ctDiscrete.bib

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|  BIBTEX ENTRIES   |
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@article{merton:restat,
  author =        {Merton, Robert C.},
  journal =       {Review of Economics and Statistics},
  pages =         {247--257},
  title =         {Lifetime Portfolio Selection under Uncertainty: The
                   Continuous Time Case},
  volume =        {50},
  year =          {1969},
}

@article{samuelson:portfolio,
  author =        {Samuelson, Paul A.},
  journal =       {Review of Economics and Statistics},
  pages =         {239--46},
  title =         {Lifetime Portfolio Selection by Dynamic Stochastic
                   Programming},
  volume =        {51},
  year =          {1969},
}

@book{Sethi:Thompson:2000,
  address =       {Boston},
  author =        {Sethi, S.P. and Thompson, G.L.},
  publisher =     {Kluwer Academic Publishers},
  title =         {Optimal Control Theory: Applications to Management
                   Science and Economics},
  year =          {2000},
}

@book{markowitz,
  address =       {New York},
  author =        {Markowitz, Harold},
  publisher =     {John Wiley and Sons},
  title =         {Portfolio Selection: Efficient Diversification of
                   Investment},
  year =          {1959},
}

@article{tobinRisk,
  author =        {Tobin, James},
  journal =       {Review of Economic Studies},
  month =         {February},
  number =        {67},
  pages =         {65--86},
  title =         {Liquidity Preference as Behavior Towards Risk},
  volume =        {XXXV},
  year =          {1958},
  url =           {http://cowles.econ.yale.edu/P/cm/m19/m19-01.pdf},
}

@article{phelpsRisk,
  author =        {Phelps, Edward S.},
  journal =       {Econometrica},
  number =        {4},
  pages =         {729--743},
  title =         {The Accumulation of Risky Capital: A Sequential
                   Utility Analysis},
  volume =        {30},
  year =          {1960},
}

@article{Jagannathan:Kubota:Takehara:1998,
  author =        {Jagannathan, Ravi and Kubota, Keiichi and
                   Takehara, Hitoshi},
  journal =       {Journal of Business},
  month =         {July},
  number =        {3},
  pages =         {319--47},
  title =         {Relationship between Labor-Income Risk and Average
                   Return: Empirical Evidence from the Japanese Stock
                   Market},
  volume =        {71},
  year =          {1998},
}

@article{carroll:brookings,
  author =        {Carroll, Christopher D.},
  journal =       {Brookings Papers on Economic Activity},
  note =
  {\url{http://econ.jhu.edu/people/ccarroll/BufferStockBPEA.pdf}},
  number =        {2},
  pages =         {61--156},
  title =         {The Buffer-Stock Theory of Saving: Some Macroeconomic
                   Evidence},
  volume =        {1992},
  year =          {1992},
  url =           {http://econ.jhu.edu/people/ccarroll/BufferStockBPEA.pdf},
}

@article{aiyagari:ge,
  author =        {Aiyagari, S. Rao},
  journal =       {Quarterly Journal of Economics},
  pages =         {659--684},
  title =         {Uninsured Idiosyncratic Risk and Aggregate Saving},
  volume =        {109},
  year =          {1994},
}

@article{ksHetero,
  author =        {Krusell, Per and Smith, Anthony A.},
  journal =       {Journal of Political Economy},
  number =        {5},
  pages =         {867--896},
  title =         {Income and Wealth Heterogeneity in the Macroeconomy},
  volume =        {106},
  year =          {1998},
}

@article{schectman&escudero:results,
  author =        {Schechtman, Jack and Escudero, Vera},
  journal =       {Journal of Economic Theory},
  pages =         {151--166},
  title =         {Some results on `An Income Fluctuation Problem'},
  volume =        {16},
  year =          {1977},
}

@article{bewleyPIH,
  author =        {Bewley, Truman},
  journal =       {Journal of Economic Theory},
  pages =         {252--292},
  title =         {The Permanent Income Hypothesis: A Theoretical
                   Formulation},
  volume =        {16},
  year =          {1977},
}

@article{clarida:ergodic,
  author =        {Clarida, Richard H.},
  journal =       {International Economic Review},
  pages =         {339--351},
  title =         {Consumption, Liquidity Constraints, and Asset
                   Accumulation in the Face of Random Fluctuations in
                   Income},
  volume =        {XXVIII},
  year =          {1987},
}

@article{zeldesStochastic,
  author =        {Zeldes, Stephen P.},
  journal =       {Quarterly Journal of Economics},
  month =         {May},
  number =        {2},
  pages =         {275--298},
  title =         {Optimal Consumption with Stochastic Income:
                   {D}eviations from Certainty Equivalence},
  volume =        {104},
  year =          {1989},
}

@article{cw:cUnderUncert,
  author =        {Chamberlain, Gary and Wilson, Charles A.},
  journal =       {Review of Economic Dynamics},
  number =        {3},
  pages =         {365--395},
  title =         {Optimal Intertemporal Consumption Under Uncertainty},
  volume =        {3},
  year =          {2000},
}

