Citations for "A primer on the economics and time series econometrics of wealth effects"
by Morris A. Davis & Michael G. Palumbo
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- Alicia H. Munnell & Mauricio Soto, 2008.
"The Housing Bubble and Retirement Security,"
Working Papers, Center for Retirement Research at Boston College
wp2008-13, Center for Retirement Research, revised Aug 2008.
- Ricardo M. Sousa, 2009.
"Wealth Effetcs on Consumption: Evidence from the euro area,"
NIPE Working Papers
12/2009, NIPE - Universidade do Minho.
- Claudia R. Sahm & Matthew D. Shapiro & Joel B. Slemrod, 2009.
"Household Response to the 2008 Tax Rebate: Survey Evidence and Aggregate Implications,"
NBER Working Papers
15421, National Bureau of Economic Research, Inc.
- Iacoviello, Matteo, 2004.
"Consumption, house prices, and collateral constraints: a structural econometric analysis,"
Journal of Housing Economics,
Elsevier, vol. 13(4), pages 304-320, December.
- Matteo Iacoviello, 2004.
"Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis,"
Boston College Working Papers in Economics
589, Boston College Department of Economics, revised 13 Sep 2004.
- Iacoviello, Matteo, 2004.
"Consumption, House Prices and Collateral Constraints: A Structural Econometric Analysis,"
2004 Meeting Papers
207b, Society for Economic Dynamics.
- Matteo Iacoviello, 2004.
"Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis,"
2004 Meeting Papers
201, Society for Economic Dynamics.
- Matteo Iacoviello, 2002.
"House prices, borrowing constraints and monetary policy in the business cycle,"
Boston College Working Papers in Economics
542, Boston College Department of Economics, revised 06 Dec 2004.
- Karen E. Dynan & Douglas W. Elmendorf & Daniel E. Sichel, 2005.
"Can financial innovation help to explain the reduced volatility of economic activity?,"
Finance and Economics Discussion Series
2005-54, Board of Governors of the Federal Reserve System (U.S.).
- Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007.
"The Consumption-Wealth Ratio Under Asymmetric Adjustment,"
NIPE Working Papers
15/2007, NIPE - Universidade do Minho.
- Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009.
"What moves housing markets: A variance decomposition of the rent-price ratio,"
Journal of Urban Economics,
Elsevier, vol. 66(2), pages 90-102, September.
- P.-O. Beffy & B. Monfort, 2003.
"Household wealth, portfolio selection and consumption behavior,"
Documents de Travail de la DESE - Working Papers of the DESE
g2003-08, Institut National de la Statistique et des Etudes Economiques, DESE.
- Milani, Fabio, 2011.
"The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation,"
Journal of International Money and Finance,
Elsevier, vol. 30(1), pages 111-129, February.
- Ray Barrell & Olga Pomerantz & E.Philip Davis, 2004.
"Costs of Financial Instability, Household-Sector Balance Sheets and Consumption,"
NIESR Discussion Papers
243, National Institute of Economic and Social Research.
- Barrell, Ray & Davis, E. Philip & Pomerantz, Olga, 2006.
"Costs of financial instability, household-sector balance sheets and consumption,"
Journal of Financial Stability,
Elsevier, vol. 2(2), pages 194-216, June.
- Jonathan Heathcote & Morris Davis, 2004.
"The Price and Quantity of Residential Land in the United States,"
2004 Meeting Papers
32, Society for Economic Dynamics.
- Carl D. Lantz & Pierre-Daniel G. Sarte, 2001.
"Consumption, savings, and the meaning of the wealth effect in general equilibrium,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Sum, pages 53-71.
- Khoon Lek Goh & Richard Downing, 2002.
"Modelling New Zealand Consumption Expenditure over the 1990s,"
Treasury Working Paper Series
02/19, New Zealand Treasury.
- Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2010.
"How large are housing and financial wealth effects? A new approach,"
Working Paper Series
1283, European Central Bank.
- Illing, Gerhard & Klüh, Ulrich, 2004.
