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Why Is Consumption Less Volatile Than Income?
16 references·0 citing·39 second hop
Why Is Consumption Less Volatile Than Income? (1987)Why Is Consumption Less Volatile Than Inc…On the Mechanics of Economic Development (1987) (2008)On the Mechanics of Economic …Optimal Intertemporal Consumption under Uncertainty (2000)Optimal Intertemporal Consump…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Why does inventory investment fluctuate so much? (1988)Why does inventory investment…On the mechanics of economic development (1988)On the mechanics of economic …How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…The Permanent Income Hypothesis Revisited (1987)The Permanent Income Hypothes…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Are Output Fluctuations Transitory? (1987)Are Output Fluctuations Trans…Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Theory ahead of business-cycle measurement (1986)Theory ahead of business-cycl…Theory Ahead of Business Cycle Measurement (1986)Theory Ahead of Business Cycl…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Real Business Cycles (1983)Real Business CyclesTime to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Understanding business cycles (1977)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Common stochastic trends in international stock markets (1992)Low frequency filtering and real business cycles (1993)The Economic Implications of Learning by Doing (1962)Human Capital (1983)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Contribution to the Empirics of Economic Growth (1992)A Contribution to the Theory of Economic Growth (1956)Agency Costs, Net Worth, And Business Fluctuations (1988)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Band Pass Filter (1999)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Some International Evidence on Output-Inflation Tradeoffs. (1973)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)
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References

  • 1988On the mechanics of economic development23,910 cited
  • 1986Increasing Returns and Long-Run Growth20,133 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1983Real Business Cycles2,076 cited
  • 1986Theory ahead of business-cycle measurement1,663 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 1987Are Output Fluctuations Transitory?811 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 2008On the Mechanics of Economic Development (1987)420 cited
  • 1988Why does inventory investment fluctuate so much?311 cited
  • 1986Theory Ahead of Business Cycle Measurement239 cited
  • 2000Optimal Intertemporal Consumption under Uncertainty138 cited
  • 1987The Permanent Income Hypothesis Revisited125 cited

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