References

This folder holds the following references to publications, sorted by year and author.

There are 37 references in this bibliography folder.

Buchholz, W and Schumacher, J (2009).
Discounting the Long Distant Future: Simple Explanation for the Weitzman-Gollier Puzzle
CESifo, Discussion Paper(2357).

Gollier, C (2009).
Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule
CESifo, Discussion Paper(2643).

Gollier, C (2009).
Should We Discount the Far-Distant Future at Its Lowest Possible Rate?
Economics: The Open-Access, Open-Assessment E-Journal, 3(2009-25).

Dasgupta, P (2008).
Discounting Climate Change
Journal of Risk and Uncertainty, 37(2-3):141-169.

Gollier, C, Koundouri, P, and Pantelidis, T (2008).
Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy
Economic Policy, 23(56):757-795.

Lowe, J (2008).
Intergenerational Wealth Transfers and Social Discounting: Supplementary Green Book Guidance
HM Treasury, Discussion Paper, London.

Groom, B, Koundouri, P, Panopoulou, E, and Pantelidis, T (2007).
Discounting the Distant Future: How Much does Model Selection Affect the Certainty Equivalent Rate?
Journal of Applied Econometrics, 22(3):641-656.

Hepburn, C and Groom, B (2007).
Gamma Discounting and Expected Net Future Value
Journal of Environmental Economics and Management, 53(1):99-109.

Nordhaus, W (2007).
A Review of the Stern Review on the Economics of Climate Change
Journal of Economic Literature, 45(September):686-702.

Stern, N (2007).
The Stern Review on the Economics of Climate Change
Cambridge: Cambridge University Press.

Weitzman, M (2007).
A Review of the Stern Review on the Economics of Climate Change
Journal of Economic Literature, 45(September):703-724.

Guo, J, Hepburn, C, Tol, R, and Anthoff, D (2006).
Discounting and the Social Cost of Carbon: a Closer Look at Uncertainty
Environmental Science & Policy, 9(3):205-216.

Cochrane, J (2005).
Asset Pricing
Princeton: Princeton University Press, Revised ed.

Jacquier, E, Kane, A, and Marcus, A (2005).
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
Journal of Financial Econometrics, 3(1):37-55.

Gollier, C (2004).
Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting
Finance Research Letters, 1(2):85-89.

Newell, R and Pizer, W (2004).
Uncertain Discount Rates in Climate Policy Analysis
Energy Policy, 32(4):519-529.

Jacquier, E, Kane, A, and Marcus, A (2003).
Geometric or Arithmetic Mean: A Reconsideration
Financial Analysts Journal, 59(Nov/Dec):46-53.

Newell, R and Pizer, W (2003).
Discounting the Distant Future: How Much do Uncertain Rates Increase Valuations?
Journal of Environmental Economics and Management, 46(1):52-71.

Gollier, C (2002).
Discounting an Uncertain Future
Journal of Public Economics, 85(2):149–166.

Weitzman, M (2001).
Gamma Discounting
American Economic Review, 91(1):260-271.

Weitzman, M (1998).
Why the Far-Distant Future Should be Discounted at its Lowest Possible Rate
Journal of Environmental Economics and Management, 36(3):201-208.

Indro, D and Lee, W (1997).
Biases in Arithmetic and Geometric Averages as Estimates of Long-Run Expected Returns and Risk Premia
Financial Management, 26(Winter):81-90.

Mehra, R and Prescott, E (1985).
The Equity Premium: A Puzzle
Journal of Monetary Economics, 15(2):145-161.

Cox, J, Ingersoll, J, and Ross, S (1981).
A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates
Journal of Finance, 36(4):769-799.

Lucas, R (1978).
Asset Prices in an Exchange Economy
Econometrica, 46(6):1429-1446.