Andrew Abel
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University of Pennsylvania
→ Wharton School of Business
→ Finance Department
 website
 location: Philadelphia, Pennsylvania (United States)
Research profile
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Asset Prices Under Habit Formation and Catching Up With the Jones
by Andrew B. Abel

Optimal Monetary Growth
by Andrew B. Abel

Financing Losers in Competitive Markets
by Andrew Abel & George J. Mailath

Specification of the Joy of Giving: Insights from Altruism
by Andrew B. Abel & Mark Warshawsky

The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
by Andrew B. Abel

The Implications of Insurance for the Efficacy of Fiscal Policy
by Andrew B. Abel

The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
by Andrew B. Abel

Operative Gift and Bequest Motives
by Andrew B. Abel

Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium
by Andrew B. Abel

Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
by Andrew B. Abel

Asset Prices Under Habit Formation and Catching Up With the Jones
by Andrew B. Abel

An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives
by Andrew B. Abel

Fiscal Policy with Impure Intergenerational Altruism (Reprint 011)
by Andrew B. Abel & B. Douglas Bernheim

An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility
by Andrew B. Abel & Janice C. Eberly

Birth, Death and Taxes
by Andrew B. Abel

Assessing Dynamic Efficiency: Theory and Evidence
by Andrew Abel & Gregory N. Mankiw & Lawrence H. Summers & Richard Zeckhauser

A Unified Model of Investment Under Uncertainty
by Andrew B. Abel & Janice C. Eberly

Stock Prices Under TimeVarying Dividend Risk: An Exact Solution in an InfiniteHorizon General Equilibrium Model
by Andrew Abel

Options, the Value of Capital, and Investment
by Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck

Optimal Monetary Growth
by Andrew B. Abel

Financing Losers in Competitive Markets
by Andrew Abel & George J. Mailath

The Effects of Irreversibility and Uncertainty on Capital Accumulation
by Andrew B. Abel & Janice B. Eberly

The Failure of Ricardian Equivalence Under Progressive Wealth Taxation
by Andrew Abel

Aggregate Savings in the Presence of Private and Social Insurance
by Andrew Abel

Specification of the Joy of Giving: Insights from Altruism
by Andrew B. Abel & Mark Warshawsky

The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
by Andrew B. Abel

The Implications of Insurance for the Efficacy of Fiscal Policy
by Andrew B. Abel

The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
by Andrew B. Abel

Operative Gift and Bequest Motives
by Andrew B. Abel

Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium
by Andrew B. Abel

Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
by Andrew B. Abel

ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.
by ABEL, A. B.

FINANCING LOSERS IN COMPETITIVE MARKETS.
by ABEL, A. B. & MAILATH, G. J.

Investment and Sales; Some Empirical Evidence
by Andrew B. Abel & Olivier H. Summers

Specification of the Joy of Giving: Insights from Altruism
by Andrew B. Abel & Mark Warshawsky

An Analysis of Fiscal Policy Under Operative and Inoperative Bequest Motives
by Andrew B. Abel

The Implications of Insurance for the Efficacy of Fiscal Policy
by Andrew B. Abel

Consumption and Investment
by Andrew B. Abel

Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
by Andrew B. Abel

Optimal Investment with Costly Reversibility
by Andrew B. Abel & Janice C. Eberly

The Effects of Irreversibility and Uncertainty on Capital Accumulation
by Andrew B. Abel & Janice C. Eberly

The Mix and Scale of Factors with Irreversibility and Fixed Costs of Investment
by Andrew B. Abel & Janice C. Eberly

Risk Premia and Term Premia in General Equilibrium
by Andrew B. Abel

The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
by Andrew B. Abel

The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
by Andrew B. Abel

Will Bequests Attenuate the Predicted Meltdown in Stock Prices When Baby Boomers Retire?
by Andrew B. Abel

An Exploration of the Effects of Pessimism and Doubt on Asset Returns
by Andrew B. Abel

An Intertemporal Model of Saving and Investment.
by Abel, Andrew B. & Blanchard, Olivier J.

On the Invariance of the Rate of Return to Convex Adjustment Costs
by Andrew B. Abel

Energy Price Uncertainty and Optimal Factor Intensity: A MeanVariance Analysis.
by Abel, Andrew B.

