مشخصات پژوهش

صفحه نخست /Nonlinear adjustment to the ...
عنوان Nonlinear adjustment to the mean reversion of consumption–income ratio
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها Consumption–income ratioMean reversionFourier stationary test
چکیده This study utilizes a flexible Fourier stationary test, proposed by Becker et al. (2006) to investigate the mean reversion of consumption–income ratio in 16 OECD countries from 1960 to 2010. Empirical results from our flexible nonlinear stationary test show that the mean reversion hypothesis is not rejected for 12 of the 16 OECD countries
پژوهشگران امید رنجبر (نفر دوم)، زهرا میلا علمی (نفر اول)