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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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Persistent link: https://EconPapers.repec.org/RePEc:red:sed008:374

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More papers in 2008 Meeting Papers from Society for Economic Dynamics Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA. Contact information at EDIRC.
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