Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel

DOI10.2307/2171960zbMATH Open0859.90050OpenAlexW2004648299MaRDI QIDQ4895060FDOQ4895060

Authors: Costas Meghir, Guglielmo Weber 

Publication date: 25 November 1996

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171960

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zbMATH Keywords

panel dataliquidity constraintsconsumptionhabitsintertemporal Euler equation

Mathematics Subject Classification ID

Economic time series analysis (91B84) Consumer behavior, demand theory (91B42)

Cited In (10)

• EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING
• Interpreting the results of empirical analyses of intertemporal allocation: An identification problem
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
• Consumption and habit formation when time horizon is finite
• When do borrowing constraints bind? Some new results on the income fluctuation problem
• Euler equation estimation: children and credit constraints
• Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors
• Testing for intertemporal nonseparability
• Point estimation with exponentially tilted empirical likelihood

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