@article{carroll&kimball:concavity,
  author =        {Carroll, Christopher D. and Kimball, Miles S.},
  journal =       {Econometrica},
  note =
  {\url{http://econ.jhu.edu/people/ccarroll/concavity.pdf}},
  number =        {4},
  pages =         {981--992},
  title =         {On the {C}oncavity of the {C}onsumption {F}unction},
  volume =        {64},
  year =          {1996},
  url =           {http://econ.jhu.edu/people/ccarroll/concavity.pdf},
}

@article{bernanke&gertler&gilchrist:accellerator,
  author =        {Bernanke, Benjamin and Gertler, Mark and
                   Gilchrist, Simon},
  journal =       {Review of Economics and Statistics},
  pages =         {1--15},
  title =         {The Financial Accellerator and the Flight to Quality},
  volume =        {78},
  year =          {1996},
}

@article{bszHumK,
  author =        {Berk, Jonathan and Stanton, Richard and
                   Zechner, Josef},
  journal =       {Manuscript, Hass School of Business, Berkeley},
  title =         {Human Capital, Bankruptcy, and Capital Structure},
  year =          {2009},
}

@book{fisherInterestTheory,
  address =       {New York},
  author =        {Fisher, Irving},
  publisher =     {MacMillan},
  title =         {The Theory of Interest},
  year =          {1930},
}

@incollection{uzawa:patientownall,
  address =       {Chicago},
  author =        {Uzawa, Hirofumi},
  booktitle =     {Value, Capital, and Growth: Papers in Honor of Sir
                   John Hicks},
  editor =        {Wolfe, J. N.},
  pages =         {485--504},
  publisher =     {Edinborough University Press},
  title =         {Time Preference, the Consumption Function, and
                   Optimum Asset Holdings},
  year =          {1968},
}

@article{ramsey:save,
  author =        {Ramsey, Frank},
  journal =       {Economic Journal},
  number =        {152},
  pages =         {543--559},
  title =         {A Mathematical Theory of Saving},
  volume =        {38},
  year =          {1928},
}

@article{beckerWealth,
  author =        {Becker, Robert A. and Foias, C.},
  journal =       {Journal of Economic Theory},
  number =        {1},
  pages =         {173--184},
  publisher =     {Elsevier},
  title =         {A Characterization of Ramsey Equilibrium},
  volume =        {41},
  year =          {1987},
}

@article{toche:urisk,
  author =        {Toche, Patrick},
  journal =       {Economics Letters},
  note =
  {\url{http://ideas.repec.org/a/eee/ecolet/v87y2005i2p267-272.html}},
  number =        {2},
  pages =         {267--272},
  title =         {A Tractable Model of Precautionary Saving in
                   Continuous Time},
  volume =        {87},
  year =          {2005},
  url =           {http://ideas.repec.org/a/eee/ecolet/v87y2005i2p267-
                  272.html},
}

@techreport{BufferStockTheory,
  author =        {Christopher D. Carroll},
  institution =   {Department of Economics, Johns Hopkins University},
  journal =       {Manuscript, Department of Economics, Johns Hopkins
                   University},
  note =          {Available at
  \url{http://econ.jhu.edu/people/ccarroll/papers/BufferStockTheory}},
  type =          {manuscript},
  title =         {Theoretical Foundations of Buffer Stock Saving},
  year =          {2016},
  url =           {http://econ.jhu.edu/people/ccarroll/papers/
                  BufferStockTheory.pdf},
}

@article{carrollBSTheory,
  author =        {Carroll, Christopher},
  journal =       {Manuscript, Department of Economics, Johns Hopkins
                   University},
  note =          {Available at
  \url{http://econ.jhu.edu/people/ccarroll/papers/BufferStockTheory}},
  title =         {Theoretical {F}oundations of {B}uffer {S}tock
                   {S}aving},
  year =          {2016},
  url =           {http://econ.jhu.edu/people/ccarroll/papers/
                  BufferStockTheory.pdf},
}

@article{gpLifeCycle,
  author =        {Gourinchas, Pierre-Olivier and Parker, Jonathan},
  journal =       {Econometrica},
  number =        {1},
  pages =         {47--89},
  title =         {Consumption Over the Life Cycle},
  volume =        {70},
  year =          {2002},
}

@article{cagettiWprofiles,
  author =        {Cagetti, Marco},
  journal =       {Journal of Business and Economic Statistics},
  number =        {3},
  pages =         {339--353},
  title =         {Wealth Accumulation Over the Life Cycle and
                   Precautionary Savings},
  volume =        {21},
  year =          {2003},
}

@article{bjksPreferences,
  author =        {Barsky, Robert B. and Juster, F. Thomas and
                   Kimball, Miles S. and Shapiro, Matthew D.},
  journal =       {Quarterly Journal of Economics},
  note =          {\url{http://www.jstor.org/stable/2951245}},
  number =        {2},
  pages =         {537--579},
  publisher =     {MIT Press},
  title =         {Preference parameters and behavioral heterogeneity:
                   An experimental approach in the health and retirement
                   study*},
  volume =        {112},
  year =          {1997},
  url =           {http://www.jstor.org/stable/2951245},
}

