The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
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Cited by:
- Gael M. Martin, 2000.
"US deficit sustainability: a new approach based on multiple endogenous breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.
- Martin, G.M., 1998. "U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks," Monash Econometrics and Business Statistics Working Papers 1/98, Monash University, Department of Econometrics and Business Statistics.
- Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University.
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More about this item
Keywords
Bayes model; cointegration; consumption function; steady state; unit root; Bayesian analysis;All these keywords.
JEL classification:
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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