Correlated income shocks and excess smoothness of consumption
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Publication:1991933
DOI10.1016/J.JEDC.2014.08.022zbMATH Open1402.91366OpenAlexW2085334922MaRDI QIDQ1991933FDOQ1991933
Authors: Dmytro Hryshko 
Publication date: 2 November 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2014.08.022
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life cycleconsumption dynamicspermanent-transitory decompositionincome processesbuffer stock model of savingscorrelated shocks
Cites Work
- Income Variance Dynamics and Heterogeneity
- Consumption Over the Life Cycle
- The method of endogenous gridpoints for solving dynamic stochastic optimization problems
- The persistent-transitory representation for earnings processes
- Risk sharing in private information models with asset accumulation: explaining the excess smoothness of consumption
Cited In (6)
- Risk sharing in private information models with asset accumulation: explaining the excess smoothness of consumption
- Individual Income, Incomplete Information, and Aggregate Consumption
- Rational inattention and the dynamics of consumption and wealth in general equilibrium
- Buffer-stock saving and households' response to income shocks
- Huggett economies with multiple stationary equilibria
- Optimal consumption with time-inconsistent preferences
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