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Citations for "Cyclical Dynamics in Idiosyncratic Labor Market Risk"

by Kjetil Storesletten & Chris I. Telmer & Amir Yaron

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  1. H. Henry Cao & Martin D. Evans & Richard K. Lyons, 2006. "Inventory Information," The Journal of Business, University of Chicago Press, vol. 79(1), pages 325-364, January.
  2. Nakajima, Tomoyuki, 2010. "Optimal monetary policy with imperfect unemployment insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 365-387, March.
  3. Tom Krebs & Pravin Krishna & William Maloney, 2004. "Trade Policy, Income Risk, and Welfare," Working Papers 2004-09, Brown University, Department of Economics.
  4. Tony Smith & M. Fatih Guvenen, 2007. "Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach," 2007 Meeting Papers 1024, Society for Economic Dynamics.
  5. Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005. "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, vol. 60(3), pages 1167-1219, 06.
  6. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series WP-07-11, Federal Reserve Bank of Chicago.
  7. Juan Contreras & Joseph B. Nichols, 2010. "Consumption responses to permanent and transitory shocks to house appreciation," Finance and Economics Discussion Series 2010-32, Board of Governors of the Federal Reserve System (U.S.).
  8. A. Rampini, Adriano, 2005. "Default and aggregate income," Journal of Economic Theory, Elsevier, vol. 122(2), pages 225-253, June.
  9. Matteo Iacoviello, 2005. "Household Debt and Income Inequality, 1963-2003," Boston College Working Papers in Economics 629, Boston College Department of Economics, revised 18 Oct 2007.
  10. Silos, Pedro, 2007. "Housing, portfolio choice and the macroeconomy," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2774-2801, August.
  11. Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," Economics Working Papers ECO2014/08, European University Institute.
  12. Tamas Papp & Alisdair McKay, 2012. "Accounting for idiosyncratic wage risk over the business cycle," 2012 Meeting Papers 820, Society for Economic Dynamics.
  13. Karsten Jeske & Sagiri Kitao, 2006. "Health Insurance and Tax Policy," 2006 Meeting Papers 57, Society for Economic Dynamics.
  14. Primiceri, Giorgio E. & van Rens, Thijs, 2009. "Heterogeneous life-cycle profiles, income risk and consumption inequality," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 20-39, January.
  15. Berliant, Marcus & Fujishima, Shota, 2016. "Optimal Income Taxation with a Stationarity Constraint in a Dynamic Stochastic Economy," MPRA Paper 71625, University Library of Munich, Germany.
  16. Covas, Francisco, 2006. "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
  17. Louis Eeckhoudt & Harris Schlesinger, 2008. "Changes in Risk and the Demand for Saving," CESifo Working Paper Series 2388, CESifo Group Munich.
  18. Michal Rubaszek & Dobromil Serwa, 2011. "Determinants of credit to households in a life-cycle model," National Bank of Poland Working Papers 92, National Bank of Poland, Economic Institute.
  19. Telyukova, Irina A., 2007. "Household Need for Liquidity and the Credit Card Debt Puzzle," MPRA Paper 6674, University Library of Munich, Germany.
  20. Grey Gordon & Aaron Hedlund, 2015. "Accounting for the Rise in College Tuition," Working Papers WP 15-14, Department of Economics, University of Missouri.
  21. Max Groneck & Alexander Ludwig & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics 63, University of Cologne, Department of Economics, revised 22 Nov 2013.
  22. YiLi Chien & Hanno Lustig, 2010. "The Market Price of Aggregate Risk and the Wealth Distribution," Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
  23. Krueger, Dirk & Lustig, Hanno, 2010. "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
  24. Fatih Guvenen, 2009. "An Empirical Investigation of Labor Income Processes," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 58-79, January.
  25. Joyce Wong & Raquel Fernández, 2012. "The Disappearing Gender Gap: The impact of divorce, wages, and preferences on education and women's work," 2012 Meeting Papers 176, Society for Economic Dynamics.
  26. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014. "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers 19917, National Bureau of Economic Research, Inc.
