-
1
-
-
0000918676
-
The non-linear two stage least squares estimator
-
Amemiya, Takeshi. "The Non-Linear Two Stage Least Squares Estimator." Journal of Econometrics 2 (1974): 105-10.
-
(1974)
Journal of Econometrics
, vol.2
, pp. 105-110
-
-
Amemiya, T.1
-
3
-
-
0004304874
-
Consumption, liquidity constraints and financial deregulation
-
Bayoumi, Tamim, and Pinelopi Koujianou. "Consumption, Liquidity Constraints and Financial Deregulation." Greek Economic Review 12 (1990): 195-210.
-
(1990)
Greek Economic Review
, vol.12
, pp. 195-210
-
-
Bayoumi, T.1
Koujianou, P.2
-
4
-
-
21344492051
-
Financial deregulation and consumption in the United Kingdom
-
Bayoumi, Tamim. "Financial Deregulation and Consumption in the United Kingdom." Review of Economics and Statistics 75 (1993): 536-39.
-
(1993)
Review of Economics and Statistics
, vol.75
, pp. 536-539
-
-
Bayoumi, T.1
-
5
-
-
0001345904
-
Household saving: Micro theories and micro facts
-
Browning, Martin, and Annamaria Lusardi. "Household Saving: Micro Theories and Micro Facts." Journal of Economic Literature 34 (1996): 1797-1855.
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 1797-1855
-
-
Browning, M.1
Lusardi, A.2
-
6
-
-
0039336662
-
Consumption, income, and interest rates: Reinterpreting the time series evidence
-
also published with discussants' comments in Olivier J. Blanchard and Stanley Fischer
-
Campbell, John Y., and N. Gregory Mankiw. "Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence." NBER Working Paper No. 2924, also published with discussants' comments in Olivier J. Blanchard and Stanley Fischer, NBER Macroeconomics Annual 1989, Cambridge: MIT Press, 1989.
-
NBER Working Paper
, vol.2924
-
-
Campbell, J.Y.1
Mankiw, N.G.2
-
7
-
-
85030047085
-
-
Cambridge: MIT Press
-
Campbell, John Y., and N. Gregory Mankiw. "Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence." NBER Working Paper No. 2924, also published with discussants' comments in Olivier J. Blanchard and Stanley Fischer, NBER Macroeconomics Annual 1989, Cambridge: MIT Press, 1989.
-
(1989)
NBER Macroeconomics Annual 1989
-
-
-
8
-
-
84952249786
-
Permanent income, current income and consumption
-
_. "Permanent Income, Current Income and Consumption." Journal of Business and Economic Statistics 8 (1990): 265-79.
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, pp. 265-279
-
-
-
9
-
-
44949276887
-
The response of consumption to income: A cross-country investigation
-
_. "The Response of Consumption to Income: A Cross-Country Investigation." European Economic Review 35 (1991): 715-21.
-
(1991)
European Economic Review
, vol.35
, pp. 715-721
-
-
-
10
-
-
0039921869
-
Buffer stock saving and the permanent income hypothesis
-
Carroll, Christopher D. "Buffer Stock Saving and the Permanent Income Hypothesis." Brookings Papers of Economic Activity 2 (1992): 61-156.
-
(1992)
Brookings Papers of Economic Activity
, vol.2
, pp. 61-156
-
-
Carroll, C.D.1
-
11
-
-
0000984592
-
Consumption, liquidity constraints and asset accumulation in the presence of random income fluctuations
-
Clarida, Richard H. "Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations." International Economic Review 28 (1987): 339-51.
-
(1987)
International Economic Review
, vol.28
, pp. 339-351
-
-
Clarida, R.H.1
-
12
-
-
0039921879
-
Stochastic implications for the life cycle-permanent income hypothesis: Evidence for the U.K. economy
-
Daly, Vincent, and George Hadjimatheou. "Stochastic Implications for the Life Cycle-Permanent Income Hypothesis: Evidence for the U.K. Economy." Journal of Political Economy 89 (1981): 596-99.
-
(1981)
Journal of Political Economy
, vol.89
, pp. 596-599
-
-
Daly, V.1
Hadjimatheou, G.2
-
13
-
-
49149139205
-
Interpreting econometric evidence: Consumers' expenditures
-
Davidson, James E. H., and David F. Hendry. "Interpreting Econometric Evidence: Consumers' Expenditures." European Economic Review 16 (1981): 177-92.
