create a website

Measuring Intratemporal and Intertemporal Substitutions When Both Income and Substitution Effects Are Present: The Role of Consumer Durables. (1998). Pakoš, Michal ; Pakos, Michal.
In: GSIA Working Papers.
RePEc:cmu:gsiawp:401399832.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

    References contributed by pre33-10562

  1. – (1985), Consumer Durables and the Real Interest Rate, Review of Economics and Statistics 67, 353-62
    Paper not yet in RePEc: Add citation now
  2. – (1991), Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models, Econometrica 59, 1551-1580
    Paper not yet in RePEc: Add citation now
  3. – and Lester, D. T. (1970), Consumer Demand in the United States: Analyses and Projections, 2nd ed., Cambridge, Mass: Harvard University Press
    Paper not yet in RePEc: Add citation now
  4. Atkeson, A., and Ogaki, M. (1996), Wealth Varying Intertemporal Elasticities of Substitution: Evidence from Panel and Aggregate Data, Journal of Monetary Economics, 38, 507-534.

  5. Bernanke, S. B. (1984), Permanent Income, Liquidity, and Expenditure on Automobiles: Evidence from Panel Data, Quarterly Journal of Economics 99, 587-614

  6. Brockwell, Peter J. and Richard A. Davis (1991), Time Series: Theory and Methods, Springer Series in Statistics
    Paper not yet in RePEc: Add citation now
  7. Caballero, J. R. (1993), Durable Goods: An Explanation for Their Slow Adjustment, Journal of Political Economy 101, 351-384

  8. Campbell, John Y., and Robert J. Shiller (1988), “Stock Prices, Earnings, and Expected Dividends”, Journal of Finance, Vol. 43, No. 3, 661-676

  9. Cooley, F. T. and Ogaki, M. (1996), A Time Series Analysis of Real Wages, Consumption, and Asset Returns, Journal of Applied Econometrics 11, 119-34

  10. Costa, L. D. (2001), Estimating Real Income in the United States from 1988 to 1994: Correcting CPI Bias Using Engel Curves, Journal of Political Economy 109, 1288-1310

  11. Deaton, A., and Muellbauer, J. (1980), Economics and Consumer Behavior, Cambridge University Press

  12. Eberly, C. J. (1994), Adjustment of Consumers’ Durables Stocks: Evidence from Automobile Purchases, Journal of Political Economy 102, 403-436

  13. Eichenbaum, M., and Hansen, P. L. (1990), Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data, Journal of Business and Economic Statistics 8, 53-69

  14. Elliott, Graham, Thomas J. Rothenberg, and James H. Stock (1996), “Efficient Tests for an Autoregressive Unit Root”, Econometrica, No. 4, 813-836

  15. Fleissig, R. A., Gallant, R. A., and Seater, J. J. (2000), Separability, Aggregation, and Euler Equation Estimation, Macroeconomic Dynamics 4, 547-572

  16. Hall Peter, and Joel L. Horowitz (1996), “Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimatora”, Econometrica, Vol. 64, No. 4, 891-916

  17. Hall, E. R. (1988), Intertemporal Substitution in Consumption, Journal of Political Economy 96, 339-357

  18. Hansen, P. L., and Singleton, K. (1982b), Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models, Econometrica 50, 1269-1286

  19. Hansen, P. L., Heaton, J., and Yaron, A. (1996), Finites Sample Properties of Some Alternative GMM Estimators, Journal of Business and Economic Statistics 14, 262-280

  20. Houthakker, S. H. (1957), An International Comparison of Household Expenditure Patterns, Commemorating the Centenary of Engel’s Law, Econometrica 25, 532-551
    Paper not yet in RePEc: Add citation now
  21. Johansen, S. (1988), Statistical Analysis of Cointegration Vectors, Journal of Economic Dynamics and Control 12, 231-254

  22. Kocherlakota, N. (1990), On Tests of Representative Consumer Asset Pricing Models, Journal of Monetary Economics 26, 285-304

  23. Lam, P. S. (1989), Irreversibility and Consumer Durables Expenditures, Journal of Monetary Economics 23, 135-150

  24. Lewbel, A. (1987), Bliss Levels That Aren’t, Journal of Political Economy 95, 211-215
    Paper not yet in RePEc: Add citation now
  25. Mankiw, N. G. (1982), Hall’s Consumption Hypothesis and Durable Goods, Journal of Monetary Economics 10, 417-425

