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Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach
Pozzi, Lorenzo - 2007
We investigate the importance of aggregate and consumer-specific or idiosyncratic labour income risk for aggregate consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is decomposed into an aggregate and into an...
Persistent link: https://www.econbiz.de/10011372981
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Regime-switching cointegration
Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
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State-dependent effects of fiscal policy
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 285-315
Persistent link: https://www.econbiz.de/10011317161
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Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay; Tamayo, Ane - In: Journal of financial economics 105 (2012) 1, pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
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Measuring the natural rates, gaps, and deviation cycles
Murasawa, Yasutomo - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 495-522
Persistent link: https://www.econbiz.de/10010391160
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Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model
Stefán Thórarinsson - 2022
Persistent link: https://www.econbiz.de/10012940002
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When is discretionary fiscal policy effective?
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 229-254
Persistent link: https://www.econbiz.de/10012657688
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Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
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Panel cointegration, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts
Coleman, Simeon; Cuestas, Juan Carlos - In: Economic systems 45 (2021) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10013272977