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The Time Series Consumption Function Revisited
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Cited by:
- David M. Williams, 2009.
"House prices and financial liberalisation in Australia,"
Economics Series Working Papers
432, University of Oxford, Department of Economics.
- Williams, David M, 2009. "House prices and financial liberalisation in Australia," MPRA Paper 15212, University Library of Munich, Germany.
- Alan S. Blinder, 2004. "The Case Against the Case Against Discretionary Fiscal Policy," Working Papers 102, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Lettau, Martin & Ludvigson, Sydney, 2002.
"Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment,"
Journal of Monetary Economics, Elsevier, vol. 49(1), pages 31-66, January.
- Lettau, Martin & Ludvigson, Sydney, 2001. "Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment," CEPR Discussion Papers 3103, C.E.P.R. Discussion Papers.
- Engsted, Tom, 2002.
"Measuring noise in the Permanent Income Hypothesis,"
Journal of Macroeconomics, Elsevier, vol. 24(3), pages 353-370, September.
- Engsted, Tom, 2000. "Measuring Noise in the Permanent Income Hypothesis," Finance Working Papers 00-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority.
- Alan S. Blinder, 2004. "The Case Against the Case Against Discretionary Fiscal Policy," Working Papers 102, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Sousa, Ricardo M., 2009.
"Wealth effects on consumption: evidence from the euro area,"
Working Paper Series
1050, European Central Bank.
- Ricardo M. Sousa, 2009. "Wealth Effetcs on Consumption: Evidence from the euro area," NIPE Working Papers 12/2009, NIPE - Universidade do Minho.
- Marc-André Gosselin & René Lalonde, 2003. "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Staff Working Papers 03-13, Bank of Canada.
- Pischke, Jorn-Steffen, 1995.
"Individual Income, Incomplete Information, and Aggregate Consumption,"
Econometrica, Econometric Society, vol. 63(4), pages 805-840, July.
- Jorn-Steffen Pischke, 1991. "Individual Income, Incomplete Information and Aggregate Consumption," Working Papers 669, Princeton University, Department of Economics, Industrial Relations Section..
- Pischke, J., 1992. "Individual Income, Incomplete Information, and Aggregate Consumption," Other publications TiSEM b374da88-f46b-4727-8ce6-6, Tilburg University, School of Economics and Management.
- Pishke, J.S., 1992. "Individual Income, Incomplete Information and Aggregate Consumption," Papers 9238, Tilburg - Center for Economic Research.
- Pischke, J.S., 1993. "Individual Income, Incomplete Information, and Aggregate Consumption," Working papers 93-16, Massachusetts Institute of Technology (MIT), Department of Economics.
- Pischke, Jörn-Steffen, 1991. "Individual income, incomplete information, and aggregate consumption," ZEW Discussion Papers 91-07, ZEW - Leibniz Centre for European Economic Research.
- Pischke, J., 1992. "Individual Income, Incomplete Information, and Aggregate Consumption," Discussion Paper 1992-38, Tilburg University, Center for Economic Research.
- Janine Aron & John V. Duca & John N. Muellbauer & Keiko Murata & Anthony Murphy, 2010.
"Credit, housing collateral and consumption: evidence from the UK, Japan and the US,"
Working Papers
1002, Federal Reserve Bank of Dallas.
- Janine Aron & John Muellbauer & Anthony Murphy, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," Economics Series Working Papers 487, University of Oxford, Department of Economics.
- Muellbauer, John & Aron, Janine & Duca, John V & Murata, Keiko & Murphy, Anthony, 2010. "Credit, Housing Collateral and Consumption: Evidence from the UK, Japan and the US," CEPR Discussion Papers 7876, C.E.P.R. Discussion Papers.
- David Card & Raj Chetty & Andrea Weber, 2007.
"Cash-on-Hand and Competing Models of Intertemporal Behavior: New Evidence from the Labor Market,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(4), pages 1511-1560.
- David Card & Raj Chetty & Andrea Weber, 2006. "Cash-on-Hand and Competing Models of Intertemporal Behavior: New Evidence from the Labor Market," NBER Working Papers 12639, National Bureau of Economic Research, Inc.
