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Is the consumption-income ratio stationary? Evidence from panel unit root tests

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  • Sarantis, Nicholas
  • Stewart, Chris

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 64 (1999)
Issue (Month): 3 (September)
Pages: 309-314

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Handle: RePEc:eee:ecolet:v:64:y:1999:i:3:p:309-314

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  1. Harioka, C.Y., 1995. "A Cointegration Analysis of the Impact of the Age Structure of the Population on the Household Saving Rate in Japan," ISER Discussion Paper, Institute of Social and Economic Research, Osaka University 0384, Institute of Social and Economic Research, Osaka University.
  2. Canzoneri, Matthew B. & Cumby, Robert E. & Diba, Behzad, 1999. "Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries," Journal of International Economics, Elsevier, Elsevier, vol. 47(2), pages 245-266, April.
  3. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, Econometric Society, vol. 49(4), pages 1057-72, June.
  4. Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1987. "Stochastic Trends and Economic Fluctuations," NBER Working Papers 2229, National Bureau of Economic Research, Inc.
  5. Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997. "Growth and Convergence in Multi-country Empirical Stochastic Solow Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 12(4), pages 357-92, July-Aug..
  6. Molana, H, 1991. "The Time Series Consumption Function: Error Correction, Random Walk and the Steady-State," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 101(406), pages 382-403, May.
  7. Lucio Sarno & Mark P. Taylor, . "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  8. Deaton, Angus S, 1977. "Involuntary Saving through Unanticipated Inflation," American Economic Review, American Economic Association, American Economic Association, vol. 67(5), pages 899-910, December.
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Cited by:
  1. Steven Cook, 2003. "The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(7), pages 393-395.
  2. Tuomas Malinen, 2011. "Income Inequality and Savings: A Reassessment of the Relationship in Cointegrated Panels," DEGIT Conference Papers c016_076, DEGIT, Dynamics, Economic Growth, and International Trade.
  3. Sadiye Baykara & Erdinç Telatar, 2012. "The Stationarity Of Consumption-Income Ratios With Nonlinear And Asymmetric Unit Root Tests: Evidence From Fourteen Transition Economies," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics 20129, Hacettepe University, Department of Economics.
  4. Fallahi, Firouz, 2012. "The stationarity of consumption–income ratios: Evidence from bootstrapping confidence intervals," Economics Letters, Elsevier, Elsevier, vol. 115(1), pages 137-140.
  5. Tuomas, Malinen, 2011. "Inequality and savings: a reassesment of the relationship in cointegrated panels," MPRA Paper 33350, University Library of Munich, Germany.
  6. Cook, Steven, 2005. "The stationarity of consumption-income ratios: Evidence from minimum LM unit root testing," Economics Letters, Elsevier, Elsevier, vol. 89(1), pages 55-60, October.
  7. Mario Cerrato & Christian de Peretti & Chris Stewart, 2008. "Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries," Working Papers, Business School - Economics, University of Glasgow 2008_27, Business School - Economics, University of Glasgow.
  8. Gomes, Fábio A. R. & Franchini, Douglas de S., 2008. "The Stationarity of Consumption–Income Ratios: Evidence from South American Countries," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_123, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Dimitris Christopoulos & Eftymios Tsionas, 2002. "Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-5.

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