COVARIANCE EFFECT

DOI10.1017/S1365100501010069MaRDI QIDQ4804672zbMATH OpenOpenAlexFDO

Authors Bartholomew Moore, Huntley Schaller

Publication date 15 July 2003

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100501010069

zbMATH Keywords

learningconsumptionexcess sensitivity

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

Recommendations

• Learning and excess volatility
• Directed attention and nonparametric learning
• Learning and time-varying macroeconomic volatility
• STATISTICAL LEARNING WITH TIME-VARYING PARAMETERS
• LEARNING AND THE GREAT MODERATION*

Cited in

(2)

• Exact distribution of the product of two or more logistic random variables
• Measuring the covariance risk of consumer debt portfolios

This page was built for publication: COVARIANCE EFFECT

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4804672)