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Volumn 21, Issue 2-3, 1997, Pages 273-295

A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem

Author keywords

Integral equations; Intertemporal consumption choice; Numerical quadrature; Nystrom's method

Indexed keywords


EID: 0031065887     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(96)00932-3     Document Type: Article
Times cited : (22)

References (15)
  • 1
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  • 2
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  • 3
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    • Consumption, income, and interest rates: Reinterpreting the time series evidence
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    • Campbell, J.Y. and N.G. Mankiw, 1989, Consumption, income, and interest rates: Reinterpreting the time series evidence, in: O.J. Blanchard and S. Fischer, eds., NBER macroeconomics annual 1989 (MIT Press, Cambridge, MA) 185-216.
    • (1989) NBER Macroeconomics Annual 1989 , pp. 185-216
    • Campbell, J.Y.1    Mankiw, N.G.2
  • 7
    • 0000842941 scopus 로고
    • Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
    • Epstein, L. and S. Zin, 1989, Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework, Econometrica 57, 937-969.
    • (1989) Econometrica , vol.57 , pp. 937-969
    • Epstein, L.1    Zin, S.2
  • 8
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    • Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis
    • Epstein, L. and S. Zin, 1991, Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis, Journal of Political Economy 99, 263-286.
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  • 9
    • 84936823605 scopus 로고
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  • 11
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    • Intertemporal substitution in consumption
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    • Hall, R.E.1
  • 13
    • 0002158052 scopus 로고
    • Mean reversion in stock prices: Evidence and implications
    • Poterba, J.M. and L.H. Summers, 1988, Mean reversion in stock prices: Evidence and implications, Journal of Financial Economics 22, 27-59.
    • (1988) Journal of Financial Economics , vol.22 , pp. 27-59
    • Poterba, J.M.1    Summers, L.H.2
  • 14
    • 0001518154 scopus 로고
    • Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
    • Tauchen, G. and R. Hussey, 1991, Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models, Econometrica 59, 371-396.
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    • Tauchen, G.1    Hussey, R.2
  • 15
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    • Non-expected utility in macroeconomics
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    • Weil, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.