Modeling movements in individual consumption: a time-series analysis of grouped data

DOI10.1111/IERE.12079MaRDI QIDQ2935181zbMATH OpenOpenAlexFDO

Authors Orazio P. Attanasio, Margherita Borella

Publication date 22 December 2014

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2318/154576

zbMATH Keywords

interest ratesincometime-series analysisgroup-level consumption

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Consumer behavior, demand theory (91B42)

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Cites work

• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
• Consumer Demand and the Life-Cycle Allocation of Household Expenditures
• Consumption Growth, the Interest Rate and Aggregation
• Dynamic Aspects of Earning Mobility
• Efficient Tests for an Autoregressive Unit Root
• Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation
• Income Variance Dynamics and Heterogeneity
• Panel data from time series of cross-sections
• Recursive solution methods for dynamic linear rational expectations models
• Risk sharing in private information models with asset accumulation: explaining the excess smoothness of consumption
• Shadow Prices, Market Wages, and Labor Supply
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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