Household Saving: China and the U.S," 2013 Meeting Papers, Society for Economic Dynamics 1046, Society for Economic Dynamics.
  86. Shaofeng Xu, 2013. "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Working Papers, Bank of Canada 13-9, Bank of Canada.
  87. Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
  88. Fatih Guvenen, 2005. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," Macroeconomics, EconWPA 0507005, EconWPA.
  89. Felbermayr Gabriel J & Licandro Omar, 2005. "The Underestimated Virtues of the Two-sector AK Model," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 5(1), pages 1-19, September.
  90. Been-Lon Chen & Yu-Shan Hsu & Chia-Hui Lu, 2011. "Friedman meets Becker and Mulligan in a monetary neoclassical growth model," Journal of Economics, Springer, Springer, vol. 104(2), pages 99-126, October.
  91. John Y. Campbell, 2002. "Consumption-Based Asset Pricing," Harvard Institute of Economic Research Working Papers 1974, Harvard - Institute of Economic Research.
  92. Paul Levine & Emanuela Lotti & Joseph Pearlman, 2003. "The Immigration Surplus Revisited in a General Equilibrium Model with Endogenous Growth," School of Economics Discussion Papers, School of Economics, University of Surrey 0203, School of Economics, University of Surrey.
  93. Calvo, Guillermo & Celasun, Oya & Kumhof, Michael, 2007. "Inflation inertia and credible disinflation," Journal of International Economics, Elsevier, Elsevier, vol. 73(1), pages 48-68, September.
  94. 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.
  95. repec:van:wpaper:vuecon-sub-13-00002 is not listed on IDEAS
  96. Kwok Ping Tsang, 2008. "Forecasting Consumption Growth with the Real Term Structure," Working Papers e07-14, Virginia Polytechnic Institute and State University, Department of Economics.
  97. Chen, Been-Lon & Lee, Shun-Fa, 2007. "Import Tariffs and Growth in a Model with Habits," MPRA Paper 27667, University Library of Munich, Germany.
  98. Alberto Humala & Gabriel Rodríguez, 2011. "Estimation Of A Time Varying Natural Interest Rate For Peru," Documentos de Trabajo, Departamento de Economía - Pontificia Universidad Católica del Perú 2011-316, Departamento de Economía - Pontificia Universidad Católica del Perú.
  99. Francisco Alvarez-Cuadrado, 2006. "Growth Outside The Stable Path: Lessons From The European Reconstruction," Departmental Working Papers, McGill University, Department of Economics 2006-02, McGill University, Department of Economics.
  100. Karsten Jeske & Rajeev Dhawan, 2006. "Energy and the Macroeconomy: The Role of Consumer Durables," 2006 Meeting Papers, Society for Economic Dynamics 719, Society for Economic Dynamics.
  101. Liu, Liqun, 2012. "Inferring the rate of pure time preference under uncertainty," Ecological Economics, Elsevier, Elsevier, vol. 74(C), pages 27-33.
  102. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," NBER Working Papers 15756, National Bureau of Economic Research, Inc.
  103. Aydilek, Asiye, 2013. "Habit formation and housing over the life cycle," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 858-866.
  104. Leu, Shawn Chen-Yu & Sheen, Jeffrey, 2011. "A small New Keynesian state space model of the Australian economy," Economic Modelling, Elsevier, Elsevier, vol. 28(1), pages 672-684.
  105. Masao Ogaki & Vikas Kakkar, 2002. "The Distortionary Effects of Inflation: An Empirical Investigation," Working Papers, Ohio State University, Department of Economics 02-01, Ohio State University, Department of Economics.
  106. Been-Lon Chen & Yu-Shan Hsu & Kazuo Mino, 2013. "Welfare Implications and Equilibrium Indeterminacy in a Two-sector Growth Model with Consumption Externalities," IEAS Working Paper : academic research 13-A008, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  107. Poonam Gupta, 2000. "Aftermath of Banking Crises," IMF Working Papers 00/96, International Monetary Fund.
  108. Robert A. Amano & Tony S. Wirjanto, 1998. "Government Expenditures and the Permanent-Income Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 719-730, July.
  109. Michal Pakos, . "Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2007-E29, Carnegie Mellon University, Tepper School of Business.
  110. Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers, NIPE - Universidade do Minho 29/2007, NIPE - Universidade do Minho.
  111. Arif Oduncu, 2012. "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012 4380, EcoMod.
  112. Turnovsky, Stephen J., 2002. "Intertemporal and intratemporal substitution, and the speed of convergence in the neoclassical growth model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(9-10), pages 1765-1785, August.
