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Citations for "Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence"

by John Y. Campbell & N. Gregory Mankiw

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Ricardo Reis, 2004. "Inattentive Consumers," NBER Working Papers 10883, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Julio J. Rotemberg & Michael Woodford, 1998. "An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy: Expanded Version," NBER Technical Working Papers 0233, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Paz, Lourenço S. & Gomes, Fábio A. R., 2008. "Consumption in South America: myopia or liquidity constraints?," Ibmec Working Papers wpe_146, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  4. Piergiorgio Alessandri, 2004. "Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects?," Birkbeck Working Papers in Economics and Finance 0410, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
  5. John Laitner & Daniel Silverman, 2006. "Consumption, Retirement, and Social Security: Evaluating the Efficiency of Reform with a Life-Cycle Model," Working Papers wp142, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
  6. M. Fatih Guvenen, 2003. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?," RCER Working Papers 499, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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  7. Stephen M. Miller & Frank S. Russek, 1999. "The Relationship between Large Fiscal Adjustments and Short-Term Output Growth Under Alternative Fiscal Policy Regimes," Working papers 1999-04, University of Connecticut, Department of Economics, revised Mar 2002. [Downloadable!]
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  8. Matthieu Bussière & Marcel Fratzscher & Gernot J. Müller, 2005. "Productivity shocks, budget deficits and the current account," Working Paper Series 509, European Central Bank. [Downloadable!]
  9. Dr.Godwin Chukwudum Nwaobi, 2004. "Money And Output Interraction In Nigeria," Macroeconomics 0405012, EconWPA. [Downloadable!]
  10. Jordi Galí & J. David López Salido & Javier Vallés, 2003. "Rule-of-thumb consumers and the design of interest rate rules," Banco de España Working Papers 0320, Banco de España. [Downloadable!]
  11. Philippe Jeanfils, 2000. "A model with explicit expectations for Belgium," Research series 200003-3, National Bank of Belgium. [Downloadable!]
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  12. 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. [Downloadable!]
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  13. David Bowman & Deborah Minehart & Matthew Rabin, 1994. "Loss aversion in a consumption/savings model," International Finance Discussion Papers 492, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  14. Andrew Benito & Haroon Mumtaz, . "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers 306, Bank of England. [Downloadable!]
  15. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority. [Downloadable!]
  16. Athanasopoulos, George & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Economics Working Papers (Ensaios Economicos da EPGE) 589, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  17. Chacko, George & Viceira, Luis M, 2005. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," CEPR Discussion Papers 4913, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  18. Christopher L. House & Matthew D. Shapiro, 2004. "Phased-In Tax Cuts and Economic Activity," NBER Working Papers 10415, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  19. Kirill Sosunov & Oleg Zamulin, 2007. "Monetary Policy in an Economy Sick with Dutch Disease," Working Papers w0101, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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  20. John Laitner & Dan Silverman, 2005. "Estimating Life—Cycle Parameters from Consumption Behavior at Retirement”," Working Papers wp099, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
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  21. N. Gregory Mankiw, 2000. "The Savers-Spenders Theory of Fiscal Policy," American Economic Review, American Economic Association, vol. 90(2), pages 120-125, May. [Downloadable!] (restricted)
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  22. Kosuke Aoki & James Proudman & Gertjan Vlieghe, . "House prices, consumption, and monetary policy: a financial accelerator approach," Bank of England working papers 169, Bank of England. [Downloadable!]
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  23. Guillén, Osmani Teixeira de Carvalho & Farshid, Vahid & Athanasopoulos, George & Issler, João Victor, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 688, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  24. Jordi Galí & J.David López-Salidoz & Javier Vallés, 2004. "Understanding the Effects of Government Spending on Consumption," CFS Working Paper Series 2004/23, Center for Financial Studies. [Downloadable!]
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  25. Maurice Obstfeld, 1995. "Evaluating Risky Consumption Paths: The Role of Intertemporal Substitutability," NBER Technical Working Papers 0120, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  26. Gisle James Natvik, 2006. "Government Spending and the Taylor Principle," Working Paper 2006/11, Norges Bank. [Downloadable!]
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  27. Roland Straub & Florin Bilbiie, 2006. "Asset Market Participation, Monetary Policy Rules, and the Great Inflation," IMF Working Papers 06/200, International Monetary Fund. [Downloadable!]
