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The permanent income hypothesis and the real interest rate
8 references·16 citing·35 second hop
The permanent income hypothesis and the real interest rate (1984)The permanent income hypothesis and the r…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1982)The Sensitivity of Consumptio…Intertemporal Substitution in Macroeconomics (1982)Intertemporal Substitution in…The permanent income hypothesis and the real interest rate (1981)The permanent income hypothes…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1980)The Sensitivity of Consumptio…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Specification Tests in Econometrics (1978)Specification Tests in Econom…On the Pooling of Time Series and Cross Section Data (1978)On the Pooling of Time Series…Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan (2016)Using Preference Estimates to…Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households (2010)Housing Wealth and Consumptio…Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation (2010)Estimating Intertemporal Allo…Estimating Panel Models With Internal and External Habit Formation (2009)Estimating Panel Models With …Estimating Euler equations with noisy data: two exact GMM estimators (2008)Estimating Euler equations wi…Job Loss Expectations, Realizations, and Household Consumption Behavior (2004)Job Loss Expectations, Realiz…Job Loss Expectations, Realizations, and Household Consumption Behavior (2003)Job Loss Expectations, Realiz…Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces (2002)Consumption and Aggregate Con…GMM estimation of linear panel data models with time-varying individual effects (2001)GMM estimation of linear pane…Does the choice of consumption measure matter? An application to the permanent-income hypothesis (1998)Does the choice of consumptio…Multiplicative Panel Data Models Without the Strict Exogeneity Assumption (1997)Multiplicative Panel Data Mod…The Effect of Interest-Rate Changes on Household Saving and Consumption: A Survey (1996)The Effect of Interest-Rate C…Precautionary Saving Motives: An Assessment from UK Time Series of Cross- Sections (1996)Precautionary Saving Motives:…Habit Formation and Intertemporal Substitution in Individual Food Consumption (1996)Habit Formation and Intertemp…Consumer Default and the Life Cycle Model (1995)Consumer Default and the Life…Bond and Stock Returns in a Simple Exchange Model (1986)Bond and Stock Returns in a S…Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Intertemporal Substitution in Consumption (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Labor Supply of New York City Cabdrivers: One Day at a Time (1997)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Interest rates and currency prices in a two-country world (1982)The equity premium: A puzzle (1985)The term structure of interest rates in real and monetary economies (1995)Quantitative Asset Pricing Implications of Endogenous Solvency Constraints (2001)Consumption-Based Asset Pricing with Higher Cumulants (2012)Estimating Vector Autoregressions with Panel Data (1988)On the impact of error cross-sectional dependence in short dynamic panel estimation (2008)Panel data models with multiple time-varying individual effects (2013)DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)How do house prices affect consumption? 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this work references cited by second hop

References

  • 1978Specification Tests in Econometrics18,788 cited
  • 1978On the Pooling of Time Series and Cross Section Data5,402 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1982The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households733 cited
  • 1980The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households650 cited
  • 1982Intertemporal Substitution in Macroeconomics539 cited
  • 1981The permanent income hypothesis and the real interest rate163 cited

Cited by

  • 2001GMM estimation of linear panel data models with time-varying individual effects244 cited
  • 1986Bond and Stock Returns in a Simple Exchange Model204 cited
  • 2004Job Loss Expectations, Realizations, and Household Consumption Behavior197 cited
  • 1997Multiplicative Panel Data Models Without the Strict Exogeneity Assumption185 cited
  • 2010Housing Wealth and Consumption Growth: Evidence from a Large Panel of Households185 cited
  • 2009Estimating Panel Models With Internal and External Habit Formation133 cited
  • 1996

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Habit Formation and Intertemporal Substitution in Individual Food Consumption
102 cited
  • 2016Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan81 cited
  • 1996The Effect of Interest-Rate Changes on Household Saving and Consumption: A Survey80 cited
  • 1995Consumer Default and the Life Cycle Model79 cited
  • 1996Precautionary Saving Motives: An Assessment from UK Time Series of Cross- Sections76 cited
  • 2010Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation75 cited
  • 2008Estimating Euler equations with noisy data: two exact GMM estimators72 cited
  • 2003Job Loss Expectations, Realizations, and Household Consumption Behavior65 cited
  • 1998Does the choice of consumption measure matter? An application to the permanent-income hypothesis64 cited
  • 2002Consumption and Aggregate Constraints: Evidence from U.S. States and Canadian Provinces56 cited