Risk preferences in the PSID: Individual imputations and family covariation

American Economic Review

Volumn 99, Issue 2, 2009, Pages 363-368

  Kimball, Miles S ^a   Sahm, Claudia R ^a   Shapiro, Matthew D ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 73849107435     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.99.2.363     Document Type: Conference Paper

References (7)

1. Barsky, Robert B., F. Thomas Juster, Miles S. Kimball, and Matthew D. Shapiro. 1997. "Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study." Quarterly Journal of Economics, 112(2): 537-79.
2. Charles, Kerwin. K., and Erik Hurst. 2003. "Intergenerational Wealth Correlations." Journal of Political Economy, 111(6): 1155-82.
3. Dohmen, Thomas J., Armin Falk, David Huffman, and Uwe Sunde. 2008. "The Intergenerational Transmission of Risk and Trust Attitudes" IZA Discussion Paper 2380.
4. Kimball, Miles S., Claudia R. Sahm, and Matthew D. Shapiro. 2008. "Imputing Risk Tolerance from Survey Responses." Journal of the American Statistical Association, 103(483): 1028-38.
5. Kimball, Miles S., and Matthew D. Shapiro. 2008. "Labor Supply: Are Income and Substitution Effects Both Large or Both Small?" National Bureau of Economic Research Working Paper 14208.
6. Malmendier, Ulrike, and Stefan Nagel. 2008. "Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?" Unpublished.
7. Sahm, Claudia R. 2007. "How Much Does Risk Tolerance Change?" Board of Governors of the Federal Reserve System Finance and Economics Discussion Series 2007-66.