Consumption and Expected Asset Returns: an Unobserved-Component Approach

C-Tier

Journal: Macroeconomic Dynamics

Year: 2015

Volume: 19

Issue: 5

Pages: 1023-1044

Authors (2)

Kishor, Narayan K. (University of Wisconsin) Kumari, Swati (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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