Asset Pricing with Heterogeneous Consumers.

S-Tier
Journal: Journal of Political Economy
Year: 1996
Volume: 104
Issue: 2
Pages: 219-40

Score contribution per author:

4.036 = (α=2.02 / 2 authors) × 4.0x S-tier

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

Abstract

Empirical difficulties encountered by representative-consumer models are resolved in an economy with heterogeneity in the form of uninsurable, persistent, and heteroscedastic labor income shocks. Given the joint process of arbitrage-free labor prices, dividends, and aggregate income satisfying a certain joint restriction, it is shown that this process is supported in the equilibrium of an economy with judiciously modeled income heterogeneity. The Euler equations of consumption in a representative-agent economy are replaced by a set of Euler equations that depend not only on the per capita consumption growth but also on the cross-sectional variance of the individual consumers' consumption growth. Copyright 1996 by University of Chicago Press.

Technical Details

RePEc Handle
repec:ucp:jpolec:v:104:y:1996:i:2:p:219-40
Journal Field
General
Author Count
2
Added to Database
2026-01-25