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Subject
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Variationsrechnung 356 Variational method 352 Theorie 127 Theory 127 Estimation 60 Schätzung 60 Private consumption 59 Privater Konsum 59 USA 46 United States 46 Consumption theory 35 Konsumtheorie 35 Geldpolitik 33 Monetary policy 32 Method of moments 31 Momentenmethode 31 Euler equation 26 Estimation theory 25 Schätztheorie 25 Consumer behaviour 23 Konsumentenverhalten 23 Intertemporal choice 21 Intertemporale Entscheidung 21 Einkommenshypothese 18 Income hypothesis 18 Investition 18 Investment 18 Risikoprämie 18 Risk premium 18 Schock 18 Shock 18 Interest rate 17 Neoclassical synthesis 17 Neoklassische Synthese 17 Zins 17 Elasticity of substitution 16 Liquidity constraint 16 Liquiditätsbeschränkung 16 Substitutionselastizität 16 CAPM 14
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Online availability
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Free 141 Undetermined 56
Type of publication
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Book / Working Paper 218 Article 150
Type of publication (narrower categories)
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Graue Literatur 147 Non-commercial literature 147 Arbeitspapier 139 Working Paper 139 Article in journal 135 Aufsatz in Zeitschrift 135 Hochschulschrift 12 Thesis 9 Aufsatz im Buch 7 Book section 7 Collection of articles written by one author 5 Sammlung 5 Konferenzschrift 3 Lehrbuch 2 Aufsatzsammlung 1 Dissertation u.a. Prüfungsschriften 1 Einführung 1 Textbook 1
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Language
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English 335 Undetermined 19 German 7 Spanish 3 French 2 Polish 2
Author
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Attanasio, Orazio P. 12 McKay, Alisdair 8 Nakamura, Emi 8 Atkeson, Andrew 7 Kehoe, Patrick J. 7 Willis, Jonathan L. 7 Magnusson, Leandro M. 6 Evans, George W. 5 Favero, Carlo A. 5 Haltiwanger, John C. 5 Haque, Qazi 5 Kovacs, Agnes 5 Lettau, Martin 5 Lewbel, Arthur 5 Linton, Oliver 5 Low, Hamish 5 Ludvigson, Sydney C. 5 Aguirregabiria, Victor 4 Alan, Sule 4 Christiano, Lawrence J. 4 Cooper, Russell W. 4 Davis, Joshua M. 4 Dräger, Lena 4 Escanciano, Juan Carlos 4 Fuhrer, Jeffrey C. 4 Gorbachev, Olga 4 Hoderlein, Stefan 4 Jón Steinsson 4 Jørgensen, Thomas H. 4 Khvostova, Irina 4 Kohara, Miki 4 Larin, Alexander 4 Lundgren, Tommy 4 Magesan, Arvind 4 Maldonado, Wilfredo Leiva 4 Michaillat, Pascal 4 Moreira, Humberto 4 Novak, Anna 4 Saez, Emmanuel 4 Sjöström, Magnus 4
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Institution
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National Bureau of Economic Research 11 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 Boston College / Department of Economics 1 Carleton University / Department of Economics 1 European University Institute / Department of Economics 1 European University Institute / Department of Law 1 Federal Reserve Bank of Chicago / Research Dept 1 Federal Reserve Bank of Cleveland 1 Federal Reserve Bank of San Francisco 1 Georgetown University / Economics Department 1 Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques 1 Institute for Fiscal Studies 1 Instituto Valenciano de Investigaciones Económicas 1 International Conference on Mathematical Theories of Optimization <1981, Genova> 1 Nuffield College 1 Oxford Financial Research Centre 1 Umeå Universitet / Institutionen för Nationalekonomi 1 Universidade Técnica de Lisboa / Departamento de Economia 1 University of Hong Kong / School of Economics and Finance 1 University of Southampton / Department of Economics 1
