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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
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Common factors in conditional distributions
Granger, C. W. J. (contributor);  … - 2002 - [Elektronische Ressource]
application to the income-consumption relationship, using monthly US time series. Evidence is found to support the claim that the … series ; business cycles ; conditional distribution ; consumption-income relationship ; copula ; multivariate time …
Persistent link: https://www.econbiz.de/10001714617
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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2003
Persistent link: https://www.econbiz.de/10001778573
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Common factors in conditional distributions
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2002
Persistent link: https://www.econbiz.de/10001738076
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Permanent income consumption and liquidity constraints : an empirical study using time series data for Taiwan
Huang, Chao-hsi - In: Jingji-lunwen 27 (1999) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10001490111
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Studies in time series analysis of consumption, asset prices and forecasting
Takala, Kari - 2001
Persistent link: https://www.econbiz.de/10013439281
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Vector autoregression : a critical tool in the arsenal of sales response modeling
Leachman, Lori L. - In: Studies in economic analysis 15 (1994) 2, pp. 3-30
Persistent link: https://www.econbiz.de/10001176451
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Production, consumption and export of Indian tea, 1985 - 2003 : a time-series analysis
Raman, Hala - In: Artha vijñāna : journal of the Gokhale Institute of … 50 (2008) 3, pp. 239-254
Persistent link: https://www.econbiz.de/10003834866
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The (mythical?) housing wealth effect
Calomiris, Charles W.; Longhofer, Stanley D.; Miles, William - 2009
Persistent link: https://www.econbiz.de/10003852223
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Modeling movements in individual consumption : a time-series analysis of grouped data
Attanasio, Orazio P.; Borella, Margherita - In: International economic review 55 (2014) 4, pp. 959-991
Persistent link: https://www.econbiz.de/10010481190