| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963036 | Journal of International Economics | 2012 | 10 Pages |
Abstract
⺠Tests of international risk sharing require measures of conditional expectations. ⺠The need is for expectations of consumption and real exchange rates. ⺠Our test is based on the use of published forecasts. ⺠The procedure allows a more direct test than in previous literature. ⺠We find no clear evidence of conditional risk sharing in the data.
Related Topics
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Economics and Econometrics
Authors
Michael B. Devereux, Gregor W. Smith, James Yetman,