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 15 Discussion paper / Centre for Economic Policy Research 10 NBER working paper series 10 Economics letters 9 Journal of economic dynamics & control 9 NBER Working Paper 7 Journal of monetary economics 6 Physica A: Statistical Mechanics and its Applications 6 Macroeconomic dynamics 5 CAMA working paper series 4 Discussion papers / CEPR 4 Economic theory : official journal of the Society for the Advancement of Economic Theory 4 Advanced textbooks in economics 3 Cambridge working papers in economics 3 Discussion paper series 3 Economic modelling 3 History of political economy 3 Journal of econometrics 3 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 3 Ume°a economic studies 3 Working papers / University of Delaware, Department of Economics 3 Applied economics 2 Bank of Finland research discussion papers 2 Boston College working papers in economics 2 CAMA Working Paper 2 CDMA working paper series 2 CESifo working papers 2 Cambridge-INET working paper series 2 Department of Economics discussion paper series / University of Oxford 2 Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain 2 Discussion paper / NHH, Department of Economics 2 Documents travail 2 EUI working paper / ECO 2 Economic inquiry : journal of the Western Economic Association International 2 Economics bulletin : EB 2 El trimestre económico 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 Ensaios econômicos 2 Finance and stochastics 2 Japan and the world economy : international journal of theory and policy 2
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Source
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ECONIS (ZBW) 347 RePEc 12 USB Cologne (EcoSocSci) 9
Showing 1 - 50 of 368
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Inflation expectations and consumption with machine learning
Gabrielyan, Diana; Uusküla, Lenno - 2022
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Persistent link: https://ebtypo.dmz1.zbw/10013279711
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A Godunov-Type Method to Euler Equations for Magnetogasdynamic in a Variable Cross-Section Duct
Sheng, Wancheng; Xiao, Tao; Zhang, Qinglong - 2022
The present paper concerns with a Godunov-type method for the isentropic polytropic gas subjected to transverse magnetic field in a variable cross-section duct.Typical Riemann solutions are used to build the numerical flux at cell interface. We mainly address and solve numerically two special...
Persistent link: https://ebtypo.dmz1.zbw/10013302890
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Household Balance Sheet Channels of Monetary Policy : A Back of the Envelope Calculation for the Euro Area
Slacalek, Jiri; Tristani, Oreste; Violante, Giovanni - 2022
This paper formulates a back of the envelope approach to study the effects of monetary policy on household consumption expenditures. We analyze several transmission mechanisms operating through direct, partial equilibrium channels—intertemporal substitution and net interest rate exposure—and...
Persistent link: https://ebtypo.dmz1.zbw/10013324674
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Empirical evidence on the Euler equation for investment in the US
Ascari, Guido; Haque, Qazi; Magnusson, Leandro M.; … - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012632091
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Empirical evidence on the Euler equation for investment in the US
Ascari, Guido; Haque, Qazi; Magnusson, Leandro M.; … - 2021
The Euler equation model for investment with adjustment costs and variable capital utilization is estimated using aggregate US post-war data with econometric methods that are robust to weak instruments and exploit information in possible structural changes. Various alternative identification...
Persistent link: https://ebtypo.dmz1.zbw/10013217465
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Information, Habits, and Consumption Behavior : Evidence from Micro Data
Kuismanen, Mika; Pistaferri, Luigi - 2021
Most of the empirical literature on consumption behaviour over the last decades has focused on estimating Euler equations. However, there is now consensus that data-related problems make this approach unfruitful, especially for answering policy relevant issues. Alternatively, many papers have...
Persistent link: https://ebtypo.dmz1.zbw/10013318113
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Computing Time-Consistent Equilibria : A Perturbation Approach
Dennis, Richard - 2021
Time-consistency is a key feature of many important policy problems, such as those relating to optimal fiscal policy and optimal monetary policy. It is also important for private-sector decision-making through mechanisms such as quasi-geometric discounting. These problems are generally solved...
