IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Measuring intertemporal substitution: The role of durable goods"

by Reinhart, Carmen & Ogaki, Masao

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Lichard, Tomáš & Hanousek, Jan & Filer, Randall K., 2012. "Measuring the Shadow Economy: Endogenous Switching Regression with Unobserved Separation," IZA Discussion Papers 6901, Institute for the Study of Labor (IZA).
  2. Alberto Humala & Gabriel Rodríguez, 2011. "Estimation Of A Time Varying Natural Interest Rate For Peru," Documentos de Trabajo / Working Papers 2011-316, Departamento de Economía - Pontificia Universidad Católica del Perú.
  3. Robert A. Amano & Tony Wirjanto, 1997. "Government Expenditures and the Permanent-Income Model," Working Papers 98002, University of Waterloo, Department of Economics, revised Nov 1997.
  4. 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).
  5. Steven Lugauer & Nelson Mark & Horag Choi, 2013. "The Size of the Precautionary Component of Household Saving: China and the U.S," 2013 Meeting Papers 1046, Society for Economic Dynamics.
  6. Holger Strulik & Ines Lindner, 1999. "Property Rights and Growth," Quantitative Macroeconomics Working Papers 19904, Hamburg University, Department of Economics.
  7. Liu, Liqun, 2012. "Inferring the rate of pure time preference under uncertainty," Ecological Economics, Elsevier, vol. 74(C), pages 27-33.
  8. Ogaki, Masao & Reinhart, Carmen M., 1998. "Intertemporal substitution and durable goods: long-run data," Economics Letters, Elsevier, vol. 61(1), pages 85-90, October.
  9. Stuart, Charles & Bohn, Henning, 2011. "Global Warming and the Population Externality," University of California at Santa Barbara, Economics Working Paper Series qt82z9c3p6, Department of Economics, UC Santa Barbara.
  10. Altar, Moisa & Necula, Ciprian & Bobeica, Gabriel, 2008. "Modeling The Economic Growth In Romania. The Influence Of Fiscal Regimes," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 146-160, December.
  11. Gomez, Manuel A., 2007. "Optimal tax structure in a two-sector model of endogenous growth," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 305-325, June.
  12. Katayama, Munechika & Kim, Kwang Hwan, 2013. "The delayed effects of monetary shocks in a two-sector New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 243-259.
  13. Bohn, Henning, 2009. "Intergenerational risk sharing and fiscal policy," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 805-816, September.
  14. 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.
  15. Okubo, Masakatsu, 2008. "Intertemporal substitution and nonhomothetic preferences," Economics Letters, Elsevier, vol. 98(1), pages 41-47, January.
  16. Fang Yang, 2009. "Consumption over the Life Cycle: How Different is Housing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(3), pages 423-443, July.
  17. Fang Yang, 2005. "Consumption Along the Life Cycle: How Different is Housing?," 2005 Meeting Papers 718, Society for Economic Dynamics.
  18. López, Ramón E. & Yoon, Sang W., 2014. "Environmental Sustainability with a Pollution Tax," Working Papers 166244, University of Maryland, Department of Agricultural and Resource Economics.
  19. Henning Bohn, 2001. "Retirement Savings in an Aging Society: A Case for Innovative Government Debt Management," CESifo Working Paper Series 494, CESifo Group Munich.
  20. International Monetary Fund, 2011. "Business Cycles in Emerging Markets; The Role of Durable Goods and Financial Frictions," IMF Working Papers 11/133, International Monetary Fund.
  21. Tomas Havranek & Roman Horvath & Zuzana Irsova & Marek Rusnak, 2014. "Cross-Country Heterogeneity in Intertemporal Substitution," Working Papers 2014/06, Czech National Bank, Research Department.
  22. Piazzesi, Monika & Schneider, Martin & Tuzel, Selale, 2007. "Housing, consumption and asset pricing," Journal of Financial Economics, Elsevier, vol. 83(3), pages 531-569, March.
  23. A.K.M. Mahbub Morshed & Stephen Turnovsky, 2003. "Sectoral Adjustment Costs and Real Exchange Rate Dynamics in a Two-Sector Dependent Economy," Working Papers UWEC-2002-17-P, University of Washington, Department of Economics, revised Jan 2003.
