Borrowing constraints, income expectations and the Euler equation

Author:

Antzoulatos Angelos A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. Permanent income, current income, and consumption;Campbell,1987

2. Consumption, income, and interest rates: Reinterpreting the time series evidence;Campbell,1989

3. Testing the autocorrelation structure of disturbances in ordinary least squares and instrumental variables regressions;Cumby,1990

4. Two-step two-stage least squares estimation in models with rational expectations;Cumby;Journal of Econometrics,1983

5. The permanent income hypothesis and the real interest rate;Mankiw;Economics Letters,1981

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