Citations for "Nonexpected Utility in Macroeconomics"
by Weil, Philippe
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- Bovenberg, A Lans & Uhlig, Harald, 2006.
"Pension Systems and the Allocation of Macroeconomic Risk,"
CEPR Discussion Papers
5949, C.E.P.R. Discussion Papers.
- Lans Bovenberg & Harald Uhlig, 2006.
"Pension Sytems and the Allocation of Macroeconomic Risk,"
SFB 649 Discussion Papers
SFB649DP2006-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Bovenberg, A.L. & Uhlig, H.F.H.V.S., 2006.
"Pension Systems and the Allocation of Macroeconomic Risk,"
Discussion Paper
2006-101, Tilburg University, Center for Economic Research.
- Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999.
"Robust Permanent Income and Pricing,"
Review of Economic Studies,
Wiley Blackwell, vol. 66(4), pages 873-907, October.
- Smith, William T., 1999.
"Risk, the Spirit of Capitalism and Growth: The Implications of a Preference for Capital,"
Journal of Macroeconomics,
Elsevier, vol. 21(2), pages 241-262, April.
- S. Nuri Erbas, 2002.
"Primer on Reforms in a Second-Best Ambiguous Environment: A Case for Gradualism,"
IMF Working Papers
02/50, International Monetary Fund.
- Traeger, Christian P., 2012.
"Why uncertainty matters - discounting under intertemporal risk aversion and ambiguity,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt2w614303, Department of Agricultural & Resource Economics, UC Berkeley.
- Stephen Satchell & Susan Thorp & Oliver Williams, 2012.
"Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods,"
Research Paper Series
300, Quantitative Finance Research Centre, University of Technology, Sydney.
- Maria João Ribeiro, 2003.
"Endogenous Growth: Analytical Review of its Generating Mechanisms,"
NIPE Working Papers
4/2003, NIPE - Universidade do Minho.
- Coeurdacier, Nicolas & Martin, Philippe, 2007.
"The Geography of Asset Trade and the Euro: Insiders and Outsiders,"
CEPR Discussion Papers
6032, C.E.P.R. Discussion Papers.
- Coeurdacier, Nicolas & Martin, Philippe, 2009.
"The geography of asset trade and the euro: Insiders and outsiders,"
Journal of the Japanese and International Economies,
Elsevier, vol. 23(2), pages 90-113, June.
- Nicolas Coeurdacier & Philippe Martin, 2009.
"The geography of asset trade and the euro: Insiders and outsiders,"
NBER Chapters,
in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR
National Bureau of Economic Research, Inc.
- Coeurdacier, Nicolas & Martin, Philippe, 2007.
"The geography of asset trade and the euro: insiders and outsiders,"
CEPREMAP Working Papers (Docweb)
0701, CEPREMAP.
- Coeurdacier, Nicolas & Martin, Philippe, 2006.
"The Geography of Asset Trade and the Euro: Insiders and Outsiders,"
ESSEC Working Papers
DR 06020, ESSEC Research Center, ESSEC Business School.
- Hahm, Joon-Ho, 1998.
"Consumption adjustment to real interest rates: Intertemporal substitution revisited,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 22(2), pages 293-320, February.
- Traeger, Christian P., 2011.
"Interemporal Risk Aversion - or - Wouldn't it be Nice to Tell Whether Robinson Crusoe is Risk,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt67d581xt, Department of Agricultural & Resource Economics, UC Berkeley.
- Kihlstrom, Richard, 2009.
"Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors,"
Journal of Mathematical Economics,
Elsevier, vol. 45(9-10), pages 634-663, September.
- Posch, Olaf & Trimborn, Timo, 2010.
"Numerical solution of continuous-time DSGE models under Poisson uncertainty,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Andrew B. Abel, .
"The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation,"
Rodney L. White Center for Financial Research Working Papers
3-99, Wharton School Rodney L. White Center for Financial Research.
- Andrew B. Abel, 1999.
"The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation,"
NBER Working Papers
6991, National Bureau of Economic Research, Inc.
- Andrew B. Abel, .
"The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation,"
Rodney L. White Center for Financial Research Working Papers
03-99, Wharton School Rodney L. White Center for Financial Research.
- Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J., 2009.
"Doubts or variability?,"
Journal of Economic Theory,
Elsevier, vol. 144(6), pages 2388-2418, November.
