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Estimation of income expectations models using expectations and realization data
16 references·16 citing·42 second hopsampled
Estimation of income expectations models using expectations and realization data (2001)Estimation of income expectations models …Using Expectations Data to Study Subjective Income Expectations (1997)Using Expectations Data to St…Growth-Rate Heterogeneity and the Covariance Structure of Life-Cycle Earnings (1997)Growth-Rate Heterogeneity and…Income Risk, Borrowing Constraints, and Portfolio Choice (1996)Income Risk, Borrowing Constr…Eliciting Student Expectations of the Returns to Schooling (1996)Eliciting Student Expectation…Precautionary Saving and Social Insurance (1995)Precautionary Saving and Soci…Precautionary Saving and Social Insurance (1994)Precautionary Saving and Soci…How does Future Income Affect Current Consumption? (1994)How does Future Income Affect…The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)The Buffer-Stock Theory of Sa…Consumption puzzles and precautionary savings (1990)Consumption puzzles and preca…Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence (1989)Optimal Consumption with Stoc…On the Covariance Structure of Earnings and Hours Changes (1989)On the Covariance Structure o…Risky income, life cycle consumption, and precautionary savings (1988)Risky income, life cycle cons…On the Covariance Structure of Earnings and Hours Changes (1986)On the Covariance Structure o…An Econometric Analysis of Reservation Wages (1983)An Econometric Analysis of Re…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1982)The Sensitivity of Consumptio…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1980)The Sensitivity of Consumptio…Estimation of Structural Models Using Experimental Data From the Lab and the Field (2023)Estimation of Structural Mode…Train to retain: Training opportunities, positive reciprocity, and expected retirement age (2019)Train to retain: Training opp…Job Loss Expectations, Durable Consumption and Household Finances: Evidence from Linked Survey Data (2019)Job Loss Expectations, Durabl…Individual investors’ information use, subjective expectations, and portfolio risk and return (2019)Individual investors’ informa…What can we learn from the fifties? (2017)What can we learn from the fi…The future of retirement and the pension system: How the public’s expectations vary over time and across socio-economic groups (2012)The future of retirement and …Evaluating how predictable errors in expected income affect consumption (2012)Evaluating how predictable er…Stockholding: Does Housing Wealth Matter? (2010)Stockholding: Does Housing We…Economic influences on perceived value, quality expectations and customer satisfaction (2009)Economic influences on percei…The Link between Individual Expectations and Savings: Do Nursing Home Expectations Matter? (2008)The Link between Individual E…Empirical models of discrete choice and belief updating in observational learning experiments (2008)Empirical models of discrete …Flexible Approximation of Subjective Expectations Using Probability Questions: An Application to the Investment Game (2007)Flexible Approximation of Sub…Measuring Pension-benefit Expectations Probabilistically (2006)Measuring Pension-benefit Exp…A Behavioral model of consumption (2004)A Behavioral model of consump…"Will Social Security Be There For You?": How Americans Perceive Their Benefits (2003)"Will Social Security Be Ther…Social Security Expectations and Retirement Savings Decisions (2002)Social Security Expectations …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Precautionary Saving in the Small and in the Large (1989)Understanding Consumption (1992)The Hyperbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation (2001)Do the Rich Save More? (2004)Measuring Expectations (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Income Variance Dynamics and Heterogeneity (2003)Consumption Inequality and Partial Insurance (2008)Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)Consumption inequality and partial insurance (2017)Income, Saving and the Theory of Consumer Behavior. (1950)A Theory of the Consumption Function (1960)Credit Rationing in Markets with Imperfect Information (1981)The Endogenous Determination of Time Preference (1997)Strategic Asset Allocation (2002)Macroeconomic Expectations of Households and Professional Forecasters (2003)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)How do house prices affect consumption? Evidence from micro data (2006)A Life-Cycle Model of Earnings, Learning, and Consumption (1976)Specification Tests in Econometrics (1978)An Empirical Model of Labor Supply in a Life-Cycle Setting (1981)An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics (1998)Unequal we stand: An empirical analysis of economic inequality in the United States, 1967–2006 (2009)Precautionary Saving in the Small and in the Large (1990)Saving and Liquidity Constraints (1991)Income and Wealth Heterogeneity in the Macroeconomy (1998)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Risk Aversion in the Small and in the Large (1964)Are Government Bonds Net Wealth? (1974)How Important Is Precautionary Saving? (1995)Wealth distribution in life-cycle economies (1996)DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH? (2002)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Multivariate regression models for panel data (1982)Alternative Explanations of the Money-Income Correlation (1986)Golden Eggs and Hyperbolic Discounting (1997)Panel Data Econometrics (2003)
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References

  • 1995Precautionary Saving and Social Insurance1,112 cited
  • 1992The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence1,060 cited
  • 1994Precautionary Saving and Social Insurance920 cited
  • 1989Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence904 cited
  • 1982The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households733 cited
  • 1980The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households650 cited
  • 1989On the Covariance Structure of Earnings and Hours Changes600 cited
  • 1986On the Covariance Structure of Earnings and Hours Changes594 cited
  • 1990Consumption puzzles and precautionary savings549 cited
  • 1988Risky income, life cycle consumption, and precautionary savings521 cited
  • 1996Income Risk, Borrowing Constraints, and Portfolio Choice421 cited
  • 1997Using Expectations Data to Study Subjective Income Expectations398 cited
  • 1994How does Future Income Affect Current Consumption?367 cited
  • 1996Eliciting Student Expectations of the Returns to Schooling363 cited
  • 1997Growth-Rate Heterogeneity and the Covariance Structure of Life-Cycle Earnings

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353 cited
  • 1983An Econometric Analysis of Reservation Wages235 cited
  • Cited by

    • 2006Measuring Pension-benefit Expectations Probabilistically49 cited
    • 2003"Will Social Security Be There For You?": How Americans Perceive Their Benefits49 cited
    • 2008Empirical models of discrete choice and belief updating in observational learning experiments44 cited
    • 2019Train to retain: Training opportunities, positive reciprocity, and expected retirement age37 cited
    • 2002Social Security Expectations and Retirement Savings Decisions27 cited
    • 2009Economic influences on perceived value, quality expectations and customer satisfaction27 cited
    • 2010Stockholding: Does Housing Wealth Matter?21 cited
    • 2019Individual investors’ information use, subjective expectations, and portfolio risk and return21 cited
    • 2012The future of retirement and the pension system: How the public’s expectations vary over time and across socio-economic groups16 cited
    • 2008The Link between Individual Expectations and Savings: Do Nursing Home Expectations Matter?16 cited
    • 2019Job Loss Expectations, Durable Consumption and Household Finances: Evidence from Linked Survey Data16 cited
    • 2012Evaluating how predictable errors in expected income affect consumption8 cited
    • 2023Estimation of Structural Models Using Experimental Data From the Lab and the Field4 cited
    • 2007Flexible Approximation of Subjective Expectations Using Probability Questions: An Application to the Investment Game3 cited
    • 2017What can we learn from the fifties?1 cited
    • 2004A Behavioral model of consumption1 cited