Interest rate risk, labor supply and unemployment
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Parantap Basu, 1994. "Capital risk and consumption puzzles: A pedagogical note," Journal of Economics, Springer, vol. 60(1), pages 99-107, February.
- Philippe Weil, 1990.
"Nonexpected Utility in Macroeconomics,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(1), pages 29-42.
- Philippe Weil, 1990. "Non-Expected Utility in Macroeconomics," SciencePo Working papers Main hal-03393362, HAL.
- Philippe Weil, 1990. "Non-Expected Utility in Macroeconomics," Post-Print hal-03393362, HAL.
- van Wijnbergen, Sweder, 1992.
"Trade Reform, Policy Uncertainty, and the Current Account: A Non-Expected-Utility Approach,"
American Economic Review, American Economic Association, vol. 82(3), pages 626-633, June.
- van Wijnbergen, Sweder, 1990. "Trade Reform, Policy Uncertainty and the Current Account : A Non-Expected Utility Approach," CEPR Discussion Papers 441, C.E.P.R. Discussion Papers.
- Van Wijnbergen, S., 1991. "Trade Reform, Policy Uncertainty and the Current Account : A Non-Expected Utility Approach," Papers 9148, Tilburg - Center for Economic Research.
- van Wijnbergen, S., 1991. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Discussion Paper 1991-48, Tilburg University, Center for Economic Research.
- van Wijnbergen, S., 1991. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Other publications TiSEM 03ba3f36-1d65-493d-b7b7-0, Tilburg University, School of Economics and Management.
- van Wijnbergen, S., 1993. "Trade reform, policy uncertainty and the current account : A non-expected utility approach," Other publications TiSEM dd672b28-6648-4b14-8ad3-8, Tilburg University, School of Economics and Management.
- Hall, Robert E, 1988.
"Intertemporal Substitution in Consumption,"
Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 339-357, April.
- Robert E. Hall, 1981. "Intertemporal Substitution in Consumption," NBER Working Papers 0720, National Bureau of Economic Research, Inc.
- Barsky, Robert B, 1989.
"Why Don't the Prices of Stocks and Bonds Move Together?,"
American Economic Review, American Economic Association, vol. 79(5), pages 1132-1145, December.
- Robert B. Barsky, 1986. "Why Don't the Prices of Stocks and Bonds Move Together?," NBER Working Papers 2047, National Bureau of Economic Research, Inc.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- N. Gregory Mankiw & Julio J. Rotemberg & Lawrence H. Summers, 1985.
"Intertemporal Substitution in Macroeconomics,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(1), pages 225-251.
- N. Gregory Mankiw & Julio J. Rotemberg & Lawrence H. Summers, 1982. "Intertemporal Substitution in Macroeconomics," NBER Working Papers 0898, National Bureau of Economic Research, Inc.
- Selden, Larry, 1978. "A New Representation of Preferences over "Certain A Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis," Econometrica, Econometric Society, vol. 46(5), pages 1045-1060, September.
- Jerusalem D. Levhari & T. N. Srinivasan, 1969. "Optimal Savings under Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(2), pages 153-163.
- Larry Selden, 1979. "An OCE Analysis of the Effect of Uncertainty on Saving under Risk Preference Independence," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 46(1), pages 73-82.
- Mankiw, N. Gregory, 1981. "The permanent income hypothesis and the real interest rate," Economics Letters, Elsevier, vol. 7(4), pages 307-311.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mei-Yin Lin & Jue-Shyan Wang, 2008. "Capital outflow and unemployment: evidence from panel data," Applied Economics Letters, Taylor & Francis Journals, vol. 15(14), pages 1135-1139.
- Horst Feldmann, 2013. "Real Interest Rate and Labor Market Performance around the World," Southern Economic Journal, John Wiley & Sons, vol. 79(3), pages 659-679, January.
- Ioannis N. Kallianiotis, 2009. "European Union and a Cost Benefits Analysis for its Members: The Case of Historic Greece," American Journal of Economics and Business Administration, Science Publications, vol. 1(2), pages 57-78, June.
