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The Permanent Income Hypothesis Revisited
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  • 1993The Interaction Between Time-Nonseparable Preferences and Time Aggregation228 cited
  • 2005How Do House Prices Affect Consumption? Evidence from Micro Data227 cited
  • 1996Decision Frequency and Synchronization Across Agents: Implications for Aggregate Consumption and Equity Return132 cited
  • 2019Economic policy uncertainty and dollar-pound exchange rate return volatility129 cited
  • 2006Housing Price Dispersion: An Empirical Investigation127 cited
  • 2016Risks for the long run: Estimation with time aggregation125 cited
  • 1991Is Consumption Too Smooth? Long Memory and the Deaton Paradox124 cited
  • 2006Global and National Macroeconometric Modelling102 cited
  • 2001Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?99 cited
  • 2005Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US?97 cited
  • 2005How Do House Prices Affect Consumption? Evidence From Micro Data88 cited
  • 2000Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price86 cited
  • 2012Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models82 cited

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  • 1992Understanding Consumption80 cited
  • 1999Consumption Adjustment under Time-Varying Income Uncertainty79 cited
  • 2006Durables, nondurables, down payments and consumption excesses71 cited