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Trends, random walks, and tests of the permanent income hypothesis

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References

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1995Global versus country-specific productivity shocks and the current account348 cited

1990Present value tests of an intertemporal model of the current account234 cited

1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown201 cited

1987Permanent Income, Current Income, and Consumption200 cited

2000Bread and Peace Voting in U.S. Presidential Elections173 cited

1986Are Output Fluctuations Transitory?168 cited

1989Econometric Analysis of Aggregation in the Context of Linear Prediction Models153 cited

1994Chapter 47 Vector autoregressions and cointegration152 cited

1987The Permanent Income Hypothesis Revisited125 cited

1985Tests for Liquidity Constraints: A Critical Survey125 cited

1987The Insensitivity of Consumption to News About Income113 cited

1996Time-Series-Based Econometrics103 cited

2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?99 cited

1988Integrated regressors and tests of the permanent-income hypothesis93 cited