"Vermögenspreise und Konsum,"
Discussion Papers in Economics
316, University of Munich, Department of Economics.
- Nicholas Apergis & Stephen M. Miller, 2005.
"Consumption asymmetry and the stock market: New evidence through a threshold adjustment model,"
Working papers
2005-08, University of Connecticut, Department of Economics.
- Eckhard Hein, 2009.
"A (Post-) Keynesian perspective on "financialisation","
IMK Studies
01-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Lise Pichette, 2004.
"Are Wealth Effects Important for Canada,"
Bank of Canada Review,
Bank of Canada, vol. 2004(Spring), pages 29-35.
- Monica Paiella, 2004.
"Does wealth affect consumption? Evidence for Italy,"
Temi di discussione (Economic working papers)
510, Bank of Italy, Economic Research and International Relations Area.
- Olympia Bover, 2005.
"Wealth effects on consumption: microeconometric estimates from the Spanish survey of household finances,"
Banco de España Working Papers
0522, Banco de España.
- Emmanuel De Veirman & Ashley Dunstan, 2011.
"Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption,"
CAMA Working Papers
2011-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Simone Salotti, 2010.
"An appraisal of the wealth effect in the US: evidence from pseudo-panel data,"
DiMaD Working Papers
2010-06, Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze.
- Stephen Millard & John Power, 2004.
"The effects of stock market movements on consumption and investment: does the shock matter?,"
Bank of England working papers
236, Bank of England.
- Nicholas Apergis & Stephen M. Miller, 2004.
"Consumption Asymmetry and the Stock Market: Further Evidence,"
Working papers
2004-19, University of Connecticut, Department of Economics.
- Fabio Milani, 2008.
"Learning about the Interdependence between the Macroeconomy and the Stock Market,"
Working Papers
070819, University of California-Irvine, Department of Economics.
- Alexander Ludwig & Torsten Sløk, 2002.
"The Impact of Changes in Stock Prices and House Prices on Consumption in OECD Countries,"
IMF Working Papers
02/1, International Monetary Fund.
- Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2009.
"Wealth Effects in Emerging Market Economies,"
NIPE Working Papers
4/2009, NIPE - Universidade do Minho.
- Hubertus Bardt & Michael Groemling, 2004.
"Savings in Germany and the United States,"
CESifo Forum,
Ifo Institute for Economic Research at the University of Munich, vol. 5(1), pages 40-47, October.
- Alexander Ludwig & Torsten Sløk, 2004.
"The Relationship between Stock Prices, House Prices and Consumption in OECD Countries,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 0(1), pages 4.
- Salotti, Simone, 2009.
"Wealth effect in the US: evidence from brand new micro-data,"
MPRA Paper
17732, University Library of Munich, Germany.
- Edwin Le Heron, 2009.
"Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model,"
GEMF Working Papers
2009-01, GEMF - Faculdade de Economia, Universidade de Coimbra.
- David E. Rapach & Jack K. Strauss, 2006.
"The long-run relationship between consumption and housing wealth in the Eighth District states,"
Regional Economic Development,
Federal Reserve Bank of St. Louis, issue Oct, pages 140-147.
- Martin Lettau & Sydney Ludvigson & Nathan Barczi, 2001.
"A primer on the economics and time series econometrics of wealth effects: a comment,"
Staff Reports
131, Federal Reserve Bank of New York.
- Vincent Labhard & Gabriel Sterne & Chris Young, 2005.
"Wealth and consumption: an assessment of the international evidence,"
Bank of England working papers
275, Bank of England.
- Iacoviello, Matteo & Minetti, Raoul, 2008.
"The credit channel of monetary policy: Evidence from the housing market,"
Journal of Macroeconomics,
Elsevier, vol. 30(1), pages 69-96, March.
- Salotti, Simone, 2010.
"Wealth effect in the US: evidence from the combination of two surveys,"
MPRA Paper
27352, University Library of Munich, Germany.
- Karen E. Dynan & Dean M. Maki, 2001.
