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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| Format: | Book |
| Language: | English |
| Published: |
Washington :
International Monetary Fund,
2010
Washington, D.C. : 2010 |
| Series: | IMF Working Papers ;
Working Paper No. 10/64 IMF Working Papers IMF Working Papers; Working Paper ; No. 2010/064 IMF eLibrary |
| Subjects: |