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Testing the Permanent Income Hypothesis: The Evidence from Canadian Data
16 references·2 citing·37 second hop
Testing the Permanent Income Hypothesis: The Evidence from Canadian Data (1991)Testing the Permanent Income Hypothesis: …Why is Consumption So Smooth? (1989)Why is Consumption So Smooth?Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Testing for cointegration using principal components methods (1988)Testing for cointegration usi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…A Study Toward a Dynamic Theory of Seasonality for Economic Time Series (1988)A Study Toward a Dynamic Theo…Testing the Response of Consumption to Income Changes with (Noisy) Panel Data (1987)Testing the Response of Consu…A Life-Cycle Consumption Model with Liquidity Constraints: Theory and Empirical Results (1987)A Life-Cycle Consumption Mode…Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption (1986)Seasonal Fluctuations and the…Life-Cycle Models of Consumption: Is the Evidence Consistent with the Theory? (1986)Life-Cycle Models of Consumpt…Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis (1986)Does Saving Anticipate Declin…Capital Market "Imperfections" and the Consumption Function (1986)Capital Market "Imperfections…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1982)The Sensitivity of Consumptio…The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables (1982)The Permanent Income Hypothes…Hall's consumption hypothesis and durable goods (1982)Hall's consumption hypothesis…The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data* (2009)Testing the Stochastic Implic…An empirical investigation into the permanent income hypothesis: further evidence from the Canadian data (1996)An empirical investigation in…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Credit Rationing in Markets with Imperfect Information (1981)Golden Eggs and Hyperbolic Discounting (1997)The analysis of household surveys (1997)Econometric Analysis of Cross Section and Panel Data (2001)A Theory of the Consumption Function (1958)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)No news is good news (1992)Capital markets research in accounting (2001)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Rational Expectations and the Theory of Price Movements (1961)Optimum consumption and portfolio rules in a continuous-time model (1971)Are Government Bonds Net Wealth? (1974)Can Severe Fiscal Contractions Be Expansionary? Tales of Two Small European Countries (1990)Permanent Income, Current Income, and Consumption (1990)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Econometric policy evaluation: A critique (1976)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)Short- Term Interest Rates as Predictors of Inflation (2021)Time to Build and Aggregate Fluctuations (1982)A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle (1985)Consumption Inequality and Partial Insurance (2008)The Consumption Response to Income Changes (2010)Consumption inequality and partial insurance (2017)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Cointegration and Tests of Present Value Models (1987)Understanding Risk and Return (1993)Panel Data Econometrics (2003)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,419 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 1982The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households733 cited
  • 1989Why is Consumption So Smooth?586 cited
  • 1986Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis517 cited
  • 1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables375 cited
  • 1982Hall's consumption hypothesis and durable goods296 cited
  • 1987Testing the Response of Consumption to Income Changes with (Noisy) Panel Data271 cited
  • 1986Life-Cycle Models of Consumption: Is the Evidence Consistent with the Theory?250 cited
  • 1988Testing for cointegration using principal components methods190 cited
  • 1987A Life-Cycle Consumption Model with Liquidity Constraints: Theory and Empirical Results153 cited
  • 1986Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption86 cited

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1986
Capital Market "Imperfections" and the Consumption Function
86 cited
  • 1988A Study Toward a Dynamic Theory of Seasonality for Economic Time Series80 cited
  • Cited by

    • 1996An empirical investigation into the permanent income hypothesis: further evidence from the Canadian data10 cited
    • 2009Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data*8 cited