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Permanent income consumption and liquidity constraints : an empirical study using time series data for Taiwan

Huang, Chao-hsi - In: Jingji-lunwen 27 (1999) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10001490111

Common factors in conditional distributions for bivariate time series

Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2003

Persistent link: https://www.econbiz.de/10001778573

Common factors in conditional distributions

Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2002

Persistent link: https://www.econbiz.de/10001738076

Common factors in conditional distributions

Granger, C. W. J. (contributor); … - 2002 - [Elektronische Ressource]

application to the income-consumption relationship, using monthly US time series. Evidence is found to support the claim that the … series ; business cycles ; conditional distribution ; consumption-income relationship ; copula ; multivariate time …

Persistent link: https://www.econbiz.de/10001714617

Common factors in conditional distributions for bivariate time series

Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10003320239

An empirical investigation of water consumption forecasting methods

Karamaziotis, Panagiotis I.; Raptis, Achilleas; … - In: International journal of forecasting 36 (2020) 2, pp. 588-606

Persistent link: https://www.econbiz.de/10012415297

Studies in time series analysis of consumption, asset prices and forecasting

Takala, Kari - 2001

Persistent link: https://www.econbiz.de/10013439281

Common Factors in Conditional Distributions for Bivariate Time Series

Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2004

relationship between U.S. income and consumption found that both series held the factor in their marginals but not in the copula …

Persistent link: https://www.econbiz.de/10014073135

Consumer preferences and the reliability of Euler equation tests of capital mobility : some simulation-based evidence

Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002

The debate on the risks and benefits of the globalisation of international capital markets has focused on the volume and the volatility of the main capital flows ? foreign direct investment (FDI), portfolio investment, and foreign bank lending. Financial transfers in the form of worker...

Persistent link: https://www.econbiz.de/10001712136

Should We Trust the Empirical Evidence from Present Value Models of the Current Account?

Mercereau, Benoît; Miniane, Jacques Alain - 2011

The present value model of the current account has been very popular, as it provides an optimal benchmark to which actual current account series have often been compared. We show why persistence in observed current account data makes the estimated optimal series very sensitive to small-sample...

Persistent link: https://www.econbiz.de/10014048985