Uncertainty and consumption : evidence from the VAR-DCC-GARCH model
Kazutaka Kurasawa
| Year of publication: |
September 2017
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|---|---|
| Authors: | Kurasawa, Kazutaka |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 9, p. 861-871
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| Subject: | Uncertainty | Consumption | Policy uncertainty index | Vector autoregression | Dynamic conditional correlation | Risiko | Risk | VAR-Modell | VAR model | Konsumentenverhalten | Consumer behaviour | ARCH-Modell | ARCH model | Privater Konsum | Private consumption | Korrelation | Correlation | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory |
| 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/10011906797