  28. Fatih Ozatay, 2008. "Expansionary Fiscal Consolidations: New Evidence from Turkey," Working Papers 0805, TOBB University of Economics and Technology, Department of Economics. [Downloadable!]
  29. Ricardo M. Sousa, 2009. "Wealth Effetcs on Consumption: Evidence from the euro area," NIPE Working Papers 12/2009, NIPE - Universidade do Minho. [Downloadable!]
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  30. Aron, Janine & Muellbauer, John, 2000. "Personal and Corporate Saving in South Africa," CEPR Discussion Papers 2656, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  31. Sebastian Barnes & Garry Young, . "The rise in US household debt: assessing its causes and sustainability," Bank of England working papers 206, Bank of England. [Downloadable!]
  32. Sydney Ludvigson & Charles Steindel & Martin Lettau, 2002. "Monetary policy transmission through the consumption-wealth channel," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 117-133. [Downloadable!]
  33. Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  34. Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics. [Downloadable!]
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  35. Gregory R. Duffee & Stephen Prowse, 1996. "What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment," Working Papers 96-10, Federal Reserve Bank of Dallas. [Downloadable!]
  36. Claudio Soto, 2004. "Unemployment and Consumption in Chile," Working Papers Central Bank of Chile 258, Central Bank of Chile. [Downloadable!]
  37. repec:fth:prinin:289 is not listed on IDEAS
  38. Christopher Erceg & Luca Guerrieri, 2005. "Expansionary Fiscal Shocks and the Trade Deficit," Computing in Economics and Finance 2005 128, Society for Computational Economics. [Downloadable!]
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  39. Bandiera, Oriana & Caprio, Gerard & Honohan, Patrick & Schiantarelli, Fabio, 1999. "Does financial reform increase or reduce savings ?," Policy Research Working Paper Series 2062, The World Bank. [Downloadable!]
  40. Erik Hurst, 2004. "Grasshoppers, Ants and Pre-Retirement Wealth: A Test of Permanent Income Consumers," Working Papers wp088, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
  41. Jonathan Parker & Bruce Preston, 2002. "Precautionary Saving and Consumption Fluctuations," NBER Working Papers 9196, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  42. David Demery & Nigel W. Duck, 2000. "Incomplete information and the time series behaviour of consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 355-366. [Downloadable!]
  43. Christopher D. Carroll, 1997. "Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation)," NBER Working Papers 6298, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  44. M Saifur Rahman, 2008. "Should Dynamic Scoring be done with Heterogeneous Agent-Based Models? Challenging the Conventional Wisdom," Caepr Working Papers 2008-023, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
  45. Gomes, Orlando, 2007. "Stability analysis in a monetary model with a varying intertemporal elasticity of substitution," MPRA Paper 2890, University Library of Munich, Germany. [Downloadable!]
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  46. John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 1999. "Investing Retirement Wealth: A Life-Cycle Model," NBER Working Papers 7029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  47. Jonathan A. Parker, 1999. "Spendthrift in America? On Two Decades of Decline in the U.S. Saving Rate," NBER Working Papers 7238, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  48. Egil Matsen & Ragnar Torvik & Tommy Sveen, 2004. "Savers, Spenders and Fiscal Policy in a Small Open Economy," Working Paper Series 4704, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
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  49. Günter Coenen & Roland Straub, 2005. "Does Government Spending Crowd In Private Consumption? Theory and Empirical Evidence for the Euro Area," IMF Working Papers 05/159, International Monetary Fund. [Downloadable!]
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  50. Oriana Bandiera & Gerard Caprio Jr. & Patrick Honohan & Fabio Schiantarelli, 1998. "Does Financial Reform Raise or Reduce Savings?," Boston College Working Papers in Economics 413, Boston College Department of Economics. [Downloadable!]
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  51. Jordi Gali & J. David Lopez-Salido & Javier Valles, 2004. "Rule-of-Thumb Consumers and the Design of Interest Rate Rules," NBER Working Papers 10392, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  52. Paola Giuliano & Stephen Turnovsky, 2000. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Discussion Papers in Economics at the University of Washington 0002, Department of Economics at the University of Washington. [Downloadable!]
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  53. Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, EconWPA. [Downloadable!]
