[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries. (2012). Iqbal, Javed ; Ahmed, Waqas ; Haider, Adnan.
In: MPRA Paper.
RePEc:pra:mprapa:39736.

Full description at Econpapers || Download paper

Cited: 18

Citations received by this document

Cites: 24

References cited by this document

Cocites: 39

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A Denial a Day Keeps the Doctor Away. (2023). Sonnenstuhl, Daniel J ; Shapiro, Adam Hale ; Gottlieb, Joshua D ; Dunn, Abe ; Tebaldi, Pietro.
    In: Working Paper Series.
    RePEc:fip:fedfwp:95615.

    Full description at Econpapers || Download paper

  2. A Denial a Day Keeps the Doctor Away. (2021). Tebaldi, Pietro ; Shapiro, Adam ; Dunn, Abe ; Sonnenstuhl, Daniel J ; Gottlieb, Joshua D.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:29010.

    Full description at Econpapers || Download paper

  3. Aversión al riesgo implícita en los precios de mercado de diferentes activos financieros de Argentina. (2021). Pesce, Gabriela ; Milanesi, Gaston ; Chavez, Etelvina Stefani.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:16:y:2021:i:1:a:8.

    Full description at Econpapers || Download paper

  4. GIRLS SCHOOLING CHOICES AND HOME PRODUCTION: EVIDENCE FROM PAKISTAN. (2020). Reis, Hugo.
    In: International Economic Review.
    RePEc:wly:iecrev:v:61:y:2020:i:2:p:783-819.

    Full description at Econpapers || Download paper

  5. ENERGY PRICE SHOCKS IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM: THE CASE OF BANGLADESH. (2019). Marsiliani, L ; Amin, S.
    In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies.
    RePEc:scn:00rbes:y:2015:i:4:p:12-21.

    Full description at Econpapers || Download paper

  6. Product Differentiation, Competitive Toughness, and Intertemporal Substitution. (2019). Ushchev, Philip ; Ivanova, Vera.
    In: Scandinavian Journal of Economics.
    RePEc:bla:scandj:v:121:y:2019:i:3:p:1244-1269.

    Full description at Econpapers || Download paper

  7. Price premiums, payment delays, and default risk: understanding developing country farmers’ decisions to market through a cooperative or a private trader. (2018). Saitone, Tina L ; Malan, Benot ; Sexton, Richard J.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:49:y:2018:i:3:p:363-380.

    Full description at Econpapers || Download paper

  8. Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework. (2017). Qayyum, Abdul ; Malik, Waseem Shahid ; Shahid, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:85549.

    Full description at Econpapers || Download paper

  9. MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00.

    Full description at Econpapers || Download paper

  10. Fiscal and Monetary Policy Interactions in Pakistan Using a Dynamic Stochastic General Equilibrium Framework. (2016). Qayyum, Abdul ; Shahid, Waseem .
    In: MPRA Paper.
    RePEc:pra:mprapa:72595.

    Full description at Econpapers || Download paper

  11. Girls Schooling Choices and Home Production: Evidence from Pakistan. (2015). Reis, Hugo.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp9562.

    Full description at Econpapers || Download paper

  12. Quarterly Bayesian DSGE Model of Pakistan Economy with Informality. (2014). Ahmed, Waqas ; Rehman, Muhammad ; Malik, Muhammad Jahanzeb.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:68.

    Full description at Econpapers || Download paper

  13. Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation. (2014). Dufrénot, Gilles ; Khayat, Anwar ; Dufrenot, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00973504.

    Full description at Econpapers || Download paper

  14. Monetary Policy Switching in the Euro Area and Multiple Equilibria: An Empirical Investigation. (2014). Dufrénot, Gilles ; Khayat, Anwar ; Dufrenot, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1408.

    Full description at Econpapers || Download paper

  15. Quarterly Bayesian DSGE Model of Pakistan Economy with Informality. (2013). Malik, Muhammad Jahanzeb ; Ahmed, Waqas ; Rehman, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:53168.

