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Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak*

* This paper is a replication of an original study

Author

Listed:
  • Fábio Augusto Reis Gomes
  • Lourenço S. Paz

Abstract

No abstract is available for this item.

Suggested Citation

  • Fábio Augusto Reis Gomes & Lourenço S. Paz, 2011. "Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1215-1216, November.
    • Handle: RePEc:wly:japmet:v:26:y:2011:i:7:p:1215-1216
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    Citations

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    Cited by:

    1. Görtz, Christoph & Yeromonahos, Mallory, 2022. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    2. 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.
    3. Gomes, Fábio Augusto Reis & Paz, Lourenço S., 2013. "Estimating the elasticity of intertemporal substitution: Is the aggregate financial return free from the weak instrument problem?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 63-75.

    Replication

    This item is a replication of:
  • Motohiro Yogo, 2004. "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 797-810, August.

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