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Financial Liberalization, Consumption and Debt in South Africa.*
16 references·10 citing·38 second hop
Financial Liberalization, Consumption and Debt in South Africa.* (2000)Financial Liberalization, Consumption and…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Saving and Liquidity Constraints (1989)Saving and Liquidity Constrai…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Are Government Bonds Net Wealth? (1974)Are Government Bonds Net Weal…The determinants of Australian household debt: A macro level study (2013)The determinants of Australia…An Employment-Targeted Economic Program for South Africa (2009)An Employment-Targeted Econom…Personal Wealth from a Global Perspective (2008)Personal Wealth from a Global…19 The World Distribution of Household Wealth (2008)19 The World Distribution of …18 The Informal Sector in Developing Countries: Output, Assets, and Employment (2008)18 The Informal Sector in Dev…10 Estimating the Balance Sheet of the Personal Sector in an Emerging Market Country: South Africa, 1975–2005 (2008)10 Estimating the Balance She…Post-Apartheid South Africa (2006)Post-Apartheid South AfricaConsumer credit conditions in the UK (2004)Consumer credit conditions in…Employment-Oriented Central Bank Policy in an Integrated World Economy: A Reform Proposal for South Africa (2003)Employment-Oriented Central B…Estimating Monetary Policy Rules for South Africa (2001)Estimating Monetary Policy Ru…THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)On the private provision of public goods (1986)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)Nobel Lecture: The Economic Way of Looking at Behavior (1993)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1974Are Government Bonds Net Wealth?5,990 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited

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  • 1989Saving and Liquidity Constraints1,341 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • Cited by

    • 200819 The World Distribution of Household Wealth186 cited
    • 2008Personal Wealth from a Global Perspective164 cited
    • 200818 The Informal Sector in Developing Countries: Output, Assets, and Employment99 cited
    • 2013The determinants of Australian household debt: A macro level study94 cited
    • 2009An Employment-Targeted Economic Program for South Africa71 cited
    • 2004Consumer credit conditions in the UK59 cited
    • 2001Estimating Monetary Policy Rules for South Africa36 cited
    • 200810 Estimating the Balance Sheet of the Personal Sector in an Emerging Market Country: South Africa, 1975–200528 cited
    • 2006Post-Apartheid South Africa23 cited
    • 2003Employment-Oriented Central Bank Policy in an Integrated World Economy: A Reform Proposal for South Africa15 cited