Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach
Year of publication: |
2010
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Authors: | Pozzi, Lorenzo |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 32.2010, 1, p. 169-184
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Subject: | Haushaltseinkommen | Household income | Konsumentenverhalten | Consumer behaviour | Schock | Shock | Privater Konsum | Private consumption | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | USA | United States | 1952-2001 |
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