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Citations for "Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data"

by Atkeson, Andrew & Ogaki, Masao

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  1. Strulik, Holger, 2009. "Patience and Prosperity," Hannover Economic Papers (HEP) dp-426, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Shin-Ichi Nishiyama & Masao Ogaki, 2011. "The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan," TERG Discussion Papers 275, Graduate School of Economics and Management, Tohoku University.
  3. R. Glenn Hubbard & Jonathan Skinner & Stephen P. Zeldes, 1994. "Precautionary Saving and Social Insurance," NBER Working Papers 4884, National Bureau of Economic Research, Inc.
  4. Smith, William & Son, Young Seob, 2005. "Can the desire to conserve our natural resources be self-defeating?," Journal of Environmental Economics and Management, Elsevier, vol. 49(1), pages 52-67, January.
  5. Reinhart, Carmen & Ogaki, Masao & Ostry, Jonathan, 1996. "Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison," MPRA Paper 6978, University Library of Munich, Germany.
  6. Chatterjee, Satyajit & Ravikumar, B., 1999. "Minimum Consumption Requirements: Theoretical And Quantitative Implications For Growth And Distribution," Macroeconomic Dynamics, Cambridge University Press, vol. 3(04), pages 482-505, December.
  7. Aude POMMERET & William T. SMITH, 2004. "Fertility, Volatility, and Growth," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 04.08, Université de Lausanne, Faculté des HEC, DEEP.
  8. Michal Pakoš, 2011. "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 439-454, July.
  9. Lilia Maliar & Serguei Maliar, 2002. "The Representative Consumer In The Neoclassical Growth Model With Idiosyncratic Shocks," Working Papers. Serie AD 2002-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  10. Alvarez-Cuadrado, Francisco & El-Attar, Mayssun, 2012. "Income Inequality and Saving," IZA Discussion Papers 7083, Institute for the Study of Labor (IZA).
  11. Thomas F. Crossley & Hamish W. Low, 2011. "Is The Elasticity Of Intertemporal Substitution Constant?," Journal of the European Economic Association, European Economic Association, vol. 9(1), pages 87-105, 02.
  12. Fuad Hasanov, 2005. "Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey," Macroeconomics 0510011, EconWPA.
  13. Fatih Guvenen, 2005. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?," Finance 0507009, EconWPA.
  14. Yoshiyasu Ono & Akihisa Shibata, 2006. "Capital Income Taxation and Specialization Patterns: Investment Tax vs. Saving Tax," KIER Working Papers 613, Kyoto University, Institute of Economic Research.
  15. María J. Álvarez & Antonia Díaz, 2001. "Minimum Consumption And Transitional Dynamics In Wealth Distribution," Economics Working Papers we015013, Universidad Carlos III, Departamento de Economía.
  16. Nocetti, Diego & Smith, William T., 2011. "Price uncertainty, saving, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1139-1149, July.
  17. Ales Bulir & Alma Romero-Barrutieta & Jose Daniel Rodríguez-Delgado, 2011. "The Dynamic Implications of Debt Relief for Low-Income Countries," IMF Working Papers 11/157, International Monetary Fund.
  18. Gomes, Orlando, 2007. "Stability analysis in a monetary model with a varying intertemporal elasticity of substitution," MPRA Paper 2890, University Library of Munich, Germany.
  19. Yacine A�T-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2004. "Luxury Goods and the Equity Premium," Journal of Finance, American Finance Association, vol. 59(6), pages 2959-3004, December.
  20. Berthold Herrendorf & Richard Rogerson & ?kos Valentinyi, 2013. "Two Perspectives on Preferences and Structural Transformation," American Economic Review, American Economic Association, vol. 103(7), pages 2752-89, December.
  21. Junko Koeda, 2008. "A Debt Overhang Model for Low-Income Countries," IMF Staff Papers, Palgrave Macmillan, vol. 55(4), pages 654-678, December.
  22. Diego Restuccia & Dennis Tao Yang & Xiaodong Zhu, 2007. "Agriculture and Aggregate Productivity: A Quantitative Cross-Country Analysis," Working Papers e07-3, Virginia Polytechnic Institute and State University, Department of Economics.
  23. Cai, Wenbiao, 2015. "Structural change accounting with labor market distortions," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 54-64.
  24. Mariassunta Giannetti, 2000. "On the Mechanics of Migration Decisions; Skill Complementarities and Endogenous Price Differentials," Temi di discussione (Economic working papers) 366, Bank of Italy, Economic Research and International Relations Area.
  25. Zimmerman, Frederick J. & Carter, Michael R., 2003. "Asset smoothing, consumption smoothing and the reproduction of inequality under risk and subsistence constraints," Journal of Development Economics, Elsevier, vol. 71(2), pages 233-260, August.
  26. Eduardo Engel & Christopher Neilson & Rodrigo Valdés, 2011. "Chile’s Fiscal Rule as Social Insurance," Working Papers Central Bank of Chile 627, Central Bank of Chile.
