Krebs, Tom (contributor) - 2004
policy is desirable, but it does show that our current
knowledge of idiosyncratic labor market risk is not sufficient to rule ….C we use these
equalities to recover the parameter ω
t+1
from knowledge of σ
2
1s
/σ
2
2s
, σ
2
r1,t+1
h
1
,andσ
2
r2,t+1
h …