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Citations for "Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective"

by Guvenen, Fatih

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  1. Zietz, Joachim & Zhao, Xiaolin, 2009. "The short-run impact of the stock market appreciation of the 1980s and 1990s on U.S. income inequality," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(1), pages 42-53, February.
  2. Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2007. "How deep is the annuity market participation puzzle?," LSE Research Online Documents on Economics 24488, London School of Economics and Political Science, LSE Library.
  3. Monica Paiella & Luigi Guiso, 2004. "The Role of Risk Aversion in Predicting Individual Behaviour," Econometric Society 2004 Latin American Meetings 222, Econometric Society.
  4. Kwok Ping Tsang, 2008. "Forecasting Consumption Growth with the Real Term Structure," Working Papers e07-14, Virginia Polytechnic Institute and State University, Department of Economics.
  5. Bas Jacobs & Hongyan Yang, 2013. "Second-Best Income Taxation with Endogenous Human Capital and Borrowing Constraints," CESifo Working Paper Series 4155, CESifo Group Munich.
  6. Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2009. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2009-01, Board of Governors of the Federal Reserve System (U.S.).
  7. Georgy Chabakauri, 2010. "Asset pricing with heterogeneous investors and portfolio constraints," LSE Research Online Documents on Economics 43142, London School of Economics and Political Science, LSE Library.
  8. Fuad Hasanov, 2005. "Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey," Macroeconomics 0510011, EconWPA.
  9. Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," AMSE Working Papers 1215, Aix-Marseille School of Economics, Marseille, France.
  10. Feigenbaum, James & Gahramanov, Emin & Tang, Xueli, 2013. "Is it really good to annuitize?," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 116-140.
  11. Alejandro Cuñat & Marco Maffezzoli, 2007. "Can Comparative Advantage Explain the Growth of us Trade?," Economic Journal, Royal Economic Society, vol. 117(520), pages 583-602, 04.
  12. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," NBER Working Papers 15756, National Bureau of Economic Research, Inc.
  13. Chatterjee, Santanu & Mahbub Morshed, A.K.M., 2011. "Reprint to: Infrastructure provision and macroeconomic performance," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1405-1423, September.
  14. Emmanuel De Veirman & Ashley Dunstan, 2011. "Time-varying returns, intertemporal substitution and cyclical variation in consumption," Reserve Bank of New Zealand Discussion Paper Series DP2011/05, Reserve Bank of New Zealand.
  15. Michael Haliassos & Dimitris Georgarakos & Yiannis Bilias, 2006. "Equity Culture and the Distribution of Wealth," Computing in Economics and Finance 2006 27, Society for Computational Economics.
  16. Panousi, Vasia, 2009. "Financial Integration and Capital Accumulation," MPRA Paper 24238, University Library of Munich, Germany.
  17. Cecilia García-Peñalosa & Stephen Turnovsky, 2006. "Growth and income inequality: a canonical model," Economic Theory, Springer, vol. 28(1), pages 25-49, 05.
  18. Elizabeth M. Caucutt & Krishna B. Kumar, 2004. "Evaluating Explanations for Stagnation," Development and Comp Systems 0409002, EconWPA.
  19. Chatterjee, Santanu & Turnovsky, Stephen J., 2012. "Infrastructure and inequality," European Economic Review, Elsevier, vol. 56(8), pages 1730-1745.
  20. Angeletos, George-Marios & Panousi, Vasia, 2009. "Revisiting the supply side effects of government spending," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 137-153, March.
  21. Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio, 2003. "Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?," CEPR Discussion Papers 3694, C.E.P.R. Discussion Papers.
  22. Florin Bilbiie & Roland Straub, 2012. "Changes in the Output Euler Equation and Asset Markets Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00680647, HAL.
  23. Fatih Guvenen, 2009. "A parsimonious macroeconomic model for asset pricing," Staff Report 434, Federal Reserve Bank of Minneapolis.