  27. Fatih Guvenen, 2006. "Learning your earning: are labor income shocks really very persistent?," Discussion Paper / Institute for Empirical Macroeconomics 145, Federal Reserve Bank of Minneapolis.
  28. Mark Huggett & Greg Kaplan, 2015. "How Large is the Stock Component of Human Capital?," NBER Working Papers 21238, National Bureau of Economic Research, Inc.
  29. Chris Edmond & Pierre-Olivier Weill, 2009. "Aggregate Implications of Micro Asset Market Segmentation," NBER Working Papers 15254, National Bureau of Economic Research, Inc.
  30. Noah Williams, 2008. "Persistent Private Information," NBER Working Papers 13894, National Bureau of Economic Research, Inc.
  31. Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2016. "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 937-978.
  32. Christian Bayer & Falko Juessen, 2006. "On the Dynamics of Interstate Migration: Migration Costs and Self-Selection," Discussion Papers in Economics 06_03, University of Dortmund, Department of Economics.
  33. Lynch, Anthony W. & Wachter, Jessica A., 2013. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(01), pages 277-307, February.
  34. McKay, Alisdair & Reis, Ricardo, 2016. "Optimal Automatic Stabilizers," CEPR Discussion Papers 11337, C.E.P.R. Discussion Papers.
  35. Rocio Madera & Fatih Guvenen & David Domeij & Christopher Busch, 2016. "Asymmetric Business Cycle Risk and Government Policy," 2016 Meeting Papers 1567, Society for Economic Dynamics.
  36. 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.
  37. Hanno Lustig, 2004. "Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance," UCLA Economics Online Papers 300, UCLA Department of Economics.
  38. Carlos Madeira, 2015. "Identification of Earning Dynamics using Rotating Samples over Short Periods: The Case of Chile," Working Papers Central Bank of Chile 754, Central Bank of Chile.
  39. Serdar Ozkan & Jae Song & Fatih Karahan & Fatih Guvenen, 2013. "What Do Data on Millions of U.S. Workers Say About Labor Income Risk?," 2013 Meeting Papers 1271, Society for Economic Dynamics.
  40. Xavier Ragot & Edouard Challe, 2011. "Precautionary Saving over the Business Cycle," 2011 Meeting Papers 517, Society for Economic Dynamics.
  41. zhao, bo, 2013. "Cyclical Dynamics in Idiosyncratic Labor-Market Risks: Evidence From March CPS 1968-2011," MPRA Paper 47548, University Library of Munich, Germany.
  42. Bruce Preston & Mauro Roca, 2007. "Incomplete Markets, Heterogeneity and Macroeconomic Dynamics," NBER Working Papers 13260, National Bureau of Economic Research, Inc.
  43. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers 10955, National Bureau of Economic Research, Inc.
  44. Munk, Claus & Sørensen, Carsten, 2010. "Dynamic asset allocation with stochastic income and interest rates," Journal of Financial Economics, Elsevier, vol. 96(3), pages 433-462, June.
  45. Bayer, Christian & Lütticke, Ralph & Pham-Do, Lien & Tjaden, Volker, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
  46. Fernández, Raquel & Wong, Joyce Cheng, 2011. "The Disappearing Gender Gap: The Impact of Divorce, Wages, and Preferences on Education Choices and Women's Work," CEPR Discussion Papers 8627, C.E.P.R. Discussion Papers.
  47. Blundell, Richard & Graber, Michael & Mogstad, Magne, 2014. "Labor Income Dynamics and the Insurance from Taxes, Transfers, and the Family," IZA Discussion Papers 7916, Institute for the Study of Labor (IZA).
  48. Serdar Ozkan & Jae Song & Fatih Karahan & Fatih Guvenen, 2015. "What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?," 2015 Meeting Papers 1183, Society for Economic Dynamics.
  49. Kyle F. Herkenhoff, 2012. "Informal unemployment insurance and labor market dynamics," Working Papers 2012-057, Federal Reserve Bank of St. Louis.
