The Deaton paradox in a long memory context with structural breaks
Year of publication: |
2009-04-27
|
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Authors: | Gil-Alana, Luis A. ; Moreno, Antonio ; Cho, Seonghoon |
Institutions: | School of Economics and Business Administration, University of Navarra |
Subject: | Consumption Smoothness | Permanent Income Hypothesis | Long Memory | Structural Breaks | Monthly Frequen |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 03/09 30 pages |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C32 - Time-Series Models ; E21 - Consumption; Saving ; E32 - Business Fluctuations; Cycles |
Source: |
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The Deaton Paradox in a Long Memory Context with Structural Breaks
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