, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time series of GDP and Government Consumption Expenditures & Gross …

inclusion of autocorrelation effects in the model and the simulation of future uncertainty. The model predicts that, in the …

indices of mortality and fertility rates. These models are then used in the simulation of future vital rates to obtain age …

consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is … consumption changes. A more important part of aggregate consumption changes is explained by the unobserved component. The …

The ratio of consumption to total household wealth (i.e., tangible assets plus unobserved human wealth) is commonly … relationship between consumption, assets and earnings (i.e., the variable "cay"). The evidence in favor of a stable cointegrating … unobserved component model applied to US data over the period 1951Q4-2016Q4. The regression of consumption on assets and earnings …

contribution proposes a stochastic cohort-component model that uses simulation techniques based on stochastic models for fertility …

Time varying patterns in US growth are analyzed using various univariate model structures, starting from a naive model … conditional variance are specified together with their interaction, including survey data on expected growth in order to … strengthen the information in the model. Use is made of a simulation based Bayesian inferential method to determine the …