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18-046/VI - Consumption and wealth in the long run: an integrated unobserved component approach


  • Authors
    Malin Gardberg, Erasmus University Rotterdam, IFN; Lorenzo (L.C.G.) Pozzi, Erasmus University Rotterdam
  • Publication date
    May 11, 2018
  • Keywords
    consumption, wealth, cay, stationarity, excess returns, unobserved component, Bayesian
  • JEL
    E21, C32, C11