- Russel Cooper & Kieran P. Donaghy, 2000.
"Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa,"
Econometric Society World Congress 2000 Contributed Papers
0527, Econometric Society.
- Turnovsky, Stephen J. & Smith, William T., 2006.
"Equilibrium consumption and precautionary savings in a stochastically growing economy,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(2), pages 243-278, February.
- David Backus & Bryan Routledge & Stanley Zin, 2004.
"Exotic Preferences for Macroeconomists,"
Working Papers
04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Juan Ignacio Pena & Rosa Rodriguez, 2006.
"On The Economic Link Between Asset Prices And Real Activity,"
Business Economics Working Papers
wb063209, Universidad Carlos III, Departamento de Economía de la Empresa.
- Benjamin Eden, 2004.
"Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?,"
Vanderbilt University Department of Economics Working Papers
0422, Vanderbilt University Department of Economics.
- Michel Normandin & Pascal St-Amour, 2005.
"An Empirical Analysis of U.S. Aggregate Portfolio Allocations,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
05.03, Université de Lausanne, Faculté des HEC, DEEP.
- Michel Normandin & Pascal St-Amour, 2005.
"An Empirical Analysis of U.S. Aggregate Portfolio Allocations,"
Cahiers de recherche
0503, CIRPEE.
- Michel Normandin & Pascal Saint-Amour, 2005.
"An Empirical Analysis of U.S. Aggregate Portfolio Allocations,"
Cahiers de recherche
05-02, HEC Montréal, Institut d'économie appliquée.
- Michel Normandin & Pascal St-Amour, 2005.
"An Empirical Analysis of U.S. Aggregate Portfolio Allocations,"
CIRANO Working Papers
2005s-07, CIRANO.
- Chris Edmond & Pierre-Olivier Weill, 2011.
"Aggregate Implications of Micro Asset Market Segmentation,"
Department of Economics - Working Papers Series
1117, The University of Melbourne.
- Booij, Adam S. & van Praag, Bernard M.S., 2009.
"A simultaneous approach to the estimation of risk aversion and the subjective time discount rate,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 70(1-2), pages 374-388, May.
- Paola Giuliano & Stephen Turnovsky, 2000.
"Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy,"
Discussion Papers in Economics at the University of Washington
0002, Department of Economics at the University of Washington.
- Giuliano, Paola & Turnovsky, Stephen J., 2003.
"Intertemporal substitution, risk aversion, and economic performance in a stochastically growing open economy,"
Journal of International Money and Finance,
Elsevier, vol. 22(4), pages 529-556, August.
- Paola Giuliano & Stephen Turnovsky, 2000.
"Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy,"
Working Papers
0002, University of Washington, Department of Economics.
- Paola Giuliano & Stephen Turnovsky, 2002.
"Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy,"
Working Papers
UWEC-2002-20-P, University of Washington, Department of Economics.
- Peress, Joel, 2010.
"The tradeoff between risk sharing and information production in financial markets,"
Journal of Economic Theory,
Elsevier, vol. 145(1), pages 124-155, January.
- 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.
- Minh Ha-Duong & Nicolas Treich, 1999.
"Recursive Intergenerational Utility in Global Climate Risk Modeling,"
CIRANO Working Papers
99s-40, CIRANO.
- Christian Keuschnigg & Mirela Keuschnigg, 2004.
"Aging, Labor Markets, and Pension Reform in Austria,"
FinanzArchiv: Public Finance Analysis,
Mohr Siebeck, Tübingen, vol. 60(3), pages 359-, September.
- Christian Keuschnigg & Mirela Keuschnigg, 2004.
"Aging, Labor Markets and Pension Reform in Austria,"
University of St. Gallen Department of Economics working paper series 2004
2004-03, Department of Economics, University of St. Gallen.
- Keuschnigg Christian & Keuschnigg Mirela, 2004.
"Aging, Labor Markets and Pension Reform in Austria,"
GE, Growth, Math methods
0404002, EconWPA.
- Ozaki, Hiroyuki & Streufert, Peter A., 1996.
"Dynamic programming for non-additive stochastic objectives,"
Journal of Mathematical Economics,
Elsevier, vol. 25(4), pages 391-442.
- Olaf Posch, 2010.
"Risk Premia in General Equilibrium,"
CESifo Working Paper Series
3131, CESifo Group Munich.
