The time-varying volatility of earnings and aggregate consumption growth
Year of publication: |
2015
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Authors: | Pozzi, Lorenzo |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 47.2015, 4, p. 551-580
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Subject: | aggregate consumption | earnings | precaution | ARCH errors | Privater Konsum | Private consumption | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Aggregation |
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