NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Andrew B. Abel

Contact and additional information for this authorAll publicationsWorking Papers only

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
February 1998An Exact Soultion for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility
with Janice C. Eberly: w4412
August 1997The Mix and Scale of Factors with Irreversibility and Fixed Costs of Investment
with Janice C. Eberly: w6148
November 1996Options, the Value of Capital, and Investment
with Avinash K. Dixit, Janice C. Eberly, Robert S. Pindyck: w5227
November 1995The Effects of Irreversibility and Uncertainty on Capital Accumulation
with Janice C. Eberly: w5363
April 1995Optimal Investment with Costly Reversibility
with Janice C. Eberly: w5091
January 1995A Unified Model of Investment Under Uncertainty
with Janice C. Eberly: w4296
December 1994Does the Consumption of Different Age Groups Move Together? A New Nonparametric Test of Intergenerational Altruism
with Laurence J. Kotlikoff: w2490
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
November 1991Asset Prices under Habit Formation and Catching up with the Joneses
w3279
January 1990Birth, Death and Taxes
w2953
October 1989Stock Prices Under Time-Varying Dividend Risk: An Exact Solution In An Infinite-Horizon General Equilibrium Model
w2621
June 1989Investment and Sales: Some Empirical Evidence
with Olivier J. Blanchard: w2050
April 1989Assessing Dynamic Efficiency: Theory and Evidence
with N. Gregory Mankiw, Lawrence H. Summers, Richard J. Zeckhauser: w2097
April 1988Consumption and Investment
w2580
March 1988Operative Gift and Bequest Motives
w2331
February 1988The Implications of Insurance for the Efficacy of Fiscal Policy
w2517
1988Aggregate Savings in the Presence of Private and Social Insurance
w1873
October 1987Optimal Monetary Growth
w2136
August 1987The Present Value of Profits and Cyclical Movements in Investment
with Olivier J. Blanchard: w1122
June 1987An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives
w2298
May 1987The Failure of Ricardian Equivalence Under Progressive Wealth Taxation
w1983
March 1987Capital Accumulation and Uncertain Lifetimes with Adverse Selection
w1664
1987Specification of the Joy of Giving: Insights from Altruism
with Mark Warshawsky: w2154
1986Bequests and Social Security With Uncertain Lifetimes
w1372
A Stochastic Model of Investment, Marginal q and the Market Value of theFirm
w1484
Dynamic Behavior of Capital Accumulation in a Cash-in-Advance Model
w1549
September 1985Inventories, Stock-Outs, and Production Smoothing
w1563
September 1983An Integrated View of Tests of Rationality, Market Efficiency, and the Short-Run Neutrality of Monetary Policy
with Frederic S. Mishkin: w0726
An Intertemporal Model of Saving and Investment
with Olivier J. Blanchard: w0885
February 1983Accelerated Depreciation and the Efficacy of Temporary Fiscal Policy: Implications for an Inflationary Economy
w0596

Contact and additional information for this authorAll publicationsWorking Papers only

 
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