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Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak

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Cited by:

  1. Bárány, Zsófia L. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2023. "Capital flows in an aging world," Journal of International Economics, Elsevier, vol. 140(C).
  2. Qazi Haque & Leandro M. Magnusson, 2020. "Identification robust empirical evidence on the Euler equation in open economies," Economics Discussion / Working Papers 20-01, The University of Western Australia, Department of Economics.
  3. Benítez-Silva, Hugo & Eren, Selçuk & Heiland, Frank & Jiménez-Martín, Sergi, 2015. "How well do individuals predict the selling prices of their homes?," Journal of Housing Economics, Elsevier, vol. 29(C), pages 12-25.
  4. 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.
  5. John Laitner & Dan Silverman, 2005. "Estimating Life-Cycle Parameters from Consumption Behavior at Retirement," NBER Working Papers 11163, National Bureau of Economic Research, Inc.
  6. Görtz, Christoph & Yeromonahos, Mallory, 2022. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  7. Konstantinos Angelopoulos & George Economides, 2008. "Fiscal policy, rent seeking, and growth under electoral uncertainty: theory and evidence from the OECD," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(4), pages 1375-1405, November.
  8. Carvalho, Carlos & Ferrero, Andrea & Nechio, Fernanda, 2016. "Demographics and real interest rates: Inspecting the mechanism," European Economic Review, Elsevier, vol. 88(C), pages 208-226.
  9. Tatiana Ryzhikova & Anastasiya Skuratova, 2023. "Bank of Russia Monetary Policy and Household Consumption Expenditure," Russian Journal of Money and Finance, Bank of Russia, vol. 82(1), pages 3-31, March.
  10. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  11. Huong Thu Le & Ha Trong Nguyen, 2015. "Intergenerational Transmission in Health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children," Bankwest Curtin Economics Centre Working Paper series WP1509, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
  12. René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium‐based approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 561-583, May.
  13. Julian di Giovanni & Akito Matsumoto, 2011. "The Value of Human Capital Wealth," Global COE Hi-Stat Discussion Paper Series gd10-174, Institute of Economic Research, Hitotsubashi University.
  14. María José Ibáñez & Felipe Vásquez Lavin & Roberto D. Ponce Oliva, 2023. "Female Underperformance Hypothesis Revisited: Methodological Review and Empirical Testing," SAGE Open, , vol. 13(4), pages 21582440231, December.
  15. Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
  17. Gene M. Grossman & Elhanan Helpman & Ezra Oberfield & Thomas Sampson, 2021. "Endogenous Education and Long-Run Factor Shares," American Economic Review: Insights, American Economic Association, vol. 3(2), pages 215-232, June.
  18. Jim Been & Susann Rohwedder & Michael Hurd, 2020. "Does Home Production Replace Consumption Spending? Evidence from Shocks in Housing Wealth in the Great Recession," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 113-128, March.
  19. Calvet, Laurent E. & Fisher, Adlai J., 2007. "Multifrequency news and stock returns," Journal of Financial Economics, Elsevier, vol. 86(1), pages 178-212, October.
  20. Pautrel, Xavier, 2012. "Environmental Policy, Education And Growth: A Reappraisal When Lifetime Is Finite," Macroeconomic Dynamics, Cambridge University Press, vol. 16(5), pages 661-685, November.
  21. Juan Carlos Córdoba & Marla Ripoll, 2019. "The Elasticity of Intergenerational Substitution, Parental Altruism, and Fertility Choice," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1935-1972.
  22. Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015. "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 108-123.
  23. 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.
  24. James Yetman & Gregor W. Smith, 2007. "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper 1144, Economics Department, Queen's University.
  25. de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019. "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
  26. Startz Richard & Tsang Kwok Ping, 2012. "Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-35, November.
  27. Takeshi Yagihashi & Juan Du, 2015. "Intertemporal elasticity of substitution and risk aversion: are they related empirically?," Applied Economics, Taylor & Francis Journals, vol. 47(15), pages 1588-1605, March.
  28. 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.
  29. Joachim Grammig & Andreas Schrimpf, 2009. "Asset pricing with a reference level of consumption: New evidence from the cross‐section of stock returns," Review of Financial Economics, John Wiley & Sons, vol. 18(3), pages 113-123, August.
  30. Consolo, Agostino & Favero, Carlo A., 2009. "Monetary policy inertia: More a fiction than a fact?," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 900-906, September.
  31. Regis Barnichon & Geert Mesters, 2020. "Identifying Modern Macro Equations with Old Shocks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
  32. repec:zbw:bofrdp:2021_009 is not listed on IDEAS
  33. Cambell Leith & Simon Wren-Lewis, 2008. "Electoral Uncertainty and the Deficit Bias in a New Keynesian Economy," CDMA Conference Paper Series 0803, Centre for Dynamic Macroeconomic Analysis.
