Consumption Strikes Back?: Measuring Long-Run Risk
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- Lars Peter Hansen & John C. Heaton & Nan Li, 2008. "Consumption Strikes Back? Measuring Long-Run Risk," Journal of Political Economy, University of Chicago Press, vol. 116(2), pages 260-302, April.
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More about this item
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2005-07-18 (Dynamic General Equilibrium)
- NEP-FMK-2005-07-18 (Financial Markets)
- NEP-MAC-2005-07-18 (Macroeconomics)
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