  50. Chien, YiLi & Naknoi, Kanda, 2015. "The risk premium and long-run global imbalances," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
  51. Giuseppe Bertola, 2010. "Inequality, integration, and policy: issues and evidence from EMU," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(3), pages 345-365, September.
  52. Fatih Guvenen & Serdar Ozkan & Jae Song, 2012. "The Nature of Countercyclical Income Risk," NBER Working Papers 18035, National Bureau of Economic Research, Inc.
  53. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Consumption and labor supply with partial insurance: an analytical framework," Staff Report 432, Federal Reserve Bank of Minneapolis.
  54. Richard Anton Braun & Tomoyuki Nakajima, 2009. "Uninsured countercyclical risk: an aggregation result and application to optimal monetary policy," CARF F-Series CARF-F-182, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Nov 2010.
  55. Daniel Harenberg & Alexander Ludwig, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Paper Series in Economics 71, University of Cologne, Department of Economics.
  56. Wong, Arlene, 2014. "Population Aging and the Aggregate Effects of Monetary Policy," MPRA Paper 57096, University Library of Munich, Germany.
  57. Floden, Martin, 2005. "Labor Supply and Saving under Uncertainty," SSE/EFI Working Paper Series in Economics and Finance 597, Stockholm School of Economics.
  58. Mendoza, Enrique G & Quadrini, Vincenzo & Ríos-Rull, José-Víctor, 2007. "Financial Integration, Financial Deepness and Global Imbalances," CEPR Discussion Papers 6149, C.E.P.R. Discussion Papers.
  59. Leena Rudanko, 2011. "Aggregate and Idiosyncratic Risk in a Frictional Labor Market," American Economic Review, American Economic Association, vol. 101(6), pages 2823-2843, October.
  60. Oh, Hyunseung & Reis, Ricardo, 2012. "Targeted transfers and the fiscal response to the great recession," Journal of Monetary Economics, Elsevier, vol. 59(S), pages 50-64.
  61. Citanna, Alessandro & Siconolfi, Paolo, 2012. "Recursive equilibrium in stochastic OLG economies: Incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 322-337.
  62. Krebs, Tom & Scheffel, Martin, 2010. "A macroeconomic model for the evaluation of labor market reforms," ZEW Discussion Papers 10-050, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  63. Gian Domenico Sarolli, 2016. "Pump up the Volume: Income Risk and Counter-cyclical Asset Trading," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 42(4), pages 594-610, September.
  64. Chatterjee, Satyajit & Eyigungor, Burcu, 2015. "A quantitative analysis of the u.s. housing and mortgage markets and the foreclosure crisis," Working Papers 15-13, Federal Reserve Bank of Philadelphia.
  65. Okan Eren, 2009. "Wealth Distribution and Social Security Reform in an Economy with Entrepreneurs," Working Papers 0907, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  66. Jingjing Chai & Raimond Maurer & Olivia Mitchell & Ralph Rogalla, 2013. "Exchanging Delayed Social Security Benefits For Lump Sums: Could This Incentivize Longer Work Careers?," Discussion Papers 13-009, Stanford Institute for Economic Policy Research.
  67. Anthony W. Lynch & Sinan Tan, 2004. "Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice," NBER Working Papers 11010, National Bureau of Economic Research, Inc.
  68. Raquel Fernández & Joyce Cheng Wong, 2011. "The Disappearing Gender Gap: The Impact of Divorce, Wages, and Preferences on Education Choices and Women's Work," NBER Working Papers 17508, National Bureau of Economic Research, Inc.
  69. Fatih Guvenen & Anthony Smith, 2013. "Inferring labor income risk and partial insurance from economic choices," Staff Report 485, Federal Reserve Bank of Minneapolis.
  70. Nicholas Bloom, 2014. "Fluctuations in Uncertainty," Discussion Papers 13-033, Stanford Institute for Economic Policy Research.
  71. Alessandro Bucciol, 2007. "Life-Cycle Models, Economic Puzzles and Temptation Preferences," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 115-144, March.
  72. Heathcote, Jonathan & Perri, Fabrizio & Violante, Giovanni L, 2009. "Unequal We Stand: An Empirical Analysis of Economic Inequality in the United States, 1967-2006," CEPR Discussion Papers 7538, C.E.P.R. Discussion Papers.