-
(1981)
European Economic Review
, vol.16
, pp. 177-192
-
-
Davidson, J.E.H.1
Hendry, D.F.2
-
14
-
-
84885684824
-
Econometric modelling of the aggregate time-series relationship between consumers' and income in the United Kingdom
-
Davidson, James E. H., David F. Hendry, Frank Srba and Stephen Yeo. "Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' and Income in the United Kingdom." Economic Journal 88 (1978): 661-92.
-
(1978)
Economic Journal
, vol.88
, pp. 661-692
-
-
Davidson, J.E.H.1
Hendry, D.F.2
Srba, F.3
Yeo, S.4
-
15
-
-
0001517908
-
Saving and liquidity constraints
-
Deaton, Angus S. "Saving and Liquidity Constraints." Econometrica (1959): 1221-248.
-
(1959)
Econometrica
, pp. 1221-1248
-
-
Deaton, A.S.1
-
16
-
-
0004284171
-
-
Oxford: Clarendon Press
-
_. Understanding Consumption. Oxford: Clarendon Press, 1992.
-
(1992)
Understanding Consumption
-
-
-
17
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
Engle, Robert, and Clive W. J. Granger. "Cointegration and Error Correction: Representation, Estimation, and Testing." Econometrica 55 (1987): 251-76.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.1
Granger, C.W.J.2
-
18
-
-
48749137431
-
Macroeconomics and finance: The role of the stock market
-
edited by Karl Brunner and Alan H. Meltzer, Amsterdam: North-Holland
-
Fischer, Stephen, and Robert C. Merton. "Macroeconomics and Finance: The Role of the Stock Market." In Carnegie-Rochester Conference Series on Public Policy, 21, edited by Karl Brunner and Alan H. Meltzer, 57-108. Amsterdam: North-Holland, 1984.
-
(1984)
Carnegie-Rochester Conference Series on Public Policy
, vol.21
, pp. 57-108
-
-
Fischer, S.1
Merton, R.C.2
-
19
-
-
0000527972
-
The adjustment of consumption to changing expectations about future income
-
Flavin, Marjorie. "The Adjustment of Consumption to Changing Expectations about Future Income." Journal of Political Economy 89 (1981): 974-1009.
-
(1981)
Journal of Political Economy
, vol.89
, pp. 974-1009
-
-
Flavin, M.1
-
24
-
-
0000155749
-
Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence
-
Hall, Robert E. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence." Journal of Political Economy 96 (1978): 971-87.
-
(1978)
Journal of Political Economy
, vol.96
, pp. 971-987
-
-
Hall, R.E.1
-
25
-
-
84936526550
-
Intertemporal substitution in consumption
-
_. "Intertemporal Substitution in Consumption." Journal of Political Economy 96 (1988): 339-57.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 339-357
-
-
-
26
-
-
0001075117
-
The sensitivity of consumption to transitory income: Estimates from panel data on households
-
Hall, Robert E., and Frederic S. Mishkin. "The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households." Econometrica 50 (1982): 461-81.
-
(1982)
Econometrica
, vol.50
, pp. 461-481
-
-
Hall, R.E.1
Mishkin, F.S.2
-
27
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
Hansen, Lars P. "Large Sample Properties of Generalized Method of Moments Estimators." Econometrica 50 (1982): 1029-54.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
28
-
-
0002794785
-
Liquidity and inflation effects on consumers' expenditure
-
edited by A. S. Deaton, Cambridge: Cambridge University Press
-
Hendry, David F., and Thomas von Ungern-Sternberg. "Liquidity and Inflation Effects on Consumers' Expenditure." In Essays in Theory and Measurement of Consumers' Behavior edited by A. S. Deaton, 237-60. Cambridge: Cambridge University Press, 1981.
-
(1981)
Essays in Theory and Measurement of Consumers' Behavior
, pp. 237-260
-
-
Hendry, D.F.1
Von Ungern-Sternberg, T.2
-
29
-
-
0041108851
-
-
(consultation paper issued by HM Treasury and the Bank of England). London: HMSO, Cmnd 7858
-
HMSO (Her Majesty's Stationery Office). Monetary Control (consultation paper issued by HM Treasury and the Bank of England). London: HMSO, Cmnd 7858, 1980.
