Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - Center for Financial Studies - 2006
growth distribution. We use household consumption data from the U.S. Consumer Expenditure Survey to estimate the pricing …
No. 2006/22
Evaluating Asset Pricing Models with
Limited Commitment using
Household Consumption Data …/22
Evaluating Asset Pricing Models with
Limited Commitment using
Household Consumption Data
Dirk Krueger
1
, Hanno Lustig
2 …