Spreading the Wealth Around: Reflections Inspired by Joe the Plumber

By N. Mankiw, J. Bookin, Stacy Carlson. 2010

135 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Gender Studies, Sociology and Political Science

View Paper: https://www.semanticscholar.org/paper/1eca4e5c7c816213528b318408dc7949071202b5

Citations in the corpus

• Defending the One Percent (2013, unknown): “An alternative to the social insurance view of the income distribution is what, in Mankiw (2010), I called a " just deserts " perspective.”
• Predictability of stock returns and asset allocation under structural breaks (2011, unknown): “Studies of asset allocation under return predictability (e.g., Barberis (2000), Campbell and Viceira (2001), Campbell, Chan, and Viceira (2003) and Kandel and Stambaugh (1996)) have mostly used vector autoregressions (VARs) to capture the relation between asset returns and predictor variables.”
• Inflation Risk and the Inflation Risk Premium (2010, unknown): “…was claimed in this study: the inflation risk premium is mostly                                                              13 The estimate in Buraschi and Jiltsov (2005) is on average 70 basis points; in Campbell and Viceira (2001), albeit using a slightly different but related definition…”
• Optimal Portfolio Selection with Life Insurance Under Inflation Risk (2014, unknown): “Dynamic asset allocation problems including stochastic interest rate and indexed bonds are investigated by Campbell and Viceira (2001), Brennan and Xia (2002), Munk et al. (2004) and Han and Hung (2012).”
• Do Return Prediction Models Add Economic Value (2012, unknown): “Campbell and Viceira (2001) derive the following log-linearized approximation to the investor's wealth at time t + 1: from which the approximate optimal portfolio weight for the CRRA investor is obtained: ω * t ≈ µ t+1 + σ 2 t+1 /2 γ σ 2 t+1 .”
• Portfolios and risk premia for the long run. (2012, unknown): “Campbell and Viceira (1999; 2001; 2002) propose approximate solutions based on the log-linearization of rst-order conditions and budget constraints.”
• Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts (2011, unknown): “10 In the special case where α is zero, this is consistent with the conventional utility function used in many prior studies of life cycle portfolio allocation (c.f. Campbell and Viceira 2001; Cocco, Gomes, and Maenhout 2005; Viceira 2001; and Yao and Zhang 2005).”