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  54. David Card & Raj Chetty & Andrea Weber, 2006. "Cash-on-Hand and Competing Models of Intertemporal Behavior: New Evidence from the Labor Market," NBER Working Papers 12639, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  55. Alessandro Bucciol, 2006. "The Roles of Temptation and Social Security in Explaining Individual Behavior," "Marco Fanno" Working Papers 0032, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  56. Emilio Fernandez-Corugedo & Simon Price, . "Financial liberalisation and consumers' expenditure: 'FLIB' re-examined," Bank of England working papers 157, Bank of England. [Downloadable!]
  57. Yamin Ahmad, 2004. "Reconciling the Effects of Monetary Policy Actions on Consumption Within a Heterogeneous Agent Framework," Working Papers 05-02, UW-Whitewater, Department of Economics, revised Jul 2006. [Downloadable!]
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  58. Martin Sommer, 2001. "Sentiment Predictable Income and Habits in the Dynamics of Aggregate Consumption," Economics Working Paper Archive 458, The Johns Hopkins University,Department of Economics. [Downloadable!]
  59. Valerie A. Ramey, 2001. "Measuring systematic monetary policy (commentary)," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144. [Downloadable!]
  60. Fang Xu, 2005. "Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany," Economics Bulletin, Economics Bulletin, vol. 3(30), pages 1-13. [Downloadable!]
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  61. Jiri Slacalek, 2006. "International Wealth Effects," Discussion Papers of DIW Berlin 596, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  62. Doron Avramov, . "Stock-Return Predictability and Model Uncertainty," Rodney L. White Center for Financial Research Working Papers 12-00, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  63. Christopher D. Carroll & Jirka Slacalek & Martin Sommer, 2008. "International Evidence On Sticky Consumption Growth," CFS Working Paper Series 2008/09, Center for Financial Studies. [Downloadable!]
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  64. Bennett T. McCallum & Edward Nelson, 1998. "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," NBER Working Papers 6599, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  65. Christopher D Carroll & Karen E Dynan & Spencer D Krane, 1999. "Unemployment Risk and Precautionary Wealth: Evidence from Households' Balance Sheets," Economics Working Paper Archive 416, The Johns Hopkins University,Department of Economics.
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  66. Besley, Timothy J. & Meads, Neil & Surico, Paolo, 2008. "Household External Finance and Consumption," CEPR Discussion Papers 6934, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  67. Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, . "The dynamics of consumers' expenditure: the UK consumption ECM redux," Bank of England working papers 204, Bank of England. [Downloadable!]
  68. Charlotte Ostergaard & Bent E. Sorensen & Oved Yosha, 2000. "Consumption and aggregate constraints : evidence from U.S. states and Canadian provinces," Research Working Paper RWP 00-04, Federal Reserve Bank of Kansas City. [Downloadable!]
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  69. Jordi Galí & J. David López Salido & Javier Vallés, 2003. "Understanding the effects of government spending on consumption," Banco de España Working Papers 0321, Banco de España. [Downloadable!]
  70. Michael R. Pakko, 1996. "International risk sharing and low cross-country consumption correlations: are they really inconsistent?," Working Papers 1994-019, Federal Reserve Bank of St. Louis. [Downloadable!]
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  71. Sydney Ludvigson & Christina H. Paxson, 1997. "Approximation bias in linearized Euler equations," Research Paper 9712, Federal Reserve Bank of New York. [Downloadable!]
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  72. Lemmen, J.J.G. & Eijffinger, S.C.W., 1995. "Financial Integration in Europe : Evidence from Euler Equation Tests," Discussion Paper 32, Tilburg University, Center for Economic Research. [Downloadable!]
  73. John Y. Campbell & Sydney Ludvigson, 1998. "Elasticities of Substitution in Real Business Cycle Models with Home Production," NBER Working Papers 6763, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  74. Emilio Fernandez-Corugedo, 2004. "Consumption Theory," Handbooks, Centre for Central Banking Studies, Bank of England, number 23. [Downloadable!]
  75. Jeremy J. Nalewaik, 2008. "Lack of signal error (LoSE) and implications for OLS regression: measurement error for macro data," Finance and Economics Discussion Series 2008-15, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  76. Jeremy Rudd & Karl Whelan, 2005. "Modelling inflation dynamics: a critical review of recent research," Finance and Economics Discussion Series 2005-66, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  77. Matteo Iacoviello, 2005. "Household Debt and Income Inequality, 1963-2003," Boston College Working Papers in Economics 629, Boston College Department of Economics, revised 18 Oct 2007. [Downloadable!]
