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題名:借貸限制下的消費與預防性儲蓄行為
書刊名:經濟論文
作者:藍青玉 引用關係郭炳伸 引用關係
作者(外文):Lan, Ching-YuKuo, Biing-Shen
出版日期:2006
卷期:34:1
頁次:頁1-39
主題關鍵詞:借貸限制預防性儲蓄恆常所得假說消費過度敏感性高階動差Borrowing constraintPrecautionary savingPermanent income hypothesisExcess sensitivity of consumptionHigher-order moments
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:11
  • 點閱點閱:200
期刊論文
1.Campbell, John Y.、Mankiw, N. Gregory(1991)。The Response of Consumption to Income--a Cross-Country Investigation。European Economic Review,35(4),723-767。  new window
2.郭炳伸、鐘景婷(2002)。消費行為受資金流動性限制嗎?經濟景氣的不對稱效果。經濟論文,30(4),443-472。  延伸查詢new window
3.Campbell, John Y.、Mankiw, N. G.(1990)。Permanent income, current income, and consumption。Journal of Business and Economics Statistics,8(3),265-279。  new window
4.Gourinchas, Pierre-Olivier、Parker, Jonathan A.(2002)。Consumption over the Life Cycle。Econometrica,70(1),47-89。  new window
5.Lusardi, A.(1998)。On the Importance of the Precautionary Saving Motive。American Economic Review,88(2),449-453。  new window
6.Scheinkman, J. A.、Weiss, L.(1986)。Borrowing Constraints and Aggregate Economic Activity。Econometrica,54,23-45。  new window
7.Harvey, Campbell R.、Siddique, Akhtar(2000)。Conditional skewness in asset pricing tests。The Journal of Finance,55(3),1263-1295。  new window
8.Pratt, John W.(1964)。Risk Aversion in the Small and in the Large。Econometrica,32(1/2),122-136。  new window
9.Stiglitz, Joseph E.、Weiss, Andrew(1981)。Credit Rationing in Markets with Imperfect Information。American Economic Review,71(3),393-410。  new window
10.陳禮潭、胡勝正(20000600)。不完全借貸市場、短視行為與恆常所得假說--臺灣消費函數之實證研究。經濟論文,28(2),127-148。new window  延伸查詢new window
11.Flavin, Marjorie A.(1981)。The adjustment of consumption to changing expectations about future income。Journal of Political Economy,89(5),974-1009。  new window
12.Hall, Robert E.(1978)。Stochastic Implications of the Life Cycle-permanent Income Hypothesis: Theory and Evidence。Journal of Political Economy,86(6),971-987。  new window
13.Lucas, Robert E. Jr.(1978)。Asset Prices in an Exchange Economy。Econometrica,46(6),1429-1445。  new window
14.詹維玲、胡勝正(1996)。臺灣消費函數之時間序列實證研究-消費對當前所得的反應。經濟論文,24(2),187-214。new window  延伸查詢new window
15.Flavin, Marjorie(1985)。Excess Sensitivity of Consumption to Current Income: Liquidity Constraints or Myopia?。The Canadian Journal of Economics=Revue canadienne d'Economique,18(1),117-136。  new window
16.Zeldes, S. P.(1989)。Consumption and Liquidity Constrains: An Empirical Investigation。Journal of Political Economy,97(2),305-346。  new window
17.Souleles, Nicholas S.、Pischke, Jörn-Steffen、Jappelli, Tullio(1998)。Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources。The Review of Economics and Statistics,80(2),251-262。  new window
18.Zeldes, S. P.(1989)。Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence。The Quarterly Journal of Economics,104(2),275-298。  new window
19.Kimball, M. S.(1990)。Precautionary Saving in the Small and in the Large。Econometrica,58(1),53-73。  new window
20.Runkle, David E.(1991)。Liquidity Constraints and Permanent Income Hypothesis: Evidence from Panel Data。Journal of Monetary Economics,27(1),73-98。  new window
21.Jappelli, Tullio、Pagano, Marco(1994)。Saving, Growth, and Liquidity Constraints。The Quarterly Journal of Economics,109(1),83-109。  new window
22.黃朝熙(1999)。恆常所得消費與流動性限制:臺灣時間序列資料的實証研究。經濟論文,27(1),23-48。  延伸查詢new window
23.Deaton, Angus S.(1991)。Saving and Liquidity Constraints。Econometrica,59(5),1221-1248。  new window
24.Terlizzese, Daniele、Jappelli, Tullio、Guiso, Luigi(1992)。Earnings Uncertainty and Precautionary Saving。Journal of Monetary Economics,30,307-337。  new window
25.Samwick, Andrew A.、Carroll, Christopher D.(1998)。How Important Is Precautionary Saving?。The Review of Economics and Statistics,80(3),410-419。  new window
26.Weber, Guglielmo、Attanasio, Orazio P.(1995)。Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey。Journal of Political Economy,103(6),1121-1157。  new window
