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Is Consumption Too Smooth? Long Memory and the Deaton Paradox

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References

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2009

EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND

257 cited

1996Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series221 cited

2005An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series175 cited

1999Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter156 cited

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1994On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean142 cited

1996Estimating a generalized long memory process134 cited

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1990Post-Deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics92 cited

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1997Bayesian analysis of long memory and persistence using ARFIMA models79 cited

2016Budget Constraints and Time-Series Evidence on Consumption75 cited

2005Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration74 cited