- Riccardo De Bonis & Danilo Liberati & John Muellbauer & Concetta Rondinelli, 2023.
"Why net worth is the wrong concept for explaining consumption: evidence from Italy,"
Economics Series Working Papers
1026, University of Oxford, Department of Economics.
- De Bonis, Riccardo & Liberati, Danilo & Muellbauer, John & Rondinelli, Concetta, 2023. "Why net worth is the wrong concept for explaining consumption: evidence from Italy," CEPR Discussion Papers 18597, C.E.P.R. Discussion Papers.
- Muellbauer, John & De Bonis, Riccardo & Liberati, Danilo & Rondinelli, Concetta, 2023. "Why net worth is the wrong concept for explaining consumption: evidence from Italy," INET Oxford Working Papers 2023-27, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Lee, Wai, 1997. "Covariance risk, consumption risk, and international stock market returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(2), pages 491-510.
- Uhlig, H.F.H.V.S. & Yanagawa, N., 1994. "Increasing the Capital Income Tax Leads to Faster Growth," Other publications TiSEM e758dab5-3682-4351-b0e0-0, Tilburg University, School of Economics and Management.
- Prize Committee, Nobel, 2015. "Consumption, Poverty, and Welfare," Nobel Prize in Economics documents 2015-2, Nobel Prize Committee.
- Nikola Dvornak & Marion Kohler, 2007.
"Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia,"
The Economic Record, The Economic Society of Australia, vol. 83(261), pages 117-130, June.
- Nikola Dvornak & Marion Kohler, 2003. "Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia," RBA Research Discussion Papers rdp2003-07, Reserve Bank of Australia.
- repec:zbw:bofrdp:1997_006 is not listed on IDEAS
- Attanasio, Orazio P & Weber, Guglielmo, 1995.
"Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey,"
Journal of Political Economy, University of Chicago Press, vol. 103(6), pages 1121-1157, December.
- Orazio P. Attanasio & Guglielmo Weber, 1994. "Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey," NBER Working Papers 4795, National Bureau of Economic Research, Inc.
- Martin Lettau & Sydney C. Ludvigson, 2014.
"Shocks and Crashes,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 293-354.
- Martin Lettau & Sydney C. Ludvigson, 2013. "Shocks and Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 293-354, National Bureau of Economic Research, Inc.
- Martin Lettau & Sydney C. Ludvigson, 2011. "Shocks and Crashes," NBER Working Papers 16996, National Bureau of Economic Research, Inc.
- Fic, Tatiana & Ghate, Chetan, 2005.
"The welfare state, thresholds, and economic growth,"
Economic Modelling, Elsevier, vol. 22(3), pages 571-598, May.
- Tatiana Fic & Chetan Ghate, 2004. "The Welfare State, Thresholds, and Economic Growth," Discussion Papers of DIW Berlin 424, DIW Berlin, German Institute for Economic Research.
- Hahm, Joon-Ho, 1998. "Consumption adjustment to real interest rates: Intertemporal substitution revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 22(2), pages 293-320, February.
- Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006. "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers 0604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Bradford, D.F., 1989.
"Market Value Us. Financial Accounting Measures Of National Saving,"
Papers
34, Princeton, Woodrow Wilson School - Discussion Paper.
- David F. Bradford, 1989. "Market Value Vs. Financial Accounting Measures of National Saving," NBER Working Papers 2906, National Bureau of Economic Research, Inc.
- D'Orlando, Fabio & Sanfilippo, Eleonora, 2010.
"Behavioral foundations for the Keynesian consumption function,"
Journal of Economic Psychology, Elsevier, vol. 31(6), pages 1035-1046, December.
- Fabio D'Orlando & Eleonora Sanfilippo, 2008. "Behavioral Foundations for the Keynesian Consumption Function," Working Papers 2008-05, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza.
- Sumit Agarwal & Chunlin Liu & Nicholas S. Souleles, 2007.
"The Reaction of Consumer Spending and Debt to Tax Rebates-Evidence from Consumer Credit Data,"
Journal of Political Economy, University of Chicago Press, vol. 115(6), pages 986-1019, December.
