메뉴 건너뛰기
Review of Economic Dynamics
Volumn 1, Issue 3, 1998, Pages 646-676
Risk Preferences and the Welfare Cost of Business Cycles
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0001889872     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1006/redy.1998.0020     Document Type: Article
Times cited : (63)
References (15)
  • 1
    • 0000842941 scopus 로고
    • Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework
    • Epstein L. G., Zin S. E. Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework. Econometrica. 57:1989;937-969.
    • (1989) Econometrica , vol.57 , pp. 937-969
    • Epstein, L.G.1    Zin, S.E.2
  • 2
    • 38249016161 scopus 로고
    • "first-order" risk aversion and the equity premium puzzle
    • Epstein L. G., Zin S. E. "First-order" risk aversion and the equity premium puzzle. J. Monetary Econom. 26:1990;387-407.
    • (1990) J. Monetary Econom. , vol.26 , pp. 387-407
    • Epstein, L.G.1    Zin, S.E.2
  • 3
    • 84935429666 scopus 로고
    • Substitution, risk aversion and the temporal behavior of consumption and asset returns: An empirical analysis
    • Epstein L. G., Zin S. E. Substitution, risk aversion and the temporal behavior of consumption and asset returns: an empirical analysis. J. Polit. Econ. 99:1991;263-286.
    • (1991) J. Polit. Econ. , vol.99 , pp. 263-286
    • Epstein, L.G.1    Zin, S.E.2
  • 5
    • 84934563022 scopus 로고
    • Cost of business cycles with indivisibilities and liquidity constraints
    • İmrohoro ǧ A. Cost of business cycles with indivisibilities and liquidity constraints. J. Polit. Econ. 97:1989;1364-1383.
    • (1989) J. Polit. Econ. , vol.97 , pp. 1364-1383
    • Imrohoroǧ, A.1
  • 6
    • 0000737101 scopus 로고
    • Stationary ordinal utility and impatience
    • Koopmans T. C. Stationary ordinal utility and impatience. Econometrica. 28:1960;287-309.
    • (1960) Econometrica , vol.28 , pp. 287-309
    • Koopmans, T.C.1
  • 7
    • 0001519332 scopus 로고
    • Time-to-build and aggregate fluctuations
    • Kydland F., Prescott E. C. Time-to-build and aggregate fluctuations. Econometrica. 50:1982;1345-1370.
    • (1982) Econometrica , vol.50 , pp. 1345-1370
    • Kydland, F.1    Prescott, E.C.2
  • 10
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series: Some evidence and implications
    • Nelson C., Plosser C. Trends and random walks in macroeconomic time series: some evidence and implications. J. Monetary Econom. 10:1982;139-162.
    • (1982) J. Monetary Econom. , vol.10 , pp. 139-162
    • Nelson, C.1    Plosser, C.2
  • 11
    • 0030306166 scopus 로고    scopus 로고
    • Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences
    • Pemberton J. Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences. Econom. Lett. 50:1996;387-392.
    • (1996) Econom. Lett. , vol.50 , pp. 387-392
    • Pemberton, J.1
  • 13
    • 0000092680 scopus 로고
    • First order versus second order risk aversion
    • Segal U., Spivak A. First order versus second order risk aversion. J. Econom. Theory. 51:1990;111-125.
    • (1990) J. Econom. Theory , vol.51 , pp. 111-125
    • Segal, U.1    Spivak, A.2
  • 14
    • 38249004563 scopus 로고
    • The equity premium puzzle and the risk-free rate puzzle
    • Weil P. The equity premium puzzle and the risk-free rate puzzle. J. Monetary Econom. 24:1989;401-422.
    • (1989) J. Monetary Econom. , vol.24 , pp. 401-422
    • Weil, P.1
  • 15
    • 0002569928 scopus 로고
    • The dual theory of choice under risk
    • Yaari M. E. The dual theory of choice under risk. Econometrica. 55:1987;95-115.
    • (1987) Econometrica , vol.55 , pp. 95-115
    • Yaari, M.E.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.