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How risky is consumption in the long-run? Benchmark estimates from a robust estimator
Ian Dew-Becker
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Corresponding author for this work
Finance
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Article
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peer-review
8
Scopus citations
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Keyphrases
Confidence Interval
100%
Robust Estimator
100%
Consumption Growth
100%
Long-run Risk
50%
Risk Premium
50%
Confidence Interval Coverage
50%
Epstein-Zin Preferences
50%
Risk Calibration
50%
Long-run Risks Model
50%
Economics, Econometrics and Finance
Measure of Dispersion
100%
Risk Premium
33%