  73. repec:mea:meawpa:13270 is not listed on IDEAS
  74. Jonas D. M. Fisher & Martin Gervais, 2011. "Why Has Home Ownership Fallen Among The Young?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 883-912, 08.
  75. Geppert, Christian & Ludwig, Alexander & Abiry, Raphael, 1970. "Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades: First Results," MEA discussion paper series 201605, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  76. Juan Carlos Cordoba & Genevieve Verdier, 2007. "Lucas vs. Lucas; On Inequality and Growth," IMF Working Papers 07/17, International Monetary Fund.
  77. Konstantinos Angelopoulos & Spyridon Lazarakis & James Malley, 2017. "Asymmetries in earnings, employment and wage risk in Great Britain," Working Papers 2017_02, Business School - Economics, University of Glasgow.
  78. Nikolai Roussanov & Michael Michaux & Hui Chen, 2011. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," 2011 Meeting Papers 1369, Society for Economic Dynamics.
  79. Atif Mian & Amir Sufi, 2016. "Who Bears the Cost of Recessions? The Role of House Prices and Household Debt," NBER Working Papers 22256, National Bureau of Economic Research, Inc.
  80. Luo, Yulei & Young, Eric R., 2009. "The Wealth Distribution And The Demand For Status," Macroeconomic Dynamics, Cambridge University Press, vol. 13(S1), pages 1-30, May.
  81. Orhan Erem Atesagaoglu & Eva Carceles-Poveda & Alexis Anagnostopoulos, 2011. "Skill-Biased Technological Change and Homeownership," 2011 Meeting Papers 1183, Society for Economic Dynamics.
  82. repec:pri:cepsud:238kaplan.pdf is not listed on IDEAS
  83. Tomoaki Yamada, 2009. "Persistence of income shocks and consumption inequality: A case in Japan," Economics Bulletin, AccessEcon, vol. 29(4), pages 2822-2831.
  84. Yamada, Tomoaki, 2012. "Income risk, macroeconomic and demographic change, and economic inequality in Japan," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 63-84.
  85. Mark Huggett & Greg Kaplan, 2012. "The Money Value of a Man," NBER Working Papers 18066, National Bureau of Economic Research, Inc.
  86. Michał Brzoza-Brzezina & Marcin Kolasa & Grzegorz Koloch & Krzysztof Makarski & Michal Rubaszek, 2011. "Monetary policy in a non-representative agent economy: A survey," National Bank of Poland Working Papers 95, National Bank of Poland, Economic Institute.
  87. Sagiri Kitao, 2008. "Entrepreneurship, taxation and capital investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 44-69, January.
  88. Joseph Altonji, 2012. "Modeling Earnings Dynamics," 2012 Meeting Papers 1180, Society for Economic Dynamics.
  89. Yulei Luo, 2005. "Consumption Dynamics under Information Processing Constraints," Macroeconomics 0505011, EconWPA, revised 03 Jun 2005.
  90. Nao Sudo & Michio Suzuki & Tomoaki Yamada, 2012. "Inequalities in Japanese Economy during the Lost Decades," CIRJE F-Series CIRJE-F-856, CIRJE, Faculty of Economics, University of Tokyo.
  91. Pozzi, Lorenzo, 2010. "Idiosyncratic labour income risk and aggregate consumption: An unobserved component approach," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 169-184, March.
  92. Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia.
  93. Richard Anton Braun & Tomoyuki Nakajima, 2009. "Optimal monetary policy when asset markets are incomplete," CIRJE F-Series CIRJE-F-679, CIRJE, Faculty of Economics, University of Tokyo.
  94. Lütticke, Ralph & Bayer, Christian & Pham, Lien & Tjaden, Volker, 2013. "Household Income Risk, Nominal Frictions, and Incomplete Markets," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79868, Verein für Socialpolitik / German Economic Association.
