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An error-correction modeling of US consumer spending: are there asymmetries?
16 references·16 citing·31 second hopsampled
An error-correction modeling of US consumer spending: are there asymmetries? (2015)An error-correction modeling of US consum…How do house prices affect consumption? Evidence from micro data (2006)How do house prices affect co…Good News and Bad News: Asymmetric Responses to Economic Information (2006)Good News and Bad News: Asymm…The American Customer Satisfaction Index: Nature, Purpose, and Findings (1996)The American Customer Satisfa…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Great Crash and the Onset of the Great Depression (1990)The Great Crash and the Onset…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Investigation of production, …Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Income, Saving and the Theory of Consumer Behavior. 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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1996The American Customer Satisfaction Index: Nature, Purpose, and Findings4,733 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1950Income, Saving and the Theory of Consumer Behavior.2,197 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 2006How do house prices affect consumption? Evidence from micro data1,065 cited
  • 2006Good News and Bad News: Asymmetric Responses to Economic Information850 cited

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  • 1990The Great Crash and the Onset of the Great Depression652 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
  • Cited by

    • 2018Policy Uncertainty and the Demand for Money in Australia: an Asymmetry Analysis42 cited
    • 2019On the Asymmetric Effects of Exchange Rate Volatility on Trade Flows: Evidence from Africa41 cited
    • 2019Asymmetric J-curve: evidence from industry trade between U.S. and U.K.41 cited
    • 2019An asymmetric analysis of the J‐curve effect in the commodity trade between China and the US38 cited
    • 2020Asymmetric Impact of Exchange Rate Volatility on Commodity Trade Between Pakistan and China34 cited
    • 2019On the impact of exchange rate volatility on Tunisia’s trade with 16 partners: an asymmetry analysis30 cited
    • 2020Exchange rate volatility and Turkey–EU commodity trade: an asymmetry analysis27 cited
    • 2020Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia27 cited
    • 2017Asymmetric Cointegration, Nonlinear ARDL, and the J-Curve: A Bilateral Analysis of China and Its 21 Trading Partners27 cited
    • 2020On the asymmetric effects of exchange‐rate volatility on trade flows: Evidence from US–UK Commodity Trade24 cited
    • 2018Asymmetric effects of exchange rate changes on the Malaysia-China commodity trade24 cited
    • 2017UK trade balance with its trading partners: An asymmetry analysis23 cited
    • 2020Exchange rate changes and money demand in Albania: a nonlinear ARDL analysis21 cited
    • 2018The real peso–dollar rate and US–Mexico industry trade: an asymmetric analysis21 cited
    • 2020Policy Uncertainty and the Demand for Money in Japan18 cited
    • 2021Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis18 cited