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Estimating Euler equations
16 references·16 citing·40 second hopsampled
Estimating Euler equations (2003)Estimating Euler equationsConsumption Over the Life Cycle (2002)Consumption Over the Life Cyc…Income variance dynamics and heterogenity (2001)Income variance dynamics and …Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…Consumer Demand and the Life-Cycle Allocation of Household Expenditures (1994)Consumer Demand and the Life-…How Prudent are Consumers? (1993)How Prudent are Consumers?Consumption Growth, the Interest Rate and Aggregation (1993)Consumption Growth, the Inter…Consumer demand and the life-cycle allocation of household expenditures (1993)Consumer demand and the life-…Understanding Consumption (1992)Understanding ConsumptionSaving and Liquidity Constraints (1991)Saving and Liquidity Constrai…Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Quadrature-Based Methods for …Saving and Liquidity Constraints (1989)Saving and Liquidity Constrai…A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle (1985)A Profitable Approach to Labo…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Panel Data (1982)Panel DataStochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Know More, Spend More? The Impact of Financial Literacy on Household Consumption (2021)Know More, Spend More? The Im…Euler Equations, Subjective Expectations and Income Shocks (2019)Euler Equations, Subjective E…Temptation and Self‐Control: Some Evidence and Applications (2015)Temptation and Self‐Control: …Consumption Volatility, Liquidity Constraints and Household Welfare (2015)Consumption Volatility, Liqui…Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply (2015)Aggregating Elasticities: Int…Household Sharing and Commitment: Evidence from Panel Data on Individual Expenditures and Time Use (2014)Household Sharing and Commitm…Does employment protection legislation affect firm investment? The European case (2013)Does employment protection le…MEASURING SELF-CONTROL PROBLEMS: A STRUCTURAL ESTIMATION (2012)MEASURING SELF-CONTROL PROBLE…Risk Sharing in Private Information Models With Asset Accumulation: Explaining the Excess Smoothness of Consumption (2011)Risk Sharing in Private Infor…Forward-Looking Decision Making (2010)Forward-Looking Decision Maki…Saving and habit formation: evidence from Dutch panel data (2009)Saving and habit formation: e…EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING (2009)EXCESS SENSITIVITY, LIQUIDITY…Costly Portfolio Adjustment (2009)Costly Portfolio AdjustmentLabor Supply Models: Unobserved Heterogeneity, Nonparticipation and Dynamics (2007)Labor Supply Models: Unobserv…Chapter 69 Labor Supply Models: Unobserved Heterogeneity, Nonparticipation and Dynamics (2007)Chapter 69 Labor Supply Model…Precautionary Saving and Consumption Fluctuations (2004)Precautionary Saving and Cons…Asset Prices in an Exchange Economy (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The equity premium: A puzzle (1985)Journal of monetary economics (1987)Wealth Inequality and Intergenerational Links (2004)Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1 (2006)The Allocation of Time and Goods over the Life Cycle (1975)An Empirical Model of Labor Supply in a Life Cycle Setting (1980)Chapter 2 Female labor supply: A survey (1986)Children and Household Economic Behavior (1992)Labor Supply and Taxes: A Survey (2011)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Panel Data Econometrics (2003)An Intertemporal Capital Asset Pricing Model (1973)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Chapter 18 A survey of behavioral finance (2003)Asset Prices under Habit Formation and Catching up with the Joneses (1990)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)GMM Estimation of Empirical Growth Models (2001)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (2003)Precautionary Saving in the Small and in the Large (1990)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)A Contribution to the Empirics of Economic Growth (1992)Time Discounting and Time Preference: A Critical Review (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Endogenous Technological Change (1990)Dynamic Econometrics (1995)Precautionary Saving and Social Insurance (1995)From Physical to Human Capital Accumulation: Inequality and the Process of Development (2004)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Golden Eggs and Hyperbolic Discounting (1997)Household Finance (2006)The Economic Importance of Financial Literacy: Theory and Evidence (2014)
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References

  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 2002Consumption Over the Life Cycle1,824 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 1991Saving and Liquidity Constraints1,650 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1992Understanding Consumption1,461 cited
  • 1989Saving and Liquidity Constraints1,341 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 1985A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle710 cited
  • 1993Consumption Growth, the Interest Rate and Aggregation527 cited
  • 1993Consumer demand and the life-cycle allocation of household expenditures455 cited
  • 2001Income variance dynamics and heterogenity438 cited
  • 1982Panel Data386 cited
  • 1993How Prudent are Consumers?384 cited
  • 1994Consumer Demand and the Life-Cycle Allocation of Household Expenditures

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339 cited

Cited by

  • 2011Risk Sharing in Private Information Models With Asset Accumulation: Explaining the Excess Smoothness of Consumption130 cited
  • 2007Chapter 69 Labor Supply Models: Unobserved Heterogeneity, Nonparticipation and Dynamics52 cited
  • 2012MEASURING SELF-CONTROL PROBLEMS: A STRUCTURAL ESTIMATION51 cited
  • 2014Household Sharing and Commitment: Evidence from Panel Data on Individual Expenditures and Time Use50 cited
  • 2009Saving and habit formation: evidence from Dutch panel data46 cited
  • 2013Does employment protection legislation affect firm investment? The European case41 cited
  • 2009Costly Portfolio Adjustment38 cited
  • 2007Labor Supply Models: Unobserved Heterogeneity, Nonparticipation and Dynamics38 cited
  • 2015Temptation and Self‐Control: Some Evidence and Applications31 cited
  • 2021Know More, Spend More? The Impact of Financial Literacy on Household Consumption30 cited
  • 2019Euler Equations, Subjective Expectations and Income Shocks29 cited
  • 2015Consumption Volatility, Liquidity Constraints and Household Welfare26 cited
  • 2015Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply24 cited
  • 2009EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING23 cited
  • 2010Forward-Looking Decision Making21 cited
  • 2004Precautionary Saving and Consumption Fluctuations20 cited