The DOI matches its Crossref record; 34 of the 34 references it cites were found in a registry or an index.
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
Abstract
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption by Martin Lettau and Sydney C. Ludvigson. Published in volume 94, issue 1, pages 276-299 of American Economic Review, March 2004
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Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Filders, R. (1992) · International Journal of Forecasting · doi:10.1016/0169-2070(92)90130-2 · Cited by 16,165
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
Stock, J. H., & Watson, M. W. (1993) · Econometrica · doi:10.2307/2951763 · Cited by 5,013
Beveridge, S., & Nelson, C. R. (1981) · Journal of Monetary Economics · doi:10.1016/0304-3932(81)90040-4 · Cited by 2,293
Consumption, Aggregate Wealth, and Expected Stock Returns
Lettau, M., & Ludvigson, S. (2001) · The Journal of Finance · doi:10.1111/0022-1082.00347 · Cited by 2,180
Self-citationAsymptotic Properties of Residual Based Tests for Cointegration
Phillips, P. C. B., & Ouliaris, S. (1990) · Econometrica · doi:10.2307/2938339 · Cited by 1,978
Journal of business and economic statistics 5
Fildes, R. (1988) · International Journal of Forecasting · doi:10.1016/0169-2070(88)90121-5 · Cited by 1,973
Stock, J. H., & Watson, M. W. (1988) · Journal of the American Statistical Association · doi:10.1080/01621459.1988.10478707 · Cited by 1,894
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence
Campbell, J. Y., & Mankiw, N. G. (1989) · NBER Macroeconomics Annual · doi:10.1086/654107 · Cited by 1,792
Cited by
Leamer, E. (2007) · National Bureau of Economic Research · doi:10.3386/w13428 · Cited by 594
The long-run determinants of fertility: one century of demographic change 1900–1999
Herzer, D., Strulik, H., & Vollmer, S. (2012) · Journal of Economic Growth · doi:10.1007/s10887-012-9085-6 · Cited by 170
Stock Market Wealth and the Real Economy: A Local Labor Market Approach
Chodorow-Reich, G., Nenov, P. T., & Simsek, A. (2021) · American Economic Review · doi:10.1257/aer.20200208 · Cited by 165
Metadata
- Authors
- Lettau, M., & Ludvigson, S. C.
- Venue
- American Economic Review
- Publisher
- American Economic Association
- Published
- 2004-02-01
- Volume
- 94
- Issue
- 1
- Pages
- 276-299
- ISSN
- 0002-8282 (ISSN-L)
- OpenAlex
- W2053989536
- Cited by
- 567
- References
- 34
- FWCI
- 58.97
- Type
- journal article
- Language
- en
- Open access
- closed
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- Lettau, M., & Ludvigson, S. C. (2004). Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption. American Economic Review. https://doi.org/10.1257/000282804322970805
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