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  78. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
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  79. Marianne Baxter & Urban J. Jermann, 1999. "Household Production and the Excess Sensitivity of Consumption to Current Income," American Economic Review, American Economic Association, vol. 89(4), pages 902-920, September. [Downloadable!] (restricted)
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  80. Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005. "Consumption, wealth and business cycles : why is Germany different?," Discussion Paper Series 1: Economic Studies 2005,16, Deutsche Bundesbank, Research Centre. [Downloadable!]
  81. Guy Debelle & Bruce Preston, 1995. "Consumption, Investment and International Linkages," RBA Research Discussion Papers rdp9512, Reserve Bank of Australia. [Downloadable!]
  82. Pedersen, Karsten N., 1991. "Intertemporal substitution in consumption : evidence for some high- and middle-income countries," Policy Research Working Paper Series 641, The World Bank. [Downloadable!]
  83. Boris Hofmann & Matthias Paustian, 2005. "The Persistence and Rigidity of wages and prices," Money Macro and Finance (MMF) Research Group Conference 2005 71, Money Macro and Finance Research Group. [Downloadable!]
  84. Matthew D. Shapiro & Joel Slemrod, 2001. "Consumer Response to Tax Rebates," NBER Working Papers 8672, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  85. Richard Dennis, 2004. "Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies," Working Papers in Applied Economic Theory 2004-17, Federal Reserve Bank of San Francisco. [Downloadable!]
  86. Galí, Jordi & Gertler, Mark, 1999. "Inflation Dynamics: A Structural Economic Analysis," CEPR Discussion Papers 2246, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  87. 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. [Downloadable!]
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  88. Tullio Jappelli & Luigi Pistaferri, 1999. "Intertemporal Choice and Consumption Mobility," CSEF Working Papers 23, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
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  89. Ryan Banerjee & Nicoletta Batini, 2003. "UK Consumers’ Habits," Discussion Papers 13, Monetary Policy Committee Unit, Bank of England. [Downloadable!]
  90. Arturo Extrella & Jeffrey C. Fuhrer, 1998. "Dynamic inconsistencies: counterfactual implications of a class of rational expectations models," Working Papers 98-5, Federal Reserve Bank of Boston. [Downloadable!]
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  91. Adda, Jérôme & Eaton, Jonathan, 1998. "Borrowing with unobserved liquidity constraints structural estimation with an application to sovereign debt," CEPREMAP Working Papers (Couverture Orange) 9806, CEPREMAP. [Downloadable!]
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  92. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Economics Working Papers (Ensaios Economicos da EPGE) 583, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  93. Jonathan McCarthy & Charles Steindel, 2006. "Housing activity, home values, and consumer spending," Proceedings, Federal Reserve Bank of Chicago, pages 78-89. [Downloadable!]
  94. Lawrence J. Christiano, 1989. "Understanding Japan's saving rate: the reconstruction hypothesis," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 10-25. [Downloadable!]
  95. Orazio P. Attanasio, 1994. "The Intertemporal Allocation of Consumption: Theory and Evidence," NBER Working Papers 4811, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  96. John Serieux, 2008. "Financial Liberalization and Domestic Resource Mobilization in Africa: an Assessment," Working Papers 45, International Policy Centre for Inclusive Growth. [Downloadable!]
  97. Emmanuel De Veirman & Ashley Dunstan, 2008. "How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/05, Reserve Bank of New Zealand. [Downloadable!]
  98. Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2001. "Habit Persistence, Asset Returns, and the Business Cycle," American Economic Review, American Economic Association, vol. 91(1), pages 149-166, March. [Downloadable!] (restricted)
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  99. Philippe Jeanfils & Koen Burggraeve, 2005. "Noname \u2013 A new quarterly model for Belgium," Research series 200505-2, National Bank of Belgium. [Downloadable!]
  100. Andrew W. Dick & Aaron S. Edlin & Eric R. Emch, 2003. "The Savings Impact of College Financial Aid," The B.E. Journal of Economic Analysis & Policy, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
  101. Qiang Zhang, 2004. "Accounting for Human Capital and Weak Identification in Evaluating the Esptein-Zin-Weil Non-Expected Utility Model of Asset Pricing," CIRJE F-Series CIRJE-F-289, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  102. Guse, E., 2005. "Learning in a Misspecified Multivariate Self-referential Linear Stochastic Model," Cambridge Working Papers in Economics 0548, Faculty of Economics, University of Cambridge. [Downloadable!]
