, 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 …

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

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

the other parameters of the consumption function and reveals significant real interest rate effects. Simulation …In this paper the effects on aggregate consumption of changes in the age distribution of the population are analysed … empirically. Economic theories predict that age influences individuals’ saving and consumption behaviour. Despite this, age …

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 …