  27. Cashin, P. & McDermott, C.J., 1999. "Terms of Trade Shocks and the Current Account," Department of Economics - Working Papers Series 678, The University of Melbourne.
  28. Francesc Obiols-Homs & Carlos Urrutia, 2004. "Transitional Dynamics and the Distribution of Assets," Macroeconomics 0407020, EconWPA.
  29. Lilia Maliar & Serguei Maliar, 2005. "An Analytical Construction Of Constantinides¿ Social Utility Function," Working Papers. Serie AD 2005-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  30. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
  31. Restuccia, Diego & Vandenbroucke, Guillaume, 2014. "Explaining Educational Attainment across Countries and over Time," Working Papers 2014-48, Federal Reserve Bank of St. Louis.
  32. Reinhart, Carmen & Vegh, Carlos, 1994. "Intertemporal consumption substitution and inflation stabilization:An empirical investigation," MPRA Paper 13427, University Library of Munich, Germany.
  33. Kohara, Miki & Ohtake, Fumio & Saito, Makoto, 2002. "A Test of the Full Insurance Hypothesis: The Case of Japan," Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 335-352, September.
  34. Lopez, Humberto & Serven, Luis, 2009. "Too poor to grow," Policy Research Working Paper Series 5012, The World Bank.
  35. Fatih Guvenen, 2005. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," Macroeconomics 0507005, EconWPA.
  36. Bertola, G., 1998. "Marcroeconomics of Distribution and Growth," Economics Working Papers eco98/39, European University Institute.
  37. William M. Gentry & R. Glenn Hubbard, 2000. "Entrepreneurship and Household Saving," NBER Working Papers 7894, National Bureau of Economic Research, Inc.
  38. Steger, Thomas M, 2000. "Productive Consumption and Growth in Developing Countries," Review of Development Economics, Wiley Blackwell, vol. 4(3), pages 365-75, October.
  39. Lilia Maliar & Serguei Maliar, 1999. "- Heterogeneity In Capital And Skills In A Neoclassical Stochastic Growth Model," Working Papers. Serie AD 1999-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  40. Strulik, Holger, 2008. "Degrees of Development - How Geographic Latitude Sets the Pace of Industrialization and Demographic Change," Hannover Economic Papers (HEP) dp-384, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  41. Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak, 2014. "Cross-Country Heterogeneity in Intertemporal Substitution," Working Papers 2014/06, Czech National Bank, Research Department.
  42. Zhang, Lei, 2008. "Political economy of income distribution dynamics," Journal of Development Economics, Elsevier, vol. 87(1), pages 119-139, August.
  43. Drake, Leigh & Fleissig, Adrian R., 2010. "Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2811-2821, November.
  44. Reinhart, Carmen & Vegh, Carlos, 1994. "Inflation stabilization in chronic inflation countries: The empirical evidence," MPRA Paper 13689, University Library of Munich, Germany.
  45. Yuting Bai & Tatiana Kirsanova, 2014. "Infrequent fiscal stabilization," Working Papers 66983445, Lancaster University Management School, Economics Department.
  46. Kapteyn, A. & Teppa, F., 2001. "Hypothetical Intertemporal Consumption Choices," Discussion Paper 2001-31, Tilburg University, Center for Economic Research.
  47. Chen, Chien-Liang & Kuan, Chung-Ming & Lin, Chu-Chia, 2007. "Saving and housing of Taiwanese households: New evidence from quantile regression analyses," Journal of Housing Economics, Elsevier, vol. 16(2), pages 102-126, June.
  48. Norman Loayza & Klaus Schmidt-Hebbel & Luis Servén, 2001. "Una Revisión del COmportamiento y de los determinantes del ahorro en el mundo," Central Banking, Analysis, and Economic Policies Book Series, in: Felipe Morandé & Rodrigo Vergara & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Edit (ed.), Análisis Empírico del Ahorro en Chile, edition 1, volume 1, chapter 2, pages 13-48 Central Bank of Chile.
  49. Ines Lindner & Holger Strulik, 2004. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Public Choice, Springer, vol. 120(1_2), pages 143-167, 07.
  50. Thomas F. Crossley & Hamish W. Low, 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Quantitative Studies in Economics and Population Research Reports 395, McMaster University.
  51. Masao Ogaki & Qiang Zhang, 2000. "Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion," Working Papers 00-02, Ohio State University, Department of Economics.
  52. Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2014. "Comparing Consumption-based Asset Pricing Models: The Case of an Asian City," MPRA Paper 60513, University Library of Munich, Germany.
  53. Masao Ogaki & Carmen M. Reinhart, 1998. "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 1078-1098, October.
  54. Lilia Maliar & Serguei Maliar, 2003. "Quasi-Linear Preferences In The Macroeconomy: Indeterminacy, Heterogeneity Andthe Representative Consumer," Working Papers. Serie AD 2003-30, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  55. Richard M. H. Suen, 2013. "Research Policy and U.S. Economic Growth," Working papers 2013-18, University of Connecticut, Department of Economics.
