Marjorie Flavin
Biographic Data
| ID | 5868689 |
|---|---|
| NAME | Marjorie Flavin |
| GIVEN NAMES | Marjorie |
| FAMILY NAME | Flavin |
| SIGNATURE | FLAVIN M |
| AFFILIATIONS | University of Virginia |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 38 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1981 |
| LATEST PUBLICATION YEAR | 2002 |
| H-INDEX | 2 |
Owner-Occupied Housing and the Composition of the Household Portfolio
For most homeowners, the house is the single most important consumption good appearing as an argument of the utility function, and, at the same time, the dominant asset in the portfolio. This paper uses a mean-variance efficiency framework to examine the household’s optimal portfolio problem when owner-occupied housing is included in the list of available assets. Housing differs from stocks and bonds in a crucial way: since the household’s owners…
Excess Volatility in the Financial Markets
you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at
The Adjustment of Consumption to Changing Expectations About Future Income
The paper analyzes the role of current income in providing new information about future income and thus signalling changes in permanent income. Using time-series analysis to quantify the revision in permanent income induced by an innovation in the current income process, a structural econometric model of consumption is developed. The rejection of the joint rational expectations-permanent income hypothesis is both statistically and quantitatively …
The Adjustment of Consumption to Changing Expectations About Future Income
The paper analyzes the role of current income in providing new information about future income and thus signalling changes in permanent income. Using time-series analysis to quantify the revision in permanent income induced by an innovation in the current income process, a structural econometric model of consumption is developed. The rejection of the joint rational expectations-permanent income hypothesis is both statistically and quantitatively …
Excess Volatility in the Financial Markets
you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at
The Adjustment of Consumption to Changing Expectations About Future Income
The paper analyzes the role of current income in providing new information about future income and thus signalling changes in permanent income. Using time-series analysis to quantify the revision in permanent income induced by an innovation in the current income process, a structural econometric model of consumption is developed. The rejection of the joint rational expectations-permanent income hypothesis is both statistically and quantitatively …
Excess Volatility in the Financial Markets
you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at
Owner-Occupied Housing and the Composition of the Household Portfolio
For most homeowners, the house is the single most important consumption good appearing as an argument of the utility function, and, at the same time, the dominant asset in the portfolio. This paper uses a mean-variance efficiency framework to examine the household’s optimal portfolio problem when owner-occupied housing is included in the list of available assets. Housing differs from stocks and bonds in a crucial way: since the household’s owners…
Economics (3 works) · Econometrics (2 works) · Monetary Policy and Economic Impact (2 works) · Asset (computer security) (1 work) · Business (1 work) · Capital asset pricing model (1 work) · Complex Systems and Time Series Analysis (1 work) · Comprehensive income (1 work) · Consumption (sociology (1 work) · Consumption (sociology) (1 work)