  95. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996. "Asset pricing with idiosyncratic risk and overlapping generations," Economics Working Papers 405, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
  96. Yili Chien & Junsang Lee, 2009. "Why Tax Capital?," CAMA Working Papers 2009-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  97. YiLi Chien & JunSang Lee, 2006. "Optimal Capital Taxation under Limited Commitment," 2006 Meeting Papers 430, Society for Economic Dynamics.
  98. Grey Gordon, 2014. "Optimal Bankruptcy Code: A Fresh Start for Some," Caepr Working Papers 2014-002, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  99. Naohito Abe & Tomoaki Yamada, 2006. "Nonlinear Income Variance Profile and Consumption Inequality over the Life Cycle," Bank of Japan Working Paper Series 06-E-1, Bank of Japan.
  100. Maria Casanova, 2012. "Wage and Earnings Profiles at Older Ages," 2012 Meeting Papers 1166, Society for Economic Dynamics.
  101. Kjetil Storesletten & Chris Telmer & Amir Yaron, 1997. "Consumption and risk sharing over the life cycle," GSIA Working Papers 228, Carnegie Mellon University, Tepper School of Business.
  102. Matthias Kehrig, 2011. "The Cyclicality of Productivity Dispersion," 2011 Meeting Papers 484, Society for Economic Dynamics.
  103. Chris Edmond & Laura Veldkamp, 2008. "Income Dispersion and Counter-Cyclical Markups," NBER Working Papers 14452, National Bureau of Economic Research, Inc.
  104. Chai, Jingjing & Maurer, Raimond H. & Mitchell, Olivia S. & Rogalla, Ralph, 2011. "Lifecycle impacts of the financial and economic crisis on household optimal consumption, portfolio choice, and labor supply," CFS Working Paper Series 2011/23, Center for Financial Studies (CFS).
  105. Zvi Bodie & Jérôme Detemple & Marcel Rindisbacher, 2009. "Life-Cycle Finance and the Design of Pension Plans," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 249-286, November.
  106. Aaron Hedlund, 2014. "Illiquidity and its Discontents: Trading Delays and Foreclosures in the Housing Market," Working Papers 1417, Department of Economics, University of Missouri.
  107. Lee, Junghoon, 2016. "The impact of idiosyncratic uncertainty when investment opportunities are endogenous," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 105-124.
  108. Yamada, Tomoaki, 2013. "Cross-sectional Facts in Japan using Keio Household Panel Survey," MPRA Paper 49813, University Library of Munich, Germany.
  109. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005. "Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income," NBER Working Papers 11247, National Bureau of Economic Research, Inc.
  110. Hanno Lustig, 2004. "Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers 322, UCLA Department of Economics.
  111. Suen, Richard M. H., 2016. "Distributional Risk, Stochastic Volatility and Precautionary Savings," MPRA Paper 72732, University Library of Munich, Germany.
  112. Juan Contreras & Joseph Nichols, 2009. "Consumption Responses to Permanent and Transitory Shocks to House Appreciation: Working Paper 2009-05," Working Papers 41876, Congressional Budget Office.
  113. Martin Gervais & Jonas Fisher, 2008. "First Time Home Buyers and Residential Investment Volatility," 2008 Meeting Papers 148, Society for Economic Dynamics.
  114. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 319-354, 05.
  115. Christoph Winter, 2009. "Accounting for the changing role of family income in determining college entry," IEW - Working Papers 402, Institute for Empirical Research in Economics - University of Zurich, revised Dec 2011.
  116. Robert Shiller, 2005. "The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation," Yale School of Management Working Papers amz2535, Yale School of Management.
  117. Amior, Michael & Halket, Jonathan R, 2012. "Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities," Economics Discussion Papers 8963, University of Essex, Department of Economics.
  118. Athreya, Kartik & Tam, Xuan S. & Young, Eric R., 2009. "Unsecured credit markets are not insurance markets," Journal of Monetary Economics, Elsevier, vol. 56(1), pages 83-103, January.
  119. David Chivers & Zhigang Feng & Anne Villamil, 2017. "Employment-based Health Insurance and Misallocation: Implications for the Macroeconomy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 125-149, January.
