Consumption Dynamics and Panel Data: A Survey
Advanced studies in theoretical and applied econometricsPublished 1 January 1992
Jean‐Marc Robin
Citations3
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
Abstract
International audience
Keywords
Economics, Econometrics and FinanceBusiness, Management and Accounting
Journal of Political EconomyConsumption and Liquidity Constraints: An Empirical Investigation
1,940 Citations1989Stephen P. Zeldes
Journal of Political EconomyStochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
1,581 Citations1983Lars Peter Hansen, Kenneth J. Singleton
Journal of Political EconomyThe Adjustment of Consumption to Changing Expectations About Future Income
1,331 Citations1981Marjorie Flavin
Journal of Political EconomyAn Empirical Model of Labor Supply in a Life-Cycle Setting
823 Citations1981Thomas MaCurdy
EconometricaThe Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households
744 Citations1982Robert E. Hall, Frederic S. Mishkin
American Economic ReviewLife Cycle Consumption and Labor Supply: An Explanation of the Relationship Between Income and Consumption Over the Life Cycle
304 Citations1974James J. Heckman
The Quarterly Journal of EconomicsTesting the Response of Consumption to Income Changes with (Noisy) Panel Data
275 Citations1987Joseph G. Altonji, Aloysius Siow
National Bureau of Economic ResearchLife-Cycle Models of Consumption: Is the Evidence Consistent with the Theory?
244 Citations1986Angus Deaton
The Quarterly Journal of EconomicsThe Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data
225 Citations1985Fumio Hayashi
Journal of Monetary EconomicsTrends, random walks, and tests of the permanent income hypothesis
210 Citations1985N. Gregory Mankiw, Matthew D. Shapiro
Cambridge University Press eBooksAdvances in Econometrics
206 Citations1987Truman F. Bewley, Truman F. Bewley +8 more
Journal of Political EconomyRational Expectations, Econometric Exogeneity, and Consumption
196 Citations1978Thomas J. Sargent
Cambridge University Press eBooksLife-cycle models of consumption: Is the evidence consistent with the theory?
174 Citations2008Angus Deaton
EconometricaA Life-Cycle Consumption Model with Liquidity Constraints: Theory and Empirical Results
156 Citations1987Randall P. Mariger
Economics LettersThe permanent income hypothesis and the real interest rate
83 Citations1984Matthew D. Shapiro
Journal of EconometricsFrequency of purchase and the estimation of demand systems
68 Citations1992Costas Meghir, Jean‐Marc Robin
This paper considers a joint model for frequency of purchase and consumer demand and shows that in many cases the actual number of purchases is necessary in order to obtain consistent parameter estimates for the demand system.
Economics LettersThe dynamics of preference formation
64 Citations1978Arie Kapteyn, Tom Wansbeek +1 more
National Bureau of Economic ResearchA Reappraisal of Recent Tests of the Permanent Income Hypothesis
55 Citations1985Charles Nelson
The Quarterly Journal of EconomicsPermanent Income, Liquidity, and Adjustments of Automobile Stocks: Evidence from Panel Data
41 Citations1991P.-S. Lam
The Quarterly Journal of EconomicsEating, Drinking, Smoking, and Testing the Lifecycle Hypothesis
16 Citations1987Martin Browning