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      Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: American Economic Review
      Publisher: American Economic Association

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          A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

          James H Stock, Mark W Watson (1993)
          Article 0 comments Cited 455 times – based on 0 reviews     Review now
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            By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior

            John Y. Campbell, John H. Cochrane (1999)
            Article 0 comments Cited 333 times – based on 0 reviews     Review now
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              Asymptotic Properties of Residual Based Tests for Cointegration

              S. Ouliaris, P. C. B. Phillips (1990)
              Article 0 comments Cited 155 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: American Economic Review
                Abbreviated Title: American Economic Review
                Publisher: American Economic Association
                ISSN (Print): 0002-8282
                Publication date Created: February 2004
                Publication date (Print): February 2004
                Volume: 94
                Issue: 1
                Pages: 276-299
                Article
                DOI: 10.1257/000282804322970805
                SO-VID: 06223826-7d3b-45c8-8319-9bfadbc31755
                Copyright © © 2004
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