Seasonal cointegration analysis of German consumption function
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF01205356.pdf
Reference27 articles.
1. Blanchard OJ (1993) Consumption and the recession of 1990?1991 (USA). American Economic Review, Papers and Proceedings 87:270?274
2. Bohl MT (1996) Saisonale Kointegration und die deutsche Konsumfunktion 1960?1993. Jahrbücher für Nationalökonomie und Statistik 215:526?541
3. Brodin PA, Nymoen R (1992) The Norwegian consumption function. Oxford Bulletin of Economics and Statistics 54:431?454
4. Campbell JY (1987) Does saving anticipate declining labor income? An alternative test of the permanent income hypothesis. Econometrica 55:1249?1273
5. Doornik JA (1995) Testing vector autocorrelation in dynamic models. Discussion paper, Nuffield College, University of Oxford, Oxford
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