- Sumit Agarwal & Chunlin Liu & Nicholas S. Souleles, 2007. "The Reaction of Consumer Spending and Debt to Tax Rebates -- Evidence from Consumer Credit Data," NBER Working Papers 13694, National Bureau of Economic Research, Inc.
- Sumit Agarwal & Chunlin Liu & Nicholas S. Souleles, 2007. "The reaction of consumer spending and debt to tax rebates; evidence from consumer credit data," Working Papers 07-34, Federal Reserve Bank of Philadelphia.
- Sumit Agarwal & Chunlin Liu & Nicholas S. Souleles, 2007. "The reaction of consumer spending and debt to tax rebates – evidence from consumer credit data," Working Paper Series WP-07-10, Federal Reserve Bank of Chicago.
- Lee, Taeyol, 1993. "The excess smoothness puzzle in consumption," ISU General Staff Papers 1993010108000011471, Iowa State University, Department of Economics.
- Alain Galli, 2017.
"How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 153(4), pages 437-479, October.
- Dr. Alain Galli, 2016. "How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland," Working Papers 2016-03, Swiss National Bank.
- repec:zbw:bofrdp:1990_028 is not listed on IDEAS
- Palumbo, Michael & Rudd, Jeremy & Whelan, Karl, 2006.
"On the Relationships Between Real Consumption, Income, and Wealth,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 1-11, January.
- Karl Whelan & Michael Palumbo & Jeremy Rudd, 2002. "On the relationships between real consumption, income, and wealth," Open Access publications 10197/241, School of Economics, University College Dublin.
- Michael G. Palumbo & Jeremy B. Rudd & Karl Whelan, 2002. "On the relationships between real consumption, income and wealth," Finance and Economics Discussion Series 2002-38, Board of Governors of the Federal Reserve System (U.S.).
- Palumbo, Michael & Rudd, Jeremy & Whelan, Karl, 2002. "On the Relationships Between Real Consumption, Income, and Wealth," Research Technical Papers 4/RT/02, Central Bank of Ireland.
- Perotti, Enrico & Döttling, Robin, 2019. "Redistributive Growth," CEPR Discussion Papers 13984, C.E.P.R. Discussion Papers.
- Martin Lettau & Sydney Ludvigson, 2001.
"Consumption, Aggregate Wealth, and Expected Stock Returns,"
Journal of Finance, American Finance Association, vol. 56(3), pages 815-849, June.
- Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers.
- Martin Lettau & Sydney C. Ludvigson, 1999. "Consumption, aggregate wealth and expected stock returns," Staff Reports 77, Federal Reserve Bank of New York.
- Sousa, Ricardo M., 2010.
"Consumption, (dis)aggregate wealth, and asset returns,"
Journal of Empirical Finance, Elsevier, vol. 17(4), pages 606-622, September.
- Ricardo M. Sousa, 2005. "Consumption, (Dis) Aggregate Wealth and Asset Returns," NIPE Working Papers 9/2005, NIPE - Universidade do Minho.
- Ricardo M. Sousa, 2006. "Consumption, (Dis)Aggregate Wealth and Asset Returns," Computing in Economics and Finance 2006 212, Society for Computational Economics.
- Jeremy B. Rudd & Karl Whelan, 2002.
"A note on the cointegration of consumption, income, and wealth,"
Finance and Economics Discussion Series
2002-53, Board of Governors of the Federal Reserve System (U.S.).
- Rudd, Jeremy & Whelan, Karl, 2002. "A Note on the Cointegration of Consumption, Income, and Wealth," Research Technical Papers 5/RT/02, Central Bank of Ireland.
- Jeremy Rudd & Karl Whelan, 2002. "A note on the cointegration of consumption, income, and wealth," Open Access publications 10197/228, School of Economics, University College Dublin.
- Michael R. Darby & Robert Gillingham & John S. Greenlees, 1991. "The Impact Of Government Deficits On Personal And National Saving Rates," Contemporary Economic Policy, Western Economic Association International, vol. 9(4), pages 39-55, October.
