IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Rational Expectations, Econometric Exogeneity, and Consumption"

by Sargent, Thomas J

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Abel, Andrew B., 1990. "Consumption and investment," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 14, pages 725-778 Elsevier.
  2. Committee, Nobel Prize, 2011. "Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics," Nobel Prize in Economics documents 2011-2, Nobel Prize Committee.
  3. Eckstein, Zvi & Lifshitz, Osnat, 2009. "Dynamic Female Labor Supply," IZA Discussion Papers 4550, Institute for the Study of Labor (IZA).
  4. Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," IDEI Working Papers 726, Institut d'Économie Industrielle (IDEI), Toulouse.
  5. Blanchard, Olivier J, 1983. "The Production and Inventory Behavior of the American Automobile Industry," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 365-400, June.
  6. Bernanke, Ben, 1985. "Adjustment costs, durables, and aggregate consumption," Journal of Monetary Economics, Elsevier, vol. 15(1), pages 41-68, January.
  7. Vicent, Daniel & Werlang, Sérgio Ribeiro da Costa & Tan, Tommy & Madrigal, Vicente, 1989. "Credit rationing and the permanent income hypothesis," Economics Working Papers (Ensaios Economicos da EPGE) 141, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  8. Campbell, John Y, 1987. "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," Econometrica, Econometric Society, vol. 55(6), pages 1249-73, November.
  9. Miron, Jeffrey A, 1986. "Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption," Journal of Political Economy, University of Chicago Press, vol. 94(6), pages 1258-79, December.
  10. Richard Paap & Herman K. van Dijk, 1999. "Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute.
  11. Jeffrey A. Miron & Stephen P. Zeldes, . "Seasonality, Cost Shocks and the Production Smoothing Model of Inventories," Rodney L. White Center for Financial Research Working Papers 01-87, Wharton School Rodney L. White Center for Financial Research.
  12. Akshay Shanker & Sacha Vidler, 2014. "Offsets to compulsory superannuation: do people consciously choose their level of retirement saving?," CAMA Working Papers 2014-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  13. Basu, Parantap, 1995. "Tax rate uncertainty and the sensitivity of consumption to income in an overlapping generations model," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 421-439.
  14. Fumio Hayashi, 1982. "The Effect of Liquidity Constraints on Consumption: Cross-Sectional Analysis," Discussion Papers 516, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  15. Greg Kaplan & Giovanni L. Violante, 2010. "How Much Consumption Insurance beyond Self-Insurance?," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 53-87, October.
  16. Falk, Barry & Lee, Bong-Soo, 1998. "The dynamic effects of permanent and transitory labor income on consumption," Journal of Monetary Economics, Elsevier, vol. 41(2), pages 371-387, April.
  17. Hansen, Lars Peter & Sargent, Thomas J., 1981. "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Economics Letters, Elsevier, vol. 8(3), pages 255-260.
  18. Costas Meghir & Luigi Pistaferri, 2010. "Earnings, consumption and lifecycle choices," IFS Working Papers W10/05, Institute for Fiscal Studies.
  19. Alan S. Blinder & Douglas Holtz-Eakin, 1984. "Inventory Fluctuations in the United States Since 1929," NBER Working Papers 1371, National Bureau of Economic Research, Inc.
  20. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," Journal of Economic Literature, American Economic Association, vol. 48(3), pages 693-751, September.
  21. Laurence J. Kotlikoff & Ariel Pakes, 1984. "Looking for the News in the Noise - Additional Stochastic Implications of Optimal Consumption Choice," NBER Working Papers 1492, National Bureau of Economic Research, Inc.
  22. Mark Schankerman & M. Ishaq Nadiri, 1984. "Investment in R&D, Costs of Adjustment, and Expectations," NBER Chapters, in: R&D, Patents, and Productivity, pages 315-338 National Bureau of Economic Research, Inc.
  23. Chow, Gregory C. & Zheng, Lihui, 2002. "Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1417-1429, August.
  24. Mervyn A. King, 1983. "The Economics of Saving," NBER Working Papers 1247, National Bureau of Economic Research, Inc.
  25. Ben S. Bernanke, 1981. "Permanent Income, Liquidity, and Expenditure on Automobiles: Evidence from Panel Data," NBER Working Papers 0756, National Bureau of Economic Research, Inc.
  26. Orazio P. Attanasio, 1998. "Consumption Demand," NBER Working Papers 6466, National Bureau of Economic Research, Inc.
  27. Nalewaik, Jeremy J., 2006. "Current consumption and future income growth: Synthetic panel evidence," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2239-2266, November.
  28. Mark Schankerman & M. Ishaq Nadiri, 1982. "Investment in R&D, Costs of Adjustment and Expectations," NBER Working Papers 0931, National Bureau of Economic Research, Inc.
  29. Luo, Yulei & Young, Eric R., 2016. "Induced uncertainty, market price of risk, and the dynamics of consumption and wealth," Journal of Economic Theory, Elsevier, vol. 163(C), pages 1-41.
  30. Ananda Jayawickrama & Tilak Abeysinghe, 2006. "Sustainability of Fiscal Deficits : The US Experience 1929-2004," Governance Working Papers 21924, East Asian Bureau of Economic Research.
  31. Cheng K. Wu, 1997. "New Result in Theory of Consumption: Changes in Savings and Income Growth," Macroeconomics 9706007, EconWPA.
  32. John B. Taylor, 1983. "Rational Expectations Models in Macroeconomics," NBER Working Papers 1224, National Bureau of Economic Research, Inc.
  33. Robert E. Hall, 1987. "Consumption," NBER Working Papers 2265, National Bureau of Economic Research, Inc.
  34. Tilak Abeysinghe & Ananda Jayawickrama, 2013. "A segmented trend model to assess fiscal sustainability: The US experience 1929–2009," Empirical Economics, Springer, vol. 44(3), pages 1129-1141, June.
  35. Yochanan Shachmurove & Reuel Shinnar (Deceased), 2012. "Do Chemical Reactors Hold the Solution for Global Economic Crises?," PIER Working Paper Archive 12-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  36. Orazio Attanasio & Margherita Borella, 2006. "Stochastic Components of Individual Consumption: A Time Series Analysis of Grouped Data," NBER Working Papers 12456, National Bureau of Economic Research, Inc.
  37. Lars Peter Hansen & Thomas J. Sargent, 1981. "Exact linear rational expectations models: specification and estimation," Staff Report 71, Federal Reserve Bank of Minneapolis.
  38. Gregory C. Chow, 2003. "Equity Premium and Consumption Sensitivity When the Consumer- Investor Allows for Unfavorable Circumstances," Macroeconomics 0306012, EconWPA.
  39. Thomas C. Glaessner, 1982. "Formulation and estimation of a dynamic model of exchange rate determination: an application of general method of moments techniques," International Finance Discussion Papers 208, Board of Governors of the Federal Reserve System (U.S.).
  40. Alan S. Blinder, 1978. "Temporary Income Taxes and Consumer Spending," NBER Working Papers 0283, National Bureau of Economic Research, Inc.
  41. Luo, Yulei & Young, Eric, 2013. "Consumption, Market Price of Risk, and Wealth Accumulation under Induced Uncertainty," MPRA Paper 50998, University Library of Munich, Germany.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.