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文書・図像類

家計レベル消費の高次モーメントと資産価格の研究

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家計レベル消費の高次モーメントと資産価格の研究

Material type
文書・図像類
Author
和田, 賢治ほか
Publisher
-
Publication date
2021
Material Format
Digital
Capacity, size, etc.
-
NDC
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Notes on use

Note (General):

type:text当研究では、家計レベルの消費にヘッジできないリスクのある場合の動的一般均衡資産価格モデルを導出し、英国の家計調査のデータを用いて実証研究を行った。既存のConstantinides and Ghosh(2017)とは異なり、データと非整合的な消費の成長率ではなく、消費の水準のモデル...

Related materials as well as pre- and post-revision versions

科研費研究者番号 : 30317325

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Digital

Material Type
文書・図像類
Author/Editor
和田, 賢治
Basu, Parantap
Shin, Jong
Publication Date
2021
Publication Date (W3CDTF)
2021
Alternative Title
カケイ レベル ショウヒ ノ コウジ モーメント ト シサン カカク ノ ケンキュウ
Kakei reberu shōhi no kōji mōmento to shisan kakaku no kenkyū
On the relationship between higher moments in consumption growth rate at a household level and asset returns
Periodical title
科学研究費補助金研究成果報告書
Text Language Code
jpn
eng