IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON‐LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON‐OECD COUNTRIES*
- 26 February 2012
- journal article
- Published by Wiley in The Manchester School
- Vol. 81 (1), 102-120
- https://doi.org/10.1111/j.1467-9957.2011.02272.x
Abstract
No abstract availableKeywords
Other Versions
This publication has 18 references indexed in Scilit:
- A simple panel unit root test in the presence of cross‐section dependenceJournal of Applied Econometrics, 2007
- Mean group tests for stationarity in heterogeneous panelsThe Econometrics Journal, 2006
- Minimum Lagrange Multiplier Unit Root Test with Two Structural BreaksThe Review of Economics and Statistics, 2003
- Is the consumption–income ratio stationary? Evidence from panel unit root testsEconomics Letters, 1999
- A Cointegration Analysis of the Impact of the Age Structure of the Population on the Household Saving Rate in JapanThe Review of Economics and Statistics, 1997
- NOTES ON THE THEORY AND EVIDENCE ON AGGREGATE PURCHASES OF DURABLE GOODSOxford Review of Economic Policy, 1994
- How does Future Income Affect Current Consumption?The Quarterly Journal of Economics, 1994
- WEALTH ALLOCATION, CAPITAL GAINS AND PRIVATE EXPENDITURE IN THE UKScottish Journal of Political Economy, 1989
- Life Cycle, Individual Thrift, and the Wealth of NationsScience, 1986
- Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United KingdomThe Economic Journal, 1978