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The Joint Consumption/Asset Demand Decision: A Case Study in Robust Estimation
16 references·0 citing·37 second hop
The Joint Consumption/Asset Demand Decision: A Case Study in Robust Estimation (1991)The Joint Consumption/Asset Demand Decisi…Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence (1989)Optimal Consumption with Stoc…Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…Testing the Response of Consumption to Income Changes with (Noisy) Panel Data (1987)Testing the Response of Consu…The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data (1985)The Permanent Income Hypothes…The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis (1985)The Effect of Liquidity Const…Permanent Income, Liquidity, and Expenditure on Automobiles: Evidence From Panel Data (1984)Permanent Income, Liquidity, …Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …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…The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1980)The Sensitivity of Consumptio…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…The permanent income hypothesis: A theoretical formulation (1977)The permanent income hypothes…A Theory of the Consumption Function. (1958)A Theory of the Consumption F…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)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Measuring Expectations (2004)How do house prices affect consumption? Evidence from micro data (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Alternative Explanations of the Money-Income Correlation (1986)Panel Data Econometrics (2003)Are estimates of calorie-income fxelasticities too high? (1992)Chapter 11 The distribution of wealth (2000)Economic Growth, Poverty, and Household Welfare in Vietnam (2004)
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References

  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 1989Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence904 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
  • 1958A Theory of the Consumption Function.449 cited
  • 1977The permanent income hypothesis: A theoretical formulation436 cited
  • 1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables375 cited
  • 1985The Effect of Liquidity Constraints on Consumption: A Cross-Sectional Analysis306 cited
  • 1987Testing the Response of Consumption to Income Changes with (Noisy) Panel Data271 cited

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  • 1985The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data218 cited
  • 1984Permanent Income, Liquidity, and Expenditure on Automobiles: Evidence From Panel Data155 cited
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