Budget Constraints and Time-Series Evidence on Consumption

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Spectral Analysis and Time Series

1983 • 5,140 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

The Adjustment of Consumption to Changing Expectations About Future Income

1981 • 1,326 citations

Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence

1989 • 1,274 citations

Consumption puzzles and precautionary savings

1990 • 578 citations

Hall's consumption hypothesis and durable goods

1982 • 316 citations

Life-Cycle Models of Consumption: Is the Evidence Consistent with the Theory?

1986 • 270 citations

Permanent and Transitory Movements in Labor Income: An Explanation for "Excess Smoothness" in Consumption

1990 • 195 citations

Finite horizons, life-cycle savings, and time-series evidence on consumption

1990 • 145 citations

Is Consumption Too Smooth? Long Memory and the Deaton Paradox

1991 • 130 citations

The insensitivity of consumption to news about income

1988 • 100 citations

Budget Constraints and Time-Series Evidence on Consumption: Comment

1996 • 1 citations