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Intertemporal non-separability and "rule of thumb" consumption
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Cited by:
- Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011.
"Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 116-129, September.
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions," Working Papers Series 205, Central Bank of Brazil, Research Department.
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Andres, Javier & Domenech, Rafael & Fatas, Antonio, 2008.
"The stabilizing role of government size,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 571-593, February.
- Andrés, Javier & Fatás, Antonio & Domenech, Rafael, 2004. "The Stabilizing Role of Government Size," CEPR Discussion Papers 4384, C.E.P.R. Discussion Papers.
- Rafael Domenech & Javier Andres & Antonio Fatas, 2006. "The Stabilizing Role of Government Size," Working Papers 0603, International Economics Institute, University of Valencia, revised Jan 2007.
- Javier Andrés & Rafael Doménech & Antonio Fatás, 2007. "The stabilizing role of government size," Working Papers 0710, Banco de España.
- Gomes, Fábio Augusto Reis & Ribeiro, Priscila Fernandes, 2015. "Estimating the elasticity of intertemporal substitution taking into account the precautionary savings motive," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 108-123.
- Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Kiichi Tokuoka & Matthew N. White, 2020.
"Sticky Expectations and Consumption Dynamics,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 40-76, July.
- Christopher D. Carroll & Johns Hopkins University, 2006. "Sticky Expectations and Consumption Dynamics," Computing in Economics and Finance 2006 21, Society for Computational Economics.
- Carroll, Christopher D. & Crawley, Edmund & Slacalek, Jiri & Tokuoka, Kiichi & White, Matthew N., 2018. "Sticky expectations and consumption dynamics," Working Paper Series 2152, European Central Bank.
- Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Kiichi Tokuoka & Matthew N. White, 2018. "Sticky Expectations and Consumption Dynamics," NBER Working Papers 24377, National Bureau of Economic Research, Inc.
- Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Kiichi Tokuoka & Matthew N. White, 2018. "Sticky Expectations and Consumption Dynamics," Working Papers id:12563, eSocialSciences.
- Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2005.
"Expansionary Fiscal Shocks and the US Trade Deficit,"
International Finance, Wiley Blackwell, vol. 8(3), pages 363-397, December.
- Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2005. "Expansionary fiscal shocks and the trade deficit," International Finance Discussion Papers 825, Board of Governors of the Federal Reserve System (U.S.).
- Christopher Erceg & Luca Guerrieri, 2005. "Expansionary Fiscal Shocks and the Trade Deficit," Computing in Economics and Finance 2005 128, Society for Computational Economics.
- Mr. Douglas Laxton & Mr. Michael Kumhof, 2007.
"A Party without a Hangover? On the Effects of U.S. Government Deficits,"
IMF Working Papers
2007/202, International Monetary Fund.
- Douglas Laxton & Michael Kumhof, 2007. "A Party without a Hangover? On the Effects of U.S. Government Deficits," 2007 Meeting Papers 676, Society for Economic Dynamics.
- Islamaj, Ergys & Kose, M. Ayhan, 2016.
"How does the sensitivity of consumption to income vary over time? International evidence,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 169-179.
- Kose, M. Ayhan & Islamaj, Ergys, 2016. "How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence," CEPR Discussion Papers 11241, C.E.P.R. Discussion Papers.
- Ergys Islamaj & M. Ayhan Kose, 2016. "How does the sensitivity of consumption to income vary over time? International evidence," CAMA Working Papers 2016-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ergys Islamaj & Ayhan Kose, 2016. "How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence," Koç University-TUSIAD Economic Research Forum Working Papers 1602, Koc University-TUSIAD Economic Research Forum.
- Islamaj,Ergys & Kose,Ayhan, 2016. "How does the sensitivity of consumption to income vary over time? international evidence," Policy Research Working Paper Series 7659, The World Bank.
- Stanislav Anatolyev, 2007.
"Optimal Instruments In Time Series: A Survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, February.
- Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, New Economic School (NES).
- Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
- Shulian Zhang, 2005. "Consumption Behaviour Under Institutional Transitions in China," School of Economics and Finance Discussion Papers and Working Papers Series 189, School of Economics and Finance, Queensland University of Technology.
- Gomes, Fábio Augusto Reis, 2013. "Gasto do governo e consumo privado: Substitutos ou complementares?," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(2), June.
- Polbin, Andrey & Fokin, Nikita, 2017. "К Вопросу О Долгосрочной Взаимосвязи Реального Потребления Домохозяйств С Реальным Доходом В Рф [A note on cointegration relationship between real consumption and real income in Russia]," MPRA Paper 82451, University Library of Munich, Germany, revised Nov 2017.
- repec:fgv:epgrbe:v:65:n:2:a:3 is not listed on IDEAS
- Tomas Havranek & Anna Sokolova, 2016.
"Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not","
Working Papers
2016/08, Czech National Bank.
- Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say “Probably Not”," Working Papers IES 2016/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
- Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," HSE Working papers WP BRP 137/EC/2016, National Research University Higher School of Economics.
- Kelley, Clare & Lanot, Gauthier, 2002.
"Consumption Patterns Over Pay Periods,"
Economic Research Papers
269469, University of Warwick - Department of Economics.
- Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns Over Pay Periods," The Warwick Economics Research Paper Series (TWERPS) 656, University of Warwick, Department of Economics.
- Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Royal Economic Society Annual Conference 2002 112, Royal Economic Society.
- Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Microeconomics 0211013, University Library of Munich, Germany.
- Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Keele Economics Research Papers KERP 2002/14, Centre for Economic Research, Keele University.
- repec:fgv:epgrbe:v:67:n:2:a:4 is not listed on IDEAS
- Orlando Gomes, 2021. "Growth theory under heterogeneous heuristic behavior," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 533-571, April.
- Gomes, Fábio Augusto Reis & Issler, João Victor, 2017.
"Testing Consumption Optimality Using Aggregate Data,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(5), pages 1119-1140, July.
- Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "Testing consumption optimality using aggregate data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 752, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "Testing consumption optimality using aggregate data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 756, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Julian Thimme, 2017. "Intertemporal Substitution In Consumption: A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 226-257, February.
- Roeger, Werner & in 't Veld, Jan, 2004.
"Some selected simulation experiments with the European commission's QUEST model,"
Economic Modelling, Elsevier, vol. 21(5), pages 785-832, September.
- Werner Röger & Jan in 't Veld, 2002. "Some selected simulation experiments with the European Commission's QUEST model," European Economy - Economic Papers 2008 - 2015 178, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Gesteira Costa, Marcos & Carrasco-Gutierrez, Carlos Enrique, 2015.
"Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(3), September.
- Gesteira, Marcos & Carrasco Gutierrez, Carlos Enrique, 2015. "Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil," MPRA Paper 66068, University Library of Munich, Germany, revised 2015.
- Orlando Gomes, 2021. "Hand-to-mouth consumers, rule-of-thumb savers, and optimal control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 229-263, April.
- Gomes, Fábio Augusto Reis & Issler, João Victor, 2009. "Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 682, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Barros Júnior, Fernando Antônio de & Delalibera, Bruno Ricardo & Pinho Neto, Valdemar Rodrigues de, 2018. "Predictability of Aggregate Consumption in Brazil: habits, Non-Separability between Consumption and Leisure, or Credit Constraint?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.
- Holanda Oliveira, Lucio Hellery & Carrasco Gutierrez, Carlos Enrique, 2015. "The Dynamics of the Brazilian Current Account with Rule of Thumb Consumers," MPRA Paper 66079, University Library of Munich, Germany.
- Pereira, Rodrigo Mendes, 2011. "Current Account Dynamics with Rule of Thumb Consumers," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(2), June.
- Yoshitsugu Kitazawa & Makoto Ohta, 2005. "PIH and ROT alternative in view of the intertemporal non-separability of preferences: empirical findings from a Japanese panel data," Discussion Papers 25, Kyushu Sangyo University, Faculty of Economics.