  113. 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.
  114. Song Han, 2002. "On the economics of discrimination in credit markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2002-2, Board of Governors of the Federal Reserve System (U.S.).
  115. Kris Jacobs & Kevin Q. Wang, 2002. "Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns," CIRANO Working Papers, CIRANO 2002s-11, CIRANO.
  116. Winters, John V., 2009. "Wages and prices: Are workers fully compensated for cost of living differences?," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 39(5), pages 632-643, September.
  117. Okubo, Masakatsu, 2003. "Intratemporal substitution between private and government consumption: the case of Japan," Economics Letters, Elsevier, Elsevier, vol. 79(1), pages 75-81, April.
  118. Mihaela Pintea & Stephen Turnovsky, 2006. "Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 28(2), pages 177-209, September.
  119. Minh Ha-Duong & Nicolas Treich, 2004. "Risk aversion, intergenerational equity and climate change," Working Papers 25611, Institut National de la Recherche Agronomique, France.
  120. Evans, Lynne & Kenc, Turalay, 2004. "FOREX risk premia and policy uncertainty: a recursive utility analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(1), pages 1-24, February.
  121. Stephen Turnovsky, 2000. "The Transitional Dynamics of Fiscal Policy: Long-run Capital Accumulation and Growth," Working Papers, University of Washington, Department of Economics 0018, University of Washington, Department of Economics.
  122. Serletis, Apostolos & Shahmoradi, Asghar, 2010. "Consumption effects of government purchases," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(3), pages 892-905, September.
  123. Drake, Leigh & Fleissig, Adrian R., 2010. "Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(11), pages 2811-2821, November.
  124. Munechika Katayama & Kwang Hwan Kim, . "Costly Labor Reallocation, Non-Separable Preferences, and Expectation Driven Business Cycles," Departmental Working Papers, Department of Economics, Louisiana State University 2010-05, Department of Economics, Louisiana State University.
  125. Sorek, Gilad, 2011. "Patents and quality growth in OLG economy," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(4), pages 690-699.
  126. Emmanuel De Veirman & Ashley Dunstan, 2011. "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," CAMA Working Papers 2011-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  127. Carlstrom, Charles T. & Fuerst, Timothy S., 2010. "Nominal Rigidities, Residential Investment, And Adjustment Costs," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 14(01), pages 136-148, February.
  128. Dladla, Pholile & Malikane, Christopher & Ojah, Kalu, 2014. "The Elasticity of Intertemporal Substitution Reconsidered," MPRA Paper 55547, University Library of Munich, Germany.
  129. Paul Cashin & C. John McDermott, 2003. "Intertemporal Substitution and Terms-of-Trade Shocks," Review of International Economics, Wiley Blackwell, vol. 11(4), pages 604-618, 09.
  130. Hanno Lustig & Stijn Van Nieuwerburgh, 2002. "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics, EconWPA 0211008, EconWPA.
  131. Douglas H. Joines & R.Anton Braun & Daisuke Ikeda, 2008. "The saving rate in Japan: Why it has fallen and why it will remain low," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-117, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  132. Yang, Wei, 2011. "Long-run risk in durable consumption," Journal of Financial Economics, Elsevier, Elsevier, vol. 102(1), pages 45-61, October.
  133. International Monetary Fund, 2011. "Business Cycles in Emerging Markets," IMF Working Papers 11/133, International Monetary Fund.
  134. Minh Ha-Duong & Nicolas Treich, 1999. "Recursive Intergenerational Utility in Global Climate Risk Modeling," CIRANO Working Papers, CIRANO 99s-40, CIRANO.
  135. Nancy L. Stokey, 2007. "Housing and Nondurable Consumption," 2007 Meeting Papers, Society for Economic Dynamics 799, Society for Economic Dynamics.
  136. Reinhart, Carmen & Talvi, Ernesto, 1998. "Capital flows and saving in Latin America and Asia: A reinterpretation," MPRA Paper 13704, University Library of Munich, Germany.
  137. Charles T. Carlstrom & Timothy S. Fuerst, 2006. "Co-movement in sticky price models with durable goods," Working Paper 0614, Federal Reserve Bank of Cleveland.
  138. Masasaki Fuse, 2004. "Estimating intertemporal substitution in Japan," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(4), pages 267-269.
  139. B. Bhaskara Rao, 2005. "Testing Hall's permanent income hypothesis for a developing country: the case of Fiji," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(4), pages 245-248.
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