Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns
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- Carlo Favero, 2005. "Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns," Working Papers 291, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
References listed on IDEAS
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More about this item
Keywordscointegrating consumption function; elasticity of intertemporal substitution; long-run stock market returns;
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-08-13 (All new papers)
- NEP-BEC-2005-08-13 (Business Economics)
- NEP-FIN-2005-08-13 (Finance)
- NEP-FMK-2005-08-13 (Financial Markets)
- NEP-MAC-2005-08-13 (Macroeconomics)
- NEP-PBE-2005-08-13 (Public Economics)
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