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Citations for "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence"

by Hall, Robert E

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  1. Richard, Jean-Francois, 1995. "Bayesian model selection and prediction with empirical applications discussion," Journal of Econometrics, Elsevier, vol. 69(1), pages 337-349, September.
  2. Guse, E., 2005. "Learning in a Misspecified Multivariate Self-referential Linear Stochastic Model," Cambridge Working Papers in Economics 0548, Faculty of Economics, University of Cambridge.
  3. Fiorito, Riccardo & Kollintzas, Tryphon, 2004. "Public goods, merit goods, and the relation between private and government consumption," European Economic Review, Elsevier, vol. 48(6), pages 1367-1398, December.
  4. Benjamin Eden & Ariel Pakes, 1979. "Measuring the Variance-Age Profile of Lifetime Income," NBER Working Papers 0350, National Bureau of Economic Research, Inc.
  5. Florian Höppner & Katrin Wesche, 2000. "Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach," Bonn Econ Discussion Papers bgse9_2000, University of Bonn, Germany.
  6. Christiano, Lawrence J. & Eichenbaum, Martin, 1990. "Unit roots in real GNP: Do we know, and do we care?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 7-61, January.
  7. Johansson-Stenman, Olof, 2006. "A Note on the Risk Behavior and Death of Homo Economicus," Working Papers in Economics 221, University of Gothenburg, Department of Economics.
  8. John Y. Campbell & N. Gregory Mankiw, 1989. "Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence," NBER Working Papers 2924, National Bureau of Economic Research, Inc.
  9. Guvenen, Fatih, 2006. "Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1451-1472, October.
  10. 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.
  11. Tahir Mukhtar & Aliya H. Khan, 2011. "The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 401-421.
  12. Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.
  13. David Demery & Nigel Duck, 2002. "Cointegration-based tests of the New Keynesian Model of inflation," Bristol Economics Discussion Papers 02/541, Department of Economics, University of Bristol, UK.
  14. Hordahl, Peter & Tristani, Oreste & Vestin, David, 2006. "A joint econometric model of macroeconomic and term-structure dynamics," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 405-444.
  15. Stanley Fischer & Robert C. Merton, 1984. "Macroeconomics and Finance: The Role of the Stock Market," NBER Working Papers 1291, National Bureau of Economic Research, Inc.
  16. Maurice Obstfeld & Kenneth Rogoff, 1994. "The Intertemporal Approach to the Current Account," NBER Working Papers 4893, National Bureau of Economic Research, Inc.
  17. Yulei Luo & Eric R.Young & Jun Nie, 2011. "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers 209, Society for Economic Dynamics.
  18. 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.
  19. repec:ebl:ecbull:v:5:y:2004:i:16:p:1-10 is not listed on IDEAS
  20. Martha Starr-McCluer, 1998. "Stock market wealth and consumer spending," Finance and Economics Discussion Series 1998-20, Board of Governors of the Federal Reserve System (U.S.).
  21. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," NBER Working Papers 3990, National Bureau of Economic Research, Inc.
  22. Park, Joon Y. & Whang, Yoon-Jae, 2004. "A Test of the Martingale Hypothesis," Working Papers 2004-11, Rice University, Department of Economics.
  23. John Y. Campbell, 1992. "Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model," NBER Working Papers 4188, National Bureau of Economic Research, Inc.
  24. Becker, Torbjörn, 1995. "Government Debt and Private Consumption: Theory and Evidence," SSE/EFI Working Paper Series in Economics and Finance 71, Stockholm School of Economics.
  25. Laisney, François, 1991. "Mikroökonometrische Untersuchung von Aggregationsproblemen: Eine partielle Übersicht," ZEW Discussion Papers 91-03, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  26. 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.
  27. Orazio P. Attanasio & Tullio Jappelli, 1998. "Intertemporal Choice and the Cross-Sectional Variance of Marginal Utility," NBER Working Papers 6560, National Bureau of Economic Research, Inc.
  28. Iacoviello, Matteo, 2004. "Consumption, house prices, and collateral constraints: a structural econometric analysis," Journal of Housing Economics, Elsevier, vol. 13(4), pages 304-320, December.
  29. Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-180, Boston University - Department of Economics.
  30. Masao Ogaki & Jonathan David Ostry & Carmen Reinhart, 1995. "Saving Behavior in Low and Middle-Income Developing Countries; A Comparison," IMF Working Papers 95/3, International Monetary Fund.
  31. V. De Bonis & R. Paladini, 1998. "Fiscal adjustments in Europe and Ricardian equivalence," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(206), pages 247-272.
