NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Andrew B. Abel

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

May 2009Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
with Janice C. Eberly, Stavros Panageas: w15010
August 2007Optimal Capital Income Taxation
w13354
June 2006Equity Premia with Benchmark Levels of Consumption: Closed-Form Results
w12290
November 2003Optimal Taxation When Consumers Have Endogenous Benchmark Levels of Consumption
w10099
September 2002The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
w9210
December 2001On the Invariance of the Rate of Return to Convex Adjustment Costs
w8649
On the Invariance of the Rate of Return to Convex Adjustment Costs
w8635
February 2001Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?
w8131
An Exploration of the Effects of Pessimism and Doubt on Asset Returns
w8132
June 2000The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
w7739
March 1999The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
w6991
August 1998Risk Premia and Term Premia in General Equilibrium
w6683
August 1997The Mix and Scale of Factors with Irreversibility and Fixed Costs of Investment
with Janice C. Eberly: w6148
November 1995The Effects of Irreversibility and Uncertainty on Capital Accumulation
with Janice C. Eberly: w5363
August 1995Options, the Value of Capital, and Investment
with Avinash K. Dixit, Janice C. Eberly, Robert S. Pindyck: w5227
April 1995Optimal Investment with Costly Reversibility
with Janice C. Eberly: w5091
July 1993An Exact Soultion for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility
with Janice C. Eberly: w4412
March 1993A Unified Model of Investment Under Uncertainty
with Janice C. Eberly: w4296
June 1992Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
w4110
January 1992Fiscal Policy With Impure Intergenerational Altruism
with B. Douglas Bernheim: w2613
March 1990Asset Prices under Habit Formation and Catching up with the Joneses
w3279
January 1990Birth, Death and Taxes
w2953
June 1988Stock Prices Under Time-Varying Dividend Risk: An Exact Solution In An Infinite-Horizon General Equilibrium Model
w2621
April 1988Consumption and Investment
w2580
March 1988Operative Gift and Bequest Motives
w2331
February 1988The Implications of Insurance for the Efficacy of Fiscal Policy
w2517
1988Does the Consumption of Different Age Groups Move Together? A New Nonparametric Test of Intergenerational Altruism
with Laurence J. Kotlikoff: w2490
June 1987An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives
w2298
1987Optimal Monetary Growth
w2136
Specification of the Joy of Giving: Insights from Altruism
with Mark Warshawsky: w2154
December 1986Assessing Dynamic Efficiency: Theory and Evidence
with N. Gregory Mankiw, Lawrence H. Summers, Richard J. Zeckhauser: w2097
October 1986Investment and Sales: Some Empirical Evidence
with Olivier J. Blanchard: w2050
July 1986The Failure of Ricardian Equivalence Under Progressive Wealth Taxation
w1983
March 1986Aggregate Savings in the Presence of Private and Social Insurance
w1873
1986Bequests and Social Security With Uncertain Lifetimes
w1372
July 1985Capital Accumulation and Uncertain Lifetimes with Adverse Selection
w1664
February 1985Inventories, Stock-Outs, and Production Smoothing
w1563
1985Dynamic Behavior of Capital Accumulation in a Cash-in-Advance Model
w1549
October 1984A Stochastic Model of Investment, Marginal q and the Market Value of theFirm
w1484
May 1983The Present Value of Profits and Cyclical Movements in Investment
with Olivier J. Blanchard: w1122
April 1982An Intertemporal Model of Saving and Investment
with Olivier J. Blanchard: w0885
August 1981An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy
with Frederic S. Mishkin: w0726
December 1980Accelerated Depreciation and the Efficacy of Temporary Fiscal Policy: Implications for an Inflationary Economy
w0596

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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