Measuring Long-Run Consumption Risk

James Kahn ()

No 374, 2008 Meeting Papers from Society for Economic Dynamics

Abstract: behavior as productivity growth, modeled (as in Kahn and Rich, 2007) as a regime-switching process in the mean growth rate. The regime-switching process has very similar properties to the long-run risk component in Bansal-Yaron.

Date: 2008
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