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Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons

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  • Shintani Mototsugu

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  • Shintani Mototsugu, 1994. "Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons," Journal of the Japanese and International Economies, Elsevier, vol. 8(2), pages 144-172, June.
  • Handle: RePEc:eee:jjieco:v:8:y:1994:i:2:p:144-172
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    Cited by:

    1. Brunner, Allan D. & Kamin, Steven B., 1996. "Determinants of the 1991-1993 Japanese recession: Evidence from a structural model of the Japanese economy," Japan and the World Economy, Elsevier, vol. 8(4), pages 363-399, December.
    2. Mario J. Crucini & Mototsugu Shintani, 2010. "Measuring Business Cycles by Saving for a Rainy Day," NBER Working Papers 16075, National Bureau of Economic Research, Inc.
    3. Gordon de Brouwer, 1996. "Consumption and Liquidity Constraints in Australia and East Asia: Does Financial Integration Matter?," RBA Research Discussion Papers rdp9602, Reserve Bank of Australia.
    4. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, April.
    5. Heba Youssef Hashem, 2016. "Determinants of Egyptian Banking Sector Profitability: Time-Series Analysis from 2004-2014," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 9(2), pages 73-78, June.

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