-
(1980)
Monetary Control
-
-
-
31
-
-
0001303004
-
Consumption and capital market imperfections: An international comparison
-
Jappelli, Tullio, and Marco Pagano. "Consumption and Capital Market Imperfections: An International Comparison." American Economic Review 79 (1989): 1088-1105.
-
(1989)
American Economic Review
, vol.79
, pp. 1088-1105
-
-
Jappelli, T.1
Pagano, M.2
-
32
-
-
0002541131
-
Precautionary saving in the small and in the large
-
Kimball, Miles S. "Precautionary Saving in the Small and in the Large." Econometrica 58 (1990): 53-73.
-
(1990)
Econometrica
, vol.58
, pp. 53-73
-
-
Kimball, M.S.1
-
33
-
-
0000304188
-
Money, real interest rates and output: A reinterpretation of postwar U.S. data
-
Litterman, Robert B., and Laurence Weiss. "Money, Real Interest Rates and Output: A Reinterpretation of Postwar U.S. Data." Econometrica 53 (1985): 129-56.
-
(1985)
Econometrica
, vol.53
, pp. 129-156
-
-
Litterman, R.B.1
Weiss, L.2
-
35
-
-
0012893959
-
On the exact small-sample distribution of the instrumental variables estimator
-
Maddala, G. S., and Jinook Jeong. "On the Exact Small-Sample Distribution of the Instrumental Variables Estimator." Econometrica 60 (1992): 181-83.
-
(1992)
Econometrica
, vol.60
, pp. 181-183
-
-
Maddala, G.S.1
Jeong, J.2
-
36
-
-
0000868116
-
Hall's consumption hypothesis and durable goods
-
Mankiw, N. Gregory. "Hall's Consumption Hypothesis and Durable Goods." Journal of Monetary Economics 10 (1982): 417-26.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 417-426
-
-
Mankiw, N.G.1
-
37
-
-
0000405635
-
Trends, random walks and tests of the permanent income hypothesis
-
Mankiw, N. Gregory, and Matthew Shapiro. "Trends, Random Walks and Tests of the Permanent Income Hypothesis." Journal of Monetary Economics 16 (1985): 165-74.
-
(1985)
Journal of Monetary Economics
, vol.16
, pp. 165-174
-
-
Mankiw, N.G.1
Shapiro, M.2
-
38
-
-
46149140733
-
Do we reject too often? Small sample properties of tests of rational expectations models
-
_. "Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models." Economics Letters 20 (1986): 139-45.
-
(1986)
Economics Letters
, vol.20
, pp. 139-145
-
-
-
41
-
-
0000878807
-
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
-
Nelson, Charles R., and Richard Startz. "The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One." Journal of Business 63 (1990a): 125-40.
-
(1990)
Journal of Business
, vol.63
, pp. 125-140
-
-
Nelson, C.R.1
Startz, R.2
-
42
-
-
0001357611
-
Some further results on the exact small-sample properties of the instrumental variables estimator
-
_. "Some Further Results on the Exact Small-Sample Properties of the Instrumental Variables Estimator." Econometrica 58 (1990b): 967-76.
-
(1990)
Econometrica
, vol.58
, pp. 967-976
-
-
-
43
-
-
0041108850
-
The effect of liquidity constraints on consumption and labor supply: Evidence from Italian households
-
Nicoletti-Altimari, Sergio, and Mary D. Thomson. "The Effect of Liquidity Constraints on Consumption and Labor Supply: Evidence from Italian Households." Temi di Discussione Banca d'Italia No. 252, 1995.
-
(1995)
Temi di Discussione Banca d'Italia
, vol.252
-
-
Nicoletti-Altimari, S.1
Thomson, M.D.2
-
45
-
-
0005695048
-
Net liquid assets and net illiquid assets in the consumption function: Some evidence for the United Kingdom
-
Patterson, Kerry D. "Net Liquid Assets and Net Illiquid Assets in the Consumption Function: Some Evidence for the United Kingdom." Economics Letters 14 (1984a): 389-95.
