The Consumption-Based Determinants of the Term Structure of Discount Rates
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Gollier, Christian, 2004. "The Consumption-Based Determinants of the Term Structure of Discount Rates," IDEI Working Papers 296, Institut d'Économie Industrielle (IDEI), Toulouse.
References listed on IDEAS
- Breeden, Douglas T., 1986. "Consumption, production, inflation and interest rates : A synthesis," Journal of Financial Economics, Elsevier, vol. 16(1), pages 3-39, May.
- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005.
"A Theory Of The Term Structure Of Interest Rates,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 5, pages 129-164,
World Scientific Publishing Co. Pte. Ltd..
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
- Menezes, C & Geiss, C & Tressler, J, 1980. "Increasing Downside Risk," American Economic Review, American Economic Association, vol. 70(5), pages 921-932, December.
- Gollier, Christian, 2002. "Time Horizon and the Discount Rate," Journal of Economic Theory, Elsevier, vol. 107(2), pages 463-473, December.
- Newell, Richard G. & Pizer, William A., 2003.
"Discounting the distant future: how much do uncertain rates increase valuations?,"
Journal of Environmental Economics and Management, Elsevier, vol. 46(1), pages 52-71, July.
- Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," RFF Working Paper Series dp-00-45, Resources for the Future.
- Newell, Richard G. & Pizer, William A., 2001. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," Discussion Papers 10743, Resources for the Future.
- Kimball, Miles S, 1990.
"Precautionary Saving in the Small and in the Large,"
Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
- Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
- Paul R. Milgrom, 1981.
"Good News and Bad News: Representation Theorems and Applications,"
Bell Journal of Economics, The RAND Corporation, vol. 12(2), pages 380-391, Autumn.
- Paul R. Milgrom, 1979. "Good Nevs and Bad News: Representation Theorems and Applications," Discussion Papers 407R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Vasicek, Oldrich, 1977. "An equilibrium characterization of the term structure," Journal of Financial Economics, Elsevier, vol. 5(2), pages 177-188, November.
- John Y. Campbell, 1986.
"Bond and Stock Returns in a Simple Exchange Model,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(4), pages 785-803.
- John Y. Campbell, 1984. "Bond and Stock Returns in a Simple Exchange Model," NBER Working Papers 1509, National Bureau of Economic Research, Inc.
- Campbell, John, 1986. "Bond and Stock Returns in a Simple Exchange Model," Scholarly Articles 3122544, Harvard University Department of Economics.
- David K. Backus & Silverio Foresi & Chris Telmer, "undated".
"Discrete time models of bond pricing,"
GSIA Working Papers
251, Carnegie Mellon University, Tepper School of Business.
- David Backus & Silverio Foresi & Chris I. Telmer, 1998. "Discrete-Time Models of Bond Pricing," NBER Working Papers 6736, National Bureau of Economic Research, Inc.
- Estrella, Arturo & Hardouvelis, Gikas A, 1991.
"The Term Structure as a Predictor of Real Economic Activity,"
Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
- Arturo Estrella & Gikas A. Hardouvelis, 1989. "The term structure as a predictor of real economic activity," Research Paper 8907, Federal Reserve Bank of New York.
- Cogley, Timothy, 1990.
"International Evidence on the Size of the Random Walk in Output,"
Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 501-518, June.
- Cogley, T., 1989. "International Evidence On The Size Of The Random Walk In Output," Discussion Papers in Economics at the University of Washington 89-02, Department of Economics at the University of Washington.
- Cogley, T., 1989. "International Evidence On The Size Of The Random Walk In Output," Working Papers 89-02, University of Washington, Department of Economics.
- Hansen, Lars Peter & Singleton, Kenneth J, 1983. "Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 249-265, April.
- Martin L. Weitzman, 2001.
"Gamma Discounting,"
American Economic Review, American Economic Association, vol. 91(1), pages 260-271, March.
- Martin L. Weitzman, 1998. "Gamma Discounting," Harvard Institute of Economic Research Working Papers 1843, Harvard - Institute of Economic Research.
- Gollier, Christian, 2002.
"Discounting an uncertain future,"
Journal of Public Economics, Elsevier, vol. 85(2), pages 149-166, August.
- Christian Gollier & Jean-Charles Rochet, 1998. "Discounting an Uncertain Future," CESifo Working Paper Series 168, CESifo.
- Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 893-920, October.
- Barsky, Robert B, 1989.
"Why Don't the Prices of Stocks and Bonds Move Together?,"
American Economic Review, American Economic Association, vol. 79(5), pages 1132-1145, December.
- Robert B. Barsky, 1986. "Why Don't the Prices of Stocks and Bonds Move Together?," NBER Working Papers 2047, National Bureau of Economic Research, Inc.
- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "An Intertemporal General Equilibrium Model of Asset Prices," Econometrica, Econometric Society, vol. 53(2), pages 363-384, March.
- Vasicek, Oldrich Alfonso, 1977. "Abstract: An Equilibrium Characterization of the Term Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(4), pages 627-627, November.
- Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
- Weitzman, Martin L., 1998. "Why the Far-Distant Future Should Be Discounted at Its Lowest Possible Rate," Journal of Environmental Economics and Management, Elsevier, vol. 36(3), pages 201-208, November.
- Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
- Eeckhoudt, Louis & Gollier, Christian & Schneider, Thierry, 1995.
"Risk-aversion, prudence and temperance: A unified approach,"
Economics Letters, Elsevier, vol. 48(3-4), pages 331-336, June.
- EECKHOUDT, Louis & Christian GOLLIER & Thierry SCHNEIDER, 1994. "Risk Aversion, Prudence and Temperance : A Unified Approach," Working Papers 006, Risk and Insurance Archive.
- Narayana R. Kocherlakota, 1996.
"The Equity Premium: It's Still a Puzzle,"
Journal of Economic Literature, American Economic Association, vol. 34(1), pages 42-71, March.
- Kocherlakota, N., 1995. "The Equity Premium: It's Still a Puzzle," Working Papers 95-05, University of Iowa, Department of Economics.
- Narayana R. Kocherlakota, 1995. "The equity premium: it's still a puzzle," Discussion Paper / Institute for Empirical Macroeconomics 102, Federal Reserve Bank of Minneapolis.
- Mankiw, N. Gregory, 1981. "The permanent income hypothesis and the real interest rate," Economics Letters, Elsevier, vol. 7(4), pages 307-311.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gollier, Christian, 2010.
"Expected net present value, expected net future value, and the Ramsey rule,"
Journal of Environmental Economics and Management, Elsevier, vol. 59(2), pages 142-148, March.
- GOLLIER Christian, 2008. "Expected net present value, expected net future value, and the Ramsey rule," LERNA Working Papers 08.29.273, LERNA, University of Toulouse.
- Christian Gollier, 2009. "Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule," CESifo Working Paper Series 2643, CESifo.
- Gollier, Christian, 2009. "Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule," TSE Working Papers 09-049, Toulouse School of Economics (TSE).
- Gollier, Christian, 2009. "Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule," IDEI Working Papers 557, Institut d'Économie Industrielle (IDEI), Toulouse.
- Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007.
"Discounting the distant future: How much does model selection affect the certainty equivalent rate?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 641-656.
- Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series n1480105, Department of Economics, National University of Ireland - Maynooth.
- Gollier, Christian, 2010.
"Ecological discounting,"
Journal of Economic Theory, Elsevier, vol. 145(2), pages 812-829, March.
- GOLLIER Christian, 2008. "Ecological Discounting," LERNA Working Papers 08.18.262, LERNA, University of Toulouse.
- Gollier, Christian, 2009. "Ecological Discounting," TSE Working Papers 09-062, Toulouse School of Economics (TSE).
- Gollier, Christian, 2009. "Ecological Discounting," IDEI Working Papers 524, Institut d'Économie Industrielle (IDEI), Toulouse.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
- Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
- John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
- Christian Gollier & Phoebe Koundouri & Theologos Pantelidis, 2008.
"Declining discount rates: Economic justifications and implications for long-run policy [‘Regime switches in interest rates’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(56), pages 758-795.
- GOLLIER Christian & KOUNDOURI Phoebe & PANTELIDIS Theologos, 2008. "Declining Discount Rates : Economic Justifications and Implications for Long-Run Policy," LERNA Working Papers 08.17.261, LERNA, University of Toulouse.
- Gollier, Christian & Koundouri, Phoebe & Pantelidis, Theologos, 2008. "Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy," IDEI Working Papers 525, Institut d'Économie Industrielle (IDEI), Toulouse.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009.