    Full description at Econpapers || Download paper

  16. On the (IR) Relevance of Monetary Aggregate Targeting in Pakistan: An Eclectic View. (2012). Bukhari, Syed ; Jan, Asad ; Hyder, Kalim.
    In: MPRA Paper.
    RePEc:pra:mprapa:43422.

    Full description at Econpapers || Download paper

  17. Monetary policy, informality and business cycle fluctuations in a developing economy vulnerable to external shocks. (2012). Din, Musleh-ud.
    In: MPRA Paper.
    RePEc:pra:mprapa:42484.

    Full description at Econpapers || Download paper

  18. Monetary Policy, Informality and Business Cycle Fluctuations in a Developing Economy Vulnerable to External Shocks. (2012). Din, Musleh-ud ; Haider, Adnan ; Ghani, Ejaz.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:51:y:2012:i:4:p:609-681.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alan, S. and M. Browning (2006). Estimating Intertemporal Allocation Parameters Using Simulated Residual Estimation, Working Paper No. 284, Economics Working Papers Series, Department of Economics, University of Oxford.

  2. Amemiya, T. (1985). Instrumental Variable Estimator for the nonlinear Errors-in-Variables model, Journal of Econometrics, 28(3), 273-289.

  3. Attanasio, O. P. and H. Low (2004). Estimating Euler Equations, Review of Economic Dynamics, 7, 405-435.

  4. Brock, William A. (1982). Asset Prices in a Production Economy, In the Economics of information and uncertainty, edited by John J. McCall. Chicago: Univ. Chicago Press.

  5. Cardenas, J. C. and Carpenter, J. P. (2008). Behavioral development economics: Lessons from field labs in developing countries, Journal of Development Studies, 44(3), 311-328.

  6. Epstein, L.G. and S.E. Zin (1991). Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. Journal of Economic Theory, 99(2): 263-286.

  7. Fisher, I. (1930). The Theory of Interest, New York: Macmillan.
    Paper not yet in RePEc: Add citation now
  8. Fuhrer, J.C., Moore, G.R., Schuh, S.D. (1995). Estimating the linear-quadratic inventory model: maximum likelihood versus Generalized Method of Moments. Journal of Monetary Economics, 35: 115 - 157.

  9. Gali, J. (2008). Monetary Policy, Inflation and the Business Cycle, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  10. Goldin, J. (2007). Making Decisions about the Future: The Discounted-Utility Model. Mind Matters: The Wesleyan Journal of Psychology, 2: 49-56.
    Paper not yet in RePEc: Add citation now
  11. Hall, R. E., (1978). Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence, Journal of Political Economy, 86: 971-987.

  12. Hall, R. E., (1988). Intertemporal substitution in consumption. Journal of Political Economy, 96: 339-357.

  13. Hansen, L. P. and T. J. Sargent (1980). Formulating and Estimating Dynamic Linear Rational Expectations, Journal of Economic Dynamics and Control, Vol. 2, 7-46.

  14. Hansen, L.P. and K.J. Singleton (1984). Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models: Errata, Econometrica. 52: 267-268.
    Paper not yet in RePEc: Add citation now
  15. Hansen, L.P. and K.J. Singleton (1996). Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors, Journal of Business and Economic Statistics, 14: 53-68.

  16. Hansen, L.P., (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50: 1029-1054.

  17. Holt, C. A. and Laury, S. K. (2002). Risk aversion and incentive effects, American Economic Review, 92: 1644-1655.

  18. Kocherlakota, N.R. (1990). On tests of representative consumer asset pricing models, Journal of Monetary Economics, 26: 285-304.

  19. Lucas, R.E. Jr. and T. J. Sargent (1981). Linear Rational Expectations Models for Dynamically Interrelated Variables, in Rational Expectation and Economic Practice, ed. Minneapolis: University of Minnesota Press.
    Paper not yet in RePEc: Add citation now
  20. Mao, C. (1990). Hypothesis testing and finite sample properties of Generalized Method of Moments estimators: a Monte Carlo study, Working Paper 90-12, Federal Reserve Bank of Richmond.
    Paper not yet in RePEc: Add citation now
  21. Murat T. (2006). Aggregate Consumption and the Risk Free Rates in Turkey: An Empirical Analysis Sosyal Bilimler Dergisi.
    Paper not yet in RePEc: Add citation now
  22. Ogaki, M., Reinhart, C.M. (1998). Measuring intertemporal substitution: the role of durable goods. Journal of Political Economy, 106: 1078-1098.