  24. Jawwad Noor, 2005. "Temptation, Welfare and Revealed Preference," Microeconomics 0509009, EconWPA.
  25. Roseta-Palma, Catarina & Ferreira-Lopes, Alexandra & Sequeira, Tiago Neves, 2010. "Externalities in an endogenous growth model with social and natural capital," Ecological Economics, Elsevier, vol. 69(3), pages 603-612, January.
  26. Kapteyn, A. & Kleinjans, K. & van Soest, A.H.O., 2008. "Intertemporal Consumption with Directly Measured Welfare Functions and Subjective Expectations," Discussion Paper 2008-85, Tilburg University, Center for Economic Research.
  27. Chu, Angus C., 2007. "Optimal Patent Breadth: Quantifying the Effects of Increasing Patent Breadth," MPRA Paper 3910, University Library of Munich, Germany.
  28. Robert S. Pindyck & Neng Wang, 2009. "The Economic and Policy Consequences of Catastrophes," NBER Working Papers 15373, National Bureau of Economic Research, Inc.
  29. Chakraborty, Shankha & Papageorgiou, Chris & Perez Sebastian, Fidel, 2013. "Health Cycles and Health Transitions," MPRA Paper 50588, University Library of Munich, Germany.
  30. Thomas Schelkle, 2014. "Mortgage Default during the U.S. Mortgage Crisis," Working Paper Series in Economics 72, University of Cologne, Department of Economics.
  31. Doepke, Matthias & Zilibotti, Fabrizio, 2013. "Culture, Entrepreneurship, and Growth," CEPR Discussion Papers 9516, C.E.P.R. Discussion Papers.
  32. Lutz Hendricks, 2006. "How Important Is Discount Rate Heterogeneity for Wealth Inequality?," 2006 Meeting Papers 124, Society for Economic Dynamics.
  33. Xavier Pautrel, 2009. "Environmental policy, education and growth: A reappraisal when lifetime is finite," Working Papers hal-00423201, HAL.
  34. Strulik, Holger, 2011. "Poverty, Voracity, and Growth," Hannover Economic Papers (HEP) dp-473, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  35. Marco Cozzi, 2013. "Risk Aversion Heterogeneity, Risky Jobs and Wealth Inequality," 2013 Meeting Papers 842, Society for Economic Dynamics.
  36. Cordoba, Juan & Ripoll, Marla, 2002. "Credit Cycles Redux," Working Papers 2002-07, Rice University, Department of Economics.
    • Juan-Carlos Cordoba & Marla Ripoll, 2004. "Credit Cycles Redux," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(4), pages 1011-1046, November.
  37. Fatih Guvenen, 2007. "Do Stockholders Share Risk More Effectively than Nonstockholders?," The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 275-288, May.
  38. M. Fatih Ekinci, 2013. "Inattentive Consumers and Exchange Rate Volatility," Working Papers 1325, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  39. François Gourio & Michael Siemer & Adrien Verdelhan, 2011. "International Risk Cycles," NBER Working Papers 17277, National Bureau of Economic Research, Inc.
  40. Atolia, Manoj & Chatterjee, Santanu & Turnovsky, Stephen J., 2012. "Growth and inequality: Dependence on the time path of productivity increases (and other structural changes)," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 331-348.
  41. Anthony A. Smith, Jr., 2003. "The Research Agenda: Business Cycles and Inequality," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 4(2), April.
  42. Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
  43. George-Marios Angeletos & Vasia Panousi, 2007. "Revisiting the Supply-Side Effects of Government Spending Under Incomplete Markets," NBER Working Papers 13136, National Bureau of Economic Research, Inc.
  44. Sule Alan & Kadir Atalay & Thomas F. Crossley, 2012. "Euler Equation Estimation on Micro Data," Koç University-TUSIAD Economic Research Forum Working Papers 1221, Koc University-TUSIAD Economic Research Forum.
  45. Rauscher, Michael, 2005. "Tax competition, capital mobility, and innovation in the public sector," Thuenen-Series of Applied Economic Theory 54, University of Rostock, Institute of Economics.
  46. Ken‐Ichi Hashimoto & Yoshiyasu Ono, 2011. "Does Pro‐Population Policy Raise Per Capita Consumption?," The Japanese Economic Review, Japanese Economic Association, vol. 62(2), pages 151-169, 06.
