Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/10419/18138Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Siliverstovs, Boriss | - |
| dc.date | 2003 | - |
| dc.date.accessioned | 2013-10-16T06:58:26Z | - |
| dc.date.available | 2013-10-16T06:58:26Z | - |
| dc.date.issued | 2013-10-16 | - |
| dc.identifier | http://hdl.handle.net/10419/18138 | - |
| dc.identifier | ppn:381680126 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/10419/18138 | - |
| dc.description | The present paper tests for the existence of multicointegration between real per capita private consumption expenditure and real per capita disposable personal income in the USA. In doing so, we exploit the fact that the flows of disposable income and consumption expenditure on the one hand, and the stock of consumers? wealth, which can be considered as cumulative past discrepancies between the flows of income and expenditure, on the other hand, can be thought of as a stock-flow model, in which multicointegration is likely to occur. We apply recently developed I(2) techniques for testing for multicointegrating relations and find supporting evidence for the existence of multicointegration in US consumption data. | - |
| dc.language | eng | - |
| dc.publisher | Deutsches Institut für Wirtschaftsforschung (DIW) Berlin | - |
| dc.relation | DIW-Diskussionspapiere 382 | - |
| dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | - |
| dc.subject | C12 | - |
| dc.subject | C13 | - |
| dc.subject | C22 | - |
| dc.subject | C32 | - |
| dc.subject | C51 | - |
| dc.subject | E21 | - |
| dc.subject | ddc:330 | - |
| dc.subject | Cointegration | - |
| dc.subject | multicointegration | - |
| dc.subject | I(2) processes | - |
| dc.subject | consumption | - |
| dc.subject | Verbraucherausgaben | - |
| dc.subject | Verfügbares Einkommen | - |
| dc.subject | Kointegration | - |
| dc.subject | Vereinigte Staaten | - |
| dc.title | Multicointegration in US consumption data | - |
| dc.type | doc-type:workingPaper | - |
| dc.coverage | 1953-1984 | - |
| Appears in Collections: | EconStor | |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.