  26. Musgrave, C. J. (1979), Durable Goods Owned by Consumers in the United States, 1925-77, Survey of Current Business 59, 17-25
    Paper not yet in RePEc: Add citation now
  27. Newey, W., and West, K. (1987), A Simple Positive Semi-Definite Heteroscedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica 55, 703-708

  28. Ng, Serena, and Pierre Perron (2001), “Lag Selection and the Construction of Unit Root Tests with Good Size and Power”, Econometrica, Vol. 69, No. 6, 1519-1554

  29. Ogaki, M. (1992), Engel’s Law and Cointegration, Journal of Political Economy 100, 1027-1046

  30. Ogaki, M., and Carmen, R. M. (1998), Measuring Intertemporal Substitution: The Role of Durable Goods, Journal of Political Economy 106, 1078-1098

  31. Prais, S. J., and Houthakker, H. S. (1971), The Analysis of Family Budgets, Cambridge: Cambridge University Press
    Paper not yet in RePEc: Add citation now
  32. Startz, R. (1989), The Stochastic Behavior of Durable and Nondurable Consumption, Review of Economics and Statistics, 71, 356-363

  33. Stigler, G., and Becker, G. (1977), De Gustibus Non Est Disputandum, American Economic Review 67, 76-90

  34. Stock, H. J., and Wright, H. J. (2000), GMM with Weak Identification, Econometrica 68, 1055-1096

  35. Stock, H. J., Wright, H. J., and Yogo, M. (2002), A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments, Journal of Business and Economic Statistics 20, 518-529

  36. Tauchen, G. (1986), Statistical Properties of Generalized Method of Moments Estimators of Structural Parameters Obtained from Financial Market Data, Journal of Business and Economic Statistics, 4, 397-425

  37. West, K. D., and Wilcox, D. W. (1994), Some Evidence on Finite Sample Distributions of an Instrumental Variables Estimator of the Linear Quadratic Inventory Model, Inventory Cycles and Monetary Policy, ed. by Fiorito, R., Berlin: Springer-Verlag, 253-282
    Paper not yet in RePEc: Add citation now
  38. Wilcox, D.W. (1992), The Construction of U.S. Consumption Data: Some Facts and Their Implications for Empirical Work, American Economic Review 82, 922-941

  39. Yogo, Motohiro (2006), “A Consumption-Based Explanation of Expected Stock Returns”, Journal of Finance, Vol. 61, No. 2, 539-580.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Household Effects of Government Spending. (2012). McMahon, Michael ; Giavazzi, Francesco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8846.

    Full description at Econpapers || Download paper

  2. Explaining Educational Attainment across Countries and over Time. (2011). Vandenbroucke, Guillaume ; Restuccia, Diego.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-433.

    Full description at Econpapers || Download paper

  3. Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors. (2011). Khorunzhina, Natalia ; Roy, Gayle Wayne ; Natalia, Khorunzhina .
    In: MPRA Paper.
    RePEc:pra:mprapa:34329.

    Full description at Econpapers || Download paper

  4. Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods. (2011). Pakoš, Michal ; Pakos, Michal.
    In: MPRA Paper.
    RePEc:pra:mprapa:32453.

    Full description at Econpapers || Download paper

  5. Price uncertainty, saving, and welfare. (2011). Nocetti, Diego ; Smith, William T..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:7:p:1139-1149.

    Full description at Econpapers || Download paper

  6. Barriers to Capital Accumulation and the Incidence of Child Labor. (2011). Espinosa-Vega, Marco ; Barnett, Richard C..
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c016_014.

    Full description at Econpapers || Download paper

  7. Poverty and Time Preference. (2010). Carvalho, Leandro .
    In: Working Papers.
    RePEc:ran:wpaper:759.

    Full description at Econpapers || Download paper

  8. House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting. (2010). Leung, Charles ; Tam, Dickson ; Yiu, Matthew ; Leung, Charles Ka Yui, ; Chow, Kenneth .
    In: MPRA Paper.
    RePEc:pra:mprapa:27367.

    Full description at Econpapers || Download paper

  9. Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism. (2010). Fleissig, Adrian R. ; Drake, Leigh .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2811-2821.