Persistent link: https://ebtypo.dmz1.zbw/10013220658
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Estimating Euler Equations
Attanasio, Orazio; Low, Hamish - 2021
In this paper we consider conditions under which the estimation of a log-linearized Euler equation for consumption yields consistent estimates of the preference parameters. When utility is isoelastic and a sample covering a long time period is available, consistent estimates are obtained from...
Persistent link: https://ebtypo.dmz1.zbw/10013240654
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Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations
Delikouras, Stefanos - 2020
We investigate the empirical implications of the investment-based model of asset pricing for the Hansen-Jagannathan and Kozak-Nagel-Santosh discount factors in the linear span of equity returns. Our methodology is based on the equivalence between investment and equity returns implied by the...
Persistent link: https://ebtypo.dmz1.zbw/10012857454
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Identification Robust Empirical Evidence on the Euler Equation in Open Economies
Haque, Qazi - 2020
We investigate the empirical evidence on the Euler equation models using methods that are robust to weak instruments and structural changes for a set of eight countries. We start with the conventional closed economy model and consider extensions that include habits and hand-to-mouth consumers....
Persistent link: https://ebtypo.dmz1.zbw/10012841945
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Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models
Dillschneider, Yannick - 2020
The solution to dynamic portfolio choice models can be formulated in terms of a value function by the Bellman principle of optimality, which reduces the multi-period optimal policy choice problem to a sequence of one-period maximization problems. For two adjacent periods, economists compute the...
Persistent link: https://ebtypo.dmz1.zbw/10012847882
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Solving Euler Equations via Two-Stage Nonparametric Penalized Splines
Cui, Liyuan - 2020
This study proposes a novel nonparametric estimation approach to solving asset-pricing models. Our method is robust to misspecification errors and it inherits a closed-form solution that facilitates ease of implementation. By transforming the Euler equation, our estimate is fully identified, and...
Persistent link: https://ebtypo.dmz1.zbw/10012849548
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Household Balance Sheet Channels of Monetary Policy : A Back of the Envelope Calculation for the Euro Area
Slacalek, Jiri - 2020
This paper formulates a back of the envelope approach to study the effects of monetary policy on household consumption expenditures. We analyze several transmission mechanisms operating through direct, partial equilibrium channels--intertemporal substitution and net interest rate exposure--and...
Persistent link: https://ebtypo.dmz1.zbw/10012479154
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Computing time-consistent equilibria : a perturbation approach
Dennis, Richard J. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012542431
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Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - 2020
Persistent link: https://ebtypo.dmz1.zbw/10013205434
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Household balance sheet channels of monetary policy : a back of the envelope calculation for the Euro area
Slacalek, Jirka; Tristani, Oreste; Violante, Giovanni L. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012179076
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Identification robust empirical evidence on the Euler equation in open economies
Haque, Qazi; Magnusson, Leandro M. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012224953
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Identification robust empirical evidence on the Euler equation in open economies
Haque, Qazi; Magnusson, Leandro M. - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012208734
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Intertemporal substitution in import demand and the role of habit formation : an application of Euler equation approach for Pakistan
Khan, Farzana Naheed; Ahmad, Eatzaz - In: Portuguese economic journal 21 (2022) 1, pp. 95-124
Persistent link: https://ebtypo.dmz1.zbw/10012819577
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Subjective intertemporal substitution
Crump, Richard K.; Eusepi, Stefano; Tambalotti, Andrea; … - In: Journal of monetary economics 126 (2022), pp. 118-133
Persistent link: https://ebtypo.dmz1.zbw/10013364924
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Do investment-based models explain equity returns? : evidence from Euler equations
