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Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel
15 references·16 citing·46 second hop
Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel (1996)Intertemporal Nonseparability or Borrowin…An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications (1995)An Empirical Investigation of…Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey (1994)Is Consumption Growth Consist…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-…The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)The Buffer-Stock Theory of Sa…Liquidity constraints and the permanent-income hypothesis (1991)Liquidity constraints and the…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Intertemporal Preferences and Labor Supply (1988)Intertemporal Preferences and…The Estimation of "Surprise" Models and the "Surprise" Consumption Function (1986)The Estimation of "Surprise" …Modeling the term structure of interest rates under non-separable utility and durability of goods (1986)Modeling the term structure o…The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data (1985)The Permanent Income Hypothes…A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle (1985)A Profitable Approach to Labo…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Life Cycle Consumption and Labor Supply: An Explanation of the Relationship Between Income and Consumption Over the Life Cycle (1974)Life Cycle Consumption and La…Subjective intertemporal substitution (2021)Subjective intertemporal subs…Early and Late Human Capital Investments, Borrowing Constraints, and the Family (2019)Early and Late Human Capital …PRECAUTIONARY SAVING: A REVIEW OF THE EMPIRICAL LITERATURE (2018)PRECAUTIONARY SAVING: A REVIE…Envy and Habits: Panel Data Estimates of Interdependent Preferences (2015)Envy and Habits: Panel Data E…Early and Late Human Capital Investments, Borrowing Constraints, and the Family (2012)Early and Late Human Capital …Habits and heterogeneity in demands: a panel data analysis (2007)Habits and heterogeneity in d…Precautionary Saving and Consumption Fluctuations (2005)Precautionary Saving and Cons…Household Intertemporal Behavior: A Collective Characterization and a Test of Commitment (2005)Household Intertemporal Behav…Heterogeneity and Aggregation (2005)Heterogeneity and AggregationEconomic growth and the demand for education: is there a wealth effect? (2004)Economic growth and the deman…Precautionary savings and wealth distribution under habit formation preferences (2003)Precautionary savings and wea…Precautionary Savings and the Wealth Distribution with Illiquid Durables (2003)Precautionary Savings and the…Consumption, habit formation, and precautionary saving: evidence from the British Household Panel Survey (2002)Consumption, habit formation,…Using subjective income expectations to test for excess sensitivity of consumption to predicted income growth (2000)Using subjective income expec…Consumer Durables and Inertial Behaviour: Estimation and Aggregation of (S, s) Rules for Automobile Purchases (2000)Consumer Durables and Inertia…Intertemporal consumption, durables and liquidity constraints: A cohort analysis (1997)Intertemporal consumption, du…Specification Tests in Econometrics (1978)Panel data and unobservable individual effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The Reaction of Household Consumption to Predictable Changes in Social Security Taxes (1999)Panel Data Models: Some Recent Developments (2001)The Effect of Parental Transfers and Borrowing Constraints on Educational Attainment (2001)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The equity premium: A puzzle (1985)The Spirit of Capitalism and Stock-Market Prices (1996)Robust Permanent Income and Pricing (1999)Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices (2002)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)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)Asset Pricing at the Millennium (2000)Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy (2010)Credit Rationing in Markets with Imperfect Information (1981)Golden Eggs and Hyperbolic Discounting (1997)The analysis of household surveys (1997)Econometric Analysis of Cross Section and Panel Data (2001)An Almost Ideal Demand System (1980)Panel data from time series of cross-sections (1985)The importance of precautionary motives in explaining individual and aggregate saving (1994)Chapter 8 Micro data and general equilibrium models (1999)The marginal utility of income (2008)Income, Saving and the Theory of Consumer Behavior. (1950)A Theory of the Consumption Function (1960)The Endogenous Determination of Time Preference (1997)Strategic Asset Allocation (2002)Macroeconomic Expectations of Households and Professional Forecasters (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Intertemporal Substitution in Consumption (1988)The Effects of Health, Wealth, and Wages on Labour Supply and Retirement Behaviour (2005)How do house prices affect consumption? Evidence from micro data (2006)Consumption inequality and partial insurance (2017)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)
this work references cited by second hop

References

  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1992The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence1,060 cited
  • 1985A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle710 cited
  • 1993Consumption Growth, the Interest Rate and Aggregation527 cited
  • 1994Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey517 cited
  • 1993Consumer demand and the life-cycle allocation of household expenditures455 cited
  • 1995An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications384 cited
  • 1991Liquidity constraints and the permanent-income hypothesis350 cited
  • 1974Life Cycle Consumption and Labor Supply: An Explanation of the Relationship Between Income and Consumption Over the Life Cycle304 cited
  • 1986Modeling the term structure of interest rates under non-separable utility and durability of goods298 cited
  • 1985The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data218 cited
  • 1988Intertemporal Preferences and Labor Supply175 cited

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  • 1986The Estimation of "Surprise" Models and the "Surprise" Consumption Function116 cited
  • Cited by

    • 2004Economic growth and the demand for education: is there a wealth effect?224 cited
    • 2005Heterogeneity and Aggregation220 cited
    • 2019Early and Late Human Capital Investments, Borrowing Constraints, and the Family191 cited
    • 2012Early and Late Human Capital Investments, Borrowing Constraints, and the Family130 cited
    • 2000Consumer Durables and Inertial Behaviour: Estimation and Aggregation of (S, s) Rules for Automobile Purchases118 cited
    • 2002Consumption, habit formation, and precautionary saving: evidence from the British Household Panel Survey113 cited
    • 2000Using subjective income expectations to test for excess sensitivity of consumption to predicted income growth100 cited
    • 2015Envy and Habits: Panel Data Estimates of Interdependent Preferences98 cited
    • 1997Intertemporal consumption, durables and liquidity constraints: A cohort analysis97 cited
    • 2018PRECAUTIONARY SAVING: A REVIEW OF THE EMPIRICAL LITERATURE96 cited
    • 2005Precautionary Saving and Consumption Fluctuations96 cited
    • 2021Subjective intertemporal substitution87 cited
    • 2003Precautionary savings and wealth distribution under habit formation preferences82 cited
    • 2007Habits and heterogeneity in demands: a panel data analysis81 cited
    • 2003Precautionary Savings and the Wealth Distribution with Illiquid Durables80 cited
    • 2005Household Intertemporal Behavior: A Collective Characterization and a Test of Commitment64 cited