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Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/136724
Description: This paper examines the relationship between consumer confidence and consumption expenditures in the US for the period 1970:1-2007:4. Consumer confidence surveys are widely reported in the business an ... More
Reviewed: Reviewed
Authors: Joyeux, Roselyne
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/92897
Description: In this paper we consider the generalization of the concept of cointegration to non-stationary processes which are not necessarily I(d). Two cases are of special interest. First the case of non-statio ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/90213
Description: Large variations in house prices can lead to significant changes in the level of household wealth and this may affect household consumption. Using Lettau and Ludvigson’s [Lettau, M., Ludvigson, S.C., ... More
Reviewed: Reviewed
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/135660
Description: The recent fluctuations in stock prices around the world and the critical place that the demand function for money holds in the formulation of a country’s monetary policy motivated us to investigate t ... More
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Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/25447
Description: The objective of this study is to examine whether the Fisher Hypothesis holds for New Zealand using the Johansen (1991) cointegration approach. We also test for stationarity using the Ng-Perron Unit r ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/145788
Description: Since a relatively high share of private wealth in Australia is held in the form of housing, we extend the approach of Lettau and Ludvigson (2004) to estimate the transitory component of both financia ... More
Reviewed: Reviewed
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