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Citations for "Estimating Euler Equations"

by Orazio P. Attanasio & Hamish Low

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  1. Martin Browning & Thomas F. Crossley, 2000. "The Life Cycle Model of Consumption and Saving," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University 28, McMaster University.
  2. Christopher D. Carroll, 1997. "Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation)," NBER Working Papers 6298, National Bureau of Economic Research, Inc.
  3. 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.
  4. Martin Browning & Sule Alan, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers, University of Oxford, Department of Economics 283, University of Oxford, Department of Economics.
  5. 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.
  6. Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer, Springer, vol. 13(3), pages 181-205, September.
  7. Lee, Jeong-Joon & Sawada, Yasuyuki, 2007. "The degree of precautionary saving: A reexamination," Economics Letters, Elsevier, Elsevier, vol. 96(2), pages 196-201, August.
  8. Casado, Jose Maria & Alvarez-Cuadrado, Francisco & Labeaga, Jose Maria & Sutthiphisal, Dhanoos, 2012. "Envy and habits: Panel data estimates of interdependent preferences," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) 054, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  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. 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.
  11. 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.
  12. Sònia Muñoz, 2006. "Wealth Effects in Europe," IMF Working Papers, International Monetary Fund 06/30, International Monetary Fund.
  13. 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.
  14. Jesus Fernández-Villaverde & Dirk Krueger, 2007. "Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 552-565, August.
  15. 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.
  16. Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2005. "Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey," Emory Economics, Department of Economics, Emory University (Atlanta) 0507, Department of Economics, Emory University (Atlanta).
  17. Jonathan A. Parker & Bruce Preston, 2004. "Precautionary Saving and Consumption Fluctuations," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. 140, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics..
  18. Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2006. "Temptation and self-control: some evidence and applications," Staff Report, Federal Reserve Bank of Minneapolis 367, Federal Reserve Bank of Minneapolis.
  19. 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.
  20. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers, Society for Economic Dynamics 201, Society for Economic Dynamics.
  21. Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Royal Economic Society Annual Conference 2002, Royal Economic Society 112, Royal Economic Society.
  22. Arie Kapteyn & Kristin J. Kleinjans & Arthur Van Soest, 2007. "Intertemporal Consumption with Directly Measured Welfare Functions and Subjective Expectations," Working Papers, RAND Corporation Publications Department 535, RAND Corporation Publications Department.
  23. Olga Gorbachev & Keshav Dogra, 2009. "Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004," ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh 193, Edinburgh School of Economics, University of Edinburgh.
  24. 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.
  25. Ernst Juerg Weber, 2007. "The Role of the Real Interest Rate in US Macroeconomic History," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 07-01, The University of Western Australia, Department of Economics.
  26. 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.
  27. 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.
  28. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
  29. 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.
  30. 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, Elsevier for the Society for Economic Dynamics, vol. 9(2), pages 242-262, April.
  31. Thomas F. Crossley & Hamish W. Low, 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University 131, McMaster University.
  32. Alessie, R.J.M. & Teppa, F., 2002. "Saving and Habit Formation: Evidence from Dutch Panel Data," Discussion Paper, Tilburg University, Center for Economic Research 2002-62, Tilburg University, Center for Economic Research.
  33. Kuismanen, Mika & Pistaferri, Luigi, 2006. "Information, habits, and consumption behavior: evidence from micro data," Working Paper Series, European Central Bank 0572, European Central Bank.
  34. 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.
  35. Pudney, Stephen, 2008. "Heaping and leaping: survey response behaviour and the dynamics of self-reported consumption expenditure," ISER Working Paper Series 2008-09, Institute for Social and Economic Research.
  36. 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.
  37. 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.
  38. 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.
  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. 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.
  41. 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.
  42. 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.
  43. Willman, Alpo, 2003. "Consumption, habit persistence, imperfect information and the lifetime budget constraint," Working Paper Series, European Central Bank 0251, European Central Bank.