  24. Raurich, Xavier & Sala, Hector & Sorolla, Valeri, 2004. "Unemployment, Growth and Fiscal Policy: New Insights on the Hysteresis Hypothesis," IZA Discussion Papers 1127, Institute for the Study of Labor (IZA).
  25. Emmanuel De Veirman & Ashley Dunstan, 2011. "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," CAMA Working Papers 2011-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  26. Shugo Yamamoto, 2013. "Structural Change in the External Balances Response to Macroeconomic Policies: Perspective from a Two-Sector New Open Economy Macroeconomic Model," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1021-1031, November.
  27. Hu, Yunfang & Ohdoi, Ryoji & Shimomura, Koji, 2008. "Indeterminacy in a two-sector endogenous growth model with productive government spending," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 1104-1123, September.
  28. B. Bhaskara Rao, 2005. "Testing Hall's permanent income hypothesis for a developing country: the case of Fiji," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 245-248.
  29. Naito, Takumi, 2006. "Growth, revenue, and welfare effects of tariff and tax reform: Win-win-win strategies," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1263-1280, August.
  30. Chen, Been-Lon & Lee, Shun-Fa, 2007. "Import Tariffs and Growth in a Model with Habits," MPRA Paper 27667, University Library of Munich, Germany.
  31. Richard M. H. Suen, 2009. "Bounding the CRRA Utility Functions," Working Papers 200902, University of California at Riverside, Department of Economics, revised Feb 2009.
  32. Brevik, Frode & d'Addona, Stefano, 2013. "Is Ignorance Bliss? The Cost Of Business-Cycle Uncertainty," Macroeconomic Dynamics, Cambridge University Press, vol. 17(04), pages 728-746, June.
  33. Burghaus, Kerstin & Funk, Peter, 2013. "Endogenous Growth, Green Innovation and GDP Deceleration in a World with Polluting Production Inputs," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80022, Verein für Socialpolitik / German Economic Association.
  34. Cochrane, John H., 2005. "Financial Markets and the Real Economy," Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
  35. John Y. Campbell, 2002. "Consumption-Based Asset Pricing," Harvard Institute of Economic Research Working Papers 1974, Harvard - Institute of Economic Research.
  36. Turnovsky, Stephen J, 2004. "The Transitional Dynamics of Fiscal Policy: Long-Run Capital Accumulation and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(5), pages 883-910, October.
  37. Daniel G. Swaine, 2008. "Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter," Working Papers 0810, College of the Holy Cross, Department of Economics.
  38. Sudipto Karmakar, 2013. "Macroprudential Regulation and Macroeconomic Activity," Working Papers w201317, Banco de Portugal, Economics and Research Department.
  39. Jonathan A. Parker & Bruce Preston, 2005. "Precautionary Saving and Consumption Fluctuations," American Economic Review, American Economic Association, vol. 95(4), pages 1119-1143, September.
  40. Sharri Byron, 2012. "Examining Foreign Aid Fungibility in Small Open Economies," Open Economies Review, Springer, vol. 23(4), pages 675-712, September.
  41. Gabriel J. FELBERMAYR & Omar LICANDRO, 2002. "The Under-Estimated Virtues of the Two-Sector AK Model," Economics Working Papers ECO2002/27, European University Institute.
  42. Fernando Alvarez & Francesco Lippi, 2010. "Persistent Liquidity Effect and Long Run Money Demand," EIEF Working Papers Series 1017, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2010.
  43. Minh Ha-Duong & Nicolas Treich, 2004. "Risk aversion, intergenerational equity and climate change," Working Papers 25611, Institut National de la Recherche Agronomique, France.
  44. Reinhart, Carmen M. & Talvi, Ernesto, 1998. "Capital flows and saving in Latin America and Asia: a reinterpretation," Journal of Development Economics, Elsevier, vol. 57(1), pages 45-66, October.
  45. 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.
  46. Lastrapes, William D. & Potts, Todd B., 2006. "Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1409-1430, August.
  47. Paul Cashin & C. John McDermott, 1998. "Terms of Trade Shocks and the Current Account," IMF Working Papers 98/177, International Monetary Fund.
