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