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Time-Varying Preferences, Risk Premi...

Licata, David.

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Time-Varying Preferences, Risk Premia, and Tobin Constraints.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Time-Varying Preferences, Risk Premia, and Tobin Constraints./
Author:	Licata, David.
Description:	90 p.
Notes:	Source: Dissertation Abstracts International, Volume: 76-05(E), Section: A.
Contained By:	Dissertation Abstracts International76-05A(E).
Subject:	Economics, Labor. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3669381
ISBN:	9781321448474

Time-Varying Preferences, Risk Premia, and Tobin Constraints.
Licata, David.

Time-Varying Preferences, Risk Premia, and Tobin Constraints. - 90 p.

Source: Dissertation Abstracts International, Volume: 76-05(E), Section: A.

Thesis (Ph.D.)--University of California, Irvine, 2015.

This item must not be sold to any third party vendors.

The first chapter of my thesis explores monetary policy in a New Keynesian model with Markov-switching risk aversion. The second considers the implications for the macroeconomic and financial properties of an RBC model of the presence of habit formation. The third examines the result of adding the ``Tobin constraint" that shares equal the capital stock to a benchmark RBC mdoel. The underlying theme of these endeavors is rendering macroeconomic models more realistic via the introduction of time-varying preferences, non-linear modelling, and financial frictions.

ISBN: 9781321448474Subjects--Topical Terms:

1019135
Economics, Labor.

Time-Varying Preferences, Risk Premia, and Tobin Constraints.
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020 $a 9781321448474
035 $a (MiAaPQ)AAI3669381
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100 1 $a Licata, David. $3 3170686
245 1 0 $a Time-Varying Preferences, Risk Premia, and Tobin Constraints.
300 $a 90 p.
500 $a Source: Dissertation Abstracts International, Volume: 76-05(E), Section: A.
500 $a Adviser: William Branch.
502 $a Thesis (Ph.D.)--University of California, Irvine, 2015.
506 $a This item must not be sold to any third party vendors.
520 $a The first chapter of my thesis explores monetary policy in a New Keynesian model with Markov-switching risk aversion. The second considers the implications for the macroeconomic and financial properties of an RBC model of the presence of habit formation. The third examines the result of adding the ``Tobin constraint" that shares equal the capital stock to a benchmark RBC mdoel. The underlying theme of these endeavors is rendering macroeconomic models more realistic via the introduction of time-varying preferences, non-linear modelling, and financial frictions.
590 $a School code: 0030.
650 4 $a Economics, Labor. $3 1019135
690 $a 0510
710 2 $a University of California, Irvine. $b Economics - Ph.D.. $3 2103839
773 0 $t Dissertation Abstracts International $g 76-05A(E).
790 $a 0030
791 $a Ph.D.
792 $a 2015
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3669381