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How do consumption and asset returns react to wealth shocks? Evidence from the U.S. and the U.K
16 references·1 citing·48 second hop
How do consumption and asset returns react to wealth shocks? Evidence from the U.S. and the U.K (2010)How do consumption and asset returns reac…Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Housing Market Dynamics: On t…Intergovernmental fiscal transfers as pork barrel (2011)Intergovernmental fiscal tran…How Does Political Instability Affect Economic Growth? (2011)How Does Political Instabilit…Price and quality in spatial competition (2010)Price and quality in spatial …Election results and opportunistic policies: A new test of the rational political business cycle model (2010)Election results and opportun…Consumption, (dis)aggregate wealth, and asset returns (2010)Consumption, (dis)aggregate w…A growth model for the quadruple helix innovation theory (2010)A growth model for the quadru…Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)Comparing Wealth Effects: The…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Stock Market Wealth and Consumption (2000)Stock Market Wealth and Consu…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…Liquidity Considerations in the Theory of Consumption (1978)Liquidity Considerations in t…Hours of work and retirement behaviour (2014)Hours of work and retirement …Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)A Theory of the Consumption Function (1958)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)No news is good news (1992)Capital markets research in accounting (2001)THE BEHAVIORAL LIFE‐CYCLE HYPOTHESIS (1988)Bounds testing approaches to the analysis of level relationships (2001)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Hedging, Familiarity and Portfolio Choice (2006)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Econometric policy evaluation: A critique (1976)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)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Does tourism effectively stimulate Malaysia's economic growth? (2014)Economic growth, human capital and structural change: A dynamic panel data analysis (2016)COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes (2020)Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Portfolio Choice in the Presence of Housing (2004)HOUSING AND THE BUSINESS CYCLE* (2005)Credit Supply and the Price of Housing (2015)The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (2016)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Investor Psychology and Asset Pricing (2001)House prices, consumption, and monetary policy: a financial accelerator approach (2004)Housing wealth, financial wealth, and consumption: New evidence from micro data (2008)The Financialization of Home and the Mortgage Market Crisis (2008)
this work references cited by second hop

References

  • 1988Dividend yields and expected stock returns3,574 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
  • 2011How Does Political Instability Affect Economic Growth?956 cited
  • 2015Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗751 cited
  • 2000Stock Market Wealth and Consumption702 cited
  • 2010Election results and opportunistic policies: A new test of the rational political business cycle model279 cited
  • 2010Consumption, (dis)aggregate wealth, and asset returns113 cited
  • 2010Price and quality in spatial competition111 cited
  • 1978Liquidity Considerations in the Theory of Consumption102 cited
  • 2010A growth model for the quadruple helix innovation theory

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81 cited
  • 2011Intergovernmental fiscal transfers as pork barrel80 cited
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    • 2014Hours of work and retirement behaviour13 cited