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  103. Richhild Moessner, 2005. "Optimal discretionary policy and uncertainty about inflation persistence," Working Paper Series 540, European Central Bank. [Downloadable!]
  104. Luca Guerrieri, 2001. "Inflation dynamics," International Finance Discussion Papers 715, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  105. John Y. Campbell, 1992. "Intertemporal Asset Pricing Without Consumption Data," NBER Working Papers 3989, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  106. Chris Carroll & Lawrence H. Summers, 1989. "Consumption Growth Parallels Income Growth: Some New Evidence," NBER Working Papers 3090, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  107. Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group. [Downloadable!]
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  108. Christopher D. Carroll, 2000. "Requiem for the Representative Consumer? Aggregate Implications of Microeconomic Consumption Behavior," American Economic Review, American Economic Association, vol. 90(2), pages 110-115, May. [Downloadable!] (restricted)
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  109. Sydney Ludvigson & Charles Steindel, 1998. "How important is the stock market effect on consumption?," Research Paper 9821, Federal Reserve Bank of New York. [Downloadable!]
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  110. Michal Horvath, 2007. " Optimal Monetary and Fiscal Policy in an Economy with Non-Ricardian Agents," CDMA Working Paper Series 0703, Centre for Dynamic Macroeconomic Analysis, revised May 2007. [Downloadable!]
  111. Juergen Janger & Claudia Kwapil & Wolfgang Pointner, 2005. "The Determinants of Consumption Growth in Austria — Results of a Representative Survey," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 48-65, November. [Downloadable!]
  112. Penelope A. Smith & Lei Lei Song, 2005. "Response of Consumption to Income, Credit and Interest Rate Changes in Australia," Melbourne Institute Working Paper Series wp2005n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  113. Yin Zhang & Guang Hua Wan, 2004. "Liquidity constraint, uncertainty and household consumption in China," Applied Economics, Taylor and Francis Journals, vol. 36(19), pages 2221-2229, September. [Downloadable!] (restricted)
  114. Joanne Cutler, 2004. "The Relationship between Consumption, Income and Wealth in Hong Kong," Working Papers 012004, Hong Kong Institute for Monetary Research. [Downloadable!]
  115. Gomes, Fábio Augusto Reis & Issler, João Victor, 2009. "Testing the Optimality of Aggregate Consumption Decisions: Is there Rule-of-Thumb Behavior?," Economics Working Papers (Ensaios Economicos da EPGE) 682, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  116. Yulei Luo, 2005. "Consumption Dynamics under Information Processing Constraints," Macroeconomics 0505011, EconWPA, revised 03 Jun 2005. [Downloadable!]
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  117. B Bhaskara Rao, 2005. "Testing Permanent Income Hypothesis for Fiji," Macroeconomics 0511013, EconWPA. [Downloadable!]
  118. Michael T. Kiley, 2007. "Habit persistence, non-separability between consumption and leisure, or rule-of thumb consumers: which accounts for the predictability of consumption growth?," Finance and Economics Discussion Series 2007-48, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  119. J. Breitung & B. Candelon, . "Common Cycles: A Frequency Domain Approach," Sonderforschungsbereich 373 2000-99, Humboldt Universitaet Berlin.
  120. Kosuke Aoki & James Proudman & Gertjan Vlieghe, 2002. "Houses as collateral: has the link between house prices and consumption in the U.K. changed?," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 163-177. [Downloadable!]
  121. Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York. [Downloadable!]
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  122. Fabio Araujo & Marcelo Fernandes e João Victor Issler, 2004. "Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor," Econometric Society 2004 Latin American Meetings 134, Econometric Society. [Downloadable!]
  123. Takashi Kano, 2003. "A Structural VAR Approach to the Intertemporal Model of the Current Account," Working Papers 03-42, Bank of Canada. [Downloadable!]
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  124. Silvio Rendon, 2002. "Job Search and Asset Accumulation under Borrowing Constraints," Economics Working Papers 649, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  125. Riccardo Corradini, 2005. "An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle," Econometrics 0509009, EconWPA. [Downloadable!]
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  126. N. Gregory Mankiw, 1991. "A Quick Refresher Course in Macroeconomics," NBER Working Papers 3256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  127. Joanne Loundes & Rosanna Scutella, 2000. "Consumer Sentiment and Australian Consumer Spending," Melbourne Institute Working Paper Series wp2000n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  128. Yash P. Mehra & Elliot W. Martin, 2003. "Why does consumer sentiment predict household spending?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 51-67. [Downloadable!]
