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Aggregate consumption and debt accumulation : an empirical examination of US household behaviour

Kim, Yun K.; Setterfield, Mark; Mei, Yuan - In: Cambridge journal of economics 39 (2015) 1, pp. 93-112

Persistent link: https://www.econbiz.de/10011311241

The demand for environmental quality and the environmental Kuznets Curve hypothesis

Khanna, Neha; Plassmann, Florenz - In: Ecological economics : the transdisciplinary journal of … 51 (2004) 3/4, pp. 225-236

Persistent link: https://www.econbiz.de/10002482247

Macroeconomic forecasts under the prism of error-correction models

Antzoulatos, Angelos A. - In: Journal of economics & business 50 (1998) 6, pp. 535-550

Persistent link: https://www.econbiz.de/10001369050

Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013

Shi, Juehui - 2019

Using Gretl, I apply ARMA, Vector ARMA, VAR, state-space model with a Kalman filter, transfer-function and intervention models, unit root tests, cointegration test, volatility models (ARCH, GARCH, ARCH-M, GARCH-M, Taylor-Schwert GARCH, GJR, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time...

Persistent link: https://www.econbiz.de/10012904559

Application of a Principal Component Analysis, (PCA), Based on the Macroeconomic Factors, Namely, Personal Consumption Expenditures, Gross Private Domestic Investment, Net Export o...

Guirguis, Michel - 2018

In this article, we have tested the correlation and covariance relationships that the natural logarithmic yearly returns of the macroeconomic variables in terms of personal consumption expenditures, gross private domestic investment, net export of goods and services and government consumption...

Persistent link: https://www.econbiz.de/10012910789

Are Engel curve estimates of CPI bias biased?

Logan, Trevon D. - 2008

methodology is sensitive to the modeling of household demography. Existing estimates of CPI bias do not account for the changing … effect of household size on budget shares, and this can lead to omitted variable bias. Since the effect of household size on … changing effect of household size is accounted for"--National Bureau of Economic Research web site …