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My bibliography Save this paperDeterminants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion
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- Arif Oduncu, 2012. "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012 4380, EcoMod.
References listed on IDEAS
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Cited by:
- Grancini, Stefano, 2021. "Risk Aversion and Fiscal Consolidation Programs," MPRA Paper 105500, University Library of Munich, Germany.
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More about this item
Keywords
Precautionary Savings; Epstein-Zin Utility; Risk Aversion; Elasticity of Intertemporal Substitution;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2012-09-22 (Dynamic General Equilibrium)
- NEP-UPT-2012-09-22 (Utility Models and Prospect Theory)
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