"Does stock market wealth matter for consumption?,"
Finance and Economics Discussion Series
2001-23, Board of Governors of the Federal Reserve System (U.S.).
- Christian Dreger & Hans-Eggert Reimers, 2006.
"Consumption and disposable income in the EU countries: the role of wealth effects,"
Empirica,
Springer, vol. 33(4), pages 245-254, September.
- Jonathan McCarthy & Charles Steindel, 2006.
"Housing activity, home values, and consumer spending,"
Proceedings,
Federal Reserve Bank of Chicago, pages 78-89.
- Lee, Manjong, 2010.
"Carrying cost of money and real effects of denomination structure,"
Journal of Macroeconomics,
Elsevier, vol. 32(1), pages 326-337, March.
- Norbert Funke, 2002.
"Stock Market Developments and Private Consumer Spending in Emerging Markets,"
IMF Working Papers
02/238, International Monetary Fund.
- Dean M. Maki & Michael G. Palumbo, 2001.
"Disentangling the wealth effect: a cohort analysis of household saving in the 1990s,"
Finance and Economics Discussion Series
2001-21, Board of Governors of the Federal Reserve System (U.S.).
- Andrew J. Filardo, 2001.
"Should monetary policy respond to asset price bubbles? : some experimental results,"
Research Working Paper
RWP 01-04, Federal Reserve Bank of Kansas City.
- Barrell, Ray & Byrne, Joseph P. & Dury, Karen, 2003.
"The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe,"
Economic Modelling,
Elsevier, vol. 20(2), pages 275-299, March.
- Eva Sierminska & Yelena Takhtamanova, 2007.
"Wealth effects out of financial and housing wealth: cross country and age group comparisons,"
Working Paper Series
2007-01, Federal Reserve Bank of San Francisco.
- Michael R. Donihue & Andriy Avramenko, 2006.
"Decomposing consumer wealth effects: evidence on the role of real estate assets following the wealth cycle of 1990-2002,"
Working Papers
06-15, Federal Reserve Bank of Boston.
- Dolmas, Jim, 2003.
"A note on the potential pitfalls in estimating a 'wealth effect' on consumption from aggregate data,"
Economics Letters,
Elsevier, vol. 78(3), pages 437-441, March.
- Alpo Willman, 2003.
"Consumption; habit persistence; imperfect information and the lifetime budget constraint,"
Working Paper Series
251, European Central Bank.
- Till van Treeck, 2008.
"Asymmetric income and wealth effects in a non-linear error correction model of US consumer spending,"
IMK Working Paper
06-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Karen E. Dynan & Donald L. Kohn, 2007.
"The rise in U.S. household indebtedness: causes and consequences,"
Finance and Economics Discussion Series
2007-37, Board of Governors of the Federal Reserve System (U.S.).
- Bover, Olympia, 2006.
"Wealth Effects on Consumption: Microeconometric Estimates from a New Survey of Household Finances,"
CEPR Discussion Papers
5874, C.E.P.R. Discussion Papers.
- Ricardo M. Sousa, 2003.
"Property of stocks and wealth effects on consumption,"
NIPE Working Papers
2/2003, NIPE - Universidade do Minho.
- Torsten Sløk & Hali J. Edison, 2001.
"Wealth Effects and the New Economy,"
IMF Working Papers
01/77, International Monetary Fund.
- X. Bonnet & H. Poncet, 2004.
"Income composition and propensities to consume,"
Documents de Travail de la DESE - Working Papers of the DESE
g2004-12, Institut National de la Statistique et des Etudes Economiques, DESE.
- Kajuth, Florian, 2010.
"The role of liquidity constraints in the response of monetary policy to house prices,"
Journal of Financial Stability,
Elsevier, vol. 6(4), pages 230-242, December.
- Luisa Farinha, 2008.
"Wealth effects on consumption in Portugal: a microeconometric approach,"
Economic Bulletin and Financial Stability Report Articles,
Banco de Portugal, Economics and Research Department.