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Declining discount rates: Economic justifications and implications for long-run policy
16 references·7 citing·35 second hop
Declining discount rates: Economic justifications and implications for long-run policy (2008)Declining discount rates: Economic justif…The Economics of Climate Change (2010)The Economics of Climate Chan…The Economics of Climate Change: The Stern Review (2007)The Economics of Climate Chan…The Economics of Climate Change (2007)The Economics of Climate Chan…A Review of the Stern Review on the Economics of Climate Change (2007)A Review of the Stern Review …A Review of the Stern Review on the Economics of Climate Change (2007)A Review of the Stern Review …Modeling the conditional distribution of interest rates as a regime-switching process (1996)Modeling the conditional dist…An Empirical Comparison of Alternative Models of the Short-Term Interest Rate (1992)An Empirical Comparison of Al…Pricing Interest-Rate-Derivative Securities (1990)Pricing Interest-Rate-Derivat…A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)A One-Factor Model of Interes…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Term Structure Movements and …A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…A Mathematical Theory of Saving (1928)A Mathematical Theory of Savi…Discounting for Energy Transition Policies—Estimation of the Social Discount Rate for Poland (2021)Discounting for Energy Transi…A protocol for the estimate of the social rate of time preference: the case studies of Italy and the USA (2020)A protocol for the estimate o…Intergenerational perception of the utility of major transport projects (2017)Intergenerational perception …DISCOUNTING FOR PUBLIC POLICY: A SURVEY (2017)DISCOUNTING FOR PUBLIC POLICY…How Should Benefits and Costs Be Discounted in an Inter-generational Context? (2014)How Should Benefits and Costs…Should we Discount the Far-Distant Future at ist Lowest Possible Rate? (2009)Should we Discount the Far-Di…Expected net present value, expected net future value, and the Ramsey rule (2009)Expected net present value, e…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Forecasting the Term Structure of Government Bond Yields (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)An Intertemporal Capital Asset Pricing Model (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)Increasing Returns and Long-Run Growth (1986)Government Spending in a Simple Model of Endogeneous Growth (1990)Why We Disagree about Climate Change (2009)Report by the commission on the measurement of economic performance and social progress (2011)Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)The Framing of Decisions and the Psychology of Choice (1981)Golden Eggs and Hyperbolic Discounting (1997)Time Discounting and Time Preference: A Critical Review (2002)The "Stern Review" on the Economics of Climate Change (2006)Closing the gap in a generation: health equity through action on the social determinants of health (2008)The environment and directed technical change (2012)A Sociology of Quantification (2008)The greenness of cities: Carbon dioxide emissions and urban development (2009)Social and economic impacts of climate (2016)Toward a positive theory of consumer choice (1980)
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References

  • 2007The Economics of Climate Change: The Stern Review9,689 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2007The Economics of Climate Change8,347 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1928A Mathematical Theory of Saving5,834 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 2010The Economics of Climate Change2,702 cited
  • 1990Pricing Interest-Rate-Derivative Securities2,168 cited
  • 2007A Review of the Stern Review on the Economics of Climate Change1,795 cited
  • 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
  • 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
  • 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
  • 2007A Review of the Stern Review on the Economics of Climate Change1,017 cited

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1990
A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
981 cited

Cited by

  • 2017DISCOUNTING FOR PUBLIC POLICY: A SURVEY70 cited
  • 2009Expected net present value, expected net future value, and the Ramsey rule41 cited
  • 2020A protocol for the estimate of the social rate of time preference: the case studies of Italy and the USA36 cited
  • 2014How Should Benefits and Costs Be Discounted in an Inter-generational Context?36 cited
  • 2009Should we Discount the Far-Distant Future at ist Lowest Possible Rate?32 cited
  • 2021Discounting for Energy Transition Policies—Estimation of the Social Discount Rate for Poland25 cited
  • 2017Intergenerational perception of the utility of major transport projects5 cited