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Consumption and wealth in the long run : an integrated unobserved component approach

Gardberg, Malin; Pozzi, Lorenzo - 2018 - Revision: September 2018

The ratio of consumption to total household wealth (i.e., tangible assets plus unobserved human wealth) is commonly … component in the consumption equation. The consumption-to-wealth ratio calculated from this model is much less persistent than …

Persistent link: https://www.econbiz.de/10011844588

A primer on the economics and time series econometrics of wealth effects : a comment

Lettau, Martin (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001590070

A Primer on the Economics and Time Series Econometrics of Wealth Effects : A Comment

Lettau, Martin - 2013

In a recent paper (quot;A Primer on the Economics and Time Series Econometrics of Wealth Effects,quot; 2001), Davis and … Palumbo investigate the empirical relation between three cointegrated variables: aggregate consumption, asset wealth, and … changes in income and wealth? Is the adjustment rapid, occurring within a quarter, or more sluggish, taking place over many …

Persistent link: https://www.econbiz.de/10012711662

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

Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement

Jensen, Sören - 2012

Persistent link: https://www.econbiz.de/10013360909

Chapter 9 Terrorism: Theory and applications

Enders, Walter; Sandler, Todd - In: Handbook of defense economics : volume 1, (pp. 213-249). 1995

This chapter reviews game-theoretic and choice-theoretic depictions of terrorist behavior. A simple game-theoretic framework is presented to ascertain under what circumstances a government would want to precommit itself to a no-negotiation strategy. In another game model, we analyze whether two...

Persistent link: https://www.econbiz.de/10014024422