Delikouras, Stefanos; Dittmar, Robert F. - In: The review of financial studies 35 (2022) 8, pp. 3823-3866
Persistent link: https://ebtypo.dmz1.zbw/10013350124
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People are less risk-averse than economists think
Elminejad, Ali; Havránek, Tomáš; Havránková, Zuzana - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013269842
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FiPIt : a simple, fast global method for solving models with two endogenous states & occasionally binding constraints
Mendoza, Enrique G.; Villalvazo, Sergio - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012121615
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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://ebtypo.dmz1.zbw/10012005478
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Risk aversion among Australian households
Breunig, Robert; Freestone, Owen - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012223777
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Joint estimation of intertemporal labor and consumption decisions : evidence from Spanish households headed by working men
Cutanda Tarin, Antonio; Sanchis Llopis, Juan Alberto - In: Eurasian economic review : a journal in applied … 11 (2021) 4, pp. 611-629
Persistent link: https://ebtypo.dmz1.zbw/10012698820
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Implications of Diagnostic Expectations : Theory and Applications
Bianchi, Francesco; Ilut, Cosmin L.; Saijo, Hikaru - National Bureau of Economic Research - 2021
A large psychology literature argues that decision-makers' forecasts of their future circumstances appear overly influenced by their perception of the new information embedded in their current circumstances. We adopt the diagnostic expectations (DE) paradigm (Bordalo et al., 2018) to capture...
Persistent link: https://ebtypo.dmz1.zbw/10012496158
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Identification of dynamic discrete-continuous choice models, with an application to consumption-savings-retirement
Schiraldi, Pasquale; Levy, Matthew - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012420555
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Empirical evidence on the Euler equation for consumption in the US
Ascari, Guido; Magnusson, Leandro M.; Mavroeidis, Sophocles - In: Journal of monetary economics 117 (2021), pp. 129-152
Persistent link: https://ebtypo.dmz1.zbw/10012602713
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Resolving New Keynesian anomalies with wealth in the utility function
Michaillat, Pascal; Saez, Emmanuel - In: The review of economics and statistics 103 (2021) 2, pp. 197-215
Persistent link: https://ebtypo.dmz1.zbw/10012649769
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Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur - In: Econometric theory 37 (2021) 5, pp. 851-891
Persistent link: https://ebtypo.dmz1.zbw/10012656387
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Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan; Hong, Yongmiao; Li, Yingxing - In: Journal of econometrics 222 (2021) 2, pp. 1024-1056
Persistent link: https://ebtypo.dmz1.zbw/10012619815
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The envelope theorem, Euler and Bellman equations, without differentiability
Marimon, Ramon; Werner, Jan - In: Journal of economic theory 196 (2021), pp. 1-33
Persistent link: https://ebtypo.dmz1.zbw/10012813450
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Are consumers' spending decisions in line with a Euler equation?
Dräger, Lena; Giang Hong Nghiem - In: The review of economics and statistics 103 (2021) 3, pp. 580-596
Persistent link: https://ebtypo.dmz1.zbw/10012814310
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Is time preference different across incomes and countries?
De Lipsis, Vincenzo - In: Economics letters 201 (2021), pp. 1-3
Persistent link: https://ebtypo.dmz1.zbw/10012607007
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Euler Equations, Subjective Expectations and Income Shocks
Attanasio, Orazio - 2018
In this paper, we make three substantive contributions:first, we use elicited subjective income expectations to identify the levels of permanent and transitory income shocks in a life-cycle framework; second, we use these shocks to assess whether households' consumption is insulated from them;...
Persistent link: https://ebtypo.dmz1.zbw/10012908313
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Resolving New Keynesian Anomalies with Wealth in the Utility Function
Michaillat, Pascal - 2018
At the zero lower bound, the New Keynesian model predicts that output and inflation collapse to implausibly low levels, and that government spending and forward guidance have implausibly large effects. To resolve these anomalies, we introduce wealth into the utility function; the justification...
