NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

An Estimation of Economic Models with Recursive Preferences

Xiaohong Chen, Jack Favilukis, Sydney C. Ludvigson

NBER Working Paper No. 17130
Issued in June 2011

---- Acknowledgements -----

We acknowledge financial support from the National Science Foundation (Chen and Ludvigson) and from the Alfred P. Sloan Foundation (Ludvigson). We are grateful to Orazio Attanasio, Richard Blundell, Darrel Duffie, Lars Hansen, Monika Piazzesi, Annette Vissing-Jorgensen, Gianluca Violante, Motohiro Yogo, Stanley Zin, and to seminar participants at NYU, UC Berkeley, the University of Chicago, the June 2007 SED annual meetings, the July 2007 NBER Summer Institute Methods and Applications for Dynamic, Stochastic General Equilibrium Models Workshop, and the September 2007 CMU Conference in honor of Hansen-Singleton 1982 paper for helpful comments. We also thank Annette Vissing-Jorgensen for help with the stockholder consumption data. Any errors or omissions are the responsibility of the authors, and do not necessarily reflect the views of the National Science Foundation or the National Bureau of Economic Research.

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