How reliable are cointegration-based estimates for wealth effects on consumption? : evidence from Switzerland
Year of publication: |
March 21, 2016
|
---|---|
Authors: | Galli, Alain |
Publisher: |
Zurich : Swiss National Bank |
Subject: | Wealth effects | consumption-to-wealth ratio | cointegration | cay residual | Schweiz | Switzerland | Vermögenseffekt | Wealth effect | Kointegration | Cointegration | Privater Konsum | Private consumption | Vermögen | Wealth | Börsenkurs | Share price | Schätzung | Estimation | Konsumentenverhalten | Consumer behaviour | Schätztheorie | Estimation theory |
-
Galli, Alain, (2017)
-
Sticky consumption and wealth effects in Switzerland
Galli, Alain, (2016)
-
Do fluctuations in stock market value have asymmetric effects on consumption? : evidence for US
Adrangi, Bahram, (2014)
- More ...
-
Sticky Consumption and Wealth Effects in Switzerland
Galli, Alain, (2018)
-
Simple and extended Kalman filters: an application to term structures of commodity prices
Lautier, Delphine, (2004)
-
Dynamic Hedging Strategies: An Application to the Crude Oil Market
Lautier, Delphine, (2010)
- More ...