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The Long-Run Relation Between The Personal Savings Rate And Consumer Sentiment
16 references·0 citing·34 second hop
The Long-Run Relation Between The Personal Savings Rate And Consumer Sentiment (1998)The Long-Run Relation Between The Persona…CONSUMER CONFIDENCE AND ECONOMIC FLUCTUATIONS (1995)CONSUMER CONFIDENCE AND ECONO…Does Consumer Sentiment Forecast Household Spending? If So, Why? (1994)Does Consumer Sentiment Forec…What role does consumer sentiment play in the U.S. macroeconomy (1993)What role does consumer senti…Consumer sentiment: its causes and effects (1992)Consumer sentiment: its cause…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Cointegration: how short is the long run? (1991)Cointegration: how short is t…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Consumer confidence, expenditure, saving, and credit (1990)Consumer confidence, expendit…Merging short-and long-run forecasts (1989)Merging short-and long-run fo…Economic news, expectations and macro-economic behaviour (1989)Economic news, expectations a…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Monetary Variability: United States and Japan: Note (1983)Monetary Variability: United …Consumer Sentiment and Spending on Durable Goods (1978)Consumer Sentiment and Spendi…THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)THE LIFE CYCLE HYPOTHESIS OF …A Theory of the Consumption Function (1960)A Theory of the Consumption F…Inference in Linear Time Series Models with some Unit Roots (1990)Seasonal integration and cointegration (1990)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Dividend Policy, Growth, and the Valuation of Shares (1961)Econometric policy evaluation: A critique (1976)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Capital markets research in accounting (2001)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Forecasting and testing in co-integrated systems (1987)Some recent development in a concept of causality (1988)Macroeconomics and Reality (1980)Industrialization and the Big Push (1989)Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)Consumer Confidence and Consumer Spending (2004)Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence (2012)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The equity premium: A puzzle (1985)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Long memory processes and fractional integration in econometrics (1996)Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Trends and random walks in macroeconmic time series (1982)Business conditions and expected returns on stocks and bonds (1989)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1960A Theory of the Consumption Function2,306 cited
  • 1963THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS2,011 cited
  • 1994Does Consumer Sentiment Forecast Household Spending? If So, Why?636 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1995CONSUMER CONFIDENCE AND ECONOMIC FLUCTUATIONS290 cited
  • 1989Merging short-and long-run forecasts235 cited
  • 1992Consumer sentiment: its causes and effects124 cited
  • 1978Consumer Sentiment and Spending on Durable Goods118 cited
  • 1990Consumer confidence, expenditure, saving, and credit104 cited
  • 1993What role does consumer sentiment play in the U.S. macroeconomy96 cited
  • 1989Economic news, expectations and macro-economic behaviour62 cited

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  • 1983Monetary Variability: United States and Japan: Note60 cited
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