Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

Martin Eichenbaum · Lars Peter Hansen

90 citations0/0 files storedJournal of Business and Economic Statistics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Literacy, Pension, Retirement Analysis Economic theories and models

Abstract

Martin Eichenbaum, Lars Peter Hansen, Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data, Journal of Business & Economic Statistics, Vol. 8, No. 1 (Jan., 1990), pp. 53-69

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 90 citations exist upstream.

References

1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1966A New Approach to Consumer Theory 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1981Some properties of time series data and their use in econometric model specification 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1981The Adjustment of Consumption to Changing Expectations About Future Income 1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

Cited by

1993The Interaction Between Time-Nonseparable Preferences and Time Aggregation 1992Seasonality and Consumption-Based Asset Pricing 1993International asset pricing with alternative distributional specifications 2009How much does household collateral constrain regional risk sharing?1993Optimal Consumption and Portfolio Rules with Durability and Local Substitution

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.