NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH

DOI10.1017/S1365100510000891zbMath1272.91050OpenAlexW2137397295MaRDI QIDQ2843377

Patrick L. Leoni, Fredj Jawadi

Publication date: 22 August 2013

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100510000891

zbMATH Keywords

nonlinear analysisgrowth modelaggregate consumptionconsumption and incomerandom walk for consumption

Mathematics Subject Classification ID

Economic growth models (91B62) Welfare economics (91B15)

Related Items (1)

Specification testing for nonlinear multivariate cointegrating regressions

Cites Work

• A single-blind controlled competition among tests for nonlinearity and chaos
• The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test
• Consumption--leisure choice with habit formation
• Risk Pooling, Precautionary Saving and Consumption Growth
• A Tukey nonadditivity-type test for time series nonlinearity
• Testing for dependence in the input to a linear time series model
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Income Variance Dynamics and Heterogeneity

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