  129. N. Gregory Mankiw & Matthew Weinzierl, 2004. "Dynamic Scoring: A Back-of-the-Envelope Guide," NBER Working Papers 11000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  130. Jiri Slacalek, 2006. "What Drives Personal Consumption?: The Role of Housing and Financial Wealth," Discussion Papers of DIW Berlin 647, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  131. Florin Bilbiie, 2005. "Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic," Economics Papers 2005-W09, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  132. Mika Kuismanen & Luigi Pistaferri, 2006. "Information, habits, and consumption behavior - evidence from micro data," Working Paper Series 572, European Central Bank. [Downloadable!]
  133. Issler, João Victor & Piqueira, Natália Scotto, 2000. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," Economics Working Papers (Ensaios Economicos da EPGE) 387, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  134. B. Bhaskara Rao, 2005. "Testing Hall's permanent income hypothesis for a developing country: the case of Fiji," Applied Economics Letters, Taylor and Francis Journals, vol. 12(4), pages 245-248, March. [Downloadable!] (restricted)
  135. Yih-Luan Chyi & Chao-Hsi Huang, 1997. "An empirical study of the 'rule of thumb’ consumption model in five East Asian countries," Applied Economics, Taylor and Francis Journals, vol. 29(10), pages 1271-1282, October. [Downloadable!] (restricted)
  136. Chan G. Huh & Kevin J. Lansing, 1998. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers in Applied Economic Theory and Econometrics 98-01, Federal Reserve Bank of San Francisco. [Downloadable!]
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  137. John Y. Campbell, 1992. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," NBER Working Papers 4188, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  138. Reichling, Felix, 2006. "Optimal Unemployment Insurance in Labor Market Equilibrium when Workers can Self-Insure," MPRA Paper 5362, University Library of Munich, Germany, revised 16 Oct 2007. [Downloadable!]
  139. Matthew D. Shapiro & Joel Slemrod, 1995. "Consumer Response to the Timing of Income: Evidence from a Change in Tax Withholding," NBER Working Papers 4344, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  140. Fabio Canova & Morten Ravn, 2000. "The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 423-460, July. [Downloadable!] (restricted)
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  141. Roland Straub & Günter Coenen, 2005. "Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area," Computing in Economics and Finance 2005 102, Society for Computational Economics. [Downloadable!]
  142. Jeffrey C. Fuhrer, 2000. "Optimal monetary policy in a model with habit formation," Working Papers 00-5, Federal Reserve Bank of Boston. [Downloadable!]
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  143. Sydney C. Ludvigson & Alexander Michaelides, 2001. "Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?," American Economic Review, American Economic Association, vol. 91(3), pages 631-647, June. [Downloadable!] (restricted)
  144. Jeffrey C Fuhrer, 1998. "An Optimising Model for Monetary Policy Analysis: Can Habit Formation Help?," RBA Research Discussion Papers rdp9812, Reserve Bank of Australia. [Downloadable!]
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  145. Cheolbeom Park & Pei Fang Lim, 2004. "Excess sensitivity of consumption, liquidity constraints, and mandatory saving," Applied Economics Letters, Taylor and Francis Journals, vol. 11(12), pages 771-774, October. [Downloadable!] (restricted)
  146. Thomas Nitschka, 2005. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005 22, Money Macro and Finance Research Group. [Downloadable!]
  147. Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, EconWPA. [Downloadable!]
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  148. Rudd, Jeremy & Whelan, Karl, 2002. "A Note on the Cointegration of Consumption, Income, and Wealth," Research Technical Papers 5/RT/02, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
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  149. Neil H. Buchanan, 1998. "Taxes, Saving, and Macroeconomics," Macroeconomics 9805009, EconWPA. [Downloadable!]
  150. Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995. "Asset Pricing Lessons for Modeling Business Cycles," NBER Working Papers 5262, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  151. Aghion, Philippe & Bacchetta, Philippe & Banerjee, Abhijit, 1999. "Capital Markets and the Instability of Open Economies," CEPR Discussion Papers 2083, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  152. Martin Lettau, 2001. "Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?," Staff Reports 130, Federal Reserve Bank of New York. [Downloadable!]
  153. Mathias Hoffmann, 2005. "Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns," Computing in Economics and Finance 2005 229, Society for Computational Economics. [Downloadable!]
