Optimal consumption, the interest rate and wage uncertainty
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Publication:899836
DOI10.1016/0165-1765(86)90180-1zbMath1328.91174OpenAlexW2057466334MaRDI QIDQ899836
David S. Sibley, David Levhari
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(86)90180-1
Interest rates, asset pricing, etc. (stochastic models) (91G30) Consumer behavior, demand theory (91B42)
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Permanent and transitory income effects in a model of optimal consumption with wage income uncertainty
- A law of large numbers in the theory of consumer's choice under uncertainty
- The permanent income hypothesis: A theoretical formulation
- Capital Accumulation under Uncertainty
- Optimal Consumption with a Stochastic Income Stream
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