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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
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Consumption, income, and cointegration : further analysis
Han, Hsiang-ling; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826505
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The slow adjustment of aggregate consumption to permanent income
Morley, James C. - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 615-638
Persistent link: https://www.econbiz.de/10003469725
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Modeling real private consumption expenditure in Bulgaria after the currency board implementation : (1997 - 2005)
Vasilev, Aleksandar - In: Zagreb international review of economics & business 18 (2015) 1, pp. 81-89
Persistent link: https://www.econbiz.de/10011285389
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Modeling real private consumption expenditure in Bulgaria after the currency board implementation (1997-2005)
Vasilev, Aleksandar - 2015
In this paper, an econometric model of consumption in Bulgaria for the period 1997-2005 is constructed. The Error-Correction Model (ECM) approach is employed and long-run relationship between household consumption and income was found. The primary purpose of this empirical paper is to get a...
Persistent link: https://www.econbiz.de/10011487484
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Konsum, Dividenden und Aktienmarkt : einen Kointegrationsanalyse
Seiler, Yvonne - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003270782
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Fractional cointegration in the consumption and income relationship using semiparametric techniques
Gil-Alaña, Luis A. (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003073568
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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
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Does the turbulence of the stock market terrify consumers? : evidence from a panel of U.S. States using pooled mean group estimation
Ebadi, Esmaeil - 2021
This paper elucidates the influence of stock market volatility on U.S. consumption using pooled mean group (PMG) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock market volatility on consumption are robust to the lag...
Persistent link: https://www.econbiz.de/10012661246