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07-069/2 - Idiosyncratic Labour Income Risk and Aggregate Consumption: an Unobserved Component Approach

  • Author
    Lorenzo Pozzi, Erasmus University Rotterdam
  • Publication date
    September 12, 2007
  • Keywords
    Labour income uncertainty; consumption; precaution; state space models; GARCH errors; unobserved component; Bayesian
  • JEL
    E21
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