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Asymmetric mean reversion in the consumption-income ratio : evidence from OECD economies

Cook, Steven - In: Applied econometrics and international development 2 (2002) 2, pp. 27-34

Persistent link: https://www.econbiz.de/10003716860

The stationarity of consumption-income ratios : evidence from minimum LM unit root testing

Cook, Steven - In: Economics letters 89 (2005) 1, pp. 55-60

Persistent link: https://www.econbiz.de/10003114729

Long-run and short-run co-movement in UK consumption and income

Cook, Steven - In: Economics letters 67 (2000) 1, pp. 11-13

Persistent link: https://www.econbiz.de/10001463491

Assymetric Mean Reversion in the Consumption-Income Ratio : Evidence from OECD Economies

Cook, Steven - 2008

The debate concerning the mean reverting nature of the consumption-income ratio is revisited. The existing literature is extended by allowing for the as yet unconsidered possibility of asymmetric mean reversion in a collection of OECD economies. Using specifically derived finite-sample critical...

Persistent link: https://www.econbiz.de/10014215790