INTERTEMPORAL SUBSTITUTION, RISK-AVERSION AND THE EULER EQUATION FOR CONSUMPTION

被引:92
作者
ATTANASIO, OP [1 ]
WEBER, G [1 ]
机构
[1] UNIV LONDON UNIV COLL,LONDON WC1E 6BT,ENGLAND
关键词
D O I
10.2307/2234070
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:59 / 73
页数:15
相关论文
共 30 条
[1]   THE ESTIMATION OF SURPRISE MODELS AND THE SURPRISE CONSUMPTION FUNCTION [J].
BEAN, CR .
REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) :497-516
[2]   INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J].
BREEDEN, DT .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) :265-296
[3]  
Browning M., 1985, WHICH DEMAND ELASTIC
[4]  
BURBIDGE J, 1988, ASSET HOLDINGS CONSU
[5]  
CAMPBELL J, 1986, NBER1885 WORK PAP
[6]  
Deaton A., 1987, ADV EC 5 WORLD C, VVolume 2, P121, DOI [10.1017/CCOL0521345529.006, DOI 10.1017/CCOL0521345529.006]
[7]  
EPSTEIN LG, 1987, SUBSTITUION RISK AVE
[8]   NON-STATIONARITY AND STAGE-OF-THE-BUSINESS-CYCLE EFFECTS IN CONSUMPTION-BASED ASSET PRICING RELATIONS [J].
FERSON, WE ;
MERRICK, JJ .
JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (01) :127-146
[9]   TESTING ASSET PRICING-MODELS WITH CHANGING EXPECTATIONS AND AN UNOBSERVABLE MARKET PORTFOLIO [J].
GIBBONS, MR ;
FERSON, W .
JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (02) :217-236
[10]   STOCHASTIC IMPLICATIONS OF THE LIFE CYCLE PERMANENT INCOME HYPOTHESIS - THEORY AND EVIDENCE [J].
HALL, RE .
JOURNAL OF POLITICAL ECONOMY, 1978, 86 (06) :971-987