Term structure of discount rates under multivariate s-ordered consumption growth
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Cited by:
- AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
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More about this item
Keywords
term structure of discount rates; multivariate stochastic orders; multivariate higher-order risk aversion; good-specific discount rates; precautionary effect;All these keywords.
JEL classification:
- H43 - Public Economics - - Publicly Provided Goods - - - Project Evaluation; Social Discount Rate
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2014-02-02 (Macroeconomics)
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