Lorenzo Pozzi

Ghent University

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Ghent, 9000

Belgium

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Income Uncertainty and Aggregate Consumption

National Bank of Belgium Working Paper No. 77
Number of pages: 57 Posted: 12 Oct 2010
Lorenzo Pozzi
Ghent University
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Abstract:

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Income uncertainty, consumption, precaution, state space models, GARCH errors, unobserved component, Bayesian