Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches

DOI10.1093/RESTUD/RDZ025zbMath1437.91438OpenAlexW2947813435MaRDI QIDQ5109998

Michael Carlos Best, James S. Cloyne, Ethan Ilzetzki, Henrik Jacobsen Kleven

Publication date: 14 May 2020

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/88185/3/b3763a_0af2dca0bf484e75a340e9468f61936e.pdf

zbMATH Keywords

bunchingstructural estimationelasticity of intertemporal substitutioninterest rate notchesmortgage borrowing

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Life insurance and life settlement markets with overconfident policyholders

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