Uhlig, Harald - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
imposing consistency with long-run growth, the leisure share, the aggregate Frisch elasticity of labor supply, the observed … leisure share, the aggregate
Frisch elasticity of labor supply, the observed risk-free rate, and the observed
Sharpe ratio … observations: the Frisch elasticity of labor supply and the Sharpe ratio.
2 Constraints on preferences
2.1 Macroeconomic …