Idiosyncratic Labour Income Risk and Aggregate Consumption: an Unobserved Component Approach
Year of publication: |
2007
|
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Authors: | Pozzi, Lorenzo |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Haushaltseinkommen | Konsumentenverhalten | Schock | Gesamtwirtschaftlicher Konsum | Zustandsraummodell | ARCH-Modell | Bayes-Statistik | USA | Labour income uncertainty | consumption | precaution | state space models | GARCH errors | unobserved component | Bayesian |
Series: | Tinbergen Institute Discussion Paper ; 07-069/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837845602 [GVK] hdl:10419/86263 [Handle] RePEc:dgr:uvatin:20070069 [RePEc] |
Classification: | E21 - Consumption; Saving |
Source: |
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Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach
Pozzi, Lorenzo, (2007)
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Idiosyncratic Labour Income Risk and Aggregate Consumption: an Unobserved Component Approach
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