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  154. Taiji Harashima, 2005. "An Estimate of the Elasticity of Intertemporal Substitution in a Production Economy," Macroeconomics 0508030, EconWPA. [Downloadable!]
  155. Cheng K. Wu, 1997. "New Result in Theory of Consumption: Changes in Savings and Income Growth," Macroeconomics 9706007, EconWPA. [Downloadable!]
  156. Leonid Kogan & Raman Uppal, . "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers 13-00, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  157. Hasan Bakhshi, . "The sensitivity of aggregate consumption to human wealth," Bank of England working papers 108, Bank of England. [Downloadable!]
  158. Tommaso Monacelli, 2006. "Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints," NBER Working Papers 12470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  159. Marco Malgarini & Patrizia Margani, 2005. "Psychology, consumer sentiment and household expenditures: a disaggregated analysis," ISAE Working Papers 58, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  160. Olivier Allais & Loic Cadiou & Stephane Dees, 2001. "Defining Consumption Behavior in a Multi-Country Model," Working Papers 2001-02, CEPII research center. [Downloadable!]
  161. Jeffrey C. Fuhrer, 2001. "Optimal monetary policy in a model with habit formation and explicit tax distortions," Working Papers 01-06, Federal Reserve Bank of Boston. [Downloadable!]
  162. Jansen, Pieter W., 2006. "Low inflation, a high net savings surplus and institutional restrictions keep the Japanese long-term interest rate low," Serie Research Memoranda 0011, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  163. Jeffrey C. Fuhrer, 2000. "Habit Formation in Consumption and Its Implications for Monetary-Policy Models," American Economic Review, American Economic Association, vol. 90(3), pages 367-390, June. [Downloadable!] (restricted)
  164. Alpo Willman, 2003. "Consumption; habit persistence; imperfect information and the lifetime budget constraint," Working Paper Series 251, European Central Bank. [Downloadable!]
  165. Ivan Roberts & John Simon, 2001. "What do Sentiment Surveys Measure?," RBA Research Discussion Papers rdp2001-09, Reserve Bank of Australia. [Downloadable!]
  166. Laura Rinaldi & Alicia Sanchis-Arellano, 2006. "Household debt sustainability - What explains household non-performing loans? An empirical analysis," Working Paper Series 570, European Central Bank. [Downloadable!]
  167. Joanne Cutler, 2004. "The Relationship between Consumption, Income and Wealth in Hong Kong," Macroeconomics 0403013, EconWPA. [Downloadable!]
  168. Eric van Wincoop & Kei-Mu Yi, 2000. "Asia crisis postmortem: where did the money go and did the United States benefit?," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 51-70. [Downloadable!]
  169. Jorn-Steffen Pischke, 1991. "Individual Income, Incomplete Information and Aggregate Consumption," Working Papers 669, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
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  170. Alan J. Auerbach & Daniel Feenberg, 2000. "The Significance of Federal Taxes as Automatic Stabilizers," NBER Working Papers 7662, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  171. Julio J. Rotemberg, 1998. "Cyclical Movements in Wages and Consumption in a Bargaining Model of Unemployment," NBER Working Papers 6445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  172. Hofer, Helmut & Url, Thomas, 2005. "Growth Effects of Age-related Productivity Differentials in an Ageing Society. A Simulation Study for Austria," Economics Series 179, Institute for Advanced Studies. [Downloadable!]
  173. Solange Gouvea & Abhijit Sen Gupta, 2007. "Monetary Policy Design under Competing Models of Inflation Persistence," Working Papers Series 137, Central Bank of Brazil, Research Department. [Downloadable!]
  174. Julia Lynn Coronado & Joseph P. Lupton & Louise M. Sheiner, 2005. "The household spending response to the 2003 tax cut: evidence from survey data," Finance and Economics Discussion Series 2005-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  175. Whelan, Karl, 2006. "Consumption and Expected Asset Returns Without Assumptions About Unobservables," Research Technical Papers 4/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
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  176. Campa, Jose M. & Gavilán, Angel, 2006. "Current accounts in the euro area: An intertemporal approach," IESE Research Papers D/651, IESE Business School. [Downloadable!]
