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Savings and collective behavioral patterns in Mexico's pension system

Triberti, Giuliana; Massa, Ricardo - In: Análisis económico 37 (2022) 94, pp. 7-21

Persistent link: https://www.econbiz.de/10013257084

Household consumption and saving : random walk hypothesis

Nualtaranee, June - 1992

Persistent link: https://www.econbiz.de/10000851919

Cyclical consumption

Berger, Tino; Pozzi, Lorenzo - 2023

Recessions and expansions are often caused or reinforced by developments in private consumption - the largest component of aggregate demand - which, as a result, varies over the business cycle. As such, an accurate measurement of the cyclical component of consumption and an understanding of its...

Persistent link: https://www.econbiz.de/10014380708

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 idiosyncratic part. Empirically, aggregate risk is modelled through a GARCH process on …

Persistent link: https://www.econbiz.de/10011372981

Persistence in the price-to-dividend ratio and its macroeconomic fundamentals : conference paper

Herwartz, Helmut; Rengel, Malte; Fang, Xu - 2013

state. It is shown that the steady state of the PtDR is jointly influenced by consumption risk, risking sharing, and the … demographic structure. Among those consumption risk is the dominating factor in shaping the variations in the steady state of the …

Persistent link: https://www.econbiz.de/10010340530

Estimating non-stationary common factors : implications for risk sharing

Corona, Francisco; Poncela, Pilar; Ruiz, Esther - In: Computational economics 55 (2020) 1, pp. 37-60

Persistent link: https://www.econbiz.de/10012222591

Extreme inflation and time-varying expected consumption growth

Dergunov, Ilya; Meinerding, Christoph; Schlag, Christian - 2022 - This version: January 3, 2022

alternative derivation for a measure of time-varying disaster risk suggested by Wachter (2013), implying that both the disaster … and the long-run risk paradigm can be extended towards explaining movements in the stock-bond correlation. …

Persistent link: https://www.econbiz.de/10012797771

The effects of income uncertainty on personal saving rate : an intervention and transfer function analysis

Falatoon, Hamid - In: Journal of business and economic perspectives 22 (1996) 2, pp. 79-89

Persistent link: https://www.econbiz.de/10001222687

Personal saving and social security in Italy : fresh evidence from a time series analysis

Zollino, Francesco - 2001

Persistent link: https://www.econbiz.de/10013439275

Consumption and savings of Hungarian households : the importance of credit market

Bethlendi, András - In: Acta oeconomica : periodical of the Hungarian Academy … 59 (2009) 1, pp. 23-55

Persistent link: https://www.econbiz.de/10015144890