SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data
16 references·16 citing·31 second hopsampled
Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data (1990)Estimating Models With Intertemporal Subs…The journal of financial economics (1993)The journal of financial econ…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)The Role of Conditioning Info…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…A New Approach to Consumer Theory (1976)A New Approach to Consumer Th…Investment Under Uncertainty (1971)Investment Under UncertaintyA New Approach to Consumer Theory (1966)A New Approach to Consumer Th…Survey of current business (1921)Survey of current businessINTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW (2016)INTERTEMPORAL SUBSTITUTION IN…Durable Goods, Inflation Risk, and Equilibrium Asset Prices (2015)Durable Goods, Inflation Risk…Consumption, (dis)aggregate wealth, and asset returns (2010)Consumption, (dis)aggregate w…On the real effects of inflation in open economies: theory and empirics (2009)On the real effects of inflat…Durability of Output and Expected Stock Returns (2009)Durability of Output and Expe…A qualitative approach to Markovian equilibrium in infinite horizon economies with capital (2007)A qualitative approach to Mar…Housing, Consumption, and Asset Pricing (2006)Housing, Consumption, and Ass…Current Real-Buisness-Cycle Theories and Aggregate Labor-Market Fluctuations (1998)Current Real-Buisness-Cycle T…Nonparametric estimation of structural models for high-frequency currency market data (1995)Nonparametric estimation of s…Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models (1994)Hansen-Jagannathan Bounds as …Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model (1994)Exchange rate volatility and …Habit Persistence and Durability in Aggregate Consumption: Empirical Tests (1991)Habit Persistence and Durabil…The Permanent Income Hypothesis Revisited (1987)The Permanent Income Hypothes…Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations (1987)Non-stationarity and stage-of…An Evaluation of Recent Evidence on Stock Market Bubbles (1986)An Evaluation of Recent Evide…A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty (1986)A Time Series Analysis of Rep…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The relationship between return and market value of common stocks (1981)Capital-skill Complementarity and Inequality: A Macroeconomic Analysis (2000)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MONOPOLISTIC COMPETITION AND OPTIMUM PRODUCT DIVERSITY (1975)Investor Sentiment and the Cross‐Section of Stock Returns (2006)1. On the Concept of Health Capital and the Demand for Health (2017)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)Hedonic housing prices and the demand for clean air (1978)Conducting Discrete Choice Experiments to Inform Healthcare Decision Making (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1966A New Approach to Consumer Theory8,466 cited
  • 1976A New Approach to Consumer Theory6,913 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1993The journal of financial economics2,544 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1921Survey of current business2,134 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
  • 1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models980 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1971Investment Under Uncertainty952 cited
  • Cited by

    • 2009Durability of Output and Expected Stock Returns200 cited
    • 1995Nonparametric estimation of structural models for high-frequency currency market data130 cited
    • 1987The Permanent Income Hypothesis Revisited125 cited
    • 2010Consumption, (dis)aggregate wealth, and asset returns113 cited
    • 2006Housing, Consumption, and Asset Pricing113 cited
    • 2016INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW110 cited
    • 1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty108 cited
    • 1986An Evaluation of Recent Evidence on Stock Market Bubbles85 cited
    • 2007A qualitative approach to Markovian equilibrium in infinite horizon economies with capital78 cited
    • 1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests77 cited
    • 1994Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models76 cited
    • 1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model74 cited
    • 2009On the real effects of inflation in open economies: theory and empirics67 cited
    • 1998Current Real-Buisness-Cycle Theories and Aggregate Labor-Market Fluctuations64 cited
    • 1987Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations62 cited
    • 2015Durable Goods, Inflation Risk, and Equilibrium Asset Prices55 cited