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Bubble-like housing boom-bust cycles : evidence from the predictive power of households’ expectations
Huang, MeiChi - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 2-16
Persistent link: https://www.econbiz.de/10010468805
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Labour market expectations and unemployment in Europe
Blanchflower, David G.; Bryson, Alex - 2023
Unemployment is notoriously difficult to predict. In previous studies, once country and year fixed effects are added to … panel estimates, few variables predict changes in unemployment rates. Using panel data for 29 European countries collected … just over 10000 observations, we predict changes in the unemployment rate 12 months ahead. We do so using individuals …
Persistent link: https://www.econbiz.de/10013540387
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Predictable life-cycle shocks, income risk and consumption inequality
Primiceri, Giorgio E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003281690
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Predictable Life-Cycle Shocks, Income Risk and Consumption Inequality
Primiceri, Giorgio E. - 2006
Was the increase in income inequality in the US due to permanent shocks or merely to an increase in the variance of transitory shocks? The implications for consumption and welfare depend crucially on the answer to this question. We use CEX repeated cross-section data on consumption and income to...
Persistent link: https://www.econbiz.de/10012733915
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Evaluating how predictable errors in expected income affect consumption
Giamboni, Luigi; Millemaci, Emanuele; Waldmann, Robert - In: Applied economics 45 (2013) 28/30, pp. 4004-4021
Persistent link: https://www.econbiz.de/10010345803
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Consumption, wealth and expected stock returns in Australia : some further results
Fisher, Lance A. - In: Applied financial economics letters 4 (2008) 1/3, pp. 13-18
Persistent link: https://www.econbiz.de/10003725305
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Does consumption-wealth ratio signal stock returns? : VECM results for Germany
Fang, Xu (contributor) - 2005
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performances of...
Persistent link: https://www.econbiz.de/10002633392
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Consumption, aggregate wealth, and expected stock returns
Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849
Persistent link: https://www.econbiz.de/10001593003
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Can we trust wealth to predict stock returns?
Adalid, Ramón - 2003
Persistent link: https://www.econbiz.de/10001746812
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Consumption, aggregate wealth and expected stock returns
Lettau, Martin; Ludvigson, Sydney C. - 1999
Persistent link: https://www.econbiz.de/10001398353