SOME ANALYSIS OF THE LONG-RUN TIME-SERIES PROPERTIES OF CONSUMPTION AND INCOME IN THE UK

被引：1
|
作者：
PEEL, DA
机构：
[1] University College of Wales, Aberystwyth
来源：
ECONOMICS LETTERS | 1992年 / 39卷 / 02期
关键词：
D O I：
10.1016/0165-1765(92)90286-8
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The purpose in this letter is to examine the long-run time series behaviour of consumption and income in the UK. Both series are non-stationary and exhibit non-linearity in conditional mean. Evidence is provided of cointegration and non-linear error correction.
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页码：173 / 178
页数：6
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