Dynamic factor models of consumption, hours and income

Research in Economics

Volumn 56, Issue 1, 2002, Pages 3-59

  Altonji, Joseph G ^a   Martins, Ana Paula ^b   Siow, Aloysius ^c  

^a NORTHWESTERN UNIVERSITY   (United States)

^b CATHOLIC UNIVERSITY OF PORTUGAL   (Portugal)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036335331     PISSN: 10909443     EISSN: None     Source Type: Journal    
DOI: 10.1006/reec.2001.0268     Document Type: Article

References (52)

1. Intertemporal labour supply and long-term employment contracts
2. On the covariance structure of hours and earnings changes
3. The distributed lag between capital appropriations and expenditures
4. Intertemporal substitution in labour supply: Evidence from micro data
5. Testing the response of consumption to changes in income using (noisy) panel data
6. Dynamic factor models of consumption, hours and income
7. Job characteristics and hours of work
8. Small-sample bias in GMM estimation of covariance structures
9. Consumption
10. A differential demand system, rational expectations, and the life cycle hypothesis
11. Growth-rate heterogeneity and the covariance structure of life cycle earnings
12. Permanent income, liquidity, and expenditure on automobiles: Evidence from panel data
13. Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour
14. Labour supply: A review of alternative approaches
15. Measurement error in survey data
16. A profitable approach to labour supply and commodity demands over the life cycle
17. Household savings: Micro theories and micro facts
18. Why Is Consumption So Smooth?
19. Panel Data
20. Hourly earnings in the United States: Another look at unionization, schooling, sickness and unemployment using PSID data
21. Understanding Consumption
22. Life cycle Models of Consumption: Is the Evidence Consistent with the Theory?
23. An Investigation of the Extent and Consequences of Measurement Error in Labour Economic Survey Data
24. The adjustment of consumption to changing expectations about future income
25. A Theory of the Consumption Function
26. Efficient Method of Moments
27. The Allocation of Time and Goods Over the Life Cycle
28. The consumption smoothing benefits of unemployment insurance
29. Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence
30. The sensitivity of consumption to transitory income: Estimates from panel data on households
31. Testing whether unemployment represents life cycle labour supply behaviour
32. Stochastic consumption, risk aversion, and the temporal behaviour of stock market returns
33. The fine structure of earnings and the on-the-job training hypothesis
34. The permanent income hypothesis and consumption durability: Analysis based on Japanese panel data
35. Tests for Liquidity Constraints: A Survey and Some New Observations
36. Life cycle consumption and labour supply: An explanation of the relationship between income and consumption over the life cycle
37. A life cycle model of female labour supply
38. The propensity to consume separate types of income: A generalized permanent income hypothesis
39. Intertemporal preferences and labour supply
40. The covariance structure of earnings and income, compensatory behaviour and on the-job investments
41. Components of variation in panel earnings data: American scientists 1960-1970
42. A simple scheme for estimating an intertemporal model of labour supply and consumption in the presence of taxes and uncertainty
43. The use of time series processes to model the error structure of earnings in a longitudinal data analysis
44. Modeling the Dynamic Components of Hours of Work Using Multiple Time Series Analysis Applied to Panel Data
45. An empirical model of labour supply in a life cycle setting
46. Permanent Income, Wealth, and Consumption: A Critique of the Permanent Income Theory, the LifeCycle Hypothesis, and Related Theories
47. Income Variance Dynamics and Heterogeneity
48. Accuracy of response in labour market surveys: Evidence and implications
49. Generalized method of moments specification testing
50. Consumption, Income Dynamics, and Precautionary Saving
51. Consumption and liquidity constraints: An empirical investigation