Optimal Intertemporal Consumption under Uncertainty

By Gary Chamberlain, Charles A. Wilson. 2000

154 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ca4ff287f5fb38442a0b795bcc4e60ba5797cb2e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Thomas J. Sargent
2. Matteo Iacoviello
3. P. Surico
4. Gary Koop
5. Todd E. Clark
6. Haroon Mumtaz
7. Lars Peter Hansen
8. Timothy Cogley

In General Decision Sciences

1. Thomas J. Sargent
2. Matteo Iacoviello
3. Garud N. Iyengar
4. Massimo Marinacci
5. Lars Peter Hansen

In Statistics and Probability

1. Thomas J. Sargent
2. Matteo Iacoviello

Citations in the corpus

• Optimal Taxation without State‐Contingent Debt (2002, background): “and the government borrow and lend only in the form”
• Macroeconomics with Financial Frictions: A Survey (2012, unknown): “The same can be shown to hold for the borderline case of β (1 + r) = 1, see Chamberlain and Wilson (2000) for details.”
• House prices, borrowing constraints and monetary policy in the business cycle (2005, background): “of risk aversion; (2) the volatility of the underlying income process; ( 3 ) the loan-to-value ratio; (4) the gap between the interest rate and the discount rate.”