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  • Search: subject:"Consumption Euler Equation"
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Year of publication
Subject
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Consumption Euler equation 4 CES 3 Dixit-Stiglitz aggregator 3 IS curve 3 Inconsistency 3 New Keynesian model 3 consumption Euler equation 3 monetary rule 3 production function 3 transversality condition 3 Keynesian consumption function 2 conditional expectations 2 financial crisis 2 structuralbreak 2 Aggregate consumption function 1 Consumption Euler Equation 1 Consumption theory 1 Credit crunch 1 Einkommenshypothese 1 Elasticity of Intertemporal Substitution 1 Financial crisis 1 Finanzkrise 1 Forecast 1 GMM 1 Household Welfare 1 Income hypothesis 1 Inflation 1 Keynesian economics 1 Keynesianismus 1 Konsumtheorie 1 Makroökonomische Konsumfunktion 1 Monetary Policy Shocks 1 Private consumption 1 Privater Konsum 1 Term Structure of Interest Rates 1 Transmission Mechanism 1 Variational method 1 Variationsrechnung 1
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Online availability
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Free 8
Type of publication
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Book / Working Paper 8
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 6 English 2
Author
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Kim, Minseong 3 Boug, Pål 2 Cappelen, Ådne 2 Jansen, Eilev S. 2 Swensen, Anders Rygh 2 Ahmad, Yamin 1 Ii, Masako 1 Lee, Mark J. 1 Nawata, Kazumitsu 1 Sawada, Yasuyuki 1 Tsang, Kwok Ping 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics, Towson University 1 Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 1 Georgetown University, Department of Economics 1
Published in...
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MPRA Paper 3 Discussion Papers 1 Discussion papers / Statistics Norway, Research Department 1 Working Papers / Department of Economics, Towson University 1 Working Papers / Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 1 Working Papers / Georgetown University, Department of Economics 1
Source
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RePEc 6 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 8 of 8
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The consumption Euler equation or the Keynesian consumption function?
Boug, Pål; Cappelen, Ådne; Jansen, Eilev S.; Swensen, … - 2019
We formulate a general cointegrated vector autoregressive (CVAR) model that nests both a class of consumption Euler equations and various Keynesian type consumption functions. Using likelihoodbased methods and Norwegian data, we find support for cointegration between consumption, income and...
Persistent link: https://www.econbiz.de/10012145546
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Cover Image
The consumption Euler equation or the Keynesian consumption function?
Boug, Pål; Cappelen, Ådne; Jansen, Eilev S.; Swensen, … - 2019
We formulate a general cointegrated vector autoregressive (CVAR) model that nests both a class of consumption Euler equations and various Keynesian type consumption functions. Using likelihoodbased methods and Norwegian data, we find support for cointegration between consumption, income and...
Persistent link: https://www.econbiz.de/10012005478
Saved in:
Cover Image
Peculiar Results and Theoretical Inconsistency of New Keynesian Models
Kim, Minseong - Volkswirtschaftliche Fakultät, … - 2014
transversality condition to consumption Euler equation of the model. …
Persistent link: https://www.econbiz.de/10011109474
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Peculiar Results and Theoretical Inconsistency of New Keynesian Models
Kim, Minseong - Volkswirtschaftliche Fakultät, … - 2014
transversality condition to consumption Euler equation of the model. …
Persistent link: https://www.econbiz.de/10011111947
Saved in:
Cover Image
Peculiar Results and Theoretical Inconsistency of New Keynesian Models
Kim, Minseong - Volkswirtschaftliche Fakultät, … - 2014
transversality condition to consumption Euler equation of the model. …
Persistent link: https://www.econbiz.de/10011113562
Saved in:
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Did the Financial Crisis in Japan Affect Household Welfare Seriously?
Sawada, Yasuyuki; Nawata, Kazumitsu; Ii, Masako; Lee, … - Department of Economics, Towson University - 2010
estimate the consumption Euler equation with endogenous credit constraints using household panel data for 1993–1999, generating …, rejecting the standard consumption Euler equation. Second, the credit crunch affected household welfare negatively, albeit not …
Persistent link: https://www.econbiz.de/10008515809
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Forecasting Consumption Growth with the Real Term Structure
Tsang, Kwok Ping - Department of Economics, Virginia Polytechnic Institute … - 2008
From the log-linearized consumption Euler equation, consumption growth of any horizon m is a function of the expected …
Persistent link: https://www.econbiz.de/10005704251
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Money Market Rates and Implied CCAPM Rates: Some International Evidence
Ahmad, Yamin - Georgetown University, Department of Economics - 2002
Euler equation. … rates implied by the transmission mechanism of monetary policy in NNS models cannot be reconciled through the consumption …
Persistent link: https://www.econbiz.de/10005169599
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