Using the permanent income hypothesis for forecasting
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References listed on IDEAS
- Hall, Robert E, 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 971-987, December.
- Campbell, John Y, 1987.
"Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis,"
Econometric Society, vol. 55(6), pages 1249-1273, November.
- John Y. Campbell, 1986. "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," NBER Working Papers 1805, National Bureau of Economic Research, Inc.
- Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
- Hansen, Lars Peter & Singleton, Kenneth J, 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 50(5), pages 1269-1286, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Leonard I. Nakamura & Tom Stark, 2005.
"Benchmark revisions and the U.S. personal saving rate,"
05-6, Federal Reserve Bank of Philadelphia.
- Leonard I. Nakamura & Tom Stark, 2006. "Bench Mark Revisions and the U.S. Personal Saving Rate," 2006 Meeting Papers 123, Society for Economic Dynamics.
- 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,"
Computing in Economics and Finance 2005
28, Society for Computational Economics.
- 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.
- Kevin Moran & Veronika Dolar, 2002. "Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data," Staff Working Papers 02-18, Bank of Canada.
- Mary G. Finn, 1995. "Is "high" capacity utilization inflationary?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 1-16.
- Kim, Kunhong & Hall, Viv B. & Buckle, Robert A., 2006. "Consumption-smoothing in a small, cyclically volatile open economy: Evidence from New Zealand," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1277-1295, December.
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KeywordsForecasting ; Income ; Saving and investment;
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