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Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive
(Elsevier Science Bv, 2015-09)
This paper estimates the elasticity of intertemporal substitution for U.S. aggregate time series data, taking into account the precautionary savings motive. By making use of a recursive utility function, we estimate an ...
Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility FunctionEstimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function
(Sociedade Brasileira de Econometria, 2000)
Intertemporal Substitution in Consumption: An American Investigation for BrazilIntertemporal Substitution in Consumption: An American Investigation for Brazil
(Sociedade Brasileira de Econometria, 1993)
Estimating relative risk aversion, the discount rate, and the intertemporal elasticity of substitution in consumption for Brazil using three types of utility function
(Sociedade Brasileira de Econometria, 2000-11-02)
Using the generalized method of moments, we estimate structural parameters related to relative-risk aversion, the discount rate of future utility, and the intertemporal elasticity of substitution in consumption for the ...
Quantile selection in non-linear GMM quantile models
(Elsevier, 2020-07-16)
This note proposes a non-linear GMM quantile regression model to estimate the quantile as an additional parameter. The limiting distribution is studied. An empirical application to an intertemporal consumption model built ...
A consumption CAPM with a reference level
(Escola de Pós-Graduação em Economia da FGV, 2006-03-30)
We study an intertemporal asset pricing model in which a representative consumer maximizes expected utility derived from both the ratio of his consumption to some reference level and this level itself. If the reference ...
A relação intertemporal entre educação e consumo: os consumidores mais escolarizados são mais pacientes?
(Universidade Federal de Minas GeraisUFMG, 2011-02-25)
This work aims to evaluate the intertemporal relationship between schooling and consumption in Brazil. More specifically, we seek to investigate whether more educated consumers are more patient than the less schooling. We ...
Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade
(Escola de Pós-Graduação em Economia da FGV, 2001-05)
Using the generalized method of moments, we estimate structural parameters related to relative-risk aversion, the discount rate of future utility, and the intertemporal elasticity of substitution in consumption for the ...
Efectos de la tasa de interés real sobre la elasticidad de sustitución intertemporal en el Perú: 2004-2018
(Universidad Andina del CuscoPE, 2022-10-17)
La elasticidad de sustitución intertemporal (IES) es un parámetro clave que caracteriza el
comportamiento de ahorro y consumo de los hogares, y juega un papel crucial en la literatura
macroeconómica y la determinación ...
The inter-temporal elasticity of female labor supply in Uruguay. Analysis based on pseudo-panels for different education groups and generations
(Udelar. FCEA. Iecon, 2014)
Women behaviors regarding the labor market have changed substantially in recent decades, accompanied by changes in gender roles. These changes, however, were not identical for all women with some groups entering sooner and ...