Correlated income shocks and excess smoothness of consumption
type: Item
instance of: scholarly article
title: Correlated income shocks and excess smoothness of consumption
zbMATH Open document ID: 1402.91366
author: Dmytro Hryshko
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6971135
zbMATH Keywords: buffer stock model of savings
zbMATH Keywords: consumption dynamics
zbMATH Keywords: life cycle
zbMATH Keywords: income processes
zbMATH Keywords: correlated shocks
zbMATH Keywords: permanent-transitory decomposition
MaRDI profile type: Publication
full work available at URL: j.jedc.2014.08.022
OpenAlex ID: W2085334922
cites work: Risk Sharing in Private Information Models With Asset Accumulation: Explaining the Excess Smoothness of Consumption
cites work: The persistent-transitory representation for earnings processes
cites work: The method of endogenous gridpoints for solving dynamic stochastic optimization problems
cites work: Consumption Over the Life Cycle
cites work: Income Variance Dynamics and Heterogeneity
DOI: 10.1016/J.JEDC.2014.08.022
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6971135