A large-scale dataset of choice and response-time data in intertemporal choice. [PDF]
Sci DataPongratz H, Schoemann M.
europepmc +1 more source
Choice bundling, unpacked: Observed and predicted effects on intertemporal choice in an additive model of hyperbolic delay discounting. [PDF]
PLoS One, 2021 Stein JS, Madden GJ.
europepmc +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
Financial Review, EarlyView.ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
Time Overestimation Devalues Future Rewards: Electroencephalogram Evidence from Intertemporal Choice. [PDF]
Brain SciYi L +8 more
europepmc +1 more source
Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey [PDF]
This paper investigates whether the inclusion of housing in a household portfolio is important to the household’s intertemporal decision making. Households hold portfolios of assets rather than a Treasury bill and/or a stock index and make their spending
Fuad Hasanov
core
Residual Income Valuation and Stock Returns: Evidence From a Value‐to‐Price Investment Strategy*
Financial Review, EarlyView.ABSTRACT This paper contributes to the accounting and asset pricing anomalies literature by investigating the performance of value‐to‐price (V/P) strategies, and the relationship between V/P ratio and various risk proxies. If the V/P ratio successfully predicts future returns at stock level, we hypothesize that portfolios based on the V/P ratio ...
Ahmad Haboub +2 more
wiley +1 more source
Comparing likelihood-based and likelihood-free approaches to fitting and comparing models of intertemporal choice. [PDF]
Behav Res MethodsKvam PD +3 more
europepmc +1 more source
Why Uncertainty Matters - Discounting under Intertemporal Risk Aversion and Ambiguity [PDF]
Uncertainty has an almost negligible impact on project value in the economic standard model. I show that a comprehensive evaluation of uncertainty and uncertainty attitude changes this picture fundamentally.
Christian Traeger
core
The Legacy of Policy Inaction in Climate‐Growth Models
International Economic Review, EarlyView.ABSTRACT To better understand the structure and core mechanisms of a broad class of climate‐growth models, we study a simplified version of the dynamic integrated model of climate and the economy (DICE) through the lens of growth theory. We analytically show that this model features a continuum of saddle‐point stable steady states.
Thomas Steger, Timo Trimborn
wiley +1 more source
Editorial: Mathematical Models for Intertemporal Choice
Frontiers in Applied Mathematics and Statistics, 2021 Salvador Cruz Rambaud
doaj +1 more source