Similar Search Results

An equilibrium model of rare-event premia and its implication for option smirks

Liu, Jun; Pan, Jun; Wang, Tan - In: The review of financial studies 18 (2005) 1, pp. 131-164

Persistent link: https://www.econbiz.de/10002646671

Seasonally varying preferences : theoretical foundations for an empirical regularity

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Review of asset pricing studies 4 (2014) 1, pp. 39-77

Persistent link: https://www.econbiz.de/10010399882

Intratemporal substitution and government spending

Amano, Robert A. - In: The review of economics and statistics 79 (1997) 4, pp. 605-609

Persistent link: https://www.econbiz.de/10001229887

Government expenditures and the permanent-income model

Amano, Robert A. - In: Review of economic dynamics 1 (1998) 3, pp. 719-730

Persistent link: https://www.econbiz.de/10001245246

Adjustment costs and import demand behavior : evidence from Canada and the United States

Amano, Robert A. - In: Journal of international money and finance 16 (1997) 3, pp. 461-476

Persistent link: https://www.econbiz.de/10001225549

National savings and domestic investment in the long run : some time series evidence for the US and Canada

Otto, Glenn D.; Wirjanto, Tony S. - 1989

Persistent link: https://www.econbiz.de/10000125056

A direct test of the permanent income hypothesis with an application to the US states

DeJuan, Joseph P.; Wirjanto, Tony S.; Seater, John J. - 2003

Persistent link: https://www.econbiz.de/10002019975

A direct test of the permanent income hypothesis with an application to the US states

DeJuan, Joseph P.; Seater, John J.; Wirjanto, Tony S. - In: Journal of money, credit and banking : JMCB 36 (2004) 6, pp. 1091-1103

Persistent link: https://www.econbiz.de/10002565564

A Direct Test of the Permanent Income Hypothesis with an Application to the U.S. States

DeJuan, Joseph P. - 2013

This paper tests the prediction of the Permanent Income Hypothesis (PIH) that news about future income induce a revision in consumption equal to the revision in permanent income. We use time-series data from 48 contiguous US states to perform the test. The empirical results provide some support...

Persistent link: https://www.econbiz.de/10013084165