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Information Processing with Recursive Utility: Some Intriguing Results

https://doi.org/10.2139/ssrn.1031854
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10/10 checkable references clean · checked 2026-08-27

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The 10 checked references that resolve
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1080/01621459.1992.10475235
Bayesian Analysis of Constrained Parameter and Truncated Data Problems Using Gibbs Sampling
resolves10.1257/aer.97.2.1
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
resolves10.2307/2328815
Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result
resolves10.2307/1913656
Temporal Resolution of Uncertainty and Dynamic Choice Theory
resolves10.1007/s001990050222
Recursive utility and preferences for information
resolves10.1016/s0304-3932(00)00012-x
Risk-sensitive real business cycles
resolves10.1016/0304-3932(89)90028-7
The equity premium puzzle and the risk-free rate puzzle
resolves10.1111/1475-4991.00049
A Guide To U.S. Chain Aggregated Nipa Data
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