Error Correction and Forward Looking Models for UK Consumers' Expenditure.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1993
Volume: 55
Issue: 4
Pages: 453-72

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The objective of this paper is to investigate the relation between error correction and forward looking models for the U.K. consumers' expenditure on nondurable goods and services. The author establishes conditions under which the error correction model cannot be considered a reduced form of a forward-looking model and he performs a statistical test. The author's investigation suggests that an error correction model for consumption is statistically distinguished from a reduced form of a forward-looking rational expectations model. Copyright 1993 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:55:y:1993:i:4:p:453-72
Journal Field
General
Author Count
1
Added to Database
2026-01-25