  56. Christos Koulovatianos & Carsten Schröder & Ulrich Schmidt, 2010. "Confronting the Representative Consumer with Household-Size Heterogeneity," Kiel Working Papers 1663, Kiel Institute for the World Economy.
  57. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," Journal of Economic Literature, American Economic Association, vol. 48(3), pages 693-751, September.
  58. Dutta, Dilip & Yang, Yibai, 2013. "Endogenous time preference: evidence from Australian households' behaviour," Working Papers 2013-13, University of Sydney, School of Economics.
  59. Masao Ogaki & Qiang Zhang, 1998. "Decreasing Relative Risk Aversion and Tests of Risk Sharing," Working Papers 98-02, Ohio State University, Department of Economics.
  60. Francesco Giavazzi & Michael McMahon, 2012. "The Household Effects of Government Spending," CAMA Working Papers 2012-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  61. Plamen Mishev & Nedka Ivanova & Philip Kostov, 2004. "Agricultural policy options distinguishing a subsistence sub- sector in Bulgaria," Computational Economics 0409003, EconWPA.
  62. Masakatsu Okubo, 2011. "The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data," Economica, London School of Economics and Political Science, vol. 78(310), pages 367-390, 04.
  63. Holger Strulik, 2005. "Geography, Health, and Demo-Economic Development," Discussion Papers 05-15, University of Copenhagen. Department of Economics.
  64. Paul Cashin & C. John McDermott, 2003. "Intertemporal Substitution and Terms-of-Trade Shocks," Review of International Economics, Wiley Blackwell, vol. 11(4), pages 604-618, 09.
  65. Lilia Maliar & Serguei Maliar, 2004. "Preference shocks from aggregation: time series data evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 768-781, August.
  66. Fishman, Arthur & Simhon, Avi, 2002. " The Division of Labor, Inequality and Growth," Journal of Economic Growth, Springer, vol. 7(2), pages 117-36, June.
  67. Michal Pakos, . "Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables," GSIA Working Papers 2007-E29, Carnegie Mellon University, Tepper School of Business.
  68. Jonathan Temple & Huikang Ying & Patrick Carter, 2014. "Transfers and Transformations: Remittances, Foreign Aid, and Growth," Bristol Economics Discussion Papers 14/649, Department of Economics, University of Bristol, UK, revised 02 Dec 2014.
  69. Lybbert, Travis J. & McPeak, John, 2012. "Risk and intertemporal substitution: Livestock portfolios and off-take among Kenyan pastoralists," Journal of Development Economics, Elsevier, vol. 97(2), pages 415-426.
  70. Masao Ogaki, 2003. "Aggregation under Complete Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 977-986, October.
  71. Natalia, Khorunzhina & Wayne Roy, Gayle, 2011. "Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors," MPRA Paper 34329, University Library of Munich, Germany.
  72. Masakatsu Okubo, 2008. "On the Intertemporal Elasticity of Substitution under Nonhomothetic Utility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 1065-1072, 08.
  73. Richard C. Barnett & Marco A. Espinosa-Vega, 2011. "Barriers to Capital Accumulation and the Incidence of Child Labor," DEGIT Conference Papers c016_014, DEGIT, Dynamics, Economic Growth, and International Trade.
  74. Qiang Zhang, 2004. "Accounting for Human Capital and Weak Identification in Evaluating the Esptein-Zin-Weil Non-Expected Utility Model of Asset Pricing," CIRJE F-Series CIRJE-F-289, CIRJE, Faculty of Economics, University of Tokyo.
  75. Ippei Fujiwara, 2003. "Output Composition of Monetary Policy Transmission Mechanism in Japan," Discussion Papers in Economics and Business 03-07, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  76. Ravn, Morten O & Schmitt-Grohé, Stephanie & Uribe, Martín, 2005. "The Macroeconomics of Subsistence Points," CEPR Discussion Papers 4843, C.E.P.R. Discussion Papers.
  77. Leung, Charles Ka Yui & Chow, Kenneth & Yiu, Matthew & Tam, Dickson, 2010. "House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting," MPRA Paper 27367, University Library of Munich, Germany.
  78. Vipul Bhatt & Masao Ogaki, 2012. "Tough Love And Intergenerational Altruism," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 791-814, 08.
  79. Leandro Carvalho, 2010. "Poverty and Time Preference," Working Papers 759, RAND Corporation Publications Department.
  80. Wenbiao Cai, 2014. "Structural Change Accounting with Labor Market Distortions," Departmental Working Papers 2014-03, The University of Winnipeg, Department of Economics.
  81. Yuan, Cheng & Zhang, Lei, 2015. "Public education spending and private substitution in urban China," Journal of Development Economics, Elsevier, vol. 115(C), pages 124-139.
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