    Full description at Econpapers || Download paper

  10. Confronting the Representative Consumer with Household-Size Heterogeneity. (2010). Schmidt, Ulrich ; schröder, carsten ; Koulovatianos, Christos ; Schroder, Carsten.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1056.

    Full description at Econpapers || Download paper

  11. Too poor to grow. (2009). Servén, Luis ; Lopez, Humberto ; Serven, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5012.

    Full description at Econpapers || Download paper

  12. Two Perspectives on Preferences and Structural Transformation. (2009). Valentinyi, Akos ; Rogerson, Richard ; Herrendorf, Berthold.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15416.

    Full description at Econpapers || Download paper

  13. Degrees of Development - How Geographic Latitude Sets the Pace of Industrialization and Demographic Change. (2008). Strulik, Holger.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-384.

    Full description at Econpapers || Download paper

  14. Political economy of income distribution dynamics. (2008). zhang, lei.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:87:y:2008:i:1:p:119-139.

    Full description at Econpapers || Download paper

  15. Stability analysis in a monetary model with a varying intertemporal elasticity of substitution. (2007). Gomes, Orlando.
    In: MPRA Paper.
    RePEc:pra:mprapa:2890.

    Full description at Econpapers || Download paper

  16. Saving and housing of Taiwanese households: New evidence from quantile regression analyses. (2007). Kuan, Chung-Ming ; Chen, Chien-Liang ; Lin, Chu-Chia.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:16:y:2007:i:2:p:102-126.

    Full description at Econpapers || Download paper

  17. Capital Income Taxation and Specialization Patterns: Investment Tax vs. Saving Tax. (2006). Shibata, Akihisa ; Ono, Yoshiyasu.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:613.

    Full description at Econpapers || Download paper

  18. Capital Income Taxation and Specialization Patterns: Investment Tax vs. Saving Tax. (2006). Shibata, Akihisa ; Ono, Yoshiyasu.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0649.

    Full description at Econpapers || Download paper

  19. Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey. (2005). Hasanov, Fuad.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510011.

    Full description at Econpapers || Download paper

  20. AN ANALYTICAL CONSTRUCTION OF CONSTANTINIDES¿ SOCIAL UTILITY FUNCTION. (2005). Maliar, Serguei.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-25.

    Full description at Econpapers || Download paper

  21. Is the elasticity of intertemporal substitution constant?. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/25.

    Full description at Econpapers || Download paper

  22. Minimum consumption and transitional dynamics in wealth distribution. (2005). Díaz, Antonia ; Alvarez Pelaez, Maria Jose ; Diaz, Antonia ; Alvarez-Pelaez, Maria J..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:52:y:2005:i:3:p:633-667.

    Full description at Econpapers || Download paper

  23. The Macroeconomics of Subsistence Points. (2005). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Ravn, Morten.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4843.

    Full description at Econpapers || Download paper

  24. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0537.

    Full description at Econpapers || Download paper

  25. Transitional Dynamics and the Distribution of Assets. (2004). Urrutia, Carlos ; Obiols-Homs, Francesc.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0407020.

    Full description at Econpapers || Download paper

  26. Agricultural policy options distinguishing a subsistence sub- sector in Bulgaria. (2004). Kostov, Philip ; Ivanova, Nedka ; Mishev, Plamen .
    In: Computational Economics.
    RePEc:wpa:wuwpco:0409003.

    Full description at Econpapers || Download paper

  27. The Macroeconomics of Subsistence Points. (2004). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Ravn, Morten.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11012.

    Full description at Econpapers || Download paper

  28. Agriculture and Aggregate Productivity: A Quantitative Cross-Country Analysis. (2003). Zhu, Xiaodong ; Yang, Dennis ; Restuccia, Diego.
    In: Working Papers.
    RePEc:tor:tecipa:diegor-03-01.

    Full description at Econpapers || Download paper

  29. A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
    RePEc:roc:rocher:499.

    Full description at Econpapers || Download paper

  30. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
    RePEc:roc:rocher:491.

    Full description at Econpapers || Download paper

  31. Aggregation under Complete Markets. (2003). Ogaki, Masao.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:977-986.