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  177. Jose Ricardo da Costa e Silva & Ryan A. Compton, 2006. "Capital Flows And Destabilizing Policy In Latin America," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 12, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  178. Juan Ignacio Pena & Rosa Rodriguez, 2006. "On The Economic Link Between Asset Prices And Real Activity," Business Economics Working Papers wb063209, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  179. Cepii & Cepremap, 2001. "MARMOTTE: A Multinational Model," Working Papers 2001-15, CEPII research center. [Downloadable!]
  180. Benjamin Eden, 2004. "Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?," Working Papers 0422, Department of Economics, Vanderbilt University. [Downloadable!]
  181. Foued Chihi & Michel Normandin, 2008. "External and Budget Deficits in Developing Countries," Cahiers de recherche 0819, CIRPEE. [Downloadable!]
  182. Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005. "Consumption, Wealth and Business Cycles in Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  183. Martin Sommer & Christopher Carroll, 2004. "Epidemiological expectations and consumption dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 92, Money Macro and Finance Research Group. [Downloadable!]
  184. Eun Young Chah & Valerie A. Ramey & Ross M. Starr, 1991. "Liquidity Constraints and Intertemporal Consumer Optimization: Theory and Evidence From Durable Goods," NBER Working Papers 3907, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  185. Colciago, Andrea, 2006. "Rule of Thumb Consumers Meet Sticky Wages," MPRA Paper 3275, University Library of Munich, Germany, revised 27 Apr 2007. [Downloadable!]
  186. Yash P. Mehra, 2001. "The wealth effect in empirical life-cycle aggregate consumption equations," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 45-67. [Downloadable!]
  187. Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000. "Progress from forecast failure : the Norwegian consumption function," Memorandum 32/2000, Oslo University, Department of Economics. [Downloadable!]
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  188. repec:att:wimass:199722 is not listed on IDEAS
  189. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trescroci, 2003. "Fiscal and Monetary policy Interactions in a New Keynesian Model with Liquidity Constraints," Working Papers 2005_19, Department of Economics, University of Glasgow, revised Apr 2005. [Downloadable!]
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  190. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority. [Downloadable!]
  191. Juan Carlos Cordoba & Genevieve Verdier, 2007. "Lucas vs. Lucas: On Inequality and Growth," IMF Working Papers 07/17, International Monetary Fund. [Downloadable!]
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  192. Pierre Lafourcade, 2008. "Are Asset Returns Predictable from the National Accounts?," DNB Working Papers 189, Netherlands Central Bank, Research Department. [Downloadable!]
  193. Jason Beeler & John Y. Campbell, 2009. "The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment," NBER Working Papers 14788, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  194. Roy Cromb & Emilio Fernandez-Corugedo, . "Long-term interest rates, wealth and consumption," Bank of England working papers 243, Bank of England. [Downloadable!]
  195. Giovanni Di Bartolomeo & Lorenza Rossi & Massimiliano Tancioni, 2006. "Monetary Policy under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison," Working Papers 97, Sapienza University of Rome, Department of Public Economics. [Downloadable!]
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  196. Francisco Gallego & Norman Loayza, 2000. "Financial Structure in Chile: Macroeconomic Developments and Microeconomic Effects," Working Papers Central Bank of Chile 75, Central Bank of Chile. [Downloadable!]
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  197. Florin O. Bilbiie, 2004. "The great inflation, limited asset markets participation and aggregate demand: FED policy was better than you think," Working Paper Series 408, European Central Bank. [Downloadable!]
  198. Alpo Willman, 2007. "Sequential optimization, front-loaded information, and U.S. consumption," Working Paper Series 765, European Central Bank. [Downloadable!]
  199. Christopher House & Matthew D. Shapiro, 2006. "Temporary Investment Tax Incentives: Theory with Evidence from Bonus Depreciation," NBER Working Papers 12514, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  200. Gianni La Cava & John Simon, 2003. "A Tale of Two Surveys: Household Debt and Financial Constraints in Australia," RBA Research Discussion Papers rdp2003-08, Reserve Bank of Australia. [Downloadable!]
  201. Evan F. Koenig, 1993. "Rethinking the IS in IS-LM: adapting Keynesian tools to non-Keynesian economies Part 2," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Dec, pages 17-35. [Downloadable!]
  202. Muellbauer, John & Murata, Keiko, 2009. "Consumption, Land Prices and the Monetary Transmission Mechanism in Japan," CEPR Discussion Papers 7269, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  203. Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stability of the Wealth Effect," Department of Economics Discussion Papers 1405, Department of Economics, University of Surrey. [Downloadable!]
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