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A Joint Test of the Rational Expectations - Permanent Income Hypothesis Under Seasonal Cointegration
Huang, Tai-Hsin - 2004
framework of seasonal cointegration using seasonally unadjusted quarterly data from Austria, Canada and Taiwan. Evidence is … the same data set, a similar test based on non-seasonal cointegration tends to reject the joint hypothesis, since the test …
Persistent link: https://www.econbiz.de/10014115774
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Testing for excess sensitivity in consumption : a state-space - unobserved components approach
Elwood, S. Kirk - In: Journal of money, credit and banking : JMCB 30 (1998) 1, pp. 64-82
Persistent link: https://www.econbiz.de/10001235896
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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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Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi - 1994
Persistent link: https://www.econbiz.de/10013420254
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Seasonal fluctuations and the life cycle-permanent income model of consumption
Miron, Jeffrey A. - 1986
Persistent link: https://www.econbiz.de/10000695457
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Testing theories of consumption behavior using information on aggregate shocks : income seasonality and rainfall in rual India
Jacoby, Hanan - In: American journal of agricultural economics 80 (1998) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001239735
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
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Consumption smoothing and income seasonality in rural India
Chaudhuri, Shubham; Paxson, Christina H. - 1994
Persistent link: https://www.econbiz.de/10000909563