On the quantitative importance of market completeness
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Marcet, Albert & Obiols-Homs, Francesc & Weil, Philippe, 2007.
"Incomplete markets, labor supply and capital accumulation,"
Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2621-2635, November.
- Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2002. "Incomplete markets, labor supply and capital accumulation," Economics Working Papers 659, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2003.
- Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2003. "Incomplete Markets, Labor Supply and Capital Accumulation," Working Papers 173, Barcelona School of Economics.
- Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2003. "Incomplete Markets, Labor Supply and Capital Accumulation," SciencePo Working papers Main hal-03596961, HAL.
- Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2007. "Incomplete Markets, Labor Supply and Capital Accumulation," Post-Print hal-03596962, HAL.
- Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2003. "Incomplete Markets, Labor Supply and Capital Accumulation," Working Papers hal-03596961, HAL.
- Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2007. "Incomplete Markets, Labor Supply and Capital Accumulation," SciencePo Working papers Main hal-03596962, HAL.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007.
"Asset Pricing with Idiosyncratic Risk and Overlapping Generations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 519-548, October.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, "undated". "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers 226, Carnegie Mellon University, Tepper School of Business.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996. "Asset pricing with idiosyncratic risk and overlapping generations," Economics Working Papers 405, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
- Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2002. "Asset pricing with idiosyncratic risk and overlapping generations," Seminar Papers 703, Stockholm University, Institute for International Economic Studies.
- Yaron, Amir & Storesletten, Kjetil & Telmer, Chris, 2001. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," CEPR Discussion Papers 3065, C.E.P.R. Discussion Papers.
- Morris A. Davis, 2010.
"housing and the business cycle,"
The New Palgrave Dictionary of Economics,,
Palgrave Macmillan.
- Morris A. Davis & Jonathan Heathcote, 2005. "Housing And The Business Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 751-784, August.
- Davis, Morris & Heathcote, Jonathan, 2001. "Housing and the Business Cycle," Working Papers 01-09, Duke University, Department of Economics.
- Morris A. Davis & Jonathan Heathcote, 2004. "Housing and the business cycle," Finance and Economics Discussion Series 2004-11, Board of Governors of the Federal Reserve System (U.S.).
- Jonathan Heathcote, 2003. "Housing and the Business Cycle," Working Papers gueconwpa~03-03-21, Georgetown University, Department of Economics.
- Meh, Cesaire A. & Quadrini, Vincenzo, 2006.
"Endogenous market incompleteness with investment risks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2143-2165, November.
- Quadrini, Vincenzo & Meh, Césaire A., 2004. "Endogenous Market Incompleteness with Investment Risks," CEPR Discussion Papers 4807, C.E.P.R. Discussion Papers.
- James B. Bullard & Steven Russell, 1998. "Monetary steady states in a low real interest rate economy," Working Papers 1994-012, Federal Reserve Bank of St. Louis.
- Castañeda, Ana & Díaz-Giménez, Javier & Ríos Rull, José Víctor, 1995.
"Unemployment spells and income distribution dynamics,"
UC3M Working papers. Economics
3902, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Ana Castaneda & Javier Diaz-Gimenez & José-Víctor Ríos-Rull, 1995. "Unemployment spells and income distribution dynamics," Working Papers 95-9, Federal Reserve Bank of Philadelphia.
- Alessandro, CITANNA & SCHMEDDERS, Karl, 2002.
"Controlling price volatility through financial innovation,"
HEC Research Papers Series
749, HEC Paris.
- Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Discussion Papers 1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Working Papers hal-00594367, HAL.
- Jonathan A. Parker & Bruce Preston, 2005.
"Precautionary Saving and Consumption Fluctuations,"
American Economic Review, American Economic Association, vol. 95(4), pages 1119-1143, September.
- Jonathan Parker & Bruce Preston, 2002. "Precautionary Saving and Consumption Fluctuations," NBER Working Papers 9196, National Bureau of Economic Research, Inc.
- Jonathan A. Parker & Bruce Preston, 2004. "Precautionary Saving and Consumption Fluctuations," Working Papers 140, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Guvenen, Fatih, 2006.
"Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective,"
Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1451-1472, October.
- M. Fatih Guvenen, 2002. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," RCER Working Papers 491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
- Fatih Guvenen, 2005. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," Macroeconomics 0507005, University Library of Munich, Germany.
- Finn E. Kydland & Edward C. Prescott, 1996.
"The Computational Experiment: An Econometric Tool,"
Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 69-85, Winter.
- Finn E. Kydland & Edward C. Prescott, 1994. "The computational experiment: an econometric tool," Staff Report 178, Federal Reserve Bank of Minneapolis.
- Finn E. Kydland & Edward C. Prescott, 1994. "The computational experiment: an econometric tool," Working Papers (Old Series) 9420, Federal Reserve Bank of Cleveland.
- Jonathan Heathcote & Kjetil Storesletten, 2005.
"Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion,"
2005 Meeting Papers
107, Society for Economic Dynamics.
- Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2005. "Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion," CEPR Discussion Papers 5200, C.E.P.R. Discussion Papers.
- José-Víctor Ríos-Rull, 1997. "Computation of equilibria in heterogeneous agent models," Staff Report 231, Federal Reserve Bank of Minneapolis.
- Storesletten, Kjetil & Telmer, Chris I. & Yaron, Amir, 2001.
"The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk,"
European Economic Review, Elsevier, vol. 45(7), pages 1311-1339.
- Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2000. "The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk," NBER Working Papers 8040, National Bureau of Economic Research, Inc.
- Ravi Jagannathan & Narayana R. Kocherlakota, 1996. "Why should older people invest less in stock than younger people?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 20(Sum), pages 11-23.
- Ljungqvist, Lars & Sargent, Thomas J., 2008.
"Taxes, benefits, and careers: Complete versus incomplete markets,"
Journal of Monetary Economics, Elsevier, vol. 55(1), pages 98-125, January.
- Sargent, Thomas & Ljungqvist, Lars, 2007. "Taxes, Benefits, and Careers: Complete Versus Incomplete Markets," CEPR Discussion Papers 6560, C.E.P.R. Discussion Papers.
- Kjetil Storesletten, 2003. "The Research Agenda: Kjetil Storesletten on Inequality in Macroeconomics," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 5(1), November.
- Francesc Obiols-Homs, 2003.
"Incomplete Unemployment Insurance and Aggregate Fluctuations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 602-636, July.
- Francesc Obiols-Homs, 2001. "Incomplete unemployment insurance and aggregate fluctuations," Computing in Economics and Finance 2001 192, Society for Computational Economics.
- Orrego, Fabrizio, 2011. "Sequential incompleteness and dynamic suboptimality in stochastic OLG economies with production," Working Papers 2011-014, Banco Central de Reserva del Perú.
- Storesletten, Kjetil & Telmer, Christopher I. & Yaron, Amir, 2004.
"Consumption and risk sharing over the life cycle,"
Journal of Monetary Economics, Elsevier, vol. 51(3), pages 609-633, April.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 1997. "Consumption and risk sharing over the life cycle," GSIA Working Papers 228, Carnegie Mellon University, Tepper School of Business.
- Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2000. "Consumption and Risk Sharing Over the Life Cycle," NBER Working Papers 7995, National Bureau of Economic Research, Inc.
- Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2002. "Consumption and Risk Sharing Over the Life Cycle," Seminar Papers 702, Stockholm University, Institute for International Economic Studies.
- Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers 29/2007, NIPE - Universidade do Minho.
- Cherrier, Beatrice & Duarte, Pedro Garcia & Saïdi, Aurélien, 2023. "Household heterogeneity in macroeconomic models: A historical perspective," European Economic Review, Elsevier, vol. 158(C).
- Beatrice Cherrier & Pedro Garcia Duarte & Aurélien Saïdi, 2023. "Household Heterogeneity in Macroeconomic Models: A Historical Perspective," Post-Print hal-04108500, HAL.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:moneco:v:34:y:1994:i:3:p:463-496. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505566 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.