Intertemporal consumer behaviour under structural changes in income

DOI10.1080/07474938908800153MaRDI QIDQ3350623zbMATH OpenOpenAlexWikidataFDO

Authors C. C. A. Winder, Franz C. Palm

Publication date 1989

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938908800153

zbMATH Keywords

structural changeserror correction mechanismconsumption functionlife cycle hypothesisforward looking consumer behaviour

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• Short-term planning and the life-cycle consumption puzzle
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• Consumption Over the Life Cycle

Cites work

• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3190252 (Why is no real title available?)
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A change in level of a non-stationary time series
• ARMA MODELS WITH ARCH ERRORS
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Dynamic Adjustment when the Target is Nonstationary
• Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Learning Procedures and Convergence to Rationality
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Testing for Common Trends
• Tests for departure from normality in the case of linear stochastic processes
• Time series analysis and simultaneous equation econometric models

Cited in

(10)

• Modeling movements in individual consumption: a time-series analysis of grouped data
• Aggregate consumption spending, the stock market and asymmetric error correction
• Individual Income, Incomplete Information, and Aggregate Consumption
• A differencing test
• Corrigendum to ``Habit persistence in consumption and the demand for money [Economic letters 96 (2007) 168-176]
• The use of dummy variables in consumption models
• Rational consumers
• The short-run and long-run behaviour of personal consumption in Croatia
• Cross-section versus time-series income elasticities of Canadian consumption
• Short-term planning and the life-cycle consumption puzzle

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