  47. Riccardo Colacito & Mariano M. Croce, 2011. "Risks for the Long Run and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 153 - 181.
  48. Coeurdacier, Nicolas & Guibaud, Stéphane & Jin, Keyu, 2012. "Credit Constraints and Growth in a Global Economy," CEPR Discussion Papers 9109, C.E.P.R. Discussion Papers.
  49. Chong Wang & Neng Wang & Jinqiang Yang, 2013. "Optimal Consumption and Savings with Stochastic Income," NBER Working Papers 19319, National Bureau of Economic Research, Inc.
  50. Chen, Yu-chin & Turnovsky, Stephen J., 2010. "Growth and inequality in a small open economy," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 497-514, June.
  51. Pourpourides, Panayiotis M., 2011. "Implicit contracts and the cyclicality of the skill-premium," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 963-979, June.
  52. Arif Oduncu, 2012. "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012 4380, EcoMod.
  53. Becker, Daniel Thomas & Rauscher, Michael, 2007. "Fiscal competition in space and time: An endogenous-growth approach," Thuenen-Series of Applied Economic Theory 74, University of Rostock, Institute of Economics.
  54. Turnovsky, Stephen J., 2008. "The role of factor substitution in the theory of economic growth and income distribution: Two examples," Journal of Macroeconomics, Elsevier, vol. 30(2), pages 604-629, June.
  55. Cecilia García-Peñalosa & Stephen J. Turnovsky, 2012. "Income Inequality, Mobility, and the Accumulation of Capital: The Role of Heterogeneous Labor Productivity," Working Papers halshs-00793209, HAL.
  56. Shu-Chun S. Yang & Nora Traum, 2011. "When Does Government Debt Crowd Out Investment?," 2011 Meeting Papers 479, Society for Economic Dynamics.
  57. Dimitrios Christelis & Tullio Jappelli & Mario Padula, 2006. "Cognitive Abilities and Portfolio Choice," CSEF Working Papers 157, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  58. repec:dgr:kubcen:2011104 is not listed on IDEAS
  59. Koyuncu, Murat, 2011. "Can progressive taxation account for cross-country variation in labor supply?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(9), pages 1474-1488, September.
  60. Bruno Lanz & Simon Dietz & Tim Swanson, 2014. "Running with the red queen: an integrated assessment of agricultural land expansion and global biodiversity decline," GRI Working Papers 167, Grantham Research Institute on Climate Change and the Environment.
  61. Gernot J. Mueller, 2004. "Understanding the Dynamic Effects of Government Spending on Foreign Trade," Economics Working Papers ECO2004/27, European University Institute.
  62. Gahramanov, Emin & Tang, Xueli, 2013. "A mixed blessing of lifespan heterogeneity," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 142-153.
  63. Dalton, Michael & O'Neill, Brian & Prskawetz, Alexia & Jiang, Leiwen & Pitkin, John, 2008. "Population aging and future carbon emissions in the United States," Energy Economics, Elsevier, vol. 30(2), pages 642-675, March.
  64. Stefano D'Addona & Christos Giannikos, 2011. "Asset Pricing And The Role Of Macroeconomic Volatility," Working Papers 0711, CREI Università degli Studi Roma Tre, revised 2011.
  65. Tomasz Wieladek & Sergi Lanau, 2012. "Financial Regulation and the Current Account," IMF Working Papers 12/98, International Monetary Fund.
  66. Michael Rauscher, 2007. "Tax Competition, Capital Mobility and Innovation in the Public Sector," German Economic Review, Verein für Socialpolitik, vol. 8, pages 28-40, 02.
  67. Keiichi Kishi, 2013. "Dynamic analysis of wage inequality and creative destruction," Discussion Papers in Economics and Business 13-20, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  68. Saarenheimo , Tuomas, 2005. "Ageing, interest rates, and financial flows," Research Discussion Papers 2/2005, Bank of Finland.