Persistent link: https://ebtypo.dmz1.zbw/10012911719
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Resolving New Keynesian Anomalies with Wealth in the Utility Function
Michaillat, Pascal - 2018
At the zero lower bound, the New Keynesian model predicts that output and inflation collapse to implausibly low levels, and that government spending and forward guidance have implausibly large effects. To resolve these anomalies, we introduce wealth into the utility function; the justification...
Persistent link: https://ebtypo.dmz1.zbw/10012480624
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Preference parameter changes in life-cycle consumption models : the measurement-error-robust approach
Nakanish, Hayato; Iwasawa, Masamune - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012102619
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The welfare cost of inflation with banking time
Gillman, Max - 2018
The paper presents the welfare cost of inflation in a banking time economy that models exchange credit through a bank production approach. The estimate of welfare cost uses fundamental parameters of utility and production technologies. It is compared to a cash-only economy, and a Lucas (2000)...
Persistent link: https://ebtypo.dmz1.zbw/10012012509
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Macroeconomic dynamics and the IS puzzle
Hawkins, Raymond J.; Nguyen, Chau N. - 2018
The authors solve the IS puzzle for the G7 countries. They find that five of the G7 countries have the expected significant negative relationship between the output gap and the real-rate gap; the time series of the remaining two show material deviation from expected IS-curve behavior. The...
Persistent link: https://ebtypo.dmz1.zbw/10011917259
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Euler equations, subjective expectations and income shocks
Attanasio, Orazio P.; Kovacs, Agnes; Molnár, Krisztina - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011950296
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The welfare cost of inlation with banking time
Gillman, Max - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011927470
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Attenuating the forward guidance puzzle : implications for optimal monetary policy
Nakata, Taisuke; Ogaki, Ryota; Schmidt, Sebastian; Yoo, Paul - 2018 - This draft: June 2018
We examine the implications of less powerful forward guidance for optimal policy using a sticky-price model with an effective lower bound (ELB) on nominal interest rates as well as a discounted Euler equation and Phillips curve. When the private-sector agents discount future economic conditions...
Persistent link: https://ebtypo.dmz1.zbw/10011932433
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Testing rational addiction : when lifetime is uncertain, one lag is enough
Dragone, Davide; Raggi, Davide - 2018
The rational addiction model is usually tested by estimating a linear second-order difference Euler equation, which may produce unreliable estimates. We show that a linear first-order difference equation is a better alternative. This empirical specification is appropriate under the reasonable...
Persistent link: https://ebtypo.dmz1.zbw/10011813595
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Are Consumers Planning Consumption According to an Euler Equation?
Dräger, Lena - 2017
Evaluating a new survey dataset of German consumers, we test whether individual consumption plans are formed according to an Euler equation derived from consumption life-cycle models. Estimating several consumption Euler equations, the results are mostly in line with the theory: We find evidence...
Persistent link: https://ebtypo.dmz1.zbw/10012964377
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Euler Equation : Estimation on Emerging Markets Data
Khvostova, Irina - 2017
We address the issue of estimating the Euler equation for emerging markets. Using panel data for Russian households, we show that accounting for consumer type and income level is crucial. Consumers, who have neither savings nor loans, as well as consumers with low income, face liquidity...
Persistent link: https://ebtypo.dmz1.zbw/10012967080
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Euler Equations, Subjective Expectations and Income Shocks
Attanasio, Orazio - 2017
In this paper, we make three substantive contributions: first, we use elicited subjective income expectations to identify the levels of permanent and transitory income shocks in a life-cycle framework; second, we use these shocks to assess whether households' consumption is insulated from them;...
Persistent link: https://ebtypo.dmz1.zbw/10012959200
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Financial integration before and after the crisis : Euler equations (re)visit the European Union
Globan, Tomislav; Sorić, Petar - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 3, pp. 237-262
Persistent link: https://ebtypo.dmz1.zbw/10012151763
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Real rates and consumption smoothing in a low interest rate environment : the case of Japan
Lecznar, Jonathan; Lubik, Thomas A. - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011712224
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