Cross-country Consumption Risk Sharing, a Long-run Perspective /

This paper estimates an empirical nonstationary panel regression model that tests long-run consumption risk sharing across a sample of OECD and emerging market (EM) countries. This is in contrast to the existing literature on consumption risk sharing, which is mainly about risks at business cycle fr...

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Détails bibliographiques
Auteur principal: Qiao, Zhaogang
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2010.
Collection:IMF Working Papers; Working Paper ; No. 2010/064
Accès en ligne:Full text available on IMF