Search Results - subject:"Intertemporal elasticity of substitution"

Pensions, savings and housing : a life-cycle framework with policy simulations

Creedy, John; Gemmell, Norman; Scobie, Grant M. - 2014

Persistent link: https://www.econbiz.de/10011341486

Micro-level estimation of optimal consumption choice with intertemporal nonseparability in preferences and measurement errors

Gayle, Wayne-Roy; Khorunzhina, Natalia - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 227-238

Persistent link: https://www.econbiz.de/10011894677

A simple and robust estimator for linear regression models with strictly exogenous instruments

Escanciano, Juan Carlos - In: The econometrics journal 21 (2018) 1, pp. 36-54

Persistent link: https://www.econbiz.de/10012166594

Making the case for a low intertemporal elasticity of substitution

Braun, R. Anton; Nakajima, Tomoyuki - 2012

We provide two ways to reconcile small values of the intertemporal elasticity of substitution (IES) that range between …

Persistent link: https://www.econbiz.de/10010292314

Making the Case for a Low Intertemporal Elasticity of Substitution

Braun, R. Anton; Nakajima, Tomoyuki - Institute of Economic Research, Kyoto University - 2011

We provide two ways to reconcile small values of the intertemporal elasticity of substitution (IES) that range between …

Persistent link: https://www.econbiz.de/10009318195

Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors

Natalia, Khorunzhina; Wayne Roy, Gayle - Volkswirtschaftliche Fakultät, … - 2011

intertemporal elasticity of substitution and relative risk aversion that account for measurement errors and compute asymptotically … elasticity of substitution (IES) and the coefficient of relative risk aversion (RRA) that is generated by habit forming …This paper investigates the existence and degree of variation across house holds and over time in the intertemporal …

Persistent link: https://www.econbiz.de/10009353832

Může být přirozená úroková míra nulová? : neoklasický přístup

Potužák, Pavel - In: Politická ekonomie : teorie, modelování, aplikace 64 (2016) 1, pp. 83-108

Persistent link: https://www.econbiz.de/10011455181

Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan

Noda, Akihiko; Sugiyama, Shunsuke - In: Economics Bulletin 30 (2010) 1, pp. 524-533

The purpose of this paper is to present improved estimates of the intertemporal elasticity of substitution (IES) for …

Persistent link: https://www.econbiz.de/10010835723

Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan

Noda, Akihiko; Sugiyama, Shunsuke - In: Economics Bulletin 30 (2010) 1, pp. 524-533

The purpose of this paper is to present improved estimates of the intertemporal elasticity of substitution (IES) for …

Persistent link: https://www.econbiz.de/10008563119

Will the Consumption Externalities' Effects in the Ramsey Model Please Stand Up?

Wendner, Ronald - Volkswirtschaftliche Fakultät, … - 2010

This paper investigates household decisions when individual utility depends on a consumption reference level. The desire to ``keep up with the Joneses'' represents one such example. The prior literature shows that, in a Ramsey model, consumption externalities have no impact on steady state...

Persistent link: https://www.econbiz.de/10008595614