Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: A panel cointegration approach for 50 US states
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- Kontana Dimitra & Fountas Stilianos, 2022. "Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 417-435, June.
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Cited by:
- Ahmet Hamdi Yanık & Ahmet İncekara, 2024. "Relationship Between Household Consumption and Disaggregated Wealth Components in OECD Countries: Panel Data Analysis for the Period 2010-2017," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(2), pages 370-382, July.
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More about this item
Keywords
Consumption; Financial Wealth; Housing Wealth; Wealth effects; 10-year Treasury Constant Maturity Rate; Panel Cointegration; Granger Causality.;All these keywords.
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-09-27 (Central and Western Asia)
- NEP-FDG-2021-09-27 (Financial Development and Growth)
- NEP-ISF-2021-09-27 (Islamic Finance)
- NEP-MAC-2021-09-27 (Macroeconomics)
- NEP-URE-2021-09-27 (Urban and Real Estate Economics)
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