@book{friedmanATheory,
  author =        {Friedman, Milton A.},
  publisher =     {Princeton University Press},
  title =         {A Theory of the Consumption Function},
  year =          {1957},
}

@article{kimball:smallandlarge,
  author =        {Kimball, Miles S.},
  journal =       {Econometrica},
  pages =         {53--73},
  title =         {Precautionary Saving in the Small and in the Large},
  volume =        {58},
  year =          {1990},
}

@article{carroll:death,
  author =        {Carroll, Christopher D.},
  journal =       {Advances in Macroeconomics},
  note =          {\url{http://econ.jhu.edu/people/ccarroll/death.pdf}},
  number =        {1},
  pages =         {Article 6},
  title =         {Death to the {L}og-{L}inearized {C}onsumption {E}uler
                   {E}quation! ({A}nd {V}ery {P}oor {H}ealth to the
                   {S}econd-{O}rder Approximation)},
  volume =        {1},
  year =          {2001},
  url =           {http://econ.jhu.edu/people/ccarroll/death.pdf},
}

@article{hallSubstitution,
  author =        {Hall, Robert E.},
  journal =       {Journal of Political Economy},
  note =          {Available at
  {\url{http://www.stanford.edu/~rehall/Intertemporal-JPE-April-1988.pdf}}},
  pages =         {339-357},
  title =         {Intertemporal Substitution in Consumption},
  volume =        {XCVI},
  year =          {1988},
  url =           {http://www.stanford.edu/~rehall/Intertemporal-JPE-April-
                  1988.pdf},
}

@article{ParkerPrestonPrecaution,
  author =        {Parker, Jonathan A. and Preston, Bruce},
  journal =       {American Economic Review},
  month =         {September},
  number =        {4},
  pages =         {1119--1143},
  title =         {Precautionary Saving and Consumption Fluctuations},
  volume =        {95},
  year =          {2005},
}

@article{wrightInterestElasticity,
  author =        {Wright, Colin},
  journal =       {The American Economic Review},
  number =        {4},
  pages =         {pp.850--855},
  publisher =     {American Economic Association},
  title =         {Some Evidence on the Interest Elasticity of
                   Consumption},
  volume =        {57},
  year =          {1967},
  issn =          {00028282},
  language =      {English},
  url =           {http://www.jstor.org/stable/1815373},
}

@article{summersCapTax,
  author =        {Summers, Lawrence H.},
  journal =       {American Economic Review},
  note =          {\url{http://www.jstor.org/stable/1806179}},
  number =        {4},
  pages =         {533--544},
  title =         {Capital Taxation and Accumulation in a Life Cycle
                   Growth Model},
  volume =        {71},
  year =          {1981},
  url =           {http://www.jstor.org/stable/1806179},
}

@article{carroll:bslcpih,
  author =        {Carroll, Christopher D.},
  journal =       {Quarterly Journal of Economics},
  note =              {\url{http://econ.jhu.edu/people/ccarroll/BSLCPIH.zip}},
  number =        {1},
  pages =         {1--56},
  title =         {Buffer Stock Saving and the Life Cycle/Permanent
                   Income Hypothesis},
  volume =        {CXII},
  year =          {1997},
  url =           {http://econ.jhu.edu/people/ccarroll/BSLCPIH.zip},
}

@article{cagettiInterestElasticity,
  author =        {Cagetti, Marco},
  journal =       {The American Economic Review},
  number =        {2},
  pages =         {pp.418--421},
  publisher =     {American Economic Association},
  title =         {Interest Elasticity in a Life-Cycle Model with
                   Precautionary Savings},
  volume =        {91},
  year =          {2001},
  issn =          {00028282},
  language =      {English},
  url =           {http://www.jstor.org/stable/2677800},
}

@article{cssUSsaving,
  author =        {Carroll, Christopher D. and Jiri Slacalek and
                   Martin Sommer},
  journal =       {Manuscript, Johns Hopkins University},
  note =
  {\url{http://econ.jhu.edu/people/ccarroll/papers/cssUSSaving/}},
  title =         {Dissecting Saving Dynamics: Measuring Wealth,
                   Precautionary, and Credit Effects},
  year =          {2013},
  url =           {http://econ.jhu.edu/people/ccarroll/papers/cssUSSaving/},
}

@article{cjSOE,
  author =        {Carroll, Christopher D. and Jeanne, Olivier},
  journal =       {NBER Working Paper Number 15228},
  month =         {August},
  note =              {\url{http://econ.jhu.edu/people/ccarroll/papers/cjSOE}},
  title =         {A Tractable Model of Precautionary Reserves, Net
                   Foreign Assets, or Sovereign Wealth Funds},
  year =          {2009},
  url =           {http://econ.jhu.edu/people/ccarroll/papers/cjSOE.pdf},
}