18-046/VI - Consumption and wealth in the long run: an integrated unobserved component approach
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AuthorsMalin Gardberg, Erasmus University Rotterdam, IFN; Lorenzo (L.C.G.) Pozzi, Erasmus University Rotterdam
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Publication dateMay 11, 2018
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Keywordsconsumption, wealth, cay, stationarity, excess returns, unobserved component, Bayesian
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JELE21, C32, C11