Found 47 Documents (Results 1–47)
Robust comparative statics for the elasticity of intertemporal substitution. (English) Zbl 1531.91222
Revisiting intertemporal elasticity of substitution in a sticky price model. (English) Zbl 1517.91124
Forward utility and market adjustments in relative investment-consumption games of many players. (English) Zbl 1498.91385
Life insurance and life settlement markets with overconfident policyholders. (English) Zbl 1454.91183
Reviewer: Emilia Di Lorenzo (Napoli)
MSC:
91G05
Estimating the elasticity of intertemporal substitution using mortgage notches. (English) Zbl 1437.91438
MSC:
91G30
The elasticity of intergenerational substitution, parental altruism, and fertility choice. (English) Zbl 1508.91339
MSC:
91B62
How do changes in risk and risk aversion affect self-protection with Selden/Kreps-Porteus preferences? (English) Zbl 1425.91234
Micro-level estimation of optimal consumption choice with intertemporal nonseparability in preferences and measurement errors. (English) Zbl 07930724
MSC:
62P20
Disentangling intertemporal substitution and risk aversion under the expected utility theorem. (English) Zbl 1506.91057
MSC:
91B16
A simple and robust estimator for linear regression models with strictly exogenous instruments. (English) Zbl 07565931
MSC:
62-XX
Intellectual property rights and R&D subsidies: are they complementary policies? (English) Zbl 1416.91283
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks. (English) Zbl 1416.91183
Joint inventory and markdown management for perishable goods with strategic consumer behavior. (English) Zbl 1338.90027
MSC:
90B05
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds. (English) Zbl 1274.91376
Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods. (English) Zbl 1219.91114
Will the consumption externalities’ effects in the Ramsey model please stand up? (English) Zbl 1217.91121
MSC:
91B62
Indeterminacy and expectation-driven fluctuations with non-separable preferences. (English) Zbl 1232.91525
MSC:
91B66
A parsimonious macroeconomic model for asset pricing. (English) Zbl 1186.91101
MSC:
91B25
91B64
Convergence speed and preference externalities in a one-sector model with elastic labor supply. (English) Zbl 1179.91179
MSC:
91B64
On-the-job human capital investment and intertemporal substitution: new evidence on intertemporal substitution elasticity. (English) Zbl 1181.91284
MSC:
91D35
91B40
An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy. (English) Zbl 1179.91079
Unique induced preference representations. (English) Zbl 1142.91413
MSC:
91B08
Indeterminacy in discrete-time infinite-horizon models with non-linear utility and endogenous labor. (English) Zbl 1152.91666
Indeterminacy with almost constant returns to scale: capital-labor substitution matters. (English) Zbl 1118.91068
MSC:
91B62
Substitution and revenue effects with endogenous impatience. (English) Zbl 1058.91054
Reviewer: Sheng Cheng Hu (Nankang)
MSC:
91B42
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs. (English) Zbl 1035.91027
Reviewer: Aleksandr D. Borisenko (Kyïv)
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution. (English) Zbl 1049.91059
Reviewer: Mikhail Moklyachuk (Kyïv)
Consumption adjustment to real interest rates: Intertemporal substitution revisited. (English) Zbl 0895.90062
Tax rate uncertainty and the sensitivity of consumption to income in an overlapping generations model. (English) Zbl 0875.90116
The local recoverability of risk aversion and intertemporal substitution. (English) Zbl 0805.90024
Reviewer: S.C.Hu (West Lafayette)
MSC:
91B62
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