- Ivana Jovanović, 2016. "Modelling Consumption On The Basis Of The Complete System Of National Accounts In Serbia – The Wealth Effect," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 61(208), pages 49-72, January -.
- Harvey S. Rosen & Alexander J.W. Sappington, 2016. "To Borrow or Not to Borrow? An Analysis of University Leverage Decisions," Working Papers 249, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Nicholas S. Souleles & Jonathan A. Parker & David S. Johnson, 2006.
"Household Expenditure and the Income Tax Rebates of 2001,"
American Economic Review, American Economic Association, vol. 96(5), pages 1589-1610, December.
- David S. Johnson & Jonathan A. Parker & Nicholas S. Souleles, 2004. "Household Expenditure and the Income Tax Rebates of 2001," NBER Working Papers 10784, National Bureau of Economic Research, Inc.
- Keith M. Carlson, 1993. "On the macroeconomics of private debt," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 53-66.
- Faik Bilgili & Hayriye Hilal Ba l ta, 2016. "Testing the Permanent Income and Random Walk Hypotheses for Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1371-1378.
- Reis, Ricardo, 2006.
"Inattentive consumers,"
Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1761-1800, November.
- Ricardo Reis, 2004. "Inattentive Consumers," Working Papers 135, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Ricardo Reis, 2004. "Inattentive Consumers," NBER Working Papers 10883, National Bureau of Economic Research, Inc.
- Enrique López & Andrés Salamanca, 2009.
"El efecto riqueza de la vivienda en Colombia,"
Coyuntura Económica, Fedesarrollo, December.
- Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 5301, Banco de la Republica.
- Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.
- Lettau, Martin & Ludvigson, Sydney C., 2005.
"Expected returns and expected dividend growth,"
Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June.
- Lettau, Martin & Ludvigson, Sydney, 2002. "Expected Returns and Expected Dividend Growth," CEPR Discussion Papers 3507, C.E.P.R. Discussion Papers.
- Martin Lettau & Sydney Ludvigson, 2003. "Expected Returns and Expected Dividend Growth," NBER Working Papers 9605, National Bureau of Economic Research, Inc.
- H. Yigit Aydede, 2007. "Saving and Social Security Wealth: A Case of Turkey," NFI Working Papers 2007-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
- John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
- Yugang He & Panpan Huang, 2022. "Exploring the Forms of the Economic Effects of Renewable Energy Consumption: Evidence from China," Sustainability, MDPI, vol. 14(13), pages 1-16, July.
- Agustín García & Julián Ramajo, "undated". "Los Efectos De La Política Fiscal Sobre El Consumo Privado: Nueva Evidencia Para El Caso Español," Working Papers 13-02 Classification-JEL , Instituto de Estudios Fiscales.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011.
"Shifting credit standards and the boom and bust in U.S. house prices,"
LSE Research Online Documents on Economics
58533, London School of Economics and Political Science, LSE Library.
- Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, C.E.P.R. Discussion Papers.
- John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers 0076, Centre for Economic Performance, LSE.
- John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers 1104, Federal Reserve Bank of Dallas.
- Perotti, Enrico & Döttling, Robin, 2017.
"Secular Trends and Technological Progress,"
CEPR Discussion Papers
12519, C.E.P.R. Discussion Papers.
- Robin Döttling & Enrico Perotti, 2020. "Secular Trends and Technological Progress," ECONtribute Discussion Papers Series 006, University of Bonn and University of Cologne, Germany.
- Lusardi, Annamaria & Mitchell, Olivia S., 2007. "The reaction of consumer spending and debt to tax rebates: Evidence from consumer credit data," CFS Working Paper Series 2008/01, Center for Financial Studies (CFS).
- Martin Lettau & Sydney C. Ludvigson, 2004.
"Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption,"
American Economic Review, American Economic Association, vol. 94(1), pages 276-299, March.
- Martin Lettau & Sydney Ludvigson, 2003. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," NBER Working Papers 9848, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012.
"What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks,"
American Economic Review, American Economic Association, vol. 102(2), pages 1062-1092, April.
- Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series 2009_03, Department of Economics, University of Macedonia, revised Jan 2009.