    Full description at Econpapers || Download paper

  32. The Representative Consumer in the Neoclassical Growth Model with Idiosyncratic Shocks. (2003). Maliar, Serguei.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:2:p:368-380.

    Full description at Econpapers || Download paper

  33. PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE. (2003). Maliar, Serguei.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2003-35.

    Full description at Econpapers || Download paper

  34. QUASI-LINEAR PREFERENCES IN THE MACROECONOMY: INDETERMINACY, HETEROGENEITY ANDTHE REPRESENTATIVE CONSUMER. (2003). Maliar, Serguei.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2003-30.

    Full description at Econpapers || Download paper

  35. On the mechanics of migration decisions: skill complementarities and endogenous price differentials. (2003). Giannetti, Mariassunta.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:71:y:2003:i:2:p:329-349.

    Full description at Econpapers || Download paper

  36. Asset smoothing, consumption smoothing and the reproduction of inequality under risk and subsistence constraints. (2003). Carter, Michael ; Zimmerman, Frederick J..
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:71:y:2003:i:2:p:233-260.

    Full description at Econpapers || Download paper

  37. THE REPRESENTATIVE CONSUMER IN THE NEOCLASSICAL GROWTH MODEL WITH IDIOSYNCRATIC SHOCKS. (2002). Maliar, Serguei.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2002-20.

    Full description at Econpapers || Download paper

  38. A Test of the Full Insurance Hypothesis: The Case of Japan. (2002). Saito, Makoto ; Ohtake, Fumio ; Kohara, Miki.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:16:y:2002:i:3:p:335-352.

    Full description at Econpapers || Download paper

  39. Heterogeneity in capital and skills in a neoclassical stochastic growth model. (2001). Maliar, Serguei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:9:p:1367-1397.

    Full description at Econpapers || Download paper

  40. Minimum consumption and transitional dynamics in wealth distribution. (2001). Díaz, Antonia ; Alvarez Pelaez, Maria Jose.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we015013.

    Full description at Econpapers || Download paper

  41. Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion. (2000). Zhang, Qiang ; Ogaki, Masao.
    In: Working Papers.
    RePEc:osu:osuewp:00-02.

    Full description at Econpapers || Download paper

  42. Entrepreneurship and Household Saving. (2000). Hubbard, Robert ; Gentry, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7894.

    Full description at Econpapers || Download paper

  43. Decreasing Relative Risk Aversion and Tests of Risk Sharing. (2000). Zhang, Qiang ; Ogaki, Masao.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1588.

    Full description at Econpapers || Download paper

  44. - HETEROGENEITY IN CAPITAL AND SKILLS IN A NEOCLASSICAL STOCHASTIC GROWTH MODEL. (1999). Maliar, Serguei.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:1999-21.

    Full description at Econpapers || Download paper

  45. Productive Consumption and Growth in Developing Countries. (1997). Steger, Thomas.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:9710001.

    Full description at Econpapers || Download paper

  46. Saving behavior in low- and middle-income developing countries. (1995). Reinhart, Carmen ; Ostry, Jonathan ; Ogaki, Masao.
    In: MPRA Paper.
    RePEc:pra:mprapa:13757.

    Full description at Econpapers || Download paper

  47. Measuring intertemporal substitution: The role of durable goods. (1995). Reinhart, Carmen ; Ogaki, Masao.
    In: MPRA Paper.
    RePEc:pra:mprapa:13690.

    Full description at Econpapers || Download paper

  48. Inflation stabilization in chronic inflation countries: The empirical evidence. (1994). Vegh, Carlos ; Reinhart, Carmen.
    In: MPRA Paper.
    RePEc:pra:mprapa:13689.

    Full description at Econpapers || Download paper

  49. Intertemporal consumption substitution and inflation stabilization:An empirical investigation. (1994). Vegh, Carlos ; Reinhart, Carmen.
    In: MPRA Paper.
    RePEc:pra:mprapa:13427.

    Full description at Econpapers || Download paper

  50. Asset Smoothing, Consumption Smoothing and the Reproduction for Inequality under Risk and Subsistence Constraints. (). Carter, Michael ; Zimmerman, Frederic.
    In: Wisconsin-Madison Agricultural and Applied Economics Staff Papers.
    RePEc:wop:wisaes:402.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 11:50:26 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy