Measuring Noise in the Permanent Income Hypothesis
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Note: Later published in Journal of Macroeconomics
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- Engsted, Tom, 2002. "Measuring noise in the Permanent Income Hypothesis," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 353-370, September.
References listed on IDEAS
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Cited by:
- Liping Gao & Hyeongwoo Kim & Yaoqi Zhang, 2013. "Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China," Auburn Economics Working Paper Series auwp2013-05, Department of Economics, Auburn University.
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Keywords
Stimulation Models; Permanent Income Hypothesis;Statistics
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