  48. Paola Giuliano & Stephen Turnovsky, 2000. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Working Papers 0002, University of Washington, Department of Economics.
  49. 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.
  50. Marie-Gabriel Foggea & Pierre Villa, 2002. "Le concept de coût d'usage Putty-Clay des biens durables," Working Papers 2002-09, CEPII research center.
  51. Martin Lettau & Sydney Ludvigson, 2003. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," NBER Working Papers 9848, National Bureau of Economic Research, Inc.
  52. Minh Ha-Duong & Nicolas Treich, 1999. "Recursive Intergenerational Utility in Global Climate Risk Modeling," CIRANO Working Papers 99s-40, CIRANO.
  53. Henning Bohn & Charles Stuart, 2010. "Population under a Cap on Greenhouse Gas Emissions," CESifo Working Paper Series 3046, CESifo Group Munich.
  54. Strulik, Holger & Trimborn, Timo, 2014. "Natural disasters and macroeconomic performance: The role of residential investment," Center for European, Governance and Economic Development Research Discussion Papers 194, University of Goettingen, Department of Economics.
  55. Li Gu & Dayong Huang, 2013. "Consumption, Money, Intratemporal Substitution, And Cross-Sectional Asset Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 115-146, 01.
  56. 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.
  57. Poonam Gupta, 2000. "Aftermath of Banking Crises; Effectson Real and Monetary Variables," IMF Working Papers 00/96, International Monetary Fund.
  58. Nao Sudo, 2012. "Sectoral Comovement, Monetary Policy Shocks, and Input–Output Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1225-1244, 09.
  59. Diego Nocetti & William T. Smith, 2011. "Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1475-1504, October.
  60. 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.
  61. Miguel Casares & Bennett T. McCallum, 2000. "An Optimizing IS-LM Framework with Endogenous Investment," NBER Working Papers 7908, National Bureau of Economic Research, Inc.
  62. Stephane Guibaud & Keyu Jin & Nicolas Coeurdacier, 2011. "Credit Constraints and Growth in a Global Economy," 2011 Meeting Papers 1040, Society for Economic Dynamics.
  63. Manuel Toledo & Luis B. Marques & Fernando A. Alvarez, 2009. "Excess Volatility of Consumption in Developed and Emerging Markets: The Role of Durable Goods," 2009 Meeting Papers 142, Society for Economic Dynamics.
  64. 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.
  65. Bokan, Nikola & Hughes Hallett, Andrew, 2008. "The Impact of Tax and Market Distortions on the Phillips Curve and the Natural Rate of Unemployment," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2, pages 1-28.
  66. Bokan, Nikola & Hughes Hallett, Andrew, 2007. "The Impact of Tax, Product and Labour Market Distortions on the Phillips Curve and the Natural Rate of Unemployment," Economics Discussion Papers 2007-42, Kiel Institute for the World Economy.
  67. Been-Lon Chen & Yu-Shan Hsu & Kazuo Mino, 2012. "Welfare Implications and Equilibrium Indeterminacy in a Two-sector Growth Model with Consumption Externalities," KIER Working Papers 824, Kyoto University, Institute of Economic Research.
  68. Kim, Kwang Hwan & Katayama, Munechika, 2013. "Non-separability and sectoral comovement in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1715-1735.
  69. Yum K. Kwan, 2007. "The Direct Substitution between Government and Private Consumption in East Asia," NBER Chapters, in: Fiscal Policy and Management in East Asia, NBER-EASE, Volume 16, pages 45-58 National Bureau of Economic Research, Inc.
  70. 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.
  71. Michael Kumhof, 2001. "A Critical View of Inflation Targeting: Crises, Limited Sustainability, and Aggregate Shocks," Working Papers Central Bank of Chile 127, Central Bank of Chile.
  72. Okubo, Masakatsu, 2003. "Intratemporal substitution between private and government consumption: the case of Japan," Economics Letters, Elsevier, vol. 79(1), pages 75-81, April.
  73. Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012. "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper 39736, University Library of Munich, Germany.
  74. Arif Oduncu, 2012. "Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion," Working Papers 1227, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  75. Munechika Katayama & Kwang Hwan Kim, . "Intertemporal Substitution and Sectoral Comovement in a Sticky Price Model," Departmental Working Papers 2010-01, Department of Economics, Louisiana State University.
