The time-varying volatility of earnings and aggregate consumption growth
Lorenzo Pozzi
| 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 | Volatilität | Volatility | Schätzung | Estimation | Einkommenshypothese | Income hypothesis | Konsumtheorie | Consumption theory | ARCH-Modell | ARCH model | Einkommen | Income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011308006