- Corsetti, Giancarlo & Konstantinou, Panagiotis, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," CEPR Discussion Papers 7134, C.E.P.R. Discussion Papers.
- Jeremy Rudd & Karl Whelan, 2006.
"Empirical Proxies for the Consumption-Wealth Ratio,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 34-51, January.
- Jeremy Rudd & Karl Whelan, 2006. "Empirical proxies for the consumption–wealth ratio," Open Access publications 10197/212, School of Economics, University College Dublin.
- Stefan Markowski & Satish Chand & Robert Wylie, 2017. "Conducting Comparative Research into Defence Capability Formation," Applied Economics and Finance, Redfame publishing, vol. 4(6), pages 91-106, November.
- Thomas Nitschka, 2005.
"The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability,"
Money Macro and Finance (MMF) Research Group Conference 2005
22, Money Macro and Finance Research Group.
- Nitschka, Thomas, 2006. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Technical Reports 2006,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Campbell, John Y, 1987.
"Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis,"
Econometrica, Econometric Society, vol. 55(6), pages 1249-1273, November.
- John Y. Campbell, 1986. "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," NBER Working Papers 1805, National Bureau of Economic Research, Inc.
- Jonathan S. Skinner, 1996.
"Is Housing Wealth a Sideshow?,"
NBER Chapters, in: Advances in the Economics of Aging, pages 241-272,
National Bureau of Economic Research, Inc.
- Jonathan Skinner, 1993. "Is Housing Wealth a Sideshow?," NBER Working Papers 4552, National Bureau of Economic Research, Inc.
- Starck, Christian, 1990. "Interest rate elasticity of aggregate consumption : a time varying parameter approach," Research Discussion Papers 28/1990, Bank of Finland.
- Qiang Dai & Olesya V. Grishchenko, 2014.
"An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation,"
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-34.
- Qiang Dai & Olesya V. Grishchenko, 2011. "An empirical investigation of consumption-based asset pricing models with stochastic habit formation," Finance and Economics Discussion Series 2011-47, Board of Governors of the Federal Reserve System (U.S.).
- David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.
- Höppner, Florian & Wesche, Katrin, 2000. "Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach," Bonn Econ Discussion Papers 9/2000, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Starck, Christian, 1990. "The Interest rate elasticity of aggregate consumption: a time varying parameter approach," Bank of Finland Research Discussion Papers 28/1990, Bank of Finland.
- Marjorie A. Flavin, 1988. "The Excess Smoothness of Consumption: Identification and Interpretation," NBER Working Papers 2807, National Bureau of Economic Research, Inc.
- David Demery & Nigel W. Duck, 2000. "Incomplete information and the time series behaviour of consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 355-366.
- Weber, Christian E., 2002. "Intertemporal non-separability and "rule of thumb" consumption," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 293-308, March.
- 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.
- Martin Lettau & Sydney Ludvigson, 2001.
"Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying,"
Journal of Political Economy, University of Chicago Press, vol. 109(6), pages 1238-1287, December.
- Martin Lettau & Sydney C. Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York.
- repec:pri:wwseco:dp231 is not listed on IDEAS
- David Demery & Nigel Duck, 2002. "Cointegration-based tests of the New Keynesian Model of inflation," Bristol Economics Discussion Papers 02/541, School of Economics, University of Bristol, UK.
- Whelan, Karl, 2003.
"A Two-Sector Approach to Modeling U.S. NIPA Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 627-656, August.
- Karl Whelan, 2001. "A two-sector approach to modeling U.S. NIPA data," Finance and Economics Discussion Series 2001-04, Board of Governors of the Federal Reserve System (U.S.).
- Karl Whelan, 2003. "A two-sector approach to modeling U.S. NIPA data," Open Access publications 10197/203, School of Economics, University College Dublin.
- Stefan Markowski & Satish Chand & Robert Wylie, 2017. "Economic Growth and Demand for Military Expenditure in the Indo-Pacific Asia Region," Defence and Peace Economics, Taylor & Francis Journals, vol. 28(4), pages 473-490, July.