  69. Christian Jaag, 2005. "The Role of Endogenous Skill Choice in an Aging Economy," Public Economics 0505005, EconWPA.
  70. Strulik, Holger, 2012. "The voracity effect revisited," Mathematical Social Sciences, Elsevier, vol. 64(3), pages 272-276.
  71. Bilbiie, Florin O. & Straub, Roland, 2012. "Changes in the output Euler equation and asset markets participation," Journal of Economic Dynamics and Control, Elsevier, vol. 36(11), pages 1659-1672.
  72. Guy Meredith, 2007. "Debt Dynamics and Global Imbalances; Some Conventional Views Reconsidered," IMF Working Papers 07/4, International Monetary Fund.
  73. Dladla, Pholile & Malikane, Christopher & Ojah, Kalu, 2014. "The Elasticity of Intertemporal Substitution Reconsidered," MPRA Paper 55547, University Library of Munich, Germany.
  74. Jan Carlos Hatchondo, 2008. "A quantitative study of the role of wealth inequality on asset prices," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 73-96.
  75. R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2009. "The Saving Rate In Japan: Why It Has Fallen And Why It Will Remain Low," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(1), pages 291-321, 02.
  76. Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
  77. Jochen Mierau & Stephen Turnovsky, 2014. "Demography, growth, and inequality," Economic Theory, Springer, vol. 55(1), pages 29-68, January.
  78. 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.
  79. Stephen Turnovsky & Cecilia Garcia Penalosa, 2006. "The Dynamics of Wealth and Income distribution in a Neoclassical Growth Model," Computing in Economics and Finance 2006 318, Society for Computational Economics.
  80. Chakraborty, Shankha & Papageorgiou, Chris & Pérez Sebastián, Fidel, 2010. "Diseases, infection dynamics, and development," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 859-872, October.
  81. Karen Kopecky, 2005. "The Trend in Retirement," Economie d'Avant Garde Research Reports 12, Economie d'Avant Garde.
  82. Germaschewski, Yin, 2013. "Reserve financing and government infrastructure investment: An application to China," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 992-1013.
  83. Chu, Angus C. & Yang, C.C., 2012. "Fiscal centralization versus decentralization: Growth and welfare effects of spillovers, Leviathan taxation, and capital mobility," Journal of Urban Economics, Elsevier, vol. 71(2), pages 177-188.
  84. Sule Alan & Martin Browning, 2010. "Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1231-1261.
  85. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
  86. Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," FMG Discussion Papers dp707, Financial Markets Group.
  87. Tuomas Saarenheimo, 2005. "Ageing, interest rates, and financial flows," Labor and Demography 0508015, EconWPA.
  88. Rauscher, Michael, 2009. "Green R&D versus end-of-pipe emission abatement: A model of directed technical change," Thuenen-Series of Applied Economic Theory 106, University of Rostock, Institute of Economics.
  89. Jochen Mierau & Stephen Turnovsky, 2014. "Capital accumulation and the sources of demographic change," Journal of Population Economics, Springer, vol. 27(3), pages 857-894, July.
  90. Cordoba, Juan Carlos & Ripoll, Marla, 2014. "The Elasticity of Intergenerational Substitution, Parental Altruism, and Fertility Choice," Staff General Research Papers 37765, Iowa State University, Department of Economics.
  91. Mahbub Morshed, A.K.M. & Turnovsky, Stephen J., 2011. "Real exchange rate dynamics: The role of elastic labor supply," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1303-1322.
  92. Guiso, Luigi & Jappelli, Tullio, 2005. "Awareness and stock market participation," CFS Working Paper Series 2005/29, Center for Financial Studies (CFS).
  93. Bingbing Dong, 2014. "Asset Pricing and Monetary Policy," 2014 Meeting Papers 881, Society for Economic Dynamics.
  94. Turnovsky, Stephen J. & Garci­a-Peñalosa, Cecilia, 2008. "Distributional dynamics in a neoclassical growth model: The role of elastic labor supply," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1399-1431, May.