  76. Elena Marquez & Belen Nieto, 2011. "Further international evidence on durable consumption growth and long-run consumption risk," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 195-217.
  77. Elena Marquez de la Cruz & Ana Martinez-Canete & Ines Perez-Soba Aguilar, 2007. "Intertemporal preference parameters for some European monetary union countries," Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 997-1011.
  78. Paul Levine & Emanuela Lotti & Joseph Pearlman & Richard Pierse, 2010. "Growth And Welfare Effects Of World Migration," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(5), pages 615-643, November.
  79. Funke, Michael & Strulik, Holger, 2003. "Taxation, growth and welfare: Dynamic effects of Estonia’s 2000 income tax act," BOFIT Discussion Papers 10/2003, Bank of Finland, Institute for Economies in Transition.
  80. Dutta, Dilip & Yang, Yibai, 2013. "Endogenous time preference: evidence from Australian households' behaviour," Working Papers 2013-13, University of Sydney, School of Economics.
  81. Dladla, Pholile & Malikane, Christopher & Ojah, Kalu, 2014. "The Elasticity of Intertemporal Substitution Reconsidered," MPRA Paper 55547, University Library of Munich, Germany.
  82. Karsten Jeske & Rajeev Dhawan, 2006. "Energy and the Macroeconomy: The Role of Consumer Durables," 2006 Meeting Papers 719, Society for Economic Dynamics.
  83. Fernández-Villaverde, Jesús & Krueger, Dirk, 2011. "Consumption And Saving Over The Life Cycle: How Important Are Consumer Durables?," Macroeconomic Dynamics, Cambridge University Press, vol. 15(05), pages 725-770, November.
  84. Turnovsky, Stephen J. & Chatterjee, Santanu, 2002. "To Spend the U.S. Government Surplus or to Increase the Deficit? A Numerical Analysis of the Policy Options," Journal of the Japanese and International Economies, Elsevier, vol. 16(4), pages 405-435, December.
  85. Mihaela Pintea & Stephen Turnovsky, 2006. "Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment," Computational Economics, Society for Computational Economics, vol. 28(2), pages 177-209, September.
  86. Turnovsky, Stephen J., 2002. "Intertemporal and intratemporal substitution, and the speed of convergence in the neoclassical growth model," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1765-1785, August.
  87. Alvarez-Cuadrado, Francisco, 2008. "Growth outside the stable path: Lessons from the European reconstruction," European Economic Review, Elsevier, vol. 52(3), pages 568-588, April.
  88. Yang, Wei, 2011. "Long-run risk in durable consumption," Journal of Financial Economics, Elsevier, vol. 102(1), pages 45-61, October.
  89. B Bhaskara Rao, 2005. "Testing Permanent Income Hypothesis for Fiji," Macroeconomics 0511013, EconWPA.
  90. Been-Lon Chen & Yu-Shan Hsu & Chia-Hui Lu, 2011. "Friedman meets Becker and Mulligan in a monetary neoclassical growth model," Journal of Economics, Springer, vol. 104(2), pages 99-126, October.
  91. Erceg, Christopher J. & Levin, Andrew T., 2002. "Optimal monetary policy with durable and non-durable goods," Working Paper Series 0179, European Central Bank.
  92. Taiji Harashima, 2005. "An Estimate of the Elasticity of Intertemporal Substitution in a Production Economy," Macroeconomics 0508030, EconWPA.
  93. Naito, Takumi, 2006. "Tariff and tax reform: Dynamic implications," Journal of International Economics, Elsevier, vol. 68(2), pages 504-517, March.
  94. Monacelli, Tommaso, 2009. "New Keynesian models, durable goods, and collateral constraints," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 242-254, March.
  95. Jhy-yuan Shieh & Ching-chong Lai & Wen-ya Chang, 2000. "Addictive behavior and endogenous growth," Journal of Economics, Springer, vol. 72(3), pages 263-273, October.
  96. Rajeev Dhawan & Karsten Jeske, 2008. "Energy Price Shocks and the Macroeconomy: The Role of Consumer Durables," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1357-1377, October.