  120. repec:pri:cepsud:238kaplan is not listed on IDEAS
  121. Walentin Karl, 2010. "Earnings Inequality and the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-23, November.
  122. Ruediger Bachmann & Christian Bayer, 2009. "Firm-Specific Productivity Risk over the Business Cycle: Facts and Aggregate Implications," 2009 Meeting Papers 869, Society for Economic Dynamics.
  123. Raquel Fernández & Joyce Cheng Wong, 2014. "Free to Leave? A Welfare Analysis of Divorce Regimes," NBER Working Papers 20251, National Bureau of Economic Research, Inc.
  124. Josef Schroth, 2016. "Capital Flows to Developing Countries: Is There an Allocation Puzzle?," Staff Working Papers 16-53, Bank of Canada.
  125. Munk, Claus, 2015. "Financial Asset Pricing Theory," OUP Catalogue, Oxford University Press, number 9780198716457.
  126. Hanno Lustig & Stijn Van Nieuwerburgh, 2006. "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers 12766, National Bureau of Economic Research, Inc.
  127. Juan-Carlos Cordoba, 2004. "Debt-Constraints or Incomplete Markets? A Decomposition of the Wealth and Consumption Inequality in the U.S," Macroeconomics 0404004, EconWPA.
  128. Daniel Harenberg & Ludwig, Alexander, 2015. "Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security," MEA discussion paper series 201403, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  129. Gervais, Martin & Fisher, Jonas, 2009. "Why has home ownership fallen among the young?," Discussion Paper Series In Economics And Econometrics 0907, Economics Division, School of Social Sciences, University of Southampton.
  130. 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.
  131. Kazufumi Yamana, "undated". "Structural Household Finance," Discussion papers ron279, Policy Research Institute, Ministry of Finance Japan.
  132. Jeske, Karsten & Kitao, Sagiri, 2009. "U.S. tax policy and health insurance demand: Can a regressive policy improve welfare?," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 210-221, March.
  133. Lorenzo Pozzi, 2011. "The Time-Varying Volatility of Earnings and Aggregate Precautionary Savings," Tinbergen Institute Discussion Papers 11-144/2, Tinbergen Institute.
  134. Daniel Harenberg & Alexander Ludwig, 2015. "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risks," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(4), pages 579-603, August.
  135. Bayer, Christian & Juessen, Falko, 2012. "The life-cycle and the business-cycle of wage risk — Cross-country comparisons," Economics Letters, Elsevier, vol. 117(3), pages 831-833.
  136. Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L, 2004. "The Cross-Sectional Implications of Rising Wage Inequality in the United States," CEPR Discussion Papers 4296, C.E.P.R. Discussion Papers.
  137. Pravin Krishna & Mine Zeynep Senses, 2009. "International Trade and Labor Income Risk in the United States," NBER Working Papers 14992, National Bureau of Economic Research, Inc.
  138. Rigas Oikonomou & Christian Siegel, 2014. "Capital Taxes, Labor Taxes and the Household," Discussion Papers 1413, Exeter University, Department of Economics.
  139. Wulff, Alexander & Heinemann, Maik, 2015. "Idiosyncratic Risk, Borrowing Constraints and Financial Integration - A Discussion of Ambiguous Results," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113165, Verein für Socialpolitik / German Economic Association.
  140. De Santis Massimiliano, 2010. "Demystifying the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-33, May.
  141. Favilukis, Jack, 2013. "Inequality, stock market participation, and the equity premium," Journal of Financial Economics, Elsevier, vol. 107(3), pages 740-759.
  142. Hanno Lustig, "undated". "Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers 389, UCLA Department of Economics.
  143. Torben Andersen, 2005. "Is there a Role for an Active Fiscal Stabilization Policy?," CESifo Working Paper Series 1447, CESifo Group Munich.
  144. Christiane Clemens & Maik Heinemann, 2012. "Endogenous Growth, the Distribution of Wealth, and Optimal Policy under Incomplete Markets and Idiosyncratic Risk," DEGIT Conference Papers c017_054, DEGIT, Dynamics, Economic Growth, and International Trade.