- Morris A. Davis & Michael G. Palumbo, 2001. "A primer on the economics and time series econometrics of wealth effects," Finance and Economics Discussion Series 2001-09, Board of Governors of the Federal Reserve System (U.S.).
- Harvey S. Rosen & Alexander J. W. Sappington, 2016. "To Borrow or Not to Borrow? An Analysis of University Leverage Decisions," NBER Working Papers 21951, National Bureau of Economic Research, Inc.
- repec:pri:cepsud:100blinder is not listed on IDEAS
- John N. Muellbauer, 2007.
"Housing, credit and consumer expenditure,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 267-334.
- Muellbauer, John, 2008. "Housing, Credit and Consumer Expenditure," CEPR Discussion Papers 6782, C.E.P.R. Discussion Papers.
- Jin Xu & Dongmin Kong, 2015. "Understanding The Household Consumption Behavior In Urban China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(05), pages 1-21, December.
- Matthew D. Shapiro & Joel Slemrod, 2003.
"Consumer Response to Tax Rebates,"
American Economic Review, American Economic Association, vol. 93(1), pages 381-396, March.
- Matthew D. Shapiro & Joel Slemrod, 2001. "Consumer Response to Tax Rebates," NBER Working Papers 8672, National Bureau of Economic Research, Inc.
- Alvin Tan & Graham Voss, 2000. "Consumption and Wealth," RBA Research Discussion Papers rdp2000-09, Reserve Bank of Australia.
- Huang, Yu-Lieh & Huang, Chao-Hsi & Kuan, Chung-Ming, 2008. "Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1816-1836, December.
- John Baffore-Bonnie & Mohammed Khayum, 1997.
"Economic Development, Life-Cycle Consumption and Planning Hirizon,"
International Economic Journal, Taylor & Francis Journals, vol. 11(4), pages 17-37.
- Baffoe-Bonnie, J. & Khayum, M., 1995. "Economic Development, Life Cycle Consumption, and Planning Horizons," Papers 4-95-1-ces, Pennsylvania State - Department of Economics.
- James M. Poterba & Andrew A. Samwick, 1995.
"Stock Ownership Patterns, Stock Market Fluctuations, and Consumption,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 295-372.
- Poterba, J.M. & Samwick, A.A., 1996. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers 96-2, Massachusetts Institute of Technology (MIT), Department of Economics.
- Mark Garmaise & Yaron Levi & Hanno Lustig, 2020. "Spending Less After (Seemingly) Bad News," NBER Working Papers 27010, National Bureau of Economic Research, Inc.
- Florence Bouvet & Chong-Uk Kim, 2014. "Are US imports really hurting US households?: an analysis of the relationship between US households' consumption and US imports," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 16(2), pages 157-178.
- Sydney C. Ludvigson & Alexander Michaelides, 2001. "Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?," American Economic Review, American Economic Association, vol. 91(3), pages 631-647, June.
- Bilgili, Faik, 1999. "Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi [An evaluation of New Classical arguments on budget policies]," MPRA Paper 80771, University Library of Munich, Germany.
- Christian C. Starck, 1991. "The interest rate elasticity of aggregate consumption : a time varying parameter approach," Finnish Economic Papers, Finnish Economic Association, vol. 4(2), pages 142-153, Autumn.
- Orazio P. Attanasio & Martin Browning, 1994.
"Testing the life cycle model consumption: what can we learn from micro and macro data?,"
Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 433-463, September.
- O. Attanasio & M. Browning, 1993. "Testing the Life Cycle Model of Consumption: What Can We Learn From Micro and Macro Data?," Working Papers 178, Dipartimento Scienze Economiche, Universita' di Bologna.
- Uhlig, Harald & Yanagawa, Noriyuki, 1996. "Increasing the capital income tax may lead to faster growth," European Economic Review, Elsevier, vol. 40(8), pages 1521-1540, November.
- Daniel Himarios, 2000. "How Forward Looking Are Consumers? Further Evidence for the United States," Southern Economic Journal, John Wiley & Sons, vol. 66(4), pages 991-1000, April.
- Stephen R. Blough, 1994. "Near common factors and confidence regions for present value models," Working Papers 94-3, Federal Reserve Bank of Boston.
- Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.
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