The Present Value of Profits and Cyclical Movements in Investment.
by Abel, Andrew B. & Blanchard, Olivier J.

Capital Accumulation and Uncertain Lifetimes with Adverse Selection.
by Abel, Andrew B.

Fiscal Policy with Impure Intergenerational Altruism.
by Abel, Andrew B. & Bernheim, B. Douglas

The equity premium puzzle
by Andrew B. Abel

Can the government roll over its debt forever?
by Andrew B. Abel

Exact Solutions for Expected Rates of Return under Markov Regime Switching: Implications for the Equity Premium Puzzle.
by Abel, Andrew B.

The Effect of Annuity Insurance and Savings and Inequality: Comment.
by Abel, Andrew B.

Taxes, Inflation, and the Durability of Capital.
by Abel, Andrew B.

An exploration of the effects of pessimism and doubt on asset returns
by Abel, Andrew B.

A Stochastic Model of Investment, Marginal q and the Market Value of the Firm.
by Abel, Andrew B.

Dynamic Adjustment in a PuttyPutty Model: Implications for Testing the PuttyClay Hypothesis.
by Abel, Andrew B.

An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
by Abel, Andrew B. & Eberly, Janice C.

A Unified Model of Investment under Uncertainty.
by Abel, Andrew B. & Eberly, Janice C.

The effects of irreversibility and uncertainty on capital accumulation
by Abel, Andrew B. & Eberly, Janice C.

Asset Prices under Habit Formation and Catching Up with the Joneses.
by Abel, Andrew B.

Accelerated Depreciation and the Efficacy of Temporary Fiscal Policy: Implications for an Inflationary Economy
by Andrew B. Abel

Optimal Investment under Uncertainty.
by Abel, Andrew B.

Options, the value of capital, and investment
by Abel, Andrew B., 1952

Specification of the Joy of Giving: Insights from Altruism.
by Abel, Andrew B. & Warshawsky, Mark

Aggregate Savings in the Presence of Private and Social Insurance
by Andrew B. Abel

Operative Gift and Bequest Motives.
by Abel, Andrew B.

On the Econometric Testing of RationalityMarket Efficiency.
by Abel, Andrew B. & Mishkin, Frederic S.

Risk premia and term premia in general equilibrium
by Abel, Andrew B.

Precautionary Saving and Accidental Bequests.
by Abel, Andrew B.

An Intertemporal Model of Saving and Investment
by Andrew B. Abel & Olivier J. Blanchard

An exploration of the effects of pessimism and doubt on asset returns.
by Andrew B. Abel

Assessing Dynamic Efficiency: Theory and Evidence
by Andrew B. Abel & N. Gregory Mankiw & Lawrence H. Summers & Richard J. Zeckhauser

A Stochastic Model of Investment, Marginal q and the Market Value of theFirm
by Andrew B. Abel

Asset Prices under Habit Formation and Catching up with the Joneses
by Andrew B. Abel

An Integrated View of Tests of Rationality, Market Efficiency, and the ShortRun Neutrality of Monetary Policy
by Andrew B. Abel & Frederic S. Mishkin

An Exact Soultion for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility
by Andrew B. Abel & Janice C. Eberly

Capital Accumulation and Uncertain Lifetimes with Adverse Selection
by Andrew B. Abel

Bequests and Social Security With Uncertain Lifetimes
by Andrew B. Abel

Birth, Death and Taxes
by Andrew B. Abel

A Unified Model of Investment Under Uncertainty
by Andrew B. Abel & Janice C. Eberly

Dynamic Behavior of Capital Accumulation in a CashinAdvance Model
by Andrew B. Abel

The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
by Andrew B. Abel

Does the Consumption of Different Age Groups Move Together? A New Nonparametric Test of Intergenerational Altruism
by Andrew B. Abel & Laurence J. Kotlikoff

The effects of a baby boom on stock prices and capital accumulation in the presence of Social Security
by Andrew B. Abel

The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks
by Andrew B. Abel

The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
by Andrew B. Abel

Inventories, StockOuts, and Production Smoothing
by Andrew B. Abel

The Failure of Ricardian Equivalence Under Progressive Wealth Taxation
by Andrew B. Abel

Investment and Sales: Some Empirical Evidence
by Andrew B. Abel & Olivier J. Blanchard

Fiscal Policy With Impure Intergenerational Altruism
by Andrew B. Abel & B. Douglas Bernheim

Financing Losers in Competitive Markets
by Abel Andrew B. & Mailath George J.