27.葉金江、詹維玲(1998)。消費與流動性限制-臺灣的實證研究。經濟論文,26(2),157-187。new window  延伸查詢new window
28.Pagano, Marco、Jappelli, Tullio(1989)。Consumption and Capital Market Imperfections: An International Comparison。The American Economic Review,79(5),1088-1105。  new window
29.Mishkin, F.、Hall, R. E.(1982)。The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households。Econometrica,50(2),461-481。  new window
30.Shea, John(1995)。Myopia, Liquidity Constraints, and Aggregate Consumption: A Simple Test。Journal of Money, Credit and Banking,27(3),798-805。  new window
31.Browning, M.、Lusardi, A.(1996)。Household Saving: Micro Theories and Micro Facts。Journal of Economic Literature,34(4),1797-1855。  new window
32.Low, Hamish、Attanasio, Orazio P.(2004)。Estimating Euler Equations。Review of Economic Dynamics,7(2),406-435。  new window
33.Carroll, C. D.(2001)。A Theory of the Consumption Function, with and without Liquidity Constraints。The Journal of Economic Perspectives,15,23-45。  new window
34.Carroll, C. D.(2001)。Death to the Log-linearized Consumption Euler Equation! (And Very Poor Health to the Second-order Approximation)。Advances in Macroeconomics,1。  new window
35.Garcia, R.、Lusardi, A.、Ng, Serena(1997)。Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation。Journal of Money, Credit and Banking,29,154-176。  new window
36.Ludvigson, S.、Paxson, C. H.(2001)。Approximation Bias in Linerarized Euler Equations。The Review of Economics and Statistics,83,242-256。  new window
37.Bacchetta, Philippe、Gerlach, Stefan(1997)。Consumption and Credit Constraints: International Evidence。Journal of Monetary Economics,40(2),207-238。  new window
38.Carroll, Christopher D.、Kimball, Miles S.(1996)。On the Concavity of the Consumption Function。Econometrica,64(4),981-992。  new window
39.Dittmar, Robert F.(2002)。Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns。The Journal of Finance,57(1),369-403。  new window
40.Dow, James P. Jr.、Olson, Lars J.(1991)。An Analytic Solution to a Stochastic Consumption/Saving Problem with Liquidity Constraints。Southern Economic Journal,58(2),459-464。  new window
41.Lee, Lung-Fei、Porter, Robert H.(1984)。Switching Regression Models with Imperfect Sample Separation Information: With an Application on Cartel Stability。Econometrica,52(2),391-418。  new window
42.Ludvigson, Sydney(1999)。Consumption and Credit: A Model of Time-varying Liquidity Constraints。The Review of Economics and Statistics,81(3),434-447。  new window
43.Lusardi, Annamaria(1996)。Permanent Income, Current Income, and Consumption: Evidence from Two Panel Data Sets。Journal of Business & Economic Statistics,14(1),81-90。  new window
44.Mankiw, N. Gregory(1986)。The Allocation of Credit and Financial Collapse。The Quarterly Journal of Economics,101(3),455-470。  new window
45.Souleles, Nicholas S.(1999)。The Response of Household Consumption to Income Tax Refunds。The American Economic Review,89(4),947-958。  new window
46.Weber, Christian E.(2000)。''Rule-of-thumb'' Consumption, Intertemporal Substitution, and Risk Aversion。Journal of Business & Economic Statistics,18(4),497-502。  new window
47.Xu, Xiaonian(1995)。Precautionary Saving under Liquidity Constraints: A Decomposition。International Economic Review,36(3),675-690。  new window
研究報告
1.Carroll, Christopher D.、Kimball, Miles S.(2001)。Liquidity Constraints and Precautionary Saving。National Bureau of Economic Research。  new window
其他
1.Hajivassiliou, V. A.,Ioannides, Yannis M.(1991)。Dynamic Switching Regression Models of the Euler Equation: Consumption and Liquidity Constraints,Yale University。  new window
2.Kennickell, A.,Lusardi, A.(2000)。Accessing the Importance of the Precautionary Saving Motive,University of Chicago。  new window
3.Parker, Jonathan A.(1999)。The Consumption Function Re-estimated,Princeton University。  new window
圖書論文
1.Mankiw, N. G.、Campbell, J. Y.(1989)。Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence。NBER Macroeconomics Annual。Cambridge, MA:MIT Press。  new window
 
 
 
 
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