  23. Pozzi, L. (2003). The coefficient of relative risk aversion: A Monte Carlo study investigating small sample estimator problems, Economic Modeling, 20: 923-940.

  24. Walsh, C. E. (2010). Monetary Theory and Policy, 3rd Ed., MIT Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Limited Stock Market Participation in Ghana: A Behavioral Explanation. (2015). Banyen, Kannyiri ; Nkuah, Joseph Kofi .
    In: International Journal of Economics and Empirical Research (IJEER).
    RePEc:ijr:journl:v:3:y:2015:i:6:p:286-305.

    Full description at Econpapers || Download paper

  2. Risk Aversion in a Model of Endogenous Growth. (2014). Tabasso, Nicole ; Chiglino, Christian .
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0314.

    Full description at Econpapers || Download paper

  3. Comparative Statics of Asset Prices: the effect of other assets risk. (2014). Diasakos, Theodoros.
    In: Discussion Paper Series, Department of Economics.
    RePEc:san:wpecon:1315.

    Full description at Econpapers || Download paper

  4. Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Larin, Alexander ; Khvostova, Irina ; Novak, Anna .
    In: HSE Working papers.
    RePEc:hig:wpaper:52/ec/2014.

    Full description at Econpapers || Download paper

  5. Endogenous (re-)distributive policies and economic growth: A comparative static analysis. (2014). Rehme, Günther.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:355-366.

    Full description at Econpapers || Download paper

  6. Disability Insurance and the Dynamics of the Incentive-Insurance Tradeoff. (2014). Pistaferri, Luigi ; Low, Hamish.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1420.

    Full description at Econpapers || Download paper

  7. Consumption Inequality and Discount Rate Heterogeneity. (2013). sun, gang.
    In: Discussion Paper Series, Department of Economics.
    RePEc:san:wpecon:1318.

    Full description at Econpapers || Download paper

  8. Complete Markets Strikes Back: Revisiting Risk Sharing Tests under Discount Rate Heterogeneity. (2013). sun, gang.
    In: Discussion Paper Series, Department of Economics.
    RePEc:san:wpecon:1317.

    Full description at Econpapers || Download paper

  9. Consumption Inequality and Discount Rate Heterogeneity. (2013). sun, gang.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1311.

    Full description at Econpapers || Download paper

  10. Complete Markets Strikes Back: Revisiting Risk Sharing Tests under Discount Rate Heterogeneity. (2013). sun, gang.
    In: CDMA Working Paper Series.
    RePEc:san:cdmawp:1310.

    Full description at Econpapers || Download paper

  11. Factor Income Taxation in a Horizontal Innovation Model. (2013). Pelloni, Alessandra ; Long, Xin .
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:273.

    Full description at Econpapers || Download paper

  12. Structural estimation of continuous choice models: Evaluating the EGM and MPEC. (2013). Jørgensen, Thomas ; Jorgensen, Thomas H..
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:3:p:287-290.

    Full description at Econpapers || Download paper

  13. Welfare Improving Taxation on Savings in a Growth Model. (2012). Pelloni, Alessandra ; Long, Xin .
    In: Working Paper series.
    RePEc:rim:rimwps:01_12.

    Full description at Econpapers || Download paper

  14. Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries. (2012). Iqbal, Javed ; Ahmed, Waqas ; Haider, Adnan.
    In: MPRA Paper.
    RePEc:pra:mprapa:39736.

    Full description at Econpapers || Download paper

  15. Euler Equation Estimation on Micro Data. (2012). Crossley, Thomas ; Atalay, Kadir ; Alan, Sule.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1221.

    Full description at Econpapers || Download paper

  16. Welfare improving taxation on savings in a growth model. (2011). Pelloni, Alessandra ; Xin, Long ; Alessandra, Pelloni .
    In: wp.comunite.
    RePEc:ter:wpaper:0091.

