Housing and relative risk aversion

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 123
Issue: 1
Pages: 23-25

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper derives closed-form and numerical solutions for relative risk aversion in a standard consumption-based model enriched with housing. The presence of housing enables the household to hedge against unexpected shocks and may decrease relative risk aversion. In addition, housing may generate state-dependent, time-varying risk aversion.

Technical Details

RePEc Handle
repec:eee:ecolet:v:123:y:2014:i:1:p:23-25
Journal Field
General
Author Count
1
Added to Database
2026-01-29