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Structural cointegrated models of US consumption and wealth

✍ Scribed by Fisher, Lance A.; Huh, Hyeon-seung; Otto, Glenn

Book ID
119299613
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
415 KB
Volume
34
Category
Article
ISSN
0164-0704

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✍ Franses, Philip Hans ;Kloek, Teun πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 508 KB

A periodic cointegration model is proposed to describe quarterly observed consumption. This model allows the cointegrating vectors and the adjustment parameters to vary with the seasons. Its links are discussed with an often considered standard economic theoretical model for macroeconomic variables