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Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods
16 references·5 citing·40 second hop
Estimating Intertemporal and Intratemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Durable Goods (2009)Estimating Intertemporal and Intratempora…Entrepreneurship, Social Mobility, and Income Redistribution in South India (2016)Entrepreneurship, Social Mobi…De gustibus non est disputandum (2010)De gustibus non est disputand…A Consumption‐Based Explanation of Expected Stock Returns (2006)A Consumption‐Based Explanati…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Stock prices, earnings, and expected dividends (1988)Stock prices, earnings, and e…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Economics and Consumer Behavior (1980)Economics and Consumer Behavi…Forward Guidance and Durable Goods Demand (2022)Forward Guidance and Durable …Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy (2019)Lumpy Durable Consumption Dem…Model Uncertainty and International Differences in Risk Aversion (2014)Model Uncertainty and Interna…Attitudes Towards Income Risk in the Presence of Quantity Constraints (2013)Attitudes Towards Income Risk…Attitudes Towards Income Risk in the Presence of Quantity Constraints (2011)Attitudes Towards Income Risk…Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)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)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)The Theory of Moral Sentiments (1759)A Theory of Social Interactions (1974)The New Institutionalism: Organizational Factors in Political Life (1983)Social Theory of International Politics (1999)Does Culture Affect Economic Outcomes? (2006)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)An Almost Ideal Demand System (1980)The analysis of household surveys (1997)Estimating wealth effects without expenditure data—or tears: An application to educational enrollments in states of India (2001)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1980Economics and Consumer Behavior4,284 cited
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  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2010De gustibus non est disputandum2,282 cited
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  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
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  • 2006A Consumption‐Based Explanation of Expected Stock Returns

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653 cited
  • 1988Stock prices, earnings, and expected dividends567 cited
  • Cited by

    • 2022Forward Guidance and Durable Goods Demand19 cited
    • 2019Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy18 cited
    • 2013Attitudes Towards Income Risk in the Presence of Quantity Constraints8 cited
    • 2011Attitudes Towards Income Risk in the Presence of Quantity Constraints2 cited
    • 2014Model Uncertainty and International Differences in Risk Aversion1 cited