  32. Sydney Ludvigson & Charles Steindel, 1999. "How important is the stock market effect on consumption?," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 29-51.
  33. Melvin Stephens Jr., 2002. "'3rd of tha Month': Do Social Security Recipients Smooth Consumption Between Checks?," NBER Working Papers 9135, National Bureau of Economic Research, Inc.
  34. Olivier Blanchard, 2000. "What Do We Know About Macroeconomics That Fisher And Wicksell Did Not?," The Quarterly Journal of Economics, MIT Press, vol. 115(4), pages 1375-1409, November.
  35. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
  36. Martin Sommer, 2004. "Habits, Sentiment and Predictable Income in the Dynamics of Aggregate Consumption," Macroeconomics 0408004, EconWPA.
  37. David W. Campbell, 1999. "Explaining Japan's Saving Rate," Macroeconomics 9902004, EconWPA.
  38. Ligon, Ethan, 2002. "Targeting and Informal Insurance," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  39. Mauricio V.L. Bittencourt & Ratapol P. Teratanavat & Wen S. Chern, 2007. "Food consumption and demographics in Japan: Implications for an aging population," Agribusiness, John Wiley & Sons, Ltd., vol. 23(4), pages 529-551.
  40. George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics.
  41. Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "Testing Consumption Optimality using Aggregate Data," Economics Working Papers (Ensaios Economicos da EPGE) 756, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  42. Jönsson, Kristian, 2006. "Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated," Working Papers 2006:20, Lund University, Department of Economics, revised 09 Nov 2009.
  43. Katarzyna Leszkiewicz Kędzior & Władysław Welfe, 2012. "Consumption function for Poland. Is life cycle hypothesis legitimate?," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 43(5).
  44. Chen Kuo, 2013. "Is the liberalization policy effective on improving bivariate cointegration of current accounts, foreign exchange, stock prices? Further evidence from Asian markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(4), pages 1923-1941, June.
  45. Ogawa, K. & Kitasaka, S.I. & Yamaoka, H. & Iwata, Y., 1995. "An Empirical Re-Evaluation of Wealth Effect in Japanese Household Behavior," ISER Discussion Paper 0382, Institute of Social and Economic Research, Osaka University.
  46. Voon, Jan P. & Voon, Jan Cham, 2012. "A structural model of consumption: An application to China during the global financial crisis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(3), pages 284-288.
  47. Saikkonen, Pentti & Ripatti, Antti, 1999. "On the Estimation of Euler Equations in the Presence of a Potential Regime Shift," Research Discussion Papers 6/1999, Bank of Finland.
  48. James Banks & Sarah Smith, 1996. "Savings and wealth in the UK: evidence from micro-data," Fiscal Studies, Institute for Fiscal Studies, vol. 17(2), pages 37-64, January.
  49. Lawrence J. Christiano & Michele Boldrin & Jonas D. M. Fisher, 2001. "Habit Persistence, Asset Returns, and the Business Cycle," American Economic Review, American Economic Association, vol. 91(1), pages 149-166, March.
  50. Hall, Robert E & Mishkin, Frederic S, 1982. "The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households," Econometrica, Econometric Society, vol. 50(2), pages 461-81, March.
  51. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics.
  52. John Ashton & Andros Gregoriou & Jerome V. Healy, 2013. "The relative influence of price and choice factors on retail deposit quantities," Working Papers 13006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  53. Quartey, Peter, 2005. "Financial Sector Development, Savings Mobilization and Poverty Reduction in Ghana," Working Paper Series RP2005/71, World Institute for Development Economic Research (UNU-WIDER).
  54. Johan Adler, 2006. "The Tax-smoothing Hypothesis: Evidence from Sweden, 1952-1999," Scandinavian Journal of Economics, Wiley Blackwell, vol. 108(1), pages 81-95, 03.
  55. Meyer, Wiebke, 2012. "Motives for remitting from Germany to Kosovo," Studies on the Agricultural and Food Sector in Central and Eastern Europe, Leib­niz Institute of Agricultural Development in Central and Eastern Europe (IAMO), volume 69, number 69.
  56. R. Glenn Hubbard & Anil K. Kashyap, 1991. "Internal net worth and the investment process: an application to U.S. agriculture," Working Paper Series, Macroeconomic Issues 91-27, Federal Reserve Bank of Chicago.
  57. Cuñat, Alejandro & Maffezzoli, Marco, 2002. "Heckscher-Ohlin Business Cycles," CEPR Discussion Papers 3382, C.E.P.R. Discussion Papers.
