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Did US consumers 'save for a rainy day' before the Great Recession?
Anundsen, André Kallåk; Nymoen, Ragnar - 2015
the period 1980q1-2011q4. That is, income is more often found to predict consumption and saving than the converse. Our … consumption and by exploring the direction of Granger causality between the two series. We also give evidence that house price … changes played a role in the US income and consumption dynamics, before, during and after the Great Recession. …
Persistent link: https://www.econbiz.de/10010518800
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Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
Anundsen, André Kallåk; Nymoen, Ragnar - 2015
the period 1980q1-2011q4. That is, income is more often found to predict consumption and saving than the converse. Our … consumption and by exploring the direction of Granger causality between the two series. We also give evidence that house price … changes played a role in the US income and consumption dynamics, before, during and after the Great Recession. …
Persistent link: https://www.econbiz.de/10010531814
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Did Us Consumers "Save for a Rainy Day" Before the Great Recession?
Anundsen, André K.; Nymoen, Ragnar - 2015
the period 1980q1-2011q4. That is, income is more often found to predict consumption and saving than the converse. Our … consumption and by exploring the direction of Granger causality between the two series. We also give evidence that house price … changes played a role in the US income and consumption dynamics, before, during and after the Great Recession. …
Persistent link: https://www.econbiz.de/10012143864
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Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
Anundsen, André Kallåk; Nymoen, Ragnar - CESifo - 2015
the period 1980q1-2011q4. That is, income is more often found to predict consumption and saving than the converse. Our … consumption and by exploring the direction of Granger causality between the two series. We also give evidence that house price … changes played a role in the US income and consumption dynamics, before, during and after the Great Recession. …
Persistent link: https://www.econbiz.de/10011278934
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Economic regime shifts and the US subprime bubble
Anundsen, André Kallåk - 2013
of financing. -- cointegration ; regime shifts ; US housing bubble ; subprime lending ; bubble indicator …
Persistent link: https://www.econbiz.de/10009704286
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Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different types of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011554319
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Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011499608
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Economic regime shifts and the US subprime bubble
Anundsen, André Kallåk - 2013
Using aggregate quarterly data for the period 1975q1-2010q4, I find that the US housing market changed from a stable regime with prices determined by fundamentals, to a highly unstable regime at the beginning of the previous decade. My results indicate that these imbalances could have been...
Persistent link: https://www.econbiz.de/10010330263
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Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - In: Economics: The Open-Access, Open-Assessment E-Journal 10 (2016) 2016-26, pp. 1-41
There are a number of econometrics tools to deal with the different types of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011555274
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Automatic identification of general vector error correction models
Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011500010