Dynamic analyses of endogenous time preference, habit formation, and non-expected utility risk aversion in open macroeconomics
Dynamic analyses of endogenous time preference, habit formation, and non-expected utility risk aversion in open macroeconomics
批准号:
22730249
负责人:
HIROSE Ken-Ichi
金额:
$1.75万
依托单位国家:
日本
项目类别:
Grant-in-Aid for Young Scientists (B)
财政年份:
2010
资助国家:
日本
项目状态:
已结题
起止时间:
2010-04-01 至 2014-03-31
关键词:
中文摘要
本研究通过引入消费偏好,如:(1)表现出边际不耐烦的内生时间偏好,(2)习惯形成,以及(3)以非预期效用为代表的风险厌恶,对开放宏观经济学进行了动态分析。然后,本研究[A]研究了主要宏观经济变量(例如,经常账户)的确定,[B]试图解决国际金融的各种难题(例如,远期溢价难题)。
英文摘要
This research has developed dynamic analyses of open macroeconomics by introducing consumption preferences such as (1)endogenous time preference exhibiting decreasing marginal impatience, (2)habit formation, and (3)risk aversion represented by non-expected utility. Then, this research [A]has investigated determination of major macroeconomic variables (e.g., current accounts), and [B]has tried to solve various puzzles as for international finance (e.g., the forward premium puzzle).
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
DOI:
10.1016/j.jedc.2012.04.003
发表时间:
2012-10
期刊:
Journal of Economic Dynamics and Control
影响因子:
1.9
作者:
[Ken-ichi Hirose;Shinsuke Ikeda]
通讯作者:
Ken-ichi Hirose;Shinsuke Ikeda
Decreasing marginal impatience and capital accumulation in a two-country world economy
两国世界经济中边际急躁情绪和资本积累的减少
DOI:
--
发表时间:
2013
期刊:
Osaka University ISER Discussion Paper
影响因子:
--
作者:
[Hirose, Ken-Ichi and Shinsuke Ikeda]
通讯作者:
Ken-Ichi and Shinsuke Ikeda
Decreasing Marginal Impatience in a Two-country Economy
减少两国经济中的边际不耐烦
DOI:
--
发表时间:
2012
期刊:
Journal of Economics
影响因子:
1.7
作者:
[橋本恭之, 木村 真, 畠田敬, Ken-Ichi Hirose and Shinsuke Ikeda]
通讯作者:
Ken-Ichi Hirose and Shinsuke Ikeda