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My bibliography Save this paperWelfare Costs, Long Run Consumption Risk, and a Production Economy
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
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"Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive,"
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- Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde, 2008. "Likelihood Estimation of DSGE Models with Epstein-Zin Preferences," 2008 Meeting Papers 1099, Society for Economic Dynamics.
- Dario Caldara & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Wen Yao, 2009.
"Computing DSGE Models with Recursive Preferences,"
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- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Caldara, Dario & Yao, Wen, 2009. "Computing DSGE Models with Recursive Preferences," CEPR Discussion Papers 7312, C.E.P.R. Discussion Papers.
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"How beneficial was the Great Moderation after all?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 73-90.
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- Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2013.
"An estimation of economic models with recursive preferences,"
Quantitative Economics, Econometric Society, vol. 4(1), pages 39-83, March.
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- Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. "An estimation of economic models with recursive preferences," CeMMAP working papers 32/12, Institute for Fiscal Studies.
- Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2013. "An estimation of economic models with recursive preferences," LSE Research Online Documents on Economics 37392, London School of Economics and Political Science, LSE Library.
- Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2011. "An Estimation of Economic Models with Recursive Preferences," NBER Working Papers 17130, National Bureau of Economic Research, Inc.
- Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. "An estimation of economic models with recursive preferences," CeMMAP working papers CWP32/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Barbara Annicchiarico & Alessandra Pelloni & Fabrizio Valenti, 2016.
"Volatility and Growth with Recursive Preferences,"
CEIS Research Paper
387, Tor Vergata University, CEIS, revised 24 Jun 2016.
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"Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences,"
2007 Meeting Papers
503, Society for Economic Dynamics.
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"Temperature shocks and welfare costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 331-355.
- Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian, 2017. "Temperature shocks and welfare costs," SAFE Working Paper Series 177, Leibniz Institute for Financial Research SAFE.
- Sydney Ludvigson, 2008. "The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 9(2), April.
- Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2013.
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Quantitative Economics, Econometric Society, vol. 4(1), pages 39-83, March.
- Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2007. "An estimation of economic models with recursive preferences," LSE Research Online Documents on Economics 24502, London School of Economics and Political Science, LSE Library.
- Sydney Ludvigson & Jack Favalukus & Xiaohong Chen, 2007. "An Estimation of Economic Models with Recursive Preferences," 2007 Meeting Papers 543, Society for Economic Dynamics.
- Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2013. "An estimation of economic models with recursive preferences," LSE Research Online Documents on Economics 37392, London School of Economics and Political Science, LSE Library.
- Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2011. "An Estimation of Economic Models with Recursive Preferences," NBER Working Papers 17130, National Bureau of Economic Research, Inc.
- Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson, 2012. "An Estimation of Economic Models with Recursive Preferences," Cowles Foundation Discussion Papers 1883, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. "An estimation of economic models with recursive preferences," CeMMAP working papers CWP32/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012.
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Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.
- Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," NBER Working Papers 15890, National Bureau of Economic Research, Inc.
- Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-RamÃrez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Koijen, Ralph & van Binsbergen, Jules, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
- Croce, Mariano M., 2021. "Growth risks, asset prices, and welfare," Economics Letters, Elsevier, vol. 202(C).
- Chang, Yanqin, 2007. "high level of international risk sharing when the productivity growth contains long run risk," MPRA Paper 4476, University Library of Munich, Germany.
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More about this item
Keywords
Production Economy; Long-Run Risk; Asset Pricing;All these keywords.
JEL classification:
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2007-01-13 (Dynamic General Equilibrium)
- NEP-MAC-2007-01-13 (Macroeconomics)
- NEP-UPT-2007-01-13 (Utility Models and Prospect Theory)
Statistics
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