- Toke Ward Petersen, 2001. "Interest Rate Risk over the Life-Cycle: A General Equilibrium Approach," DREAM Working Paper Series 200103, Danish Rational Economic Agents Model, DREAM.
- Harms, Philipp & Hefeker, Carsten, 2003. "Globalization and unemployment: the role of international diversification," Economics Letters, Elsevier, vol. 78(2), pages 281-286, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Daria Pignalosa, 2019.
"On the role of the utility function in the estimation of preference parameters,"
Metroeconomica, Wiley Blackwell, vol. 70(4), pages 793-820, November.
- Daria Pignalosa, 2018. "The Role Of The Utility Function In The Estimation Of Preference Parameters," Departmental Working Papers of Economics - University 'Roma Tre' 0235, Department of Economics - University Roma Tre.
- Basu, Parantap & Ghosh, Satyajit, 2001. "Tax rate uncertainty, labor supply and saving in a nonexpected utility maximizing model," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(1), pages 49-68.
- Miles Kimball & Philippe Weil, 2009.
"Precautionary Saving and Consumption Smoothing across Time and Possibilities,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 245-284, March.
- Miles Kimball & Philippe Weil, 2009. "Precautionary Saving and Consumption Smoothing across Time and Possibilities," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 245-284, March.
- Kimball, M. & Weil, P., 1991. "Precautionary Savings and Consumption Smoothing Across Time and Possibilities," Harvard Institute of Economic Research Working Papers 1563, Harvard - Institute of Economic Research.
- Miles Kimball & Philippe Weil, 2009. "Precautionary saving and consumption smoothing across time and possibilities," ULB Institutional Repository 2013/13432, ULB -- Universite Libre de Bruxelles.
- Weil, Philippe & Kimball, Miles S, 2003. "Precautionary Saving and Consumption Smoothing Across Time and Possibilities," CEPR Discussion Papers 4005, C.E.P.R. Discussion Papers.
- Miles Kimball & Philippe Weil, 2003. "Precautionary Saving and Consumption Smoothing Across Time and Possibilities," SciencePo Working papers Main hal-01065066, HAL.
- Miles Kimball & Philippe Weil, 2003. "Precautionary Saving and Consumption Smoothing Across Time and Possibilities," Working Papers hal-01065066, HAL.
- Miles Kimball & Philippe Weil, 1992. "Precautionary Saving and Consumption Smoothing Across Time and Possibilities," Working Papers hal-01064785, HAL.
- Miles Kimball & Philippe Weil, 2009. "Precautionary Saving and Consumption Smoothing across Time and Possibilities," Post-Print hal-03415717, HAL.
- Miles Kimball & Philippe Weil, 2009. "Precautionary Saving and Consumption Smoothing across Time and Possibilities," SciencePo Working papers Main hal-03415717, HAL.
- Miles Kimball & Philippe Weil, 1992. "Precautionary Saving and Consumption Smoothing Across Time and Possibilities," SciencePo Working papers Main hal-01064785, HAL.
- Miles Kimball & Philippe Weil, 1992. "Precautionary Saving and Consumption Smoothing Across Time and Possibilities," NBER Working Papers 3976, National Bureau of Economic Research, Inc.
- Benjamin Eden, 2004. "Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?," Vanderbilt University Department of Economics Working Papers 0422, Vanderbilt University Department of Economics.
- Syed M. Ahsan & Panagiotis Tsigaris, 2009.
"The Efficiency Loss of Capital Income Taxation under Imperfect Loss Offset Provisions,"
Public Finance Review, , vol. 37(6), pages 710-731, November.
- Syed M. Ahsan & Panagiotis Tsigaris, 2008. "The Efficiency Loss of Capital Income Taxation under Imperfect Loss Offset Provisions," CESifo Working Paper Series 2203, CESifo.
- Julian Thimme, 2017. "Intertemporal Substitution In Consumption: A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 226-257, February.
- Robert B. Barsky & Miles S. Kimball & F. Thomas Juster & Matthew D. Shapiro, 1995. "Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Survey," NBER Working Papers 5213, National Bureau of Economic Research, Inc.