"Understanding Inflation-Indexed Bond Markets,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Cowles Foundation Discussion Papers 1696, Cowles Foundation for Research in Economics, Yale University.
- John Campbell & Robert Shiller & Luis Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Yale School of Management Working Papers amz2587, Yale School of Management.
- Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel, 2009. "Understanding Inflation-Indexed Bond Markets," Scholarly Articles 10885503, Harvard University Department of Economics.
- John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
- Gollier, Christian, 2009.
"Should we Discount the Far-Distant Future at its Lowest Possible Rate?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
- GOLLIER Christian, 2008. "Should we discount the far-distant future at its lowest possible rate?," LERNA Working Papers 08.30.274, LERNA, University of Toulouse.
- Gollier, Christian, 2009. "Should We Discount the Far-Distant Future at Its Lowest Possible Rate?," Economics Discussion Papers 2009-7, Kiel Institute for the World Economy (IfW Kiel).
- Christian Gollier, 2008.
"Discounting with fat-tailed economic growth,"
Journal of Risk and Uncertainty, Springer, vol. 37(2), pages 171-186, December.
- Gollier, Christian, 2008. "Discounting with Fat-Tailed Economic Growth," IDEI Working Papers 523, Institut d'Économie Industrielle (IDEI), Toulouse.
- GOLLIER Christian, 2008. "Discounting with fat-tailed economic growth," LERNA Working Papers 08.19.263, LERNA, University of Toulouse.
- Campbell, John Y. & Sunderam, Adi & Viceira, Luis M., 2017.
"Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds,"
Critical Finance Review, now publishers, vol. 6(2), pages 263-301, September.
- Luis M. Viceira & Adi Sunderam & John Y. Campbell, 2008. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," 2008 Meeting Papers 355, Society for Economic Dynamics.
- John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers 14701, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Christian Gollier, 2008.
"Discounting with fat-tailed economic growth,"
Journal of Risk and Uncertainty, Springer, vol. 37(2), pages 171-186, December.
- GOLLIER Christian, 2008. "Discounting with fat-tailed economic growth," LERNA Working Papers 08.19.263, LERNA, University of Toulouse.
- Gollier, Christian, 2008. "Discounting with Fat-Tailed Economic Growth," IDEI Working Papers 523, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian, 2003. "Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates," IDEI Working Papers 175, Institut d'Économie Industrielle (IDEI), Toulouse.
- Katz, Yuri A., 2017. "Value of the distant future: Model-independent results," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 269-276.
- Gollier, Christian, 2016.
"Evaluation of long-dated assets: The role of parameter uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 84(C), pages 66-83.
- Gollier, Christian, 2012. "Evaluation of long-dated assets : The role of parameter uncertainty," TSE Working Papers 12-361, Toulouse School of Economics (TSE), revised Sep 2015.
- Gluzberg, Victor E. & Katz, Yuri A., 2019. "Planetary boundaries of consumption growth: Declining social discount rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 362-374.
- Gollier, Christian, 2002. "Time Horizon and the Discount Rate," Journal of Economic Theory, Elsevier, vol. 107(2), pages 463-473, December.
- Gierlinger, Johannes & Gollier, Christian, 2008. "Socially Efficient Discounting under Ambiguity Aversion," IDEI Working Papers 561, Institut d'Économie Industrielle (IDEI), Toulouse.
- Christian Gollier, 2002. "Quel taux d’actualisation pour le long terme ?," Revue d'Économie Financière, Programme National Persée, vol. 66(2), pages 253-267.
- Jean-Paul Décamps, 1993.
"Valorisation de produits obligataires dans un modéle d'équilibre général en temps discret,"
Annals of Economics and Statistics, GENES, issue 31, pages 73-100.
- Décamps, Jean-Paul, 1992. "Valorisation de Produits Obligataires dans un Modèle d'Equilibre Général en Temps Discret," IDEI Working Papers 12, Institut d'Économie Industrielle (IDEI), Toulouse.
- Campbell, John Y., 2003.
"Consumption-based asset pricing,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887,
Elsevier.
- John Y. Campbell, 2002. "Consumption-Based Asset Pricing," Harvard Institute of Economic Research Working Papers 1974, Harvard - Institute of Economic Research.
