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A measure of the sensitivity of saving to interest rate uncertainty with non-expected preferences

  • Langlais, Eric

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File URL: http://www.sciencedirect.com/science/article/pii/0165-1765(94)00608-5
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 48 (1995)
Issue (Month): 3-4 (June)
Pages: 325-330

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Handle: RePEc:eee:ecolet:v:48:y:1995:i:3-4:p:325-330
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Larry Selden, 1979. "An OCE Analysis of the Effect of Uncertainty on Saving under Risk Preference Independence," Review of Economic Studies, Oxford University Press, vol. 46(1), pages 73-82.
  2. Kimball, M. & Weil, P., 1991. "Precautionary Savings and Consumption Smoothing Across Time and Possibilities," Harvard Institute of Economic Research Working Papers 1563, Harvard - Institute of Economic Research.
  3. Kreps, David M & Porteus, Evan L, 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory," Econometrica, Econometric Society, vol. 46(1), pages 185-200, January.
  4. J. E. Stiglitz, 1970. "A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates," Review of Economic Studies, Oxford University Press, vol. 37(3), pages 321-351.
  5. Caballero, Ricardo J., 1990. "Consumption puzzles and precautionary savings," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 113-136, January.
  6. Barsky, Robert B & Mankiw, N Gregory & Zeldes, Stephen P, 1986. "Ricardian Consumers with Keynesian Propensities," American Economic Review, American Economic Association, vol. 76(4), pages 676-91, September.
  7. Epstein, Larry G., 1988. "Risk aversion and asset prices," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 179-192, September.
  8. Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
  9. Alberto Giovannini & Philippe Weil, 1989. "Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model," NBER Working Papers 2824, National Bureau of Economic Research, Inc.
  10. Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-69, July.
  11. Jerusalem D. Levhari & T. N. Srinivasan, 1969. "Optimal Savings under Uncertainty," Review of Economic Studies, Oxford University Press, vol. 36(2), pages 153-163.
  12. Philippe Weil, 1993. "Precautionary Savings and the Permanent Income Hypothesis," Review of Economic Studies, Oxford University Press, vol. 60(2), pages 367-383.
  13. repec:fth:harver:1421 is not listed on IDEAS
  14. Frederick van der Ploeg, 1993. "A Closed-form Solution for a Model of Precautionary Saving," Review of Economic Studies, Oxford University Press, vol. 60(2), pages 385-395.
  15. van der Ploeg, Frederick, 1992. "Temporal risk aversion, intertemporal substitution and Keynesian propensities to consume," Economics Letters, Elsevier, vol. 39(4), pages 479-484, August.
  16. Cantor, Richard, 1985. "The consumption function and the precautionary demand for savings," Economics Letters, Elsevier, vol. 17(3), pages 207-210.
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