- repec:hal:spmain:info:hdl:2441/8703 is not listed on IDEAS
- Jorion, Philippe & Giovannini, Alberto, 1993.
"Time-series tests of a non-expected-utility model of asset pricing,"
European Economic Review, Elsevier, vol. 37(5), pages 1083-1100, June.
- Alberto Giovannini & Philippe Jorion, 1989. "Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing," NBER Working Papers 3195, National Bureau of Economic Research, Inc.
- repec:spo:wpmain:info:hdl:2441/8703 is not listed on IDEAS
- Hahm, Joon-Ho, 1998. "Consumption adjustment to real interest rates: Intertemporal substitution revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 22(2), pages 293-320, February.
- repec:hal:wpspec:info:hdl:2441/8703 is not listed on IDEAS
- Giuliano, Paola & Turnovsky, Stephen J., 2003.
"Intertemporal substitution, risk aversion, and economic performance in a stochastically growing open economy,"
Journal of International Money and Finance, Elsevier, vol. 22(4), pages 529-556, August.
- Paola Giuliano & Stephen Turnovsky, 2000. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Discussion Papers in Economics at the University of Washington 0002, Department of Economics at the University of Washington.
- Paola Giuliano & Stephen Turnovsky, 2002. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Working Papers UWEC-2002-20-P, University of Washington, Department of Economics.
- Stephen Turnovsky, University of Washington and Paola Giuliano, University of California-Berkeley, 2001. "IntertemporalSubstitution, Risk Aversion, and Economic Performance in a StocashticallyGrowing Open Economy," Computing in Economics and Finance 2001 277, Society for Computational Economics.
- Paola Giuliano & Stephen Turnovsky, 2000. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Working Papers 0002, University of Washington, Department of Economics.
- repec:spo:wpecon:info:hdl:2441/8703 is not listed on IDEAS
- Hatzinikolaou, Dimitris & Ahking, Francis, 1995. "Government Spending and Consumer Attitudes Toward Risk, Time Preference, and Intertemporal Substitution: An Econometric Analysis," MPRA Paper 46164, University Library of Munich, Germany.
- Paul Beaudry & Eric Van Wincoop, 1992.
"Alternative specifications for consumption and the estimation of the intertemporal elasticity of substitution,"
Discussion Paper / Institute for Empirical Macroeconomics
69, Federal Reserve Bank of Minneapolis.
- Beaudry, P. & Van Wincoop, E., 1992. "Alternative Specifications for Consumption and the Estimation of the Intertemporal Elasticity of Substitution," Papers 2, Boston University - Department of Economics.
- Loïc Berger & Johannes Emmerling, 2020.
"Welfare As Equity Equivalents,"
Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 727-752, September.
- Loïc Berger & Johannes Emmerling, 2020. "Welfare as Equity Equivalents," Post-Print hal-02937705, HAL.
- Turnovsky, Stephen J. & Smith, William T., 2006.
"Equilibrium consumption and precautionary savings in a stochastically growing economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 243-278, February.
- Stephen Turnovsky & William Smith, 2004. "Equilibrium Consumption and Precautionary Savings in a Stochastically Growing Economy," Working Papers UWEC-2006-01-P, University of Washington, Department of Economics, revised Oct 2004.
- Langlais, Eric, 1995. "A measure of the sensitivity of saving to interest rate uncertainty with non-expected preferences," Economics Letters, Elsevier, vol. 48(3-4), pages 325-330, June.
- Alan Viard, 1997. "How forecastable is consumption growth? New evidence on the Hall random walk hypothesis," Applied Economics, Taylor & Francis Journals, vol. 29(11), pages 1435-1446.
- Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, February.
- Basu, Parantap, 1995. "Tax rate uncertainty and the sensitivity of consumption to income in an overlapping generations model," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 421-439.
- Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015. "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 108-123.
- Pedersen, Karsten N., 1991. "Intertemporal substitution in consumption : evidence for some high- and middle-income countries," Policy Research Working Paper Series 641, The World Bank.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecmode:v:18:y:2001:i:2:p:223-231. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30411 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.