- Christian Gollier & Phoebe Koundouri & Theologos Pantelidis, 2008.
"Declining discount rates: Economic justifications and implications for long-run policy [‘Regime switches in interest rates’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(56), pages 758-795.
- GOLLIER Christian & KOUNDOURI Phoebe & PANTELIDIS Theologos, 2008. "Declining Discount Rates : Economic Justifications and Implications for Long-Run Policy," LERNA Working Papers 08.17.261, LERNA, University of Toulouse.
- Gollier, Christian & Koundouri, Phoebe & Pantelidis, Theologos, 2008. "Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy," IDEI Working Papers 525, Institut d'Économie Industrielle (IDEI), Toulouse.
- Iverson, Terrence, 2013. "Minimax regret discounting," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 598-608.
- Cropper, Maureen, 2012.
"How Should Benefits and Costs Be Discounted in an Intergenerational Context?,"
RFF Working Paper Series
dp-12-42, Resources for the Future.
- Richard S. J. Tol & Kenneth J. Arrow & Maureen L. Cropper & Christian Gollier & Ben Groom & Geoffrey M. Heal & Richard G. Newell & William D. Nordhaus & Robert S. Pindyck & William A. Pizer & Paul R. , 2013. "How Should Benefits and Costs Be Discounted in an Intergenerational Context?," Working Paper Series 5613, Department of Economics, University of Sussex Business School.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- Hepburn, Cameron & Koundouri, Phoebe & Panopoulou, Ekaterini & Pantelidis, Theologos, 2009.
"Social discounting under uncertainty: A cross-country comparison,"
Journal of Environmental Economics and Management, Elsevier, vol. 57(2), pages 140-150, March.
- Cameron Hepburn & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2006. "Social Discounting Under Uncertainty: A cross-country comparison," The Institute for International Integration Studies Discussion Paper Series iiisdp177, IIIS.
- Rick van der Ploeg, 2020.
"Discounting and Climate Policy,"
CESifo Working Paper Series
8441, CESifo.
- Rick Van der Ploeg, 2020. "Discounting And Climate Policy," OxCarre Working Papers 244, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007.
"Discounting the distant future: How much does model selection affect the certainty equivalent rate?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 641-656.
- Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005. "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series n1480105, Department of Economics, National University of Ireland - Maynooth.
- Newell, Richard G. & Pizer, William A., 2003.
"Discounting the distant future: how much do uncertain rates increase valuations?,"
Journal of Environmental Economics and Management, Elsevier, vol. 46(1), pages 52-71, July.
- Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," RFF Working Paper Series dp-00-45, Resources for the Future.
- Newell, Richard G. & Pizer, William A., 2001. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," Discussion Papers 10743, Resources for the Future.
- Arrow, Kenneth J. & Cropper, Maureen L. & Gollier, Christian & Groom, Ben & Heal, Geoffrey M. & Newell, Richard G. & Nordhaus, William D. & Pindyck, Robert S. & Pizer, William A. & Portney, Paul R. & , 2012. "How Should Benefits and Costs Be Discounted in an Intergenerational Context? The Views of an Expert Panel," RFF Working Paper Series dp-12-53, Resources for the Future.
- John Y. Campbell, 2000.
"Asset Pricing at the Millennium,"
Journal of Finance, American Finance Association, vol. 55(4), pages 1515-1567, August.
- John Y. Campbell, 2000. "Asset Pricing at the Millennium," Harvard Institute of Economic Research Working Papers 1897, Harvard - Institute of Economic Research.
- John Y. Campbell, 2000. "Asset Pricing at the Millennium," NBER Working Papers 7589, National Bureau of Economic Research, Inc.
- Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
More about this item
Keywords
stochastic dominance; yield curve; far distant future; cost-benefit analysis; prudence; temperance; downside risk;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q51 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Valuation of Environmental Effects
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-01-16 (Finance)
- NEP-FMK-2005-01-16 (Financial Markets)
- NEP-MAC-2005-01-16 (Macroeconomics)
- NEP-MON-2005-01-16 (Monetary Economics)
Statistics
Access and download statisticsCorrections
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:ces:ceswps:_1375. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Klaus Wohlrabe (email available below). General contact details of provider: https://edirc.repec.org/data/cesifde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.