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Volumn 3, Issue 8, 1996, Pages 529-532

Consumption growth and the intertemporal elasticity of substitution: Some evidence from income quintile groups in Japan

Author keywords

[No Author keywords available]

Indexed keywords

CONSUMER'S PREFERENCE; CONSUMPTION GROWTH; INTERTEMPORAL ELASTICITY; NATIONAL ECONOMY;

EID: 0030424885     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048596356177     Document Type: Article
Times cited : (10)

References (12)
  • 2
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    • Breeden, D.T. (1979) An intertemporal asset pricing model with stochastic consumption and investment opportunities, Journal of Financial Economics, 7, 265-96.
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    • Breeden, D.T.1
  • 3
    • 85036258669 scopus 로고
    • Distribution of estimators for autoregressive time series with a unit root
    • Dickey, D.A. and Fuller, W.A. (1979) Distribution of estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 74, 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 4
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey D.A. and Fuller, W.A. (1981) Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 49, 1057-72.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 5
    • 38249013978 scopus 로고
    • Test of C-CAPM for Japan: 1980-1988
    • Hamori, S. (1992) Test of C-CAPM for Japan: 1980-1988, Economics Letters, 38, 67-72.
    • (1992) Economics Letters , vol.38 , pp. 67-72
    • Hamori, S.1
  • 6
    • 38249005621 scopus 로고
    • Test of the international equity integration of Japan
    • Hamori, S. (1993) Test of the international equity integration of Japan," Economics Letters, 42, 71-6.
    • (1993) Economics Letters , vol.42 , pp. 71-76
    • Hamori, S.1
  • 7
    • 0002442314 scopus 로고
    • On a test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator: Small sample properties
    • in press
    • Hamori S., Kitasaka S., and Tanizaki, H. (1995) On a test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator: small sample properties, Econometric Review, (in press).
    • (1995) Econometric Review
    • Hamori, S.1    Kitasaka, S.2    Tanizaki, H.3
  • 8
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen, L.P. (1982) Large sample properties of generalized method of moments estimators, Econometrica, 50, 1029-54.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 9
    • 0000484063 scopus 로고
    • On tests of representative consumer asset pricing models
    • Kocherlakota, N.R. (1990) On tests of representative consumer asset pricing models, Journal of Monetary Economics, 26, 285-304.
    • (1990) Journal of Monetary Economics , vol.26 , pp. 285-304
    • Kocherlakota, N.R.1
  • 10
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • Lucas, R.E. Jr. (1978) Asset prices in an exchange economy, Econometrica, 46, 1429-45.
    • (1978) Econometrica , vol.46 , pp. 1429-1445
    • Lucas Jr., R.E.1
  • 12
    • 0000735116 scopus 로고
    • Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data
    • Tauchen, G. (1986) Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data, Journal of Business and Economic Statistics, 4, 397-416.
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    • Tauchen, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.