Reinvestigating the U.S. Consumption Function: A Nonlinear Autoregressive Distributed Lags Approach
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DOI: 10.1515/econ-2022-0045
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More about this item
Keywords
U.S. consumption; durables; services; nondurables; cointegration; asymmetry; nonlinear ARDL;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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