  34. Tomáš Havránek, 2015. "Measuring Intertemporal Substitution: The Importance Of Method Choices And Selective Reporting," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1180-1204, December.
  35. Pflueger, Carolin & Rinaldi, Gianluca, 2022. "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, vol. 146(1), pages 71-89.
  36. William D. Lastrapes & George Selgin, 2012. "Banknotes And Economic Growth," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(4), pages 390-418, September.
  37. Grossman, Gene M. & Helpman, Elhanan & Oberfield, Ezra & Sampson, Thomas, 2017. "The productivity slowdown and the declining labor share: a neoclassical exploration," LSE Research Online Documents on Economics 86597, London School of Economics and Political Science, LSE Library.
  38. Zongwu Cai & Ying Fang & Henong Li, 2012. "Weak Instrumental Variables Models for Longitudinal Data," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 361-389.
  39. Jorge Selaive & Vicente Tuesta, 2003. "Net foreign assets and imperfect pass-through: the consumption real exchange rate anomaly," International Finance Discussion Papers 764, Board of Governors of the Federal Reserve System (U.S.).
  40. Szymon Chudziak, 2022. "On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour," KAE Working Papers 2022-073, Warsaw School of Economics, Collegium of Economic Analysis.
  41. Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo, 2001. "Luxury Goods and the Equity Premium," NBER Working Papers 8417, National Bureau of Economic Research, Inc.
  42. Yang, Weiyong, 2009. "Economic structural changes and rural income: Evidence from Chinese provinces during the reform period," China Economic Review, Elsevier, vol. 20(4), pages 742-753, December.
  43. repec:hal:wpaper:hal-01154266 is not listed on IDEAS
  44. Alvarez-Cuadrado, Fracisco, 2019. "Savings and growth in neoclassical growth models: A comment on “Is Piketty’s “second law of capitalism” fundamental?”," Economics Letters, Elsevier, vol. 174(C), pages 128-131.
  45. Ricardo Reis & Vasco Curdia, 2009. "Correlated Disturbances and U.S. Business Cycles," 2009 Meeting Papers 129, Society for Economic Dynamics.
  46. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
  47. 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.
  48. Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
  49. Sönksen, Jantje & Grammig, Joachim, 2021. "Empirical asset pricing with multi-period disaster risk: A simulation-based approach," Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
  50. David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org.
  51. Diana Gabrielyan & Lenno Uusküla, 2022. "Inflation Expectations And Consumption With Machine Learning," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 142, Faculty of Economics and Business Administration, University of Tartu (Estonia).
  52. Kilponen, Juha & Vilmunen, Jouko & Vähämaa, Oskari, 2022. "Revisiting intertemporal elasticity of substitution in a sticky price model," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  53. Fajeau, Maxime, 2021. "Too much finance or too many weak instruments?," International Economics, Elsevier, vol. 165(C), pages 14-36.
  54. Alan, Sule & Atalay, Kadir & Crossley, Thomas F., 2019. "Euler Equation Estimation On Micro Data," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3267-3292, December.
  55. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
  56. Coeurdacier, Nicolas & Rey, Hélène & Winant, Pablo, 2020. "Financial integration and growth in a risky world," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 1-21.
  57. Li Sanxi & Yao Dongmin & Xiao Hao, 2013. "Contract Bargaining with a Risk-Averse Agent," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 13(1), pages 285-301, November.
  58. Dominique Pepin, 2014. "Asset Prices and Risk Aversion," Working Papers hal-00955590, HAL.
  59. Manopimoke, Pym, 2019. "The Output Euler Equation And Real Interest Rate Regimes," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 420-447, January.
  60. Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," Papers 2107.08713, arXiv.org, revised Aug 2022.
  61. François Facchini & Mickael Melki & Andrew Pickering, 2017. "Labour Costs and the Size of Government," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(2), pages 251-275, April.
  62. Dominique Pépin, 2015. "Intertemporal Substitutability, Risk aversion and Asset Prices," Economics Bulletin, AccessEcon, vol. 35(4), pages 2233-2241.
  63. 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.
  64. Maria Giduskova & Borja Larrain, 2006. "International risk-taking, volatility, and consumption growth," Communities and Banking, Federal Reserve Bank of Boston.
  65. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007. "Normalization in Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 221-252.
  66. Micheli, Martin, 2015. "Does height affect labor supply? Implications of product variety and caloric needs," Ruhr Economic Papers 566, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  67. Andrews, Isaiah, 2019. "On the structure of IV estimands," Journal of Econometrics, Elsevier, vol. 211(1), pages 294-307.
  68. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
  69. Florin O. Bilbiie, 2011. "Nonseparable Preferences, Frisch Labor Supply, and the Consumption Multiplier of Government Spending: One Solution to a Fiscal Policy Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 221-251, February.