  97. Minh Ha-Duong & Nicolas Treich, 2004. "Risk aversion, intergenerational equity and climate change," Post-Print halshs-00000680, HAL.
  98. Tony Wirjanto, 2004. "Exploring consumption-based asset pricing model with stochastic-trend forcing processes," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1591-1597.
  99. Daniel Leigh, 2009. "Monetary Policy and the Lost Decade; Lessons From Japan," IMF Working Papers 09/232, International Monetary Fund.
  100. Holger Strulik & Ines Lindner, 1999. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Quantitative Macroeconomics Working Papers 19909, Hamburg University, Department of Economics.
  101. Jo�o F. Gomes & Leonid Kogan & Motohiro Yogo, 2009. "Durability of Output and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 941 - 986.
  102. Pozzi, Lorenzo, 2003. "The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems," Economic Modelling, Elsevier, vol. 20(5), pages 923-940, September.
  103. Shaofeng Xu, 2013. "An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt," Working Papers 13-9, Bank of Canada.
  104. Biederman, Daniel K. & Goenner, Cullen F., 2008. "A life-cycle approach to the intertemporal elasticity of substitution," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 481-498, March.
  105. Douglas H. Joines & R.Anton Braun & Daisuke Ikeda, 2008. "The saving rate in Japan: Why it has fallen and why it will remain low," CARF F-Series CARF-F-117, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  106. Guillermo Calvo & Oya Celasun & Michael Kumhof, 2003. "Inflation Inertia and Credible Disinflation - The Open Economy Case," NBER Working Papers 9557, National Bureau of Economic Research, Inc.
  107. 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.
  108. Ines Lindner & Holger Strulik, 2008. "Social Fractionalization, Endogenous Appropriation Norms, and Economic Development," Economica, London School of Economics and Political Science, vol. 75(298), pages 244-258, 05.
  109. Michael Funke & Holger Strulik, 2005. "BOFIT Discussion Papers - Taxation, growth and welfare: Dynamic effects of Estonia’s income tax act," Money Macro and Finance (MMF) Research Group Conference 2005 55, Money Macro and Finance Research Group.
  110. Auray, Stéphane, 2009. "Consommation, effet de substitution intertemporelle et formation des habitudes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(4), pages 437-473, décembre.
  111. Andrea Ferrero, 2012. "House price booms, current account deficits, and low interest rates," Staff Reports 541, Federal Reserve Bank of New York.
  112. Turnovsky, Stephen J. & Pintea, Mihaela, 2006. "Public and private production in a two-sector economy," Journal of Macroeconomics, Elsevier, vol. 28(2), pages 273-302, June.
  113. Theresa Kuchler & Johannes Stroebel, 2009. "Foreclosure and Bankruptcy--Policy Conclusions from the Current Crisis," Discussion Papers 08-037, Stanford Institute for Economic Policy Research.
  114. Dominique Pepin, 2014. "Asset Prices and Risk Aversion," Papers 1403.0851, arXiv.org.
  115. Pintea, Mihaela I., 2010. "Leisure externalities: Implications for growth and welfare," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1025-1040, December.
  116. Charles T. Carlstrom & Timothy S. Fuerst, 2006. "Co-movement in sticky price models with durable goods," Working Paper 0614, Federal Reserve Bank of Cleveland.
  117. Stephen Drinkwater & Paul Levine & Emanuela Lotti & Joseph Pearlman, 2007. "The Immigration Surplus Revisited In A General Equilibrium Model With Endogenous Growth," Journal of Regional Science, Wiley Blackwell, vol. 47(3), pages 569-601.
  118. Jean-Stephane Mesonnier & Jean-Paul Renne, 2004. "A Time Varying Natural Rate of Interest for the Euro Area," Money Macro and Finance (MMF) Research Group Conference 2004 42, Money Macro and Finance Research Group.
  119. Mésonnier, J-S. & Renne, J-P., 2004. "A Time-Varying Natural Rate for the Euro Area," Working papers 115, Banque de France.
  120. Yum K. Kwan, 2006. "The Direct Substitution Between Government and Private Consumption in East Asia," NBER Working Papers 12431, National Bureau of Economic Research, Inc.