  145. Denis Gorea, 2013. "Tax Avoidance, Welfare Transfers, and Asset Prices," 2013 Meeting Papers 1054, Society for Economic Dynamics.
  146. Krueger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers.
  147. Kyle Herkenhoff, 2014. "The Impact of Consumer Credit Access on Unemployment," 2014 Meeting Papers 448, Society for Economic Dynamics.
  148. Li, Minqiang, 2010. "Asset Pricing - A Brief Review," MPRA Paper 22379, University Library of Munich, Germany.
  149. Erik Öberg & Karl Harmenberg, 2016. "Durable Expenditure Dynamics under Time-Varying Income Risk," 2016 Meeting Papers 672, Society for Economic Dynamics.
  150. Fernández, Raquel & Wong, Joyce Cheng, 2011. "The Disappearing Gender Gap: The Impact of Divorce, Wages, and Preferences on Education Choices and Women's Work," IZA Discussion Papers 6046, Institute for the Study of Labor (IZA).
  151. repec:inu:caeprp:2014002 is not listed on IDEAS
  152. Suen, Richard M. H., 2011. "Concave consumption function and precautionary wealth accumulation," MPRA Paper 34774, University Library of Munich, Germany.
  153. Findeisen, Sebastian & Sachs, Dominik, 2017. "Redistribution and insurance with simple tax instruments," Journal of Public Economics, Elsevier, vol. 146(C), pages 58-78.
  154. Hedlund, Aaron, 2016. "Illiquidity and its discontents: Trading delays and foreclosures in the housing market," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 1-13.
  155. Gervais, Martin & Klein, Paul, 2009. "Measuring consumption smoothing in CEX data," Discussion Paper Series In Economics And Econometrics 0906, Economics Division, School of Social Sciences, University of Southampton.
  156. Groneck, Max & Schön, Matthias & Wallenius, Johanna, 2016. "You Better Get Married! Marital Status and Intra-Generational Redistribution of Social Security," Annual Conference 2016 (Augsburg): Demographic Change 145801, Verein für Socialpolitik / German Economic Association.
  157. Fernández, Raquel & Wong, Joyce Cheng, 2014. "Free to Leave? A Welfare Analysis of Divorce Regimes," CEPR Discussion Papers 10047, C.E.P.R. Discussion Papers.
  158. Lee, Sang Yoon Tim, 2012. "Entrepreneurs, Managers and Inequality," Working Papers 12-15, University of Mannheim, Department of Economics.
  159. Jan Hogrefe & Yao Yao, 2012. "Offshoring and Labor Income Risk: An Empirical Investigation," SOEPpapers on Multidisciplinary Panel Data Research 515, DIW Berlin, The German Socio-Economic Panel (SOEP).
  160. Konstantinos Angelopoulos & Spyridon Lazarakis & Jim Malley, 2017. "Asymmetries in Earnings, Employment and Wage Risk in Great Britain," CESifo Working Paper Series 6400, CESifo Group Munich.
  161. Guvenen, Fatih & Kaplan, Greg & Song, Jae, 2014. "The Glass Ceiling and the Paper Floor: Gender Differences among Top Earners, 1981–2012," Working Papers 716, Federal Reserve Bank of Minneapolis.
  162. Rangvid, Jesper & Santa-Clara, Pedro & Schmeling, Maik, 2016. "Capital market integration and consumption risk sharing over the long run," Journal of International Economics, Elsevier, vol. 103(C), pages 27-43.
  163. Christiane Clemens & Maik Heinemann, 2013. "The Effects of International Financial Integration in a Model with Heterogeneous Firms and Credit Frictions," CESifo Working Paper Series 4441, CESifo Group Munich.
  164. Aaron Hedlund, 2015. "Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession," Working Papers 1515, Department of Economics, University of Missouri.
  165. Jack Favilukis, 2007. "Inequality, stock market participation, and the equity premium," LSE Research Online Documents on Economics 24500, London School of Economics and Political Science, LSE Library.
