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Autoregressive modelling of consumption, income, inflation and interest rate data: A multicountry study
16 references·0 citing·38 second hop
Autoregressive modelling of consumption, income, inflation and interest rate data: A multicountry study (1985)Autoregressive modelling of consumption, …Surprises in the Consumption Function (1983)Surprises in the Consumption …Non-causality due to omitted variables (1982)Non-causality due to omitted …Hall's consumption hypothesis and durable goods (1982)Hall's consumption hypothesis…The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Interpreting econometric evidence (1981)Interpreting econometric evid…Macroeconomics and Reality (1980)Macroeconomics and RealityAutoregressive Modeling of Canadian Money and Income Data (1979)Autoregressive Modeling of Ca…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Involuntary Saving through Unanticipated Inflation (1977)Involuntary Saving through Un…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYInflation and the Consumer (1972)Inflation and the ConsumerBest Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Fitting autoregressive models for prediction (1969)Fitting autoregressive models…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)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)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model (2008)Does financial development increase energy consumption? The role of industrialization and urbanization in Tunisia (2011)Renewable and non-renewable energy consumption-growth nexus: Evidence from a panel error correction model (2011)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)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation of Panel Vector Autoregression in Stata (2016)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1969Fitting autoregressive models for prediction2,483 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1982Non-causality due to omitted variables544 cited
  • 1979Autoregressive Modeling of Canadian Money and Income Data366 cited
  • 1977Involuntary Saving through Unanticipated Inflation303 cited
  • 1982Hall's consumption hypothesis and durable goods296 cited
  • 1981Interpreting econometric evidence176 cited
  • 1983Surprises in the Consumption Function142 cited

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1972
Inflation and the Consumer
106 cited

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