Trends, Random Walks, and Tests of the Permanent Income Hypothesis
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Other versions of this item:
- Gregory Mankiw, N. & Shapiro, Matthew D., 1985. "Trends, random walks, and tests of the permanent income hypothesis," Journal of Monetary Economics, Elsevier, vol. 16(2), pages 165-174, September.
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KeywordsNon-stationary time series; detrending; permanent income hypothesis; small sample bias;
All these keywords.
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