시간선호율을 이용한 예비적 저축이론의 검정 = A Test on the precautionary Saving Theory by Estimating Time Preference

참고문헌 (Reference)

1 김학은, "화폐와 이자" 법문사 1984

2 友野典男, "행동경제학" 지형 2006

3 이민원, "한국의 예비적 저축에 관한 패널분석" 5 (5): 65-89, 1999

4 김병화, "주가와 소비의 관계분석" 7 (7): 26-56, 2001

5 신창목, "장기적 소비부진의 원인분석" 삼성경제연구소 CEO 인포메이션 2008

6 이우헌, "외환위기와 한국의 가계소비: 예비적 저축을 중심으로" 한국국제경제학회 7 (7): 57-78, 2001

7 이명훈, "소비증가와 예비적 저축효과: 소비의 불확실성 가설의 검증" 48 (48): 5-20, 2000

8 남주하, "소비준거 자산가격모형을 이용한 소비행태의 분석" 41 (41): 49-69, 1994

9 함준호, "소득의 불확실성과 내구재 소비" 7 (7): 104-133, 2001

10 신관호, "소득불확실성이 부의 축적과 소비에 미치는 효과" 한국은행 8 (8): 100-134, 2002

11 차은영, "소득불확실성이 가계저축에 미치는 효과" 91-113, 2007

12 최희갑, "불확실성하에서의 소비지출에 대한 실증분석" 한국국제경제학회 9 (9): 187-206, 2003

13 김준영, "고급거시경제이론" 법문사 1996

14 권순우, "가계부채의 위험도 진단" 삼성경제연구소 2007

15 Campbell, J., "Why Is Consumption So Smooth?" LVI : 357-374, 1989

16 Shea, J., "Union Contracts and the Life Cycle/Permanent-Income Hypothesis" 85 : 186-200, 1995

17 Carroll, C. D., "The Nature of Precautionary Wealth" 112 : 1-56, 1997

18 Hubbard, R. G., "The Importance of Precautionary Motives in Explaining Individual and Aggregate Saving" NBER 1994

19 Sandmo. A, "The Effects of Uncertainty on Saving Decision" 37 : 353-360, 1970

20 Carroll, C., "The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence" 2 : 61-156, 1992

21 Hall, R. E., "Stochastic Implication of the Life-Cycle/Permanent Income Hypothesis: Theory and Evidence" 96 : 971-987, 1978

22 Tauchen, G., "Statistical Properties of Generalized Method of Moments Estimates of Structural Parameters Using Financial Market Data" 4 : 397-425, 1986

23 Leland, H. E., "Savings and Uncertainty: The Precautionary Demand for Saving" 82 : 465-473, 1968

24 Skinner, J., "Risky Income, Life Cycle Consumption and Precautionary Savings" 22 : 237-255, 1988

25 Pratt,J.W., "Risk Aversion in the Small and in the Large" 37 : 353-360, 1964

26 Kimball, M. S., "Precautionary Saving in the Small and in the Large" 58 : 53-73, 1990

27 Kimball, M. S., "Precautionary Saving and the Timing of Taxes" 97 : 863-879, 1989

28 Dardanoni, V., "Precautionary Saving Under Income Uncertainty: A Cross sectional Analysis" 23 : 153-160, 1991

29 Lusardi, A., "On the Importance of the Precautionary Saving Motive" 88 : 449-453, 1998

30 Hansen, L. P., "Large Sample Properties of Generalized Method of Moments Estimates" 50 : 1029-1054, 1982

31 Dynan, K., "How Prudent Are Consumers?" 101 : 1104-1113, 1993

32 Hansen, L. P., "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models" 50 : 1269-1286, 1982

33 Dominitz, J., "Eliciting Student Expectations of the Returns of Schooling" NBER 1994

34 Guiso, L., "Earnings Uncertainty and Precautionary Saving" 30 : 307-337, 1992

35 Caballero, R. J., "Earnings Uncertainty and Aggregate Wealth Accumulation" 81 : 859-871, 1991

36 Campbell, J., "Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence" NBER Macroeconomics Annual 1989

37 Zeldes, S. P., "Consumption and Liquidity Constraints: An Empirical Investigation" 97 : 305-346, 1989

38 Arrow, K. J., "Consumption Puzzles and Precautionary Savings" Columbia University 1965

39 Carroll, C. D, "Consumption Growth Parallels Income Growth: Some New Evidence, in National Saving and Economic Performance" University of Chicago press 305-343, 1991

40 Dreze, J., "Consumption Decisions under Uncertainty" Journal of Economic Theory 308-335, 1972

41 Lucas,R., "Asset Prices in an Exchange Economy" 46 : 1429-1446, 1978

42 Romer, D., "Advanced Macroeconomics" MaGraw-Hill 2001

43 Kuehlwein, M., "A Test for the Presence of Precautionary Saving" 37 : 471-475, 1991

44 Newey, W. K., "A Simple, Positive Semidefinite, Hetroskedasticity and Autocorrelation Consistent Covariance Matrix" 55 : 703-708, 1987

45 Cochrane,J., "A Cross-Sectional Test of an Investment-Based Asset Pricing Model" 104 : 572-621, 1996

46 박성빈, "2006년 우리나라의 고용구조와 노동연관효과 추정 및 시사점" 2007