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Micro-level estimation of optimal consumption choice with intertemporal nonseparability in preferences and measurement errors
Gayle, Wayne-Roy; Khorunzhina, Natalia - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 227-238
Persistent link: https://www.econbiz.de/10011894677
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Subjective intertemporal substitution
Crump, Richard K.; Eusepi, Stefano; Tambalotti, Andrea; … - 2015
We estimate the elasticity of intertemporal substitution (EIS) - the elasticity of expected consumption growth with respect to variation in the real interest rate - using subjective expectations from the newly released FRBNY Survey of Consumer Expectations (SCE). This dataset is unique, since it...
Persistent link: https://www.econbiz.de/10011288682
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Changes in the output Euler equation and asset markets participation
Bilbiie, Florin Ovidiu; Straub, Roland - In: Journal of economic dynamics & control 36 (2012) 11, pp. 1659-1672
Persistent link: https://www.econbiz.de/10009701965
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Intertemporal substitution in import demand and the role of habit formation : an application of Euler equation approach for Pakistan
Khan, Farzana Naheed; Ahmad, Eatzaz - In: Portuguese economic journal 21 (2022) 1, pp. 95-124
Persistent link: https://www.econbiz.de/10012819577
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Empirical evidence on the Euler equation for consumption in the US
Ascari, Guido; Magnusson, Leandro M.; Mavroeidis, Sophocles - In: Journal of monetary economics 117 (2021), pp. 129-152
Persistent link: https://www.econbiz.de/10012602713
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Joint estimation of intertemporal labor and consumption decisions : evidence from Spanish households headed by working men
Cutanda Tarin, Antonio; Sanchis Llopis, Juan Alberto - In: Eurasian economic review : a journal in applied … 11 (2021) 4, pp. 611-629
Persistent link: https://www.econbiz.de/10012698820
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Re-estimating Euler equations
Gorbachev, Olga - 2016
Persistent link: https://www.econbiz.de/10011575913
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The Euler equation with habits and measurement errors : estimates on Russian micro data
Khvostova, Irina; Larin, Alexander; Novak, Anna - In: Panoeconomicus 63 (2016) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10011582149
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The output Euler equation and real interest rate regimes
Pym Manopimoke - In: Macroeconomic dynamics 23 (2019) 1, pp. 420-447
Persistent link: https://www.econbiz.de/10012126578
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Evaluating the Euler equation in an open economy framework with time-varying preference rate
Neto, Alberto Ronchi; Candido, Osvaldo - In: The empirical economics letters : a monthly … 19 (2020) 10, pp. 1181-1187
Persistent link: https://www.econbiz.de/10012597954