  58. Chong Wang & Neng Wang & Jinqiang Yang, 2013. "Optimal Consumption and Savings with Stochastic Income," NBER Working Papers 19319, National Bureau of Economic Research, Inc.
  59. Francesco Busato & Bruno Chiarini & Elisabetta Marzano, 2008. "Consumption and income smoothing," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2191-2207.
  60. Zhije Xiao & Peter C.B. Phillips, 1998. "An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.
  61. Tullio Jappelli & Luigi Pistaferri, 2006. "Intertemporal Choice and Consumption Mobility," Journal of the European Economic Association, MIT Press, vol. 4(1), pages 75-115, 03.
  62. N. Gregory Mankiw, 1990. "A Quick Refresher Course in Macroeconomics," NBER Working Papers 3256, National Bureau of Economic Research, Inc.
  63. Karen E. Dynan & Jonathan Skinner & Stephen P. Zeldes, 2000. "Do the rich save more?," Finance and Economics Discussion Series 2000-52, Board of Governors of the Federal Reserve System (U.S.).
  64. Al-Sadoon, Majid M., 2014. "Geometric and long run aspects of Granger causality," Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
  65. Liam Graham & Stephen Wright, 2009. "Information, heterogeneity and market incompleteness," Kiel Working Papers 1503, Kiel Institute for the World Economy.
  66. John C. Driscoll & Steinar Holden, 2014. "Behavioral Economics and Macroeconomic Models," CESifo Working Paper Series 4785, CESifo Group Munich.
  67. Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics, Finance and Accounting Department Working Paper Series n1660306, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  68. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM.
  69. Ira Saltz & Richard Cebula, 1992. "A comparison of the smoothness of consumption and investment over the business cycle as between developed and developing nations: 1970–79," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(4), pages 681-694, December.
  70. Eric R. Young & Yulei Luo, 2008. "Risk-sensitive Consumption and Savings under Rational Inattention," 2008 Meeting Papers 64, Society for Economic Dynamics.
  71. Arif Oduncu, 2012. "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012 4380, EcoMod.
  72. Jacobsen, Jette Bredahl & Lundhede, Thomas Hedemark & Thorsen, Bo Jellesmark, 2013. "The effects of current income and expected change in future income on stated preferences for environmental improvements," Journal of Forest Economics, Elsevier, vol. 19(2), pages 206-219.
  73. 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.
  74. Kitamura, Yoshihiro, 2009. "The current account and stock returns," Research in International Business and Finance, Elsevier, vol. 23(3), pages 302-321, September.
  75. Laurence Ball & N. Gregory Mankiw, 2007. "Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design," Journal of Political Economy, University of Chicago Press, vol. 115(4), pages 523-547, 08.
  76. Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
  77. Madsen, Jakob B. & Mcaleer, Michael, 2000. "Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 229-252, April.
  78. repec:cty:dpaper:8124 is not listed on IDEAS
  79. Cochrane, John H., 2005. "Financial Markets and the Real Economy," Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
  80. Yulei Luo & Jun Nie & Eric R. Young, 2010. "Robustness, information-processing constraints, and the current account in small open economies," Research Working Paper RWP 10-17, Federal Reserve Bank of Kansas City.
  81. Luo, Yulei & Nie, Jun & Young, Eric, 2015. "Robust Permanent Income in General Equilibrium," MPRA Paper 63985, University Library of Munich, Germany.
  82. Sattinger, Michael, 2011. "The Markov consumption problem," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 409-416.
  83. Angus Deaton & Christina Paxson, 1997. "The effects of economic and population growth on national saving and inequality," Demography, Springer, vol. 34(1), pages 97-114, February.
  84. Stock, James H. & West, Kenneth D., 1988. "Integrated regressors and tests of the permanent-income hypothesis," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 85-95, January.
  85. Bert Hofman & Helmut Reisen, 1991. "Some evidence on debt-related determinants of investment and consumption in heavily indebted countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 127(2), pages 281-299, June.
  86. Joanne Cutler, 2004. "The Relationship between Consumption, Income and Wealth in Hong Kong," Macroeconomics 0403013, EconWPA.
  87. Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," BORRADORES DE ECONOMIA 005301, BANCO DE LA REPÚBLICA.
  88. Andrew Benito & Haroon Mumtaz, 2006. "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers 306, Bank of England.
  89. Jianjun Miao, 2004. "A Note on Consumption and Savings under Knightian Uncertainty," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 299-311, November.
  90. Parker, J.A., 1997. "The Reaction of Household Consumption to Predictable Changes in Payroll Tax Rates," Working papers 9724, Wisconsin Madison - Social Systems.