  70. Huang, MeiChi, 2018. "Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 145-172.
  71. 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.
  72. Isoré, Marlène & Szczerbowicz, Urszula, 2017. "Disaster risk and preference shifts in a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 97-125.
  73. Antonio Cutanda & José M. Labeaga & Juan A. Sanchis-Llopis, 2020. "Aggregation biases in empirical Euler consumption equations: evidence from Spanish data," Empirical Economics, Springer, vol. 58(3), pages 957-977, March.
  74. Escanciano, Juan Carlos & Li, Wei, 2021. "Optimal Linear Instrumental Variables Approximations," Journal of Econometrics, Elsevier, vol. 221(1), pages 223-246.
  75. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," Cowles Foundation Discussion Papers 1530, Cowles Foundation for Research in Economics, Yale University.
  76. Gomes, Fábio Augusto Reis & Paz, Lourenço S., 2013. "Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 63-75.
  77. Struck, Clemens C., 2014. "Habit persistence and the long-run labor supply," Economics Letters, Elsevier, vol. 124(2), pages 243-247.
  78. Röhe, Oke & Stähler, Nikolai, 2020. "Demographics and the decline in firm entry: Lessons from a life-cycle model," Discussion Papers 15/2020, Deutsche Bundesbank.
  79. Glenn D. Otto & Graham M. Voss, 2014. "Flexible inflation forecast targeting: Evidence from Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(2), pages 398-421, May.
  80. Marine Carrasco & Mohamed Doukali, 2022. "Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV [Specification testing in models with many instruments]," The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 71-97.
  81. Okubo, Masakatsu, 2008. "Intertemporal substitution and nonhomothetic preferences," Economics Letters, Elsevier, vol. 98(1), pages 41-47, January.
  82. Lorenzo Pozzi, "undated". "Housing returns and intertemporal substitution in consumption: estimates for industrial economies," Tinbergen Institute Discussion Papers 22-044/VI, Tinbergen Institute.
  83. Stähler, Nikolai, 2021. "The Impact of Aging and Automation on the Macroeconomy and Inequality," Journal of Macroeconomics, Elsevier, vol. 67(C).
  84. Stefano d’Addona & Christos Giannikos, 2014. "Asset pricing and the role of macroeconomic volatility," Annals of Finance, Springer, vol. 10(2), pages 197-215, May.
  85. Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023. "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, vol. 233(1), pages 88-112.
  86. 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, April.
  87. Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022. "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
  88. Ippei Fujiwara & Shunsuke Hori & Yuichiro Waki, 2019. "Generational War on Inflation: Optimal Inflation Rates for the Young and the Old," Globalization Institute Working Papers 372, Federal Reserve Bank of Dallas.
  89. Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  90. David Cook & Michael B Devereux, 2019. "Fiscal Policy in a Currency Union at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 43-82, December.
  91. Ben Groom & David Maddison Pr., 2019. "New Estimates of the Elasticity of Marginal Utility for the UK," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(4), pages 1155-1182, April.
  92. Matthijs Lof, 2014. "GMM Estimation with Non-causal Instruments under Rational Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 279-286, April.
  93. Timothy Cogley & Boyan Jovanovic, 2022. "Structural Breaks in an Endogenous Growth Model [Monetary Policy Regimes and Beliefs]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(2), pages 666-694.
  94. Miguel Casares & Luca G. Deidda & Jose E. Galdon‐Sanchez, 2023. "On financial frictions and firm's market power," Economic Inquiry, Western Economic Association International, vol. 61(4), pages 982-1005, October.
  95. Jun Ma, 2013. "Long‐Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 121-145, February.
  96. Takeshi Yagihashi & Juan Du, 2023. "Intertemporal elasticity of substitution with leisure margin," Review of Economics of the Household, Springer, vol. 21(4), pages 1473-1504, December.
  97. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," Working Papers 2016/08, Czech National Bank.
  98. Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
  99. Naoko Akashi-Ronquest & Paul Carrillo & Bruce Dembling & Steven Stern, 2011. "Measuring the biases in self-reported disability status: evidence from aggregate data," Applied Economics Letters, Taylor & Francis Journals, vol. 18(11), pages 1053-1060.
  100. Amol Amol & Erzo G. J. Luttmer, 2022. "Permanent Primary Deficits, Idiosyncratic Long-Run Risk, and Growth," Working Papers 794, Federal Reserve Bank of Minneapolis.
  101. Didier, Tatiana & Lowenkron, Alexandre, 2012. "The current account as a dynamic portfolio choice problem," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 518-541.
  102. Pål Boug & Ådne Cappelen & Eilev S. Jansen & Anders Rygh Swensen, 2021. "The Consumption Euler Equation or the Keynesian Consumption Function?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 252-272, February.
