메뉴 건너뛰기




Volumn 62, Issue 1, 1995, Pages 77-88

Cointegration of consumption and disposable income: Evidence from twelve OECD countries

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0041195537     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/1061377     Document Type: Article
Times cited : (11)

References (16)
  • 1
    • 0041001779 scopus 로고
    • Saving and rational expectations: Evidence for the U. K.
    • December
    • Attfield, C. L. F., D. Demery and N. W. Duck, "Saving and Rational Expectations: Evidence for the U. K." The Economic Journal, December 1990, 1269-76.
    • (1990) The Economic Journal , pp. 1269-1276
    • Attfield, C.L.F.1    Demery, D.2    Duck, N.W.3
  • 3
    • 0001271653 scopus 로고
    • Does saving anticipate declining labor income? An alternative test of the permanent income hypothesis
    • November
    • Campbell, John Y., "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis." Econometrica, November 1987, 1249-73.
    • (1987) Econometrica , pp. 1249-1273
    • Campbell, J.Y.1
  • 4
    • 0040407587 scopus 로고
    • Saving and permanent income in Canada and the United Kingdom
    • edited by Elhanan Helpman et al. Cambridge, Mass.: MIT Press
    • _ and Richard H. Clarida. "Saving and Permanent Income in Canada and the United Kingdom," in Economic Effects of the Government Budget, edited by Elhanan Helpman et al. Cambridge, Mass.: MIT Press, 1988, pp. 122-41.
    • (1988) Economic Effects of the Government Budget , pp. 122-141
    • Clarida, R.H.1
  • 5
    • 85036258669 scopus 로고
    • Distribution of the estimators for autoregressive time series with a unit root
    • June
    • Dickey, David A. and Wayne A. Fuller, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root." Journal of the American Statistical Association, June 1979, 427-31.
    • (1979) Journal of the American Statistical Association , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • June
    • _, "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root." Econometrica, June 1981, 1057-72.
    • (1981) Econometrica , pp. 1057-1072
  • 7
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation, and testing
    • March
    • Engle, Robert F. and Clive W. J. Granger, "Co-integration and Error Correction: Representation, Estimation, and Testing." Econometrica, March 1987, 251-76.
    • (1987) Econometrica , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 10
    • 0039223227 scopus 로고
    • Consumption, saving and rational expectations: Some further evidence for the U. K.
    • March
    • MacDonald, Ronald and Alan E. H. Speight, "Consumption, Saving and Rational Expectations: Some Further Evidence for the U. K." The Economic Journal, March 1989, 83-91.
    • (1989) The Economic Journal , pp. 83-91
    • MacDonald, R.1    Speight, A.E.H.2
  • 11
    • 0000706085 scopus 로고
    • A simple, positive definite, heteroskedasticity and autocorrelation consistent matrix
    • May
    • Newey, Whitney K. and Kenneth D. West, "A Simple, Positive Definite, Heteroskedasticity and Autocorrelation Consistent Matrix." Econometrica, May 1987, 703-8.
    • (1987) Econometrica , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 12
    • 0039815132 scopus 로고
    • Paris: OECD
    • Organization for Economic Co-operation and Development, Department for Economics and Statistics. National Accounts Volume I: Main Aggregates. Paris: OECD, 1990.
    • (1990) National Accounts Volume I: Main Aggregates , vol.1
  • 14
    • 0000308535 scopus 로고
    • Time series regression with unit roots
    • March
    • Phillips, Peter. C. B., "Time Series Regression with Unit Roots." Econometrica, March 1987, 277-301.
    • (1987) Econometrica , pp. 277-301
    • Phillips, P.C.B.1
  • 15
    • 0000784320 scopus 로고
    • Asymptotic properties of residual based tests for cointegration
    • January
    • _ and Sam Ouliaris, "Asymptotic Properties of Residual Based Tests for Cointegration." Econometrica, January 1990, 165-93.
    • (1990) Econometrica , pp. 165-193
    • Ouliaris, S.1
  • 16
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • _ and Pierre Perron, "Testing for a Unit Root in Time Series Regression." Biometrica, 1988, 335-46.
    • (1988) Biometrica , pp. 335-346
    • Perron, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.