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Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro - In: Journal of economic dynamics & control 48 (2014), pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
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How do housing wealth, financial wealth and consumption interact? : evidence from New Zealand
De Veirman, Emmanuel (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003623175
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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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Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
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Higher-order income risk over the business cycle
Busch, Christopher; Ludwig, Alexander - 2020
Persistent link: https://www.econbiz.de/10012204513
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Higher-order income risk over the business cycle
Busch, Christopher; Ludwig, Alexander - 2020
-skewness and excess kurtosis, to which we refer as higherorder risk. We estimate our extended income process by GMM for household …
Persistent link: https://www.econbiz.de/10012182809
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Higher-order income risk over the business cycle
Busch, Christopher; Ludwig, Alexander - 2020
-skewness and excess kurtosis, to which we refer as higher-order risk. We estimate our extended income process by GMM for household …
Persistent link: https://www.econbiz.de/10012215285
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Learning from Lucas
Sargent, Thomas J. - In: Journal of economic methodology 29 (2022) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10013170084
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Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Uche, Emmanuel; Chang, Bisharat Hussain; Effiom, Lionel - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3437-3450
Persistent link: https://www.econbiz.de/10014327758
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Cyclicality and term structure of value‐at‐risk within a threshold autoregression setup
Bec, Frédérique; Gollier, Christian - 2014
Persistent link: https://www.econbiz.de/10010415730