- Alex Edmans & Xavier Gabaix & Augustin Landier, 2007.
"A Calibratable Model of Optimal CEO Incentives in Market Equilibrium,"
NBER Working Papers
13372, National Bureau of Economic Research, Inc.
- Michael T. Kiley, 2001.
"An analytical approach to the welfare cost of business cycles and the benefit from activist monetary policy,"
Finance and Economics Discussion Series
2001-41, Board of Governors of the Federal Reserve System (U.S.).
- Roland Benabou, 1999.
"Tax and Education Policy in a Heterogeneous Agent Economy: What Levels f Redistribution Maximize Growth and Efficiency?,"
NBER Working Papers
7132, National Bureau of Economic Research, Inc.
- Robert J. Barro, 2006.
"On the Welfare Costs of Consumption Uncertainty,"
NBER Working Papers
12763, National Bureau of Economic Research, Inc.
- Khan, Aubhik & Ravikumar, B., 2001.
"Growth and risk-sharing with private information,"
Journal of Monetary Economics,
Elsevier, vol. 47(3), pages 499-521, June.
- Aubhik Khan & B. Ravikumar, 1998.
"Growth and Risk-Sharing with Private Information,"
Macroeconomics
9802003, EconWPA.
- Khan, A. & Ravikumar, B., 1997.
"Growth and Risk-Sharing with Private Information,"
Working Papers
97-13, University of Iowa, Department of Economics.
- Aubhik Khan & B. Ravikumar, 1999.
"Growth and risk-sharing with private information,"
Working Papers
99-12, Federal Reserve Bank of Philadelphia.
- Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2006.
"Probabilistic Aging,"
CESifo Working Paper Series
1680, CESifo Group Munich.
- Reis, Ricardo, 2005.
"The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuations,"
CEPR Discussion Papers
5054, C.E.P.R. Discussion Papers.
- Bhamra, Harjoat S. & Uppal, Raman, 2005.
"The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility,"
CEPR Discussion Papers
5020, C.E.P.R. Discussion Papers.
- Kamihigashi, Takashi, 2002.
"Externalities and nonlinear discounting: Indeterminacy,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 26(1), pages 141-169, January.
- Santiago García Verdú, 2010.
"Equilibrium yield curves under regime switching,"
Working Papers
2010-08, Banco de México.
- Evan W. Anderson & Lars Peter Hansen, .
"Perturbation Methods for Risk-Sensitive Economies,"
Computing in Economics and Finance 1996
_062, Society for Computational Economics.
- Karen K. Lewis, 1996.
"Consumption, Stock Returns, and the Gains from International Risk-Sharing,"
NBER Working Papers
5410, National Bureau of Economic Research, Inc.
- Robert J. Barro & José F. Ursúa, 2009.
"Stock-Market Crashes and Depressions,"
NBER Working Papers
14760, National Bureau of Economic Research, Inc.
- Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005.
"Interpretable asset markets?,"
European Economic Review,
Elsevier, vol. 49(3), pages 531-560, April.
- Shmuel Kandel & Robert F. Stambaugh, 1991.
"Asset Returns and Intertemporal Preferences,"
NBER Working Papers
3633, National Bureau of Economic Research, Inc.
- Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996.
"Asset pricing models with and without consumption data: An empirical evaluation,"
Journal of Empirical Finance,
Elsevier, vol. 3(3), pages 267-301, September.
- Michael Haliassos & Christis Hassapis, 1997.
"Non-expected Utility, Saving, and Portfolios,"
Macroeconomics
9709003, EconWPA, revised 11 Apr 1998.
- Philippe Martin & Helene Rey, 2002.
"Financial Globalization and Emerging Markets: With or Without Crash?,"
NBER Working Papers
9288, National Bureau of Economic Research, Inc.
- Aude POMMERET & William T. SMITH, 2004.
"Fertility, Volatility, and Growth,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
04.08, Université de Lausanne, Faculté des HEC, DEEP.
- Pommeret, Aude & Smith, William T., 2005.
"Fertility, volatility, and growth,"
Economics Letters,
Elsevier, vol. 87(3), pages 347-353, June.
- Atkinson, Giles D. & Dietz, Simon & Helgeson, Jennifer & Hepburn, Cameron & Sælen, Håkon, 2009.
"Siblings, not triplets: social preferences for risk, inequality and time in discounting climate change,"
Economics Discussion Papers
2009-14, Kiel Institute for the World Economy.
