Long-run risk in durable consumption
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- Yoo, Donghoon, 2019. "Ambiguous information, permanent income, and consumption fluctuations," European Economic Review, Elsevier, vol. 119(C), pages 79-96.
- Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022.
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- Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2024.
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- Sushanta K. Mallick & Mohammed Mohsin, 2016. "Macroeconomic Effects of Inflationary Shocks with Durable and Non-Durable Consumption," Open Economies Review, Springer, vol. 27(5), pages 895-921, November.
- Chen, Guojin & Hong, Zhiwu & Ren, Yu, 2016. "Durable consumption and asset returns: Cointegration analysis," Economic Modelling, Elsevier, vol. 53(C), pages 231-244.
- Ravi Jagannathan & Srikant Marakani, 2015.
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Keywords
Durable consumption Long-run risk Skewness Equity premium Term structure of real interest rates;Statistics
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