Revisiting intertemporal elasticity of substitution in a sticky price model

DOI10.1016/J.JEDC.2022.104498MaRDI QIDQ2102855zbMATH OpenOpenAlexFDO

Authors Juha Kilponen, Jouko Vilmunen, Oskari Vähämaa

Publication date 12 December 2022

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2022.104498

zbMATH Keywords

Bayesian estimationintertemporal elasticity of substitutionmonetary policynon-separable utility

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Recommendations

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Cites work

• Aggregating elasticities: intensive and extensive margins of Women's labor supply
• Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach
• scientific article; zbMATH DE number 5198649 (Why is no real title available?)
• Non-separability and sectoral comovement in a sticky price model
• The slope of the Phillips curve: evidence from U.S. states

Cited in

(8)

• Consumption adjustment to real interest rates: Intertemporal substitution revisited
• Reconciling Jaimovich-Rebello preferences, habit in consumption and labor supply
• Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach
• MACROECONOMICS OF SUBSISTENCE POINTS
• On the Hicks-Allen Definition of Complements and Substitutes with Discrete Changes in Prices
• SUBSTITUTION AND REVENUE EFFECTS WITH ENDOGENOUS IMPATIENCE
• Estimating the elasticity of intertemporal substitution using mortgage notches
• Intertemporal utility with heterogeneous goods and constant elasticity of substitution

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