- Helgeson, Jennifer & Dietz, Simon & Atkinson, Giles D. & Hepburn, Cameron & Sælen, Håkon, 2009.
"Siblings, not triplets: social preferences for risk, inequality and time in discounting climate change,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy, vol. 3(26), pages 1-28.
- Bertola, Giuseppe, 2000.
"Macroeconomics of distribution and growth,"
Handbook of Income Distribution,
in: A.B. Atkinson & F. Bourguignon (ed.), Handbook of Income Distribution, edition 1, volume 1, chapter 9, pages 477-540
Elsevier.
- Dumas, Bernard & Uppal, Raman & Wang, Tan, 2000.
"Efficient Intertemporal Allocations with Recursive Utility,"
Journal of Economic Theory,
Elsevier, vol. 93(2), pages 240-259, August.
- Ravi Bansal & Marcelo Ochoa, 2011.
"Temperature, Aggregate Risk, and Expected Returns,"
NBER Working Papers
17575, National Bureau of Economic Research, Inc.
- Crost, Benjamin & Traeger, Christian P., 2010.
"Risk and aversion in the integrated assessment of climate change,"
CUDARE Working Paper Series
1104R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy, revised Jul 2011.
- Stephen Satchell & Susan Thorp, 2007.
"Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments,"
Research Paper Series
209, Quantitative Finance Research Centre, University of Technology, Sydney.
- Garcia, Rene & Renault, Eric & Semenov, Andrei, 2006.
"Disentangling risk aversion and intertemporal substitution through a reference level,"
Finance Research Letters,
Elsevier, vol. 3(3), pages 181-193, September.
- Robert J. Barro & Tao Jin, 2011.
"On the Size Distribution of Macroeconomic Disasters,"
Econometrica,
Econometric Society, vol. 79(5), pages 1567-1589, 09.
- Kris Jacobs, 2002.
"The Rate of Risk Aversion May Be Lower Than You Think,"
CIRANO Working Papers
2002s-08, CIRANO.
- Traeger, Christian P., 2011.
"Discounting and confidence,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt61m836d1, Department of Agricultural & Resource Economics, UC Berkeley.
- Dominik Grafenhofer & Christian Jaag & Christian Keuschnigg & Mirela Keuschnigg, 2007.
"Economic Aging and Demographic Change,"
University of St. Gallen Department of Economics working paper series 2007
2007-35, Department of Economics, University of St. Gallen.
- Helene Rey & Philippe Martin, 2005.
"Globalization and Emerging Markets: With or Without Crash?,"
2005 Meeting Papers
152, Society for Economic Dynamics.
- Martin, Philippe & Rey, Hélène, 2005.
"Globalization and Emerging Markets: With or Without Crash?,"
CEPR Discussion Papers
5165, C.E.P.R. Discussion Papers.
- Philippe Martin & Hélène Rey, 2005.
"Globalization and Emerging Markets: With or Without Crash?,"
NBER Working Papers
11550, National Bureau of Economic Research, Inc.
- Rey, Hélène & Martin, Philippe, 2006.
"Globalization and Emerging Markets: With or Without Crash?,"
Open Access publications from Sciences Po
info:hdl:2441/9261, Sciences Po.
- Miyazaki, Kenji & Saito, Makoto, 2004.
"Preference for early resolution and commitment,"
Finance Research Letters,
Elsevier, vol. 1(2), pages 113-118, June.
- Robert E. Lucas Jr., 2003.
"Macroeconomic Priorities,"
American Economic Review,
American Economic Association, vol. 93(1), pages 1-14, March.
- Smith, William T., 1996.
"Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time,"
Economics Letters,
Elsevier, vol. 53(2), pages 123-131, November.
- Lewis, Karen K., 2000.
"Why do stocks and consumption imply such different gains from international risk sharing?,"
Journal of International Economics,
Elsevier, vol. 52(1), pages 1-35, October.
- Alexander L. Wolman, 2006.
"Bond price premiums,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Fall, pages 317-336.
- Lord, William & Rangazas, Peter, 1998.
"Capital Accumulation and Taxation in a General Equilibrium Model with Risky Human Capital,"
Journal of Macroeconomics,
Elsevier, vol. 20(3), pages 509-531, July.
- Patrick Honohan, 1995.
