The Consumption-Wealth Ratio under Asymmetric Adjustment

DOI10.2202/1558-3708.1565zbMath1193.91114OpenAlexW2110884572MaRDI QIDQ3574733

Fernando Alexandre, Pedro Bação, Vasco J. Gabriel

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1565

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Economic time series analysis (91B84)

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Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states

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