  91. Alessie, Rob & Lusardi, Annamaria, 1997. "Saving and income smoothing: Evidence from panel data," European Economic Review, Elsevier, vol. 41(7), pages 1251-1279, July.
  92. Willman, Alpo, 2007. "Sequential optimization, front-loaded information, and U.S. consumption," Working Paper Series 0765, European Central Bank.
  93. Igor Lebrun & Esther Pérez Ruiz, 2014. "Demand Patterns in France, Germany, and Belgium: Can We Explain the Differences?," IMF Working Papers 14/165, International Monetary Fund.
  94. Michael R. Donihue & Andriy Avramenko, 2006. "Decomposing consumer wealth effects: evidence on the role of real estate assets following the wealth cycle of 1990-2002," Working Papers 06-15, Federal Reserve Bank of Boston.
  95. Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
  96. Reinhart, Carmen & Ostry, Jonathan, 1991. "Private Saving and Terms of Trade Shocks," MPRA Paper 13716, University Library of Munich, Germany.
  97. Kenneth Kasa, 2000. "Testing present value models of the current account: a cautionary note," Working Paper Series 2000-12, Federal Reserve Bank of San Francisco.
  98. Larrain, Borja, 2011. "World betas, consumption growth, and financial integration," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 999-1018, October.
  99. Lucio Sarno & Mark P. Taylor, . "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  100. Kapteyn, A. & Kleinjans, K. & van Soest, A.H.O., 2008. "Intertemporal Consumption with Directly Measured Welfare Functions and Subjective Expectations," Discussion Paper 2008-85, Tilburg University, Center for Economic Research.
  101. Miron, Jeffrey A & Zeldes, Stephen P, 1988. "Seasonality, Cost Shocks, and the Production Smoothing Models of Inventories," Econometrica, Econometric Society, vol. 56(4), pages 877-908, July.
  102. Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009. "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche 09-17, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke, revised 10 Mar 2010.
  103. John J. Heim, 2013. "Does “Crowd Out” Offset The Stimulus Effect Of Government Deficits? A Large Scale Econometric Study," Rensselaer Working Papers in Economics 1301, Rensselaer Polytechnic Institute, Department of Economics.
  104. Jappelli, Tullio & Pistaferri, Luigi, 2003. "Tax Incentives to Saving and Borrowing," CEPR Discussion Papers 3881, C.E.P.R. Discussion Papers.
  105. Miles S. Kimball & N. Gregory Mankiw, 1988. "Precautionary Saving and the Timing of Taxes," NBER Working Papers 2680, National Bureau of Economic Research, Inc.
  106. N. Gregory Mankiw, 2000. "The Savers-Spenders Theory of Fiscal Policy," American Economic Review, American Economic Association, vol. 90(2), pages 120-125, May.
  107. Brandstätter, Hermann & Güth, Werner, 1998. "A psychological approach to individual differences in intertemporal consumption patterns," SFB 373 Discussion Papers 1998,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  108. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
  109. Erich Battistin & Richard Blundell & Arthur Lewbel, 2009. "Why Is Consumption More Log Normal than Income? Gibrat's Law Revisited," Journal of Political Economy, University of Chicago Press, vol. 117(6), pages 1140-1154, December.
  110. Panopoulou, Ekaterini, 2009. "Financial variables and euro area growth: A non-parametric causality analysis," Economic Modelling, Elsevier, vol. 26(6), pages 1414-1419, November.
  111. Maurice Obstfeld, 1981. "Transitory terms-of-trade shocks and the current account: the case of constant time preference," International Finance Discussion Papers 194, Board of Governors of the Federal Reserve System (U.S.).
  112. Boldrin, M. & Christiano, L.J. & Fischer, J.D.M., 1996. "Asset Pricing Lessons for Modeling Business Cycles," Papers 268, Banca Italia - Servizio di Studi.
  113. Paola Giuliano & Stephen Turnovsky, 2000. "Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy," Discussion Papers in Economics at the University of Washington 0002, Department of Economics at the University of Washington.
  114. Talan B. Iscan & U.L. Gouranga Rao, 2000. "Investment and the Current Account: A Triangular Model of the G-7 Key words: Investment; current account; triangular simultaneous equations model; random coefficients regression model," Department of Economics at Dalhousie University working papers archive rao, Dalhousie, Department of Economics.
  115. Jeffrey C. Fuhrer, 1992. "Do consumers behave as the life-cycle/permanent-income theory of consumption predicts?," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-14.
  116. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
  117. Kam Yu, 2009. "Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory," NBER Chapters, in: Price Index Concepts and Measurement, pages 405-425 National Bureau of Economic Research, Inc.
