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Consumption asymmetry and the stock market: Empirical evidence
16 references·16 citing·42 second hopsampled
Consumption asymmetry and the stock market: Empirical evidence (2006)Consumption asymmetry and the stock marke…Concavity of the Consumption Function with (2014)Concavity of the Consumption …World Population Prospects The 2006 Revision (2007)World Population Prospects Th…The Relationship between Stock Prices, House Prices and Consumption in OECD Countries (2004)The Relationship between Stoc…Testing for two-regime threshold cointegration in vector error-correction models (2002)Testing for two-regime thresh…Stock Market Wealth and Consumption (2000)Stock Market Wealth and Consu…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…On the Concavity of the Consumption Function (1996)On the Concavity of the Consu…Stock Ownership Patterns, Stock Market Fluctuations, and Consumption (1995)Stock Ownership Patterns, Sto…Myopia, Liquidity Constraints, and Aggregate Consumption: A Simple Test (1995)Myopia, Liquidity Constraints…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…The Stock Market and Investment: Is the Market a Sideshow? 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References

  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2007World Population Prospects The 2006 Revision7,865 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
  • 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited
  • 2000Stock Market Wealth and Consumption702 cited
  • 1990The Great Crash and the Onset of the Great Depression652 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1996On the Concavity of the Consumption Function474 cited
  • 1995Stock Ownership Patterns, Stock Market Fluctuations, and Consumption331 cited
  • 2014Concavity of the Consumption Function with224 cited
  • 2004The Relationship between Stock Prices, House Prices and Consumption in OECD Countries

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189 cited
  • 1995Myopia, Liquidity Constraints, and Aggregate Consumption: A Simple Test118 cited
  • Cited by

    • 2012South African stock return predictability in the context data mining: The role of financial variables and international stock returns40 cited
    • 2014Predicting BRICS stock returns using ARFIMA models35 cited
    • 2022Discontinuous movements and asymmetries in cryptocurrency markets32 cited
    • 2014Do Exchange Rate Changes have Symmetric Effect on the S-Curve?30 cited
    • 2017Asymmetric Cointegration, Nonlinear ARDL, and the J-Curve: A Bilateral Analysis of China and Its 21 Trading Partners27 cited
    • 2017Asymmetry Effects of Exchange Rate Changes on Domestic Production in Emerging Countries25 cited
    • 2012Has the Fed Reacted Asymmetrically to Stock Prices?25 cited
    • 2017UK trade balance with its trading partners: An asymmetry analysis23 cited
    • 2009Asymmetric effects of interest rate changes: the role of the consumption-wealth channel22 cited
    • 2017Asymmetry effects of exchange rate changes on domestic production in Japan22 cited
    • 2013Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UK21 cited
    • 2017The Japanese trade balance and asymmetric effects of yen fluctuations: Evidence using nonlinear methods21 cited
    • 2018The real peso–dollar rate and US–Mexico industry trade: an asymmetric analysis21 cited
    • 2019Asymmetric cointegration and the J-curve: evidence from commodity trade between Turkey and EU20 cited
    • 2019On the Asymmetric Effects of Exchange Rate Changes on the Demand for Money: Evidence from Emerging Economies20 cited
    • 2016Asymmetric effects of exchange rate changes on the demand for money in China20 cited