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The effects of financial and real wealth on consumption: new evidence from OECD countries
16 references·16 citing·35 second hopsampled
The effects of financial and real wealth on consumption: new evidence from OECD countries (2011)The effects of financial and real wealth …An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …Innovation and productivity in SMEs: empirical evidence for Italy (2009)Innovation and productivity i…Risk Aversion, Wealth, and Background Risk (2008)Risk Aversion, Wealth, and Ba…Bank profitability and the business cycle (2008)Bank profitability and the bu…Comparing Wealth Effects: The Stock Market versus the Housing Market (2005)Comparing Wealth Effects: The…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Stock Market Wealth and Consumption (2000)Stock Market Wealth and Consu…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…A residual-based test of the null of cointegration in panel data (1998)A residual-based test of the …A Theory of the Consumption Function (1958)A Theory of the Consumption F…Theory of the Consumption Function (1957)Theory of the Consumption Fun…The management of interest rate risk during the crisis: Evidence from Italian banks (2015)The management of interest ra…Public–private wage differentials in euro-area countries: evidence from quantile decomposition analysis (2015)Public–private wage different…INEQUALITY AND TRUST: NEW EVIDENCE FROM PANEL DATA (2015)INEQUALITY AND TRUST: NEW EVI…House price cycles in emerging economies (2015)House price cycles in emergin…What Is a Prime Bank? A Euribor–OIS Spread Perspective (2014)What Is a Prime Bank? A Eurib…The cost of firms’ debt financing and the global financial crisis (2014)The cost of firms’ debt finan…Public Expenditure Distribution, Voting, and Growth (2014)Public Expenditure Distributi…Don't stand so close to me: The urban impact of immigration (2014)Don't stand so close to me: T…Bank Bonds: Size, Systemic Relevance and the Sovereign (2014)Bank Bonds: Size, Systemic Re…The Italian financial cycle: 1861–2011 (2013)The Italian financial cycle: …The Impact of Monetary Policy Shocks on Commodity Prices (2012)The Impact of Monetary Policy…Real Term Structure and Inflation Compensation in the Euro Area (2012)Real Term Structure and Infla…Mapping Local Productivity Advantages in Italy: Industrial Districts, Cities or Both? (2012)Mapping Local Productivity Ad…Immigration, Jobs and Employment Protection: Evidence from Europe before and during the Great Recession (2012)Immigration, Jobs and Employm…How Sticky are Local Expenditures in Italy? Assessing the Relevance of the 'Flypaper Effect' Through Municipal Data (2012)How Sticky are Local Expendit…Family Background, Self-Confidence and Economic Outcomes (2012)Family Background, Self-Confi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Bounds testing approaches to the analysis of level relationships (2001)Statistical Methods for Meta-Analysis (1988)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)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The role of bank capital in the propagation of shocks (2009)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Efficient Capital Markets: II (1991)Business conditions and expected returns on stocks and bonds (1989)Capital markets research in accounting (2001)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1957Theory of the Consumption Function3,335 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 1958A Theory of the Consumption Function1,123 cited
  • 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
  • 2008Risk Aversion, Wealth, and Background Risk1,054 cited
  • 2009Innovation and productivity in SMEs: empirical evidence for Italy860 cited
  • 2008Bank profitability and the business cycle801 cited
  • 2000Stock Market Wealth and Consumption702 cited

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1998
A residual-based test of the null of cointegration in panel data
675 cited

Cited by

  • 2012The Impact of Monetary Policy Shocks on Commodity Prices314 cited
  • 2012How Sticky are Local Expenditures in Italy? Assessing the Relevance of the 'Flypaper Effect' Through Municipal Data248 cited
  • 2015House price cycles in emerging economies228 cited
  • 2014Don't stand so close to me: The urban impact of immigration227 cited
  • 2015INEQUALITY AND TRUST: NEW EVIDENCE FROM PANEL DATA210 cited
  • 2015Public–private wage differentials in euro-area countries: evidence from quantile decomposition analysis199 cited
  • 2013The Italian financial cycle: 1861–2011188 cited
  • 2014What Is a Prime Bank? A Euribor–OIS Spread Perspective175 cited
  • 2012Immigration, Jobs and Employment Protection: Evidence from Europe before and during the Great Recession175 cited
  • 2014The cost of firms’ debt financing and the global financial crisis170 cited
  • 2012Mapping Local Productivity Advantages in Italy: Industrial Districts, Cities or Both?169 cited
  • 2012Family Background, Self-Confidence and Economic Outcomes166 cited
  • 2014Public Expenditure Distribution, Voting, and Growth163 cited
  • 2015The management of interest rate risk during the crisis: Evidence from Italian banks160 cited
  • 2012Real Term Structure and Inflation Compensation in the Euro Area149 cited
  • 2014Bank Bonds: Size, Systemic Relevance and the Sovereign149 cited