  121. Roberto Duncan, 2003. "The Harberger-Laursen-Metzler Effect Revisited: An Indirect-Utility-Function Approach," Working Papers Central Bank of Chile 250, Central Bank of Chile.
  122. Fuad Hasanov, 2005. "Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey," Macroeconomics 0510011, EconWPA.
  123. Munechika Katayama & Kwang Hwan Kim, . "Costly Labor Reallocation, Non-Separable Preferences, and Expectation Driven Business Cycles," Departmental Working Papers 2010-05, Department of Economics, Louisiana State University.
  124. Marjorie Flavin & Shinobu Nakagawa, 2004. "A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence," NBER Working Papers 10458, National Bureau of Economic Research, Inc.
  125. Ricardo M. Sousa, 2010. "The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US," NIPE Working Papers 9/2010, NIPE - Universidade do Minho.
  126. Fanti, Luciano & Gori, Luca, 2010. "Fertility-related pensions and cyclical instability," MPRA Paper 20221, University Library of Munich, Germany.
  127. Winters, John V., 2009. "Wages and prices: Are workers fully compensated for cost of living differences?," Regional Science and Urban Economics, Elsevier, vol. 39(5), pages 632-643, September.
  128. Serletis, Apostolos & Shahmoradi, Asghar, 2010. "Consumption effects of government purchases," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 892-905, September.
  129. Veronica Guerrieri & Guido Lorenzoni, 2011. "Credit Crises, Precautionary Savings, and the Liquidity Trap," NBER Working Papers 17583, National Bureau of Economic Research, Inc.
  130. Mihaela Pintea, 2004. "Fiscal Policy in a Two-Sector Economy with Public Capital and Congestion," Working Papers 0402, Florida International University, Department of Economics.
  131. Rao, B. Bhaskara & Sharma, Kanhaiya Lal, 2007. "Testing the permanent income hypothesis in the developing and developed countries: A comparison between Fiji and Australia," MPRA Paper 2725, University Library of Munich, Germany.
  132. Mihaela Pintea, 2006. "Leisure Externalities: Implications for Growth and Welfare," Working Papers 0609, Florida International University, Department of Economics.
  133. Calvo, Guillermo & Celasun, Oya & Kumhof, Michael, 2007. "Inflation inertia and credible disinflation," Journal of International Economics, Elsevier, vol. 73(1), pages 48-68, September.
  134. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
  135. Morris A. Davis & Robert F. Martin, 2005. "Housing, house prices, and the equity premium puzzle," Finance and Economics Discussion Series 2005-13, Board of Governors of the Federal Reserve System (U.S.).
  136. Masasaki Fuse, 2004. "Estimating intertemporal substitution in Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 267-269.
  137. Elena Márquez de la Cruz, 2005. "La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 455-481, September.
  138. Na Guo & Peter N. Smith, 2012. "Durable Consumption, Long-Run Risk and The Equity Premium," Discussion Papers 12/37, Department of Economics, University of York.
  139. Song Han, 2002. "On the economics of discrimination in credit markets," Finance and Economics Discussion Series 2002-2, Board of Governors of the Federal Reserve System (U.S.).
  140. Nancy L. Stokey, 2007. "Housing and Nondurable Consumption," 2007 Meeting Papers 799, Society for Economic Dynamics.
  141. Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers 29/2007, NIPE - Universidade do Minho.
  142. John Winters, 2013. "Differences in quality of life estimates using rents and home values," The Annals of Regional Science, Springer, vol. 51(2), pages 377-409, October.
  143. 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.
  144. 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.
  145. Strulik, Holger, 2011. "The Voracity Effect: Comment," Hannover Economic Papers (HEP) dp-472, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  146. Shigeo Morita, 2014. "Optimal income taxation without commitment: policy implications of durable goods," Discussion Papers in Economics and Business 14-32, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  147. Aydilek, Asiye, 2013. "Habit formation and housing over the life cycle," Economic Modelling, Elsevier, vol. 33(C), pages 858-866.
  148. Leu, Shawn Chen-Yu & Sheen, Jeffrey, 2011. "A small New Keynesian state space model of the Australian economy," Economic Modelling, Elsevier, vol. 28(1-2), pages 672-684, January.