  95. R. Anton Braun & Tomoyuki Nakajima, 2012. "Making the case for a low intertemporal elasticity of substitution," Working Paper 2012-01, Federal Reserve Bank of Atlanta.
  96. David Klenert & Linus Mattauch & Ottmar Edenhofer & Kai Lessmann, 2014. "Infrastructure and Inequality: Insights from Incorporating Key Economic Facts about Household Heterogeneity," CESifo Working Paper Series 4972, CESifo Group Munich.
  97. repec:dgr:kubcen:200885 is not listed on IDEAS
  98. Nora Traum & Michael Plante, 2012. "Time-Varying Oil Price Volatility and Macroeconomic Aggregates," 2012 Meeting Papers 455, Society for Economic Dynamics.
  99. Bucci, Alberto & Florio, Massimo & La Torre, Davide, 2012. "Government spending and growth in second-best economies," Economic Modelling, Elsevier, vol. 29(3), pages 654-663.
  100. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
  101. Pere Gomis-Porqueras & Luca Bossi, 2005. "Consequences of Modeling Habit Persistence," Working Papers 0605, University of Miami, Department of Economics, revised 27 Apr 2007.
  102. Ravi Bansal & Dana Kiku & Amir Yaron, 2009. "An Empirical Evaluation of the Long-Run Risks Model for Asset Prices," NBER Working Papers 15504, National Bureau of Economic Research, Inc.
  103. Orlando Gomes, 2009. "Stability Analysis in a Monetary Model With a Varying Intertemporal Elasticity of Substitution," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 32-41, May.
  104. Kim, Sangho & Lim, Hyunjoon & Park, Donghyun, 2010. "Productivity and Employment in a Developing Country: Some Evidence from Korea," World Development, Elsevier, vol. 38(4), pages 514-522, April.
  105. Strulik, Holger, 2009. "Patience and Prosperity," Hannover Economic Papers (HEP) dp-426, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  106. Reichling, Felix, 2006. "Optimal Unemployment Insurance in Labor Market Equilibrium when Workers can Self-Insure," MPRA Paper 5362, University Library of Munich, Germany, revised 16 Oct 2007.
  107. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, School of Economics and Management.
  108. Cecilia García-Peñalosa & Stephen Turnovsky, 2008. "Consumption externalities: a representative consumer model when agents are heterogeneous," Economic Theory, Springer, vol. 37(3), pages 439-467, December.
  109. Mumtaz, Haroon & Surico, Paolo, 2011. "Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters," CEPR Discussion Papers 8233, C.E.P.R. Discussion Papers.
  110. Pautrel, Xavier, 2009. "Pollution and life expectancy: How environmental policy can promote growth," Ecological Economics, Elsevier, vol. 68(4), pages 1040-1051, February.
  111. M. Fatih Guvenen, 2003. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?," RCER Working Papers 499, University of Rochester - Center for Economic Research (RCER).
  112. Chatterjee, Santanu & Mahbub Morshed, A.K.M., 2011. "Infrastructure provision and macroeconomic performance," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1288-1306, August.
  113. Chang, Yanqin, 2007. "high level of international risk sharing when the productivity growth contains long run risk," MPRA Paper 4476, University Library of Munich, Germany.
  114. Charles I. Jones, 2011. "Life and Growth," NBER Working Papers 17094, National Bureau of Economic Research, Inc.
  115. Kirsten Svenja Wiebe, 2012. "The Human Development Index and an endogenous growth model," EcoMod2012 4365, EcoMod.
  116. Sugata Ghosh & Ronald Wendner, 2014. "Positional Preferences, Endogenous Growth, and Optimal Income- and Consumption Taxation," Graz Economics Papers 2014-09, University of Graz, Department of Economics.
  117. Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," 2012 Meeting Papers 636, Society for Economic Dynamics.
  118. Beatrix Gaitan & Terry Roe, 2012. "International Trade, Exhaustible-Resource Abundance and Economic Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 72-93, January.
  119. Santanu Chatterjee & Azer Mursagulov, 2012. "Fiscal Policy and the Real Exchange Rate," IMF Working Papers 12/52, International Monetary Fund.
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