Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sadiye Baykara & Erdinç Telatar, 2012. "The Stationarity Of Consumption-Income Ratios With Nonlinear And Asymmetric Unit Root Tests: Evidence From Fourteen Transition Economies," Hacettepe University Department of Economics Working Papers 20129, Hacettepe University, Department of Economics.
- Elmi, Zahra (Mila) & Ranjbar, Omid, 2013. "Nonlinear adjustment to the mean reversion of consumption–income ratio," Economic Modelling, Elsevier, vol. 35(C), pages 477-480.
- Steven Cook, 2003. "The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 393-395.
More about this item
Keywordsconsumption-income ratio; heterogeneous panel nonlinear unit root test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-28 (All new papers)
- NEP-CBA-2008-10-28 (Central Banking)
- NEP-ECM-2008-10-28 (Econometrics)
- NEP-ORE-2008-10-28 (Operations Research)
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