  118. Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.
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  120. Emilio Fernandez-Corugedo, 2004. "Consumption Theory," Handbooks, Centre for Central Banking Studies, Bank of England, number 23.
  121. Lars Lochstoer & Harjoat S. Bhamra, 2009. "Return Predictability and Labor Market Frictions in a Real Business Cycle Model," 2009 Meeting Papers 1257, Society for Economic Dynamics.
  122. Marcel Fafchamps, 2003. "Inequality and Risk," Economics Series Working Papers 141, University of Oxford, Department of Economics.
  123. Maria J. Luengo-Prado, 2004. "Durables, Nondurables, Down Payments and Consumption Excesses," Macroeconomics 0408006, EconWPA.
  124. Kjetil Storesletten & Gianluca Violante & Jonathan Heathcote, 2007. "Consumption and Labor Supply with Partial Insurance: An Analytical Framework," 2007 Meeting Papers 913, Society for Economic Dynamics.
  125. Michael Wickens, 2014. "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers 14/17, Department of Economics, University of York.
  126. Li, Geng, 2009. "Transaction costs and consumption," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1263-1277, June.
  127. Guillén, Osmani Teixeira de Carvalho & Issler, João Victor & Franco-Neto, Afonso Arinos de Mello, 2014. "On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 62-78.
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  131. Joseph G. Haubrich, . "Consumption and Fractional Differencing: Old and New Anomalies," Rodney L. White Center for Financial Research Working Papers 20-89, Wharton School Rodney L. White Center for Financial Research.
  132. Pierfederico Asdrubali & Soyoung Kim, 2007. "Incomplete Intertemporal Consumption Smoothing and Incomplete Risksharing," Discussion Paper Series 0725, Institute of Economic Research, Korea University.
  133. Reis, Ricardo, 2006. "Inattentive consumers," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1761-1800, November.
  134. Wolfgang Franz, 1980. "The Reservation Wage of Unemployed Persons in the Federal Republic of Germany: Theory and Empirical Tests," NBER Working Papers 0578, National Bureau of Economic Research, Inc.
  135. Lindberg, Sara, 1999. "Consumption and Capital Mobility in the Nordic Countries," Working Paper Series 1999:6, Uppsala University, Department of Economics.
  136. Ryan R. Brady, 2006. "Structural Breaks and Consumer Credit: Is Consumption Smoothing Finally a Reality?," Departmental Working Papers 13, United States Naval Academy Department of Economics.
  137. Aart Kraay, 2000. "Household Saving in China," World Bank Economic Review, World Bank Group, vol. 14(3), pages 545-570, September.
  138. Caballero, Ricardo J, 1995. "Near-Rationality, Heterogeneity, and Aggregate Consumption," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(1), pages 29-48, February.
  139. Ricardo M. Sousa, 2009. "Wealth Effetcs on Consumption: Evidence from the euro area," NIPE Working Papers 12/2009, NIPE - Universidade do Minho.
  140. Glenn Otto, 2003. "Can an Intertemporal Model Explain Australia's Current Account Deficit?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(3), pages 350-359.
  141. Robert G. Murphy, 1997. "Household Debt and Aggregate Consumption Expenditures," Boston College Working Papers in Economics 386, Boston College Department of Economics.
  142. Robert G. King, 1993. "Will the New Keynesian Macroeconomics Resurrect the IS-LM Model?," Journal of Economic Perspectives, American Economic Association, vol. 7(1), pages 67-82, Winter.
  143. Miles S. Kimball, 1990. "Precautionary Saving and the Marginal Propensity to Consume," NBER Working Papers 3403, National Bureau of Economic Research, Inc.
  144. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September.
  145. Mili, Mehdi & Sahut, Jean-Michel & Teulon, Frédéric, 2012. "Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence," Economic Modelling, Elsevier, vol. 29(3), pages 734-741.
  146. Nie, Jun & Luo, Yulei & Wang, Gaowang & Young, Eric R., 2014. "What we don’t know doesn’t hurt us: rational inattention and the permanent income hypothesis in general equilibrium," Research Working Paper RWP 14-14, Federal Reserve Bank of Kansas City.
  147. Richard H. Clarida, 1986. "International Lending and Borrowing in a Stochastic Sequence Equilibrium," NBER Working Papers 1944, National Bureau of Economic Research, Inc.
  148. Marco P. Tucci, 2009. "How Robust is Robust Control in the Time Domain?," Department of Economics University of Siena 569, Department of Economics, University of Siena.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.