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

Citations for "Estimating Euler Equations"

by Orazio P. Attanasio & Hamish Low

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. Martin Browning & Sule Alan, 2006. "Estimating Intertemporal Allocation Parameters using Simulated Expectation Errors," Economics Series Working Papers 284, University of Oxford, Department of Economics.
  2. Martin Browning & Thomas F. Crossley, 2001. "The Life-Cycle Model of Consumption and Saving," Journal of Economic Perspectives, American Economic Association, vol. 15(3), pages 3-22, Summer.
  3. Jonathan A. Parker & Bruce Preston, 2004. "Precautionary Saving and Consumption Fluctuations," Working Papers 140, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics..
  4. 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.
  5. repec:dgr:kubcen:200885 is not listed on IDEAS
  6. Olga Gorbachev & Keshav Dogra, 2009. "Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004," ESE Discussion Papers 193, Edinburgh School of Economics, University of Edinburgh.
  7. Naeem Ahmed & Matthew Brzozowski & Thomas F. Crossley, 2005. "Measurement Errors in Recall Food Expenditure Data," Social and Economic Dimensions of an Aging Population Research Papers 133, McMaster University.
  8. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers 201, Society for Economic Dynamics.
  9. Kevin X.D. Huang & Zheng Liu, 2005. "Temptation and Self-Control: Some Evidence from the Consumer Expenditure Survey," 2005 Meeting Papers 770, Society for Economic Dynamics.
  10. James Alm & Asmaa El-Ganainy, 2012. "Value-added Taxation and Consumption," Working Papers 1203, Tulane University, Department of Economics.
  11. 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.
  12. Naeem Ahmed & Matthew Brzozowski & Thomas Crossley, 2006. "Measurement errors in recall food consumption data," IFS Working Papers W06/21, Institute for Fiscal Studies.
  13. Kuismanen, Mika & Pistaferri, Luigi, 2006. "Information, habits, and consumption behavior: evidence from micro data," Working Paper Series 0572, European Central Bank.
  14. Martin Browning & Sule Alan, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
  15. Christopher D. Carroll, 1997. "Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation)," NBER Working Papers 6298, National Bureau of Economic Research, Inc.
  16. Kevin X.D. Huang & Zheng Liu & John Q. Zhu, 2013. "Temptation and self-control: some evidence and applications," Working Paper Series 2013-23, Federal Reserve Bank of San Francisco.
  17. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Keele Economics Research Papers KERP 2002/14, Centre for Economic Research, Keele University.
  18. Jesus Fernández-Villaverde & Dirk Krueger, 2007. "Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data," The Review of Economics and Statistics, MIT Press, vol. 89(3), pages 552-565, August.
  19. Casado, Jose Maria & Alvarez-Cuadrado, Francisco & Labeaga, Jose Maria & Sutthiphisal, Dhanoos, 2012. "Envy and habits: Panel data estimates of interdependent preferences," MERIT Working Papers 054, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  20. 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.
  21. repec:dgr:kubcen:200262 is not listed on IDEAS
  22. Weber Ernst Juerg, 2010. "The Role of the Real Interest Rate in U.S. Macroeconomic History," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-26, April.
  23. Irina Khvostova & Alexander Larin & Anna Novak, 2014. "Euler equation with habits and measurement errors: estimates on Russian micro data," HSE Working papers WP BRP 52/EC/2014, National Research University Higher School of Economics.
  24. Larin, Alexander & Novak, Anna & Khvostova, Irina, 2013. "Consumption dynamics in Russia: Estimates on microdata," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 32(4), pages 29-44.
  25. Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, vol. 167(2), pages 358-369.
  26. Andrea Butelmann & Francisco Gallego, 2001. "Estimaciones de los Determinantes del Ahorro Voluntario de los Hogares en Chile (1988 Y 1997)," Working Papers Central Bank of Chile 97, Central Bank of Chile.
  27. Sònia Muñoz, 2006. "Wealth Effects in Europe: A Tale of Two Countries (Italy and the United Kingdom)," IMF Working Papers 06/30, International Monetary Fund.
  28. Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers id:5087, eSocialSciences.
  29. Lee, Jeong-Joon & Sawada, Yasuyuki, 2010. "Precautionary saving under liquidity constraints: Evidence from rural Pakistan," Journal of Development Economics, Elsevier, vol. 91(1), pages 77-86, January.
  30. Nishiyama, Yasuo, 2011. "The term structure of CD rates and monetary policy transmission," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 82-94, January.
  31. Ryan Banerjee & Nicoletta Batini, 2003. "UK Consumers’ Habits," Discussion Papers 13, Monetary Policy Committee Unit, Bank of England.
  32. Kapteyn, Arie & Kleinjans, Kristin J. & van Soest, Arthur, 2009. "Intertemporal consumption with directly measured welfare functions and subjective expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 425-437, October.
  33. Domeij, David & Floden, Martin, 2001. "The labor-supply elasticity and borrowing constraints: Why estimates are biased," SSE/EFI Working Paper Series in Economics and Finance 480, Stockholm School of Economics.
  34. 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.
  35. Willman, Alpo, 2003. "Consumption, habit persistence, imperfect information and the lifetime budget constraint," Working Paper Series 0251, European Central Bank.
  36. Masahiro Hori & Satoshi Shimizutani, 2006. "Did Japanese consumers become more prudent during 1998-1999? Evidence from household-level data," International Economic Journal, Taylor & Francis Journals, vol. 20(2), pages 197-209.
  37. Pudney, Stephen, 2008. "Heaping and leaping: survey response behaviour and the dynamics of self-reported consumption expenditure," ISER Working Paper Series 2008-09, Institute for Social and Economic Research.
  38. Lee, Jeong-Joon & Sawada, Yasuyuki, 2007. "The degree of precautionary saving: A reexamination," Economics Letters, Elsevier, vol. 96(2), pages 196-201, August.
  39. Alexander Whalley, 2004. "Black-White Differences in the Insurance Value of Human Capital," Econometric Society 2004 North American Summer Meetings 575, Econometric Society.
  40. repec:dgr:uvatin:20020076 is not listed on IDEAS
  41. Sheng Guo, 2009. "Switching Regression Estimates of EIS for Stockholders and Non-Stockholders," Working Papers 0903, Florida International University, Department of Economics.
  42. 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.
  43. Jeong-Joon Lee & Yasuyuki Sawada, 2005. "Precautionary Saving under Liquidity Constraints: Evidence from Rural Pakistan (Published in "Journal of Development Economics". )," CARF F-Series CARF-F-051, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  44. Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer, vol. 13(3), pages 181-205, September.
  45. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.