Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan
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References listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Nakano, Katsura & Saito, Makoto, 1998. "Asset Pricing in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 12(2), pages 151-166, June.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Yogo, Motohiro, 2008. "Asset Prices Under Habit Formation and Reference-Dependent Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 131-143, April.
- Oshio, Takashi & Kobayashi, Miki, 2009. "Income inequality, area-level poverty, perceived aversion to inequality, and self-rated health in Japan," Social Science & Medicine, Elsevier, vol. 69(3), pages 317-326, August.
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- repec:wly:jmoncb:v:49:y:2017:i:4:p:635-661 is not listed on IDEAS
- repec:mbr:jmonec:v:7:y:2012:i:1:p:41-66 is not listed on IDEAS
- Horag Choi & Steven Lugauer & Nelson C. Mark, 2017.
"Precautionary Saving of Chinese and U.S. Households,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 49(4), pages 635-661, June.
- Horag Choi & Steven Lugauer & Nelson C. Mark, 2014. "Precautionary Saving of Chinese and U.S. Households," NBER Working Papers 20527, National Bureau of Economic Research, Inc.
- Steven Lugauer & Nelson Mark & Horag Choi, 2013. "The Size of the Precautionary Component of Household Saving: China and the U.S," 2013 Meeting Papers 1046, Society for Economic Dynamics.
More about this item
KeywordsIntertemporal Elasticity of Substitution; Relative Risk Aversion; Generalized Method of Moments; Continuous Updating Estimator; Weak Identifi cation;
- D9 - Microeconomics - - Micro-Based Behavioral Economics
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
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