  166. Hogrefe, Jan & Yao, Yao, 2012. "Offshoring and labor income risk," ZEW Discussion Papers 12-025, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  167. Eisfeldt, Andrea L. & Rampini, Adriano A., 2006. "Capital reallocation and liquidity," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 369-399, April.
  168. Colleen Carey & Stephen H. Shore, 2013. "From the Peaks to the Valleys: Cross-State Evidence on Income Volatility over the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 549-562, May.
  169. Rocio Madera & Fatih Guvenen & David Domeij & Christopher Busch, 2015. "Higher-Order Income Risk and Social Insurance Policy Over the Business Cycle," 2015 Meeting Papers 712, Society for Economic Dynamics.
  170. Fatih Guvenen & Fatih Karahan & Serdar Ozkan & Jae Song, 2013. "What Do Data on Millions of U.S. Workers Say About Life Cycle Income Risk?," Working Papers wp302, University of Michigan, Michigan Retirement Research Center.
  171. Ivan Vidangos, 2009. "Fluctuations in individual labor income: a panel VAR analysis," Finance and Economics Discussion Series 2009-09, Board of Governors of the Federal Reserve System (U.S.).
  172. Alexander Zimper & Alexander Ludwig & Max Groneck, 2012. "A Life-Cycle Consumption Model with Ambiguous Survival Beliefs," 2012 Meeting Papers 693, Society for Economic Dynamics.
  173. Luzzetti, Matthew N. & Neumuller, Seth, 2016. "Learning and the dynamics of consumer unsecured debt and bankruptcies," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 22-39.
  174. repec:esx:essedp:718 is not listed on IDEAS
  175. Ki Beom Binh & Hogyu Jhang, 2015. "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 335-352, November.
  176. Ayse Imrohoroglu, 2014. "Proposition 13: An Equilibrium Analysis," 2014 Meeting Papers 1250, Society for Economic Dynamics.
  177. Desbonnet, Audrey & Kankanamge, Sumudu, 2016. "Public debt and aggregate risk," TSE Working Papers 16-658, Toulouse School of Economics (TSE).
  178. Sommer, Kamila, 2016. "Fertility choice in a life cycle model with idiosyncratic uninsurable earnings risk," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 27-38.
  179. Raquel Fernández & Joyce C. Wong, 2014. "Divorce Risk, Wages, and Working Wives: A Quantitative Life-Cycle Analysis of Female Labor Force Participation," NBER Working Papers 19869, National Bureau of Economic Research, Inc.
  180. Robert J. Shiller, 2005. "The Life-Cycle Personal Accounts Proposal for Social Security: A Review," NBER Working Papers 11300, National Bureau of Economic Research, Inc.
  181. Josef Schroth, 2016. "Financial Crisis Interventions," Staff Working Papers 16-29, Bank of Canada.
  182. Groneck, Max & Wallenius, Johanna, 2017. "It Sucks to Be Single! Marital Status and Redistribution of Social Security," SSE Working Paper Series in Economics 2017:1, Stockholm School of Economics.
  183. Sarolli, Gian Domenico, 2015. "Cleaning the gears: Counter-cyclical asset trading with financial transactions taxes," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 110-122.
  184. Benzoni, Luca & Chyruk, Olena, 2013. "Human Capital and Long-Run Labor Income Risk," Working Paper Series WP-2013-16, Federal Reserve Bank of Chicago.
  185. Ivan Vidangos, 2009. "Household welfare, precautionary saving, and social insurance under multiple sources of risk," Finance and Economics Discussion Series 2009-14, Board of Governors of the Federal Reserve System (U.S.).
  186. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2013. "Ambiguous Survival Beliefs and Hyperbolic Discounting in a Life-Cycle Model," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79878, Verein für Socialpolitik / German Economic Association.
  187. Clemens, Christiane & Heinemann, Maik, 2015. "Endogenous growth and wealth inequality under incomplete markets and idiosyncratic risk," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 300-317.
  188. Ludwig, Alexander & Geppert, Christian & Abiry, Raphael, 2016. "Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades," Annual Conference 2016 (Augsburg): Demographic Change 145764, Verein für Socialpolitik / German Economic Association.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.