"The Impact of Financial and Fiscal Policies on Saving,"
Papers
WP059, Economic and Social Research Institute (ESRI).
- Smith, William & Son, Young Seob, 2005.
"Can the desire to conserve our natural resources be self-defeating?,"
Journal of Environmental Economics and Management,
Elsevier, vol. 49(1), pages 52-67, January.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012.
"Computing DSGE Models with Recursive Preferences and Stochastic Volatility,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
- Gertler, Mark, 1999.
"Government debt and social security in a life-cycle economy,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 50(1), pages 61-110, June.
- Clemens, Christiane & Soretz, Susanne, 1997.
"Welfare Effects of Income Taxation in a Model of Stochastic Growth,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-210, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Peter T. Gottschalk & Enrico Spolaore, 2000.
"On the Evaluation of Economic Mobility,"
JCPR Working Papers
185, Northwestern University/University of Chicago Joint Center for Poverty Research.
- Peter Gottschalk & Enrico Spolare, 2001.
"On the Evaluation of Economic Mobility,"
Working Papers
2001-25, Brown University, Department of Economics.
- Peter Gottschalk & Enrico Spolaore, 2000.
"On the Evaluation of Economic Mobility,"
Boston College Working Papers in Economics
459, Boston College Department of Economics, revised 09 Apr 2001.
- Peter Gottschalk & Enrico Spolaore, 1998.
"On the Evaluation of Economic Mobility,"
Boston College Working Papers in Economics
407., Boston College Department of Economics.
- Robert J. Barro & José F. Ursúa, 2008.
"Macroeconomic Crises since 1870,"
NBER Working Papers
13940, National Bureau of Economic Research, Inc.
- Wang, H. Holly & Du, Wen, 2005.
"Intertemporal Risk Management Decisions of Farmers under Preference, Market, and Policy Dynamics,"
2005 Annual meeting, July 24-27, Providence, RI
19526, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Gaowang Wang & Heng-fu Zou, 2012.
"Economic Globalization, Mercantilism and Economic Growth,"
CEMA Working Papers
548, China Economics and Management Academy, Central University of Finance and Economics.
- Johanna Etner, 2006.
"A Note on the Relation between Risk Aversion, Intertemporal Substitution and Timing of the Resolution of Uncertainty,"
Annals of Economics and Finance,
Society for AEF, vol. 7(2), pages 251-256, November.
- Traeger, Christian P., 2011.
"Subjective Risk, Confidence, and Ambiguity,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt0gw7t7vn, Department of Agricultural & Resource Economics, UC Berkeley.
- Marcelo Bianconi, 2011.
"Transfer programs under alternative insurance schemes and liquidity constraints,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 20(2), pages 175-197.
- Caldara, Dario & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco & Yao, Wen, 2009.
"Computing DSGE Models with Recursive Preferences,"
CEPR Discussion Papers
7312, C.E.P.R. Discussion Papers.
- Li, Minqiang, 2010.
"Asset Pricing - A Brief Review,"
MPRA Paper
22379, University Library of Munich, Germany.
- Steger, Thomas M., 2005.
"Stochastic growth under Wiener and Poisson uncertainty,"
Economics Letters,
Elsevier, vol. 86(3), pages 311-316, March.
- Robert B. Barsky & Miles S. Kimball & F. Thomas Juster & Matthew D. Shapiro, 1997.
"Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Survey,"
NBER Working Papers
5213, National Bureau of Economic Research, Inc.
- Urban Jermann, 2002.
"EconomicDynamics Interviews Urban Jermann on Asset Pricing,"
EconomicDynamics Newsletter,
Review of Economic Dynamics, vol. 3(2), April.
- Levent Akdeniz & W. Davis Dechert, .
"Risk and Return in a Dynamic Asset Pricing Model,"
Computing in Economics and Finance 1996
_064, Society for Computational Economics.
- Hal Snarr & Jeffrey Edwards, 2009.
"Does income support increase abortions?,"
Social Choice and Welfare,
Springer, vol. 33(4), pages 575-599, November.
- Basu, Parantap & Ghosh, Satyajit, 2001.
"Tax rate uncertainty, labor supply and saving in a nonexpected utility maximizing model,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 41(1), pages 49-68.
- Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad T., 2007.
"Euler equations and money market interest rates: A challenge for monetary policy models,"
Journal of Monetary Economics,
Elsevier, vol. 54(7), pages 1863-1881, October.
- Enrico Saltari & Davide Ticchi, 2002.
"Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship,"
Working Papers
69, University of Rome La Sapienza, Department of Public Economics.
- Saltari, Enrico & Ticchi, Davide, 2007.
"Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship,"
Journal of Monetary Economics,
Elsevier, vol. 54(3), pages 622-648, April.
- Prasad V. Bidarkota, 2008.
"Incomplete Information in a Long Run Risks Model of Asset Pricing,"
Working Papers
0802, Florida International University, Department of Economics.
- Martin Andreasen, 2012.
"On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 295-316, July.
- Antoine Bommier, 2003.
"Mortality and Life-Cycle Models,"
Research Unit Working Papers
0314, Laboratoire d'Economie Appliquee, INRA.
- Gianluca Femminis, 2012.
"Risk aversion heterogeneity and the investment-uncertainty relationship,"
DISCE - Quaderni dell'Istituto di Teoria Economica e Metodi Quantitativi
itemq1260, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Stephane Pallage & Michel Robe, 2000.
"Magnitude X on the Richter Scale: Welfare Cost of Business Cycles in Developing Countries,"
Cahiers de recherche CREFE / CREFE Working Papers
124, CREFE, Université du Québec à Montréal.
- Miquel Faig, 1997.
"INVESTMENT IRREVERSIBILITY IN GENERAL EQUILIBRIUM: Capital Accumulation, Interest Rates, and the Risk Premium,"
Working Papers
faig-97-01, University of Toronto, Department of Economics.
- Thomas M. Steger & Lucas Bretschger, 2005.
"Globalization, the volatility of intermediate goods prices and economic growth,"
CER-ETH Economics working paper series
05/40, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Traeger, Christian, 2012.
"A 4-stated DICE: quantitatively addressing uncertainty effects in climate change,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt6jx2p7fv, Department of Agricultural & Resource Economics, UC Berkeley.
- Ribeiro, M.J., 2000.
"A Nonscale Growth Model with R&D and Human Capital Accumulation,"
The Warwick Economics Research Paper Series (TWERPS)
574, University of Warwick, Department of Economics.
- Gong, Liutang & Zou, Heng-fu, 2012.
"Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism,"
MPRA Paper
37426, University Library of Munich, Germany.
- Antoine Bommier, 2007.
"Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion,"
Economics Bulletin,
AccessEcon, vol. 4(29), pages 1-8.
- Isaac Kleshchelski & Nicolas Vincent, 2007.
"Robust Equilibrium Yield Curves,"
Cahiers de recherche
08-02, HEC Montréal, Institut d'économie appliquée.
- Xavier Gabaix, 2008.
"Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance,"
NBER Working Papers
13724, National Bureau of Economic Research, Inc.
- Elie Appelbaum, 2000.
"Estimating the firm's demand and supply functions under uncertainty without expected utility,"
Working Papers
2000_5, York University, Department of Economics.
- Karen K. Lewis, 1996.
"Consumption, stock returns, and the gains from international risk-sharing,"
Working Papers
96-6, Federal Reserve Bank of Philadelphia.
- Frechette, Darren L. & Wen, Fang-I, 2002.
"Risk Aversion, Uncertainty Aversion, And Variation Aversion In Applied Commodity Price Analysis,"
2002 Conference, April 22-23, 2002, St. Louis, Missouri
19062, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Marcelo Bianconi, 2004.
"Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints,"
Discussion Papers Series, Department of Economics, Tufts University
0411, Department of Economics, Tufts University.
- Epstein, Larry G & Melino, Angelo, 1995.
"A Revealed Preference Analysis of Asset Pricing under Recursive Utility,"
Review of Economic Studies,
Wiley Blackwell, vol. 62(4), pages 597-618, October.
- repec:ebl:ecbull:v:4:y:2007:i:29:p:1-8 is not listed on IDEAS
- Detemple, Jerome B. & Giannikos, Christos I., 1996.
"Asset and commodity prices with multi-attribute durable goods,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 20(8), pages 1451-1504, August.
- Ravi Jagannathan & Srikant Marakani, 2011.
"Long Run Risks & Price/Dividend Ratio Factors,"
NBER Working Papers
17484, National Bureau of Economic Research, Inc.
- Sercu, Piet & Vanpee, R, 2007.
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