Narrow search
Showing 1 - 10 of 21,545
Cover Image
The role of asset markets for private consumption : evidence from paneleconometric models
Dreger, Christian; Reimers, Hans-Eggert - 2009
wealth approximated by price indices for a panel of industrialized countries. Consumption, income and wealth are cointegrated … income hypothesis ; panel cointegration ; wealth effects …
Persistent link: https://www.econbiz.de/10003823967
Cover Image
The Role of Asset Markets for Private Consumption : Evidence from Paneleconometric Models
Dreger, Christian; Reimers, Hans-Eggert - 2009
wealth approximated by price indices for a panel of industrialized countries. Consumption, income and wealth are cointegrated …
Persistent link: https://www.econbiz.de/10014206527
Cover Image
Does the turbulence of the stock market terrify consumers? : evidence from a panel of U.S. States using pooled mean group estimation
Ebadi, Esmaeil - 2021
This paper elucidates the influence of stock market volatility on U.S. consumption using pooled mean group (PMG) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock market volatility on consumption are robust to the lag...
Persistent link: https://www.econbiz.de/10012661246
Cover Image
Business Cycle Fluctuations and Private Savings in OECD Countries : A Panel Data Analysis
Adema, Yvonne - 2012
We investigate the cyclicality of the private savings to GDP ratio for a panel of 19 OECD countries over the period …
Persistent link: https://www.econbiz.de/10013096397
Cover Image
Business cycle fluctuations and private savings in OECD countries : a panel data analysis
Adema, Yvonne; Pozzi, Lorenzo - 2012
Persistent link: https://www.econbiz.de/10009724306
Cover Image
Consumption, personal income, financial wealth, housing wealth, and long-term interest rates : a panel cointegration approach for 50 US states
Kontana, Dimitra; Fountas, Stilianos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 417-435
Persistent link: https://www.econbiz.de/10013334821
Cover Image
International migration, workers' remittances and permanent income hypothesis
Lim, Sokchea; Basnet, Hem C. - In: World development : the multi-disciplinary … 96 (2017), pp. 438-450
Persistent link: https://www.econbiz.de/10011763148
Cover Image
Too much in one basket? : debt concentration and sovereign yields
Afonso, António; Alves, José; Grabowski, Wojciech; … - 2025
coefficients, we find that positive skewness generally exerts a dominant influence. Employing Panel Cointegration Techniques, we …
Persistent link: https://www.econbiz.de/10015420879
Cover Image
Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels
Serlenga, Laura - 2011
characteristic tests. Our empirical evidence, using the British Household Panel Survey (BHPS) data, strongly supports the PIH. This …
Persistent link: https://www.econbiz.de/10013124708
Cover Image
Heterogeneity in regional consumption due to current income shocks : testing the permanent income hypothesis for German panel data
Mitze, Timo - 2010 - First incomplete version: February 2010
of a dynamic panel data model for German states between 1970 and 2006. Our preferred specification relates changes in …-run perspective in a co-integration model. Here we specify a Panel-ECM and look at its short run adjustment to judge about the share … smoothening characteristics of income transfers to the East. As a robustness check we also apply the Panel-ECM with spatially …
Persistent link: https://www.econbiz.de/10011575929