Time-varying idiosyncratic risk and aggregate consumption dynamics
Year of publication: |
June 2017
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Authors: | McKay, Alisdair |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 88.2017, p. 1-14
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Subject: | Consumption | Idiosyncratic risk | Incomplete markets | Business cycle | Unvollkommener Markt | Incomplete market | Risiko | Risk | Privater Konsum | Private consumption | Volatilität | Volatility | Schätzung | Estimation | CAPM | Konsumtheorie | Consumption theory | Konjunktur |
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