-
Notifications
You must be signed in to change notification settings - Fork 6
/
Copy pathcAndCwithStickyE-App.bib
179 lines (162 loc) · 6.42 KB
/
cAndCwithStickyE-App.bib
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
,-------------------.
| PREAMBLE |
`-------------------'
@preamble{ "\providecommand{\noopsort}[1]{}
\providecommand{\singleletter}[1]{#1} "
}
,-------------------.
| BIBTEX ENTRIES |
`-------------------'
@article{jermannProduction,
author = {Jermann, Urban J.},
journal = {Journal of Monetary Economics},
month = {April},
number = {2},
pages = {257--75},
title = {Asset Pricing in Production Economies},
volume = {42},
year = {1998},
}
@article{bcfHabits,
author = {Michele Boldrin and Lawrence J. Christiano and
Jonas D. Fisher},
journal = {American Economic Review},
number = {1},
pages = {149--66},
title = {Habit Persistence, Asset Returns and the Business
Cycle},
volume = {91},
year = {2001},
}
@techreport{ckmCritique,
author = {V. V. Chari and Patrick J. Kehoe and
Ellen R. McGrattan},
institution = {Federal Reserve Bank of Minneapolis},
number = {631},
type = {working paper},
title = {A Critique of Structural VARs Using Real Business
Cycle Theory},
year = {2005},
}
@article{cstKS,
author = {Carroll, Christopher D and Sla{\-}calek, Jiri and
Tokuoka, Ki{\-}ichi},
journal = {Economics Letters},
note = {At
\url{https://www.econ2.jhu.edu/people/ccarroll/papers/cstKS/}; extended
version available as ECB Working Paper number 1633,
\url{https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1633.pdf}},
pages = {97--100},
publisher = {Elsevier},
title = {Buffer-Stock Saving in a Krusell--Smith World},
volume = {132},
year = {2015},
doi = {doi:10.1016/j.econlet.2015.04.021},
url = {https://www.econ2.jhu.edu/people/ccarroll/papers/cstKS/},
}
@article{carroll&samwick:nature,
author = {Carroll, Christopher D. and Samwick, Andrew A.},
journal = {Journal of Monetary Economics},
number = {1},
pages = {41--71},
title = {The {N}ature of {P}recautionary {W}ealth},
volume = {40},
year = {1997},
url = {https://www.econ2.jhu.edu/people/ccarroll/papers/
nature.pdf},
}
@article{sty:consumption,
author = {Storesletten, Kjetil and Telmer, Chris I. and
Yaron, Amir},
journal = {Journal of Monetary Economics},
month = {Apr},
number = {3},
pages = {609--633},
title = {Consumption and Risk Sharing Over the Life Cycle},
volume = {51},
year = {2004},
biburl = {http://www.bibsonomy.org/bibtex/
2eec5eb26c6514db248ef7956537b8aaa/smicha},
url = {http://www.sciencedirect.com/science/article/B6VBW-4BWMTRW-
2/1/4934de112177c84dc55a3f37dbde0e16},
}
@article{lmpPermShocks,
author = {Low, Hamish and Meghir, Costas and Pistaferri, Luigi},
journal = {The American economic review},
number = {4},
pages = {1432--1467},
publisher = {American Economic Association},
title = {Wage risk and employment risk over the life cycle},
volume = {100},
year = {2010},
}
@article{nv:risk,
author = {Nielsen, Helena~Skyt and Vissing-Jorgensen, Annette},
journal = {Manuscript},
title = {The Impact of Labor Income Risk on Educational
Choices: Estimates and Implied Risk Aversion},
year = {2006},
}
@article{ksHetero,
author = {Per Krusell and Anthony A. Smith},
journal = {Journal of Political Economy},
number = {5},
pages = {867--896},
title = {Income and Wealth Heterogeneity in the Macroeconomy},
volume = {106},
year = {1998},
timestamp = {2009.01.28},
}
@article{cstwMPC,
author = {Carroll, Christopher and Slacalek, Jiri and
Tokuoka, Kiichi and White, Matthew N.},
journal = {Quantitative Economics},
number = {3},
pages = {977-1020},
title = {The distribution of wealth and the marginal
propensity to consume},
volume = {8},
year = {2017},
abstract = {In a model calibrated to match micro- and
macroeconomic evidence on household income dynamics,
we show that a modest degree of heterogeneity in
household preferences or beliefs is sufficient to
match empirical measures of wealth inequality in the
United States. The heterogeneity-augmented model's
predictions are consistent with microeconomic
evidence that suggests that the annual marginal
propensity to consume (MPC) is much larger than the
roughly 0.04 implied by commonly used macroeconomic
models (even ones including some heterogeneity). The
high MPC arises because many consumers hold little
wealth despite having a strong precautionary motive.
Our model also plausibly predicts that the aggregate
MPC can differ greatly depending on how the shock is
distributed across households (depending, e.g., on
their wealth, or employment status).},
doi = {https://doi.org/10.3982/QE694},
url = {https://onlinelibrary.wiley.com/doi/abs/10.3982/QE694},
}
@article{hallRandomWalk,
author = {Hall, Robert E.},
journal = {Journal of Political Economy},
note = {Available at
{\url{http://www.stanford.edu/~rehall/Stochastic-JPE-Dec-1978.pdf}}},
pages = {971--87},
title = {Stochastic Implications of the Life-Cycle/Permanent
Income Hypothesis: Theory and Evidence},
volume = {96},
year = {1978},
url = {http://www.stanford.edu/~rehall/Stochastic-JPE-Dec-
1978.pdf},
}
@article{muthOptimal,
author = {Muth, John F.},
journal = {Journal of the American Statistical Association},
number = {290},
pages = {299--306},
title = {Optimal Properties of Exponentially Weighted
Forecasts},
volume = {55},
year = {1960},
}