  149. Masao Ogaki & Vikas Kakkar, 2002. "The Distortionary Effects of Inflation: An Empirical Investigation," Working Papers 02-01, Ohio State University, Department of Economics.
  150. Pakos, Michal, 2011. "Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects are Present: The Role of Durable Goods," MPRA Paper 43534, University Library of Munich, Germany.
  151. Dibooglu, Sel & Kenc, Turalay, 2009. "Welfare cost of inflation in a stochastic balanced growth model," Economic Modelling, Elsevier, vol. 26(3), pages 650-658, May.
  152. Jonathan A. Parker, 2001. "The Consumption Risk of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(2), pages 279-348.
  153. Fang (Annie) Yang, 2006. "Consumption Over Life Cycle: How Different is Housing?," Discussion Papers 06-01, University at Albany, SUNY, Department of Economics.
  154. pakos, michal, 2011. "Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods," MPRA Paper 32453, University Library of Munich, Germany.
  155. 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.
  156. 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.
  157. Andrew Hughes Hallett, 2010. "Why Do Some Countries Undertake Structural Reforms When Others Do Not? Evidence From The Oecd And Emerging Market Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 81-103.
  158. repec:van:wpaper:vuecon-sub-13-00002 is not listed on IDEAS
  159. 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.
  160. H. Youn Kim & Keith R. McLaren & K.K. Gary Wong, 2014. "Consumer Demand, Consumption, and Asset Pricing: An Integrated Analysis," Monash Econometrics and Business Statistics Working Papers 4/14, Monash University, Department of Econometrics and Business Statistics.
  161. Been‐Lon Chen & Shun‐Fa Lee, 2012. "Intersectoral Spillovers, Relative Prices and Development Traps," Review of Development Economics, Wiley Blackwell, vol. 16(2), pages 243-261, 05.
  162. Evans, Lynne & Kenc, Turalay, 2004. "FOREX risk premia and policy uncertainty: a recursive utility analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 1-24, February.
  163. Reinhart, Carmen & Ogaki, Masao & Ostry, Jonathan, 1995. "Saving behavior in low- and middle-income developing countries," MPRA Paper 13757, University Library of Munich, Germany.
  164. Carlstrom, Charles T. & Fuerst, Timothy S., 2010. "Nominal Rigidities, Residential Investment, And Adjustment Costs," Macroeconomic Dynamics, Cambridge University Press, vol. 14(01), pages 136-148, February.
  165. Hanno Lustig & Stijn Van Nieuwerburgh, 2002. "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics 0211008, EconWPA.
  166. Pakos, Michal, 2004. "Asset Pricing with Durable Goods and Nonhomothetic Preferences," MPRA Paper 26167, University Library of Munich, Germany.
  167. Motohiro Yogo, 2006. "A Consumption-Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 61(2), pages 539-580, 04.
  168. Tomas Havranek, 2013. "Publication Bias in Measuring Intertemporal Substitution," Working Papers IES 2013/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2013.
  169. Kris Jacobs & Kevin Q. Wang, 2002. "Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns," CIRANO Working Papers 2002s-11, CIRANO.
  170. Narayan Bulusu & Jefferson Duarte & Carles Vergara-Alert, 2013. "Booms and Busts in House Prices Explained by Constraints in Housing Supply," Working Papers 13-18, Bank of Canada.
  171. Sorek, Gilad, 2011. "Patents and quality growth in OLG economy," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 690-699.
  172. Fisher, Walter H., 2002. "Investment and Current Account Dynamics in an Open Economy Status Seeking Framework," Economics Series 110, Institute for Advanced Studies.
  173. Jose E. Bosca & Antonio Cutanda & Javier Escriba, 2004. "Rates of return to public and private capital: new estimates using nonlinear Euler equations," Applied Economics, Taylor & Francis Journals, vol. 36(11), pages 1225-1232.
  174. Victoria Galsband, 2010. "The cross-section of equity returns and assets’ fundamental cash-flow risk," Financial Markets and Portfolio Management, Springer, vol. 24(4), pages 327-351, December.
  175. Henning Bohn, 2006. "Optimal Private Responses to Demographic Trends: Savings, Bequests and International Mobility," RBA Annual Conference Volume, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.