Testing for parameter stability: the Spanish consumption function

Mariano Matilla-García, P. Perez and Basilio Sanz-Carnero ()

Applied Economics Letters, 2006, vol. 13, issue 7, 445-448

Abstract: This study tests for parameter instability in the Spanish consumption function. To that end, a new test for time dependence of parameters is used and compared with other relevant tests. As opposed to other tests this new one is concerned with detecting parameter variation in frequency domain.

Date: 2006
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DOI: 10.1080/13504850500398559

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