On the Invariance of the Rate of Return to Convex Adjustment Costs
by Andrew B. Abel

On the Invariance of the Rate of Return to Convex Adjustment Costs
by Andrew B. Abel

Operative Gift and Bequest Motives
by Andrew B. Abel

Optimal Monetary Growth
by Andrew B. Abel

The Present Value of Profits and Cyclical Movements in Investment
by Andrew B. Abel & Olivier J. Blanchard

Options, the Value of Capital, and Investment
by Andrew B. Abel & Avinash K. Dixit & Janice C. Eberly & Robert S. Pindyck

Optimal Taxation When Consumers Have Endogenous Benchmark Levels of Consumption
by Andrew B. Abel

Stock Prices Under TimeVarying Dividend Risk: An Exact Solution In An InfiniteHorizon General Equilibrium Model
by Andrew B. Abel

Will Bequests Attenuate The Predicted Meltdown In Stock Prices When Baby Boomers Retire?
by Andrew B. Abel

Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
by Andrew B. Abel

Q Theory Without Adjustment Costs & Cash Flow Effects Without Financing Constraints
by Janice C. Eberly & Andrew B. Abel

An integrated view of tests of rationality, market efficiency and the shortrun neutrality of monetary policy
by Abel, Andrew B. & Mishkin, Frederic S.

The failure of Ricardian equivalence under progressive wealth taxation
by Abel, Andrew B.

Consumption and investment
by Abel, Andrew B.
edited by

The mix and scale of factors with irreversibility and fixed costs of investment
by Abel, Andrew B. & Eberly, Janice C.

Birth, death and taxes
by Abel, Andrew B.

Dynamic behavior of capital accumulation in a cashinadvance model
by Abel, Andrew B.

Dynamic effects of permanent and temporary tax policies in a q model of investment
by Abel, Andrew B.

Accelerated depreciation and the efficacy of temporary fiscal policy : Implications for an inflationary economy
by Abel, Andrew B.

The effects of uncertainty on investment and the expected longrun capital stock
by Abel, Andrew B.

Money demand during hyperinflation
by Abel, Andrew & Dornbusch, Rudiger & Huizinga, John & Marcus, Alan

Optimal monetary growth
by Abel, Andrew B.

Inputoutput pricing in a Keynesian model as applied to Portugal
by Abel, Andrew B. & Beleza, Luis Miguel C. P.

Stock prices under timevarying dividend risk : An exact solution in an infinitehorizon general equilibrium model
by Abel, Andrew B.

Some observations on demographics and saving : A comment
by Abel, Andrew B.

Equity Premia with Benchmark Levels of Consumption: ClosedForm Results
by Andrew B. Abel

Optimal Capital Income Taxation
by Andrew B. Abel

The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
by Andrew B. Abel
edited by

Optimal Inattention to the Stock Market
by Andrew B. Abel & Janice C. Eberly & Stavros Panageas

R&D and the Market Value of the Firm: A Note
by Andrew B. Abel
edited by

A Comparison of Three Control Algorithms as Applied to the MonetaristFiscalist Debate
by Andrew B. Abel
edited by

Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
by Andrew B. Abel & Janice C. Eberly & Stavros Panageas

Asset prices under habit formation and catching up with the Jones
by A. Abel

Empirical investment equations : An integrative framework
by Abel, Andrew B.

Reply to Prescott's comment
by Abel, Andrew B.

Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
by Stavros Panageas & Janice C. Eberly & Andrew B. Abel

Optimal Debt and Profitability in the Tradeoff Theory
by Andrew B. Abel

The Analytics of Investment, q, and Cash Flow
by Andrew B. Abel

Crowding Out in Ricardian Economies
by Andrew B. Abel

Precautionary Saving in a FinanciallyConstrained Firm
by Andrew B. Abel & Stavros Panageas

An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints
by Andrew B. Abel & Stavros Panageas