Intertemporal substitution and durable goods: long-run data

DOI10.1016/S0165-1765(98)00136-0MaRDI QIDQ1274794zbMATH OpenFDO

Authors Masao Ogaki, Carmen M. Reinhart

Publication date 12 January 1999

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/13683/2/MPRA_paper_13683.pdf

zbMATH Keywords

cointegrationdurable goodsgeneralized method of momentsintertemporal elasticity of substitution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Recommendations

• Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods
• Intertemporal utility with heterogeneous goods and constant elasticity of substitution
• Consumption adjustment to real interest rates: Intertemporal substitution revisited
• Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour
• Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation

Cites work

• A cointegration approach to estimating preference parameters
• Canonical Cointegrating Regressions
• Intertemporal substitution and durable goods: long-run data

Cited in

(8)

• Intertemporal substitution and durable goods: long-run data
• Consumption adjustment to real interest rates: Intertemporal substitution revisited
• Addictive behavior and endogenous growth
• Equilibrium variance risk premium in a cost-free production economy
• Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods
• Estimating the elasticity of intertemporal substitution using mortgage notches
• Production and endogenous preferences
• Congestion and fiscal policy in a two-sector economy with public capital: a quantitative assessment

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