  103. Thomas Sampson, 2016. "Dynamic Selection: An Idea Flows Theory of Entry, Trade, and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(1), pages 315-380.
  104. Ke-Hung Lai & Shu-Heng Chen & Ya-Chi Huang, 2005. "Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Consumption Capital Asset Pricing Model?," Computing in Economics and Finance 2005 207, Society for Computational Economics.
  105. Ivan Jaccard, 2014. "Asset Returns and Labor Supply in a Production Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 889-919, August.
  106. Hanson Michael S. & Kapinos Pavel S., 2008. "Endogenous Persistence and the Performance of Inertial Targeting Rules," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-31, March.
  107. Outes, Ingo & Porter, Catherine, 2013. "Catching up from early nutritional deficits? Evidence from rural Ethiopia," Economics & Human Biology, Elsevier, vol. 11(2), pages 148-163.
  108. Fedotenkov, Igor, 2018. "Population ageing and inflation with endogenous money creation," Research in Economics, Elsevier, vol. 72(3), pages 392-403.
  109. Jorge Selaive & Vicente Tuesta, 2003. "Net Foreign Assets And Imperfect Financial Integration: An Empirical Approach," Working Papers Central Bank of Chile 252, Central Bank of Chile.
  110. Keunbae Ahn, 2021. "Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2021.
  111. Rapach, David E. & Wohar, Mark E., 2009. "Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 427-453, April.
  112. Brevik, Frode & d’Addona, Stefano, 2010. "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1419-1446, December.
  113. Carlos Carvalho & Andrea Ferrero & Felipe Mazin & Fernanda Nechio, 2023. "Demographics and Real Interest Rates Across Countries and Over Time," Working Paper Series 2023-32, Federal Reserve Bank of San Francisco.
  114. Ghiglino, Christian & Tabasso, Nicole, 2016. "Risk aversion in a model of endogenous growth," Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 30-40.
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  116. Atheendar S. Venkataramani, 2011. "The intergenerational transmission of height: evidence from rural Vietnam," Health Economics, John Wiley & Sons, Ltd., vol. 20(12), pages 1448-1467, December.
  117. Martin M. Andreasen, 2021. "The New Keynesian Model and Bond Yields," CREATES Research Papers 2021-01, Department of Economics and Business Economics, Aarhus University.
  118. Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
  119. Ascari, Guido & Magnusson, Leandro M. & Mavroeidis, Sophocles, 2021. "Empirical evidence on the Euler equation for consumption in the US," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 129-152.
  120. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
  121. Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
  122. John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020. "Macroeconomic Drivers of Bond and Equity Risks," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3148-3185.
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  125. 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, pages 425-437.
  126. Massimiliano De Santis, 2005. "Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?," Money Macro and Finance (MMF) Research Group Conference 2005 5, Money Macro and Finance Research Group.
  127. Pautrel, Xavier, 2009. "Pollution and life expectancy: How environmental policy can promote growth," Ecological Economics, Elsevier, vol. 68(4), pages 1040-1051, February.
  128. Jonathan A. Schwabish, 2005. "Estimating Employment Spillover Effects In New York City with an Application to The Stock Transfer Tax," Public Finance Review, , vol. 33(6), pages 663-689, November.
  129. Ng Serena & Bai Jushan, 2009. "Selecting Instrumental Variables in a Data Rich Environment," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-34, April.
  130. Lof, Matthijs, 2013. "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper 59064, University Library of Munich, Germany.
  131. Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978, Cowles Foundation for Research in Economics, Yale University.
  132. Huong Thu Le & Ha Trong Nguyen, 2018. "The Impact of Maternal Mental Health Shocks on Child Health: Estimates from Fixed-Effects Instrumental Variables Models for Two Cohorts of Australian Children," American Journal of Health Economics, University of Chicago Press, vol. 4(2), pages 185-225, Spring.
  133. Enrique Martínez-García & Diego Vilán & Mark A. Wynne, 2012. "Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 137-199, Emerald Group Publishing Limited.
  134. Islam, M. Kamrul & Folland, Sherman & Kaarbøe, Oddvar M., 2017. "Social capital and cigarette smoking: New empirics featuring the Norwegian HUNT data," Economics & Human Biology, Elsevier, vol. 26(C), pages 174-185.
  135. De Santis Massimiliano, 2010. "Demystifying the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-33, May.
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  137. Zivanemoyo Chinzara & Radhika Lahiri & En Te Chen, 2017. "Financial liberalization and sectoral reallocation of capital in South Africa," Empirical Economics, Springer, vol. 52(1), pages 309-356, February.
  138. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2023. "csa2sls: A complete subset approach for many instruments using Stata," Stata Journal, StataCorp LP, vol. 23(4), pages 932-941, December.
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