Structure of Pareto Optima When Agents Have Stochastic Recursive Preferences
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Cited by:
- Hakon Tretvoll, 2018.
"Real Exchange Variability in a Two-Country Business Cycle Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
- Hakon Tretvoll, 2017. "Code and data files for "Real Exchange Variability in a Two-Country Business Cycle Model"," Computer Codes 13-34, Review of Economic Dynamics.
- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
"Exotic Preferences for Macroeconomists,"
NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414,
National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anderson, Evan W., 2005. "The dynamics of risk-sensitive allocations," Journal of Economic Theory, Elsevier, vol. 125(2), pages 93-150, December.
- Dumas, Bernard & Uppal, Raman & Wang, Tan, 2000.
"Efficient Intertemporal Allocations with Recursive Utility,"
Journal of Economic Theory, Elsevier, vol. 93(2), pages 240-259, August.
- Bernard Dumas & Raman Uppal & Tan Wang, 1997. "Efficient Intertemporal Allocations with Recursive Utility," Working Papers hal-00605603, HAL.
- Bernard Dumas & Raman Uppal & Tan Wang, 1998. "Efficient Intertemporal Allocations with Recursive Utility," NBER Technical Working Papers 0231, National Bureau of Economic Research, Inc.
- Mariano M. Croce & Riccardo Colacito, 2010. "International Asset Pricing with Risk-Sensitive Rare Events," 2010 Meeting Papers 176, Society for Economic Dynamics.
- Wen-Fang Liu, 1998.
"Heterogeneous Agent Economies with Knightian Uncertainty,"
Discussion Papers in Economics at the University of Washington
0053, Department of Economics at the University of Washington.
- Wen-Fang Liu, 1998. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers 0053, University of Washington, Department of Economics.
- Wen-Fang Liu, 2002. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers UWEC-2002-11, University of Washington, Department of Economics.
- Jaroslav Borovička, 2020.
"Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences,"
Journal of Political Economy, University of Chicago Press, vol. 128(1), pages 206-251.
- Jaroslav Borovicka, 2011. "Survival and long-run dynamics with heterogeneous beliefs under recursive preferences," Working Paper Series WP-2011-06, Federal Reserve Bank of Chicago.
- Riccardo Colacito & Mariano M. Croce, 2011.
"Risks for the Long Run and the Real Exchange Rate,"
Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 153-181.
- Riccardo Colacito & Mariano Croce, 2005. "Risks For The Long Run And The Real Exchange Rate," 2005 Meeting Papers 794, Society for Economic Dynamics.
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