The cyclical properties of consumption growth and the real term structure
- 31 July 1997
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 39 (2) , 145-172
- https://doi.org/10.1016/s0304-3932(97)00012-3
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- Low frequency filtering and real business cyclesJournal of Economic Dynamics and Control, 1993
- On the term structure of interest ratesJournal of Economic Dynamics and Control, 1990
- Solving the Stochastic Growth Model by Parameterizing ExpectationsJournal of Business & Economic Statistics, 1990
- Empirical Test of the Consumption-Oriented CAPMThe Journal of Finance, 1989
- Consumption, Income, and Interest Rates: Reinterpreting the Time Series EvidenceNBER Macroeconomics Annual, 1989
- The real term structure and consumption growthJournal of Financial Economics, 1988
- Intertemporal Substitution in ConsumptionJournal of Political Economy, 1988
- Consumption, production, inflation and interest rates: A synthesisJournal of Financial Economics, 1986
- Generalized autoregressive conditional heteroskedasticityJournal of Econometrics, 1986
- Real Business CyclesJournal of Political Economy, 1983