NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Stochastic Components of Individual Consumption: A Time Series Analysis of Grouped Data

Orazio Attanasio, Margherita Borella

NBER Working Paper No. 12456
Issued in August 2006

---- Acknowledgements -----

The authors would like to thank Manuel Arellano, Costas Meghir, Nicola Pavoni, Harald Uhlig and participants to the TMR meeting on “New Approaches to Economic Fluctuations”, Madrid, January 31 1998, for useful comments.

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