Integrated Regressors and Tests of the Permanent Income Hypothesis
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- Stock, James H. & West, Kenneth D., 1988. "Integrated regressors and tests of the permanent-income hypothesis," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 85-95, January.
References listed on IDEAS
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- Bardsen, G., 1990. "Dynamic Modelling and the Demand for Narrow Money in Norway," Papers 07-90, Norwegian School of Economics and Business Administration-.
- Bardsen, G., 1990. "Dynamic Modelling And The Demand For Narrow Money In Norway," The Warwick Economics Research Paper Series (TWERPS) 359, University of Warwick, Department of Economics.
- Brunila, Anne, 1997. "Current income and private consumption: Saving decisions: Testing the finite horizon model," Bank of Finland Research Discussion Papers 6/1997, Bank of Finland.
- John Y. Campbell & Pierre Perron, 1991.
"Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots,"
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National Bureau of Economic Research, Inc.
- John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc.
- Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
- Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
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- Brunila, Anne, 1996. "Fiscal policy and private consumption : Saving decisions : Evidence from Finland," Research Discussion Papers 28/1996, Bank of Finland.
- Brunila, Anne, 1997. "Current income and private consumption : Saving decisions : Testing the finite horizon model," Research Discussion Papers 6/1997, Bank of Finland.
- Sweeney, Richard J., 2007. "Fed intervention, dollar appreciation, and systematic risk," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 167-192, March.
- Gilbert Colletaz & Jean-Pierre Gourlaouen, 1990. "Coïntégration et structure par terme des taux d'intérêt," Revue Économique, Programme National Persée, vol. 41(4), pages 687-712.
- Elliott, Graham & Stock, James H., 1994.
"Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown,"
Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 672-700, August.
- Graham Elliott & James H. Stock, 1992. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc.
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Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
- Lucio Sarno & Mark P. Taylor, "undated". "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
- Shabtai Donnenfeld & Alfred A. Haug, 2008.
"Currency invoicing of US imports,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 184-198.
- Shabtai Donnenfeld & Alfred A. Haug, 2001. "Currency Invoicing of U.S. Imports," Working Papers 2002_11, York University, Department of Economics, revised Apr 2002.
- Brunila, Anne, 1996. "Fiscal policy and private consumption: Saving decisions: Evidence from Finland," Bank of Finland Research Discussion Papers 28/1996, Bank of Finland.
- Yu, Ge, 2005. "Excess sensitivity of consumption using micro data in the UK," MPRA Paper 548, University Library of Munich, Germany, revised 2006.
- Giuseppe Nicoletti, 1991. "Consommation privée et endettement public en Italie et en Belgique : existe-t-il une relation stable ?," Revue de l'OFCE, Programme National Persée, vol. 37(1), pages 79-121.
- Takala, Kari, 1995. "Permanent income hypothesis and saving in Finland," Research Discussion Papers 15/1995, Bank of Finland.
- repec:zbw:bofrdp:1997_006 is not listed on IDEAS
- Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc.
- A. J. Aulton & C. T. Ennew & A. J. Rayner, 1997. "Efficiency Tests Of Futures Markets For Uk Agricultural Commodities," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 408-424, January.
- Laurence Bloch & Françoise Maurel, 1991. "Consommation-revenu permanent : un regard d'économètre," Économie et Prévision, Programme National Persée, vol. 99(3), pages 113-144.
- Wallace, Myles S & Choudhry, Taufiq, 1995. "The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates?," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 349-371, June.
- Alan Viard, 1997. "How forecastable is consumption growth? New evidence on the Hall random walk hypothesis," Applied Economics, Taylor & Francis Journals, vol. 29(11), pages 1435-1446.
- repec:zbw:bofrdp:1996_028 is not listed on IDEAS
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