Quantile approach to intertemporal consumption with multiple assets

A-Tier

Journal: Journal of Econometrics

Year: 2026

Volume: 253

Issue: C

Authors (3)

de Castro, Luciano (not in RePEc) Galvao, Antonio F. (Michigan State University) Ota, Hirofumi (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count