-
(1984)
Economics Letters
, vol.14
, pp. 389-395
-
-
Patterson, K.D.1
-
46
-
-
84981414197
-
Some properties of consumption functions with integral correction mechanisms
-
_. "Some Properties of Consumption Functions with Integral Correction Mechanisms." The Manchester School 70 (1984b): 347-62.
-
(1984)
The Manchester School
, vol.70
, pp. 347-362
-
-
-
47
-
-
0040514830
-
The stability of some annual consumption functions
-
_. "The Stability of Some Annual Consumption Functions." Oxford Economic Papers 38 (1987): 1-30.
-
(1987)
Oxford Economic Papers
, vol.38
, pp. 1-30
-
-
-
48
-
-
5844241012
-
The intertemporal elasticity of substitution in consumption in the United States and the United Kingdom
-
Patterson, Kerry D., and Bahrain Pesaran. "The Intertemporal Elasticity of Substitution in Consumption in the United States and the United Kingdom." Review of Economics and Statistics 74 (1992): 573-84.
-
(1992)
Review of Economics and Statistics
, vol.74
, pp. 573-584
-
-
Patterson, K.D.1
Pesaran, B.2
-
50
-
-
0001755034
-
The estimation of economic relationships using instrumental variables
-
Sargan, J. Denis. "The Estimation of Economic Relationships Using Instrumental Variables." Econometrica 26 (1958): 393-415.
-
(1958)
Econometrica
, vol.26
, pp. 393-415
-
-
Sargan, J.D.1
-
51
-
-
0001721508
-
Comparison of interwar and postwar cycles: Monetarism reconsidered
-
Sims, Christopher A. "Comparison of Interwar and Postwar Cycles: Monetarism Reconsidered." American Economic Review 70 (1980): 250-77.
-
(1980)
American Economic Review
, vol.70
, pp. 250-277
-
-
Sims, C.A.1
-
52
-
-
0001028786
-
Risky income, life-cycle consumption, and precautionary saving
-
Skinner, Jonathan. "Risky Income, Life-Cycle Consumption, and Precautionary Saving." Journal of Monetary Economics 22 (1988): 237-55.
-
(1988)
Journal of Monetary Economics
, vol.22
, pp. 237-255
-
-
Skinner, J.1
-
53
-
-
0003333191
-
Instrumental variables regression with weak instruments
-
Staiger, Douglas, and James H. Stock. "Instrumental Variables Regression with Weak Instruments." NBER Technical Working Paper 151, 1994.
-
(1994)
NBER Technical Working Paper
, vol.151
-
-
Staiger, D.1
Stock, J.H.2
-
54
-
-
0000342340
-
Credit rationing in markets with imperfect information
-
Stiglitz, Joseph E., and Andrew Weiss. "Credit Rationing in Markets with Imperfect Information." American Economic Review 71 (1981): 393-410.
-
(1981)
American Economic Review
, vol.71
, pp. 393-410
-
-
Stiglitz, J.E.1
Weiss, A.2
-
55
-
-
38249029827
-
Integrated regressors and tests of the permanent income hypothesis
-
Stock, James, and Kenneth D. West. "Integrated Regressors and Tests of the Permanent Income Hypothesis." Journal of Monetary Economics 21 (1988): 85-95.
-
(1988)
Journal of Monetary Economics
, vol.21
, pp. 85-95
-
-
Stock, J.1
West, K.D.2
-
56
-
-
0000304809
-
A note on the correlation of first differences of averages in a random chain
-
Working, Holbrook. "A Note on the Correlation of First Differences of Averages in a Random Chain." Econometrica 28 (1960): 916-28.
-
(1960)
Econometrica
, vol.28
, pp. 916-928
-
-
Working, H.1
-
57
-
-
2942757485
-
Optimal consumption with stochastic income: Deviations from certainty equivalence
-
Zeldes, Stephen P. "Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence." Quarterly Journal of Economics 104 (1989a): 275-97.
-
(1989)
Quarterly Journal of Economics
, vol.104
, pp. 275-297
-
-
Zeldes, S.P.1
-
58
-
-
84936047538
-
Consumption and liquidity constraints: An empirical investigation
-
_. "Consumption and Liquidity Constraints: An Empirical Investigation." Journal of Political Economy 97 (1989b): 305-16.
-
(1989)
Journal of Political Economy
, vol.97
, pp. 305-316
-
-
|