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

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 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

Uncertain Lifetime, Life Insurance, and the Theory of the Consumer

1965 • 3,214 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Debt, Deficits, and Finite Horizons

1985 • 2,298 citations

THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS

1963 • 2,037 citations

Asymptotic Properties of Residual Based Tests for Cointegration

1990 • 1,996 citations

Intertemporal Substitution in Consumption

1988 • 1,533 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

Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence

1989 • 925 citations

Life Cycle, Individual Thrift and the Wealth of Nations

1986 • 811 citations

Life Cycle, Individual Thrift, and the Wealth of Nations

1986 • 626 citations

Why is Consumption So Smooth?

1989 • 592 citations

Consumption puzzles and precautionary savings

1990 • 578 citations

Production, growth and business cycles

1988 • 570 citations

Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis

1987 • 506 citations

The Time Series Consumption Function Revisited

1985 • 416 citations

Asymptotic Normality, When Regressors Have a Unit Root

1988 • 342 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

Are Consumers Ricardian? Evidence for the United States

1988 • 133 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

2016 • 69 citations

A note on Wiener-Kolmogorov prediction formulas for rational expectations models

1981 • 64 citations

Why Is Consumption Less Volatile Than Income?

1987 • 20 citations