How does the sensitivity of consumption to income vary over time? International evidence

DOI10.1016/J.JEDC.2016.03.012MaRDI QIDQ1656435zbMATH OpenOpenAlexFDO

Authors Ergys Islamaj, M. Ayhan Kose

Publication date 10 August 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2016-05/22_2016_islamaj_kose.pdf

zbMATH Keywords

consumption sensitivityfinancial integrationintertemporal smoothingrisk sharing

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42) Statistical methods; economic indices and measures (91B82)

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Cites work

• Business Cycles and the Asset Structure of Foreign Trade
• Exchange rates dynamics with long-run risk and recursive preferences
• How does the sensitivity of consumption to income vary over time? International evidence
• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• Limited participation in international business cycle models: a formal evaluation
• Testing for stationarity in heterogeneous panel data
• Testing for unit roots in heterogeneous panels.
• Unit root tests in panel data: asymptotic and finite-sample properties

Cited in

(3)

• Cross-section versus time-series income elasticities of Canadian consumption
• How does the sensitivity of consumption to income vary over time? International evidence
• Financial integration, credit market imperfections and consumption smoothing

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