    Full description at Econpapers || Download paper

  17. Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors. (2011). Khorunzhina, Natalia ; Roy, Gayle Wayne ; Natalia, Khorunzhina .
    In: MPRA Paper.
    RePEc:pra:mprapa:34329.

    Full description at Econpapers || Download paper

  18. The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous. (2011). Zeckhauser, Richard ; Tran, Ngoc-Khanh .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17199.

    Full description at Econpapers || Download paper

  19. Do Disaster Expectations Explain Household Portfolios?. (2011). Alan, Sule.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1127.

    Full description at Econpapers || Download paper

  20. Borrowing constraints, the cost of precautionary saving and unemployment insurance. (2011). Low, Hamish ; Crossley, Thomas.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:18:y:2011:i:6:p:658-687.

    Full description at Econpapers || Download paper

  21. The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous. (2011). Zeckhauser, Richard ; Tran, Ngoc-Khanh .
    In: Scholarly Articles.
    RePEc:hrv:hksfac:5027955.

    Full description at Econpapers || Download paper

  22. The Behavior of Savings and Asset Prices When Preferences and Beliefs Are Heterogeneous. (2011). Zeckhauser, Richard ; Tran, Ngoc-Khanh .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp11-026.

    Full description at Econpapers || Download paper

  23. Capital Taxation with Entrepreneurial Risk. (2009). Panousi, Vasia .
    In: MPRA Paper.
    RePEc:pra:mprapa:24237.

    Full description at Econpapers || Download paper

  24. An approximate consumption function. (2008). Padula, Mario.
    In: Working Papers.
    RePEc:ven:wpaper:2008_24.

    Full description at Econpapers || Download paper

  25. On-the-Job Search and Precautionary Savings: Theory and Empirics of Earnings and Wealth Inequality. (2006). Lise, Jeremy.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:137.

    Full description at Econpapers || Download paper

  26. Entry Costs and Stock Market Participation over the Life Cycle. (2006). Alan, Sule.
    In: Review of Economic Dynamics.
    RePEc:red:issued:05-99.

    Full description at Econpapers || Download paper

  27. Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators. (2006). Browning, Martin ; Attanasio, Orazio ; Alan, Sule.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:283.

    Full description at Econpapers || Download paper

  28. Measurement errors in recall food consumption data. (2006). Crossley, Thomas ; Brzozowski, Matthew ; Ahmed, Naeem.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:06/21.

    Full description at Econpapers || Download paper

  29. Entry Costs and Stock Market Participation Over the Life Cycle. (2005). Alan, Sule.
    In: Working Papers.
    RePEc:yca:wpaper:2005_1.

    Full description at Econpapers || Download paper

  30. Measurement Errors in Recall Food Expenditure Data. (2005). Crossley, Thomas ; Brzozowski, Matthew ; Ahmed, Naeem.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:133.

    Full description at Econpapers || Download paper

  31. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:131.

    Full description at Econpapers || Download paper

  32. Entry Costs and Stock Market Participation Over the Life Cycle. (2005). Alan, Sule.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:126.

    Full description at Econpapers || Download paper

  33. Measurement Errors in Recall Food Expenditure Data. (2005). Crossley, Thomas ; Brzozowski, Matthew ; Ahmed, Naeem.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:396.

    Full description at Econpapers || Download paper

  34. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:395.

    Full description at Econpapers || Download paper

  35. Is the elasticity of intertemporal substitution constant?. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/25.

    Full description at Econpapers || Download paper

  36. Borrowing constraints, the cost of precautionary saving and unemployment insurance. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/02.

    Full description at Econpapers || Download paper

  37. Entry costs and stock market participation over the life cycle. (2005). Alan, Sule.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/01.

    Full description at Econpapers || Download paper

  38. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0537.

    Full description at Econpapers || Download paper

  39. Precautionary Wealth and Portfolio Allocation: Evidence from Canadian Microdata. (2004). Alan, Sule.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:117.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-30 07:22:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.