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Volumn 61, Issue 1, 1998, Pages 85-90

Intertemporal substitution and durable goods: Long-run data

Author keywords

Cointegration; Durable Goods; E21; Generalized Method of Moments; Intertemporal Elasticity of Substitution

Indexed keywords


EID: 0032338802     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00136-0     Document Type: Article
Times cited : (25)

References (10)
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    • (1996) Journal of Applied Econometrics , vol.11 , pp. 119-134
    • Cooley, T.F.1    Ogaki, M.A.2
  • 2
    • 0010098416 scopus 로고
    • Estimating models with intertemporal substitution using aggregate time series data
    • Eichenbaum M., Hansen L.P. Estimating models with intertemporal substitution using aggregate time series data. Journal of Business and Economic Statistics. 8:1990;53-69.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 53-69
    • Eichenbaum, M.1    Hansen, L.P.2
  • 3
    • 84936526550 scopus 로고
    • Intertemporal substitution in consumption
    • Hall R.E. Intertemporal substitution in consumption. Journal of Political Economy. 96:1988;330-357.
    • (1988) Journal of Political Economy , vol.96 , pp. 330-357
    • Hall, R.E.1
  • 5
    • 0030529419 scopus 로고    scopus 로고
    • Efficient estimation of linear asset-pricing models with moving average errors
    • Hansen L.P., Singleton K.J. Efficient estimation of linear asset-pricing models with moving average errors. Journal of Business and Economics Statistics. 14:1996;53-68.
    • (1996) Journal of Business and Economics Statistics , vol.14 , pp. 53-68
    • Hansen, L.P.1    Singleton, K.J.2
  • 6
    • 0012938770 scopus 로고
    • Durable goods owned by consumers in the United States, 1925-77
    • March
    • Musgrave, J.C., 1979. Durable goods owned by consumers in the United States, 1925-77. Survey of Current Business, March, 17-25.
    • (1979) Survey of Current Business , pp. 17-25
    • Musgrave, J.C.1
  • 7
    • 0000472416 scopus 로고    scopus 로고
    • A cointegration approach to estimating preference parameters
    • January
    • Ogaki, M., Park, J.Y., 1998. A cointegration approach to estimating preference parameters. Journal of Econometrics, January, 107-134.
    • (1998) Journal of Econometrics , pp. 107-134
    • Ogaki, M.1    Park, J.Y.2
  • 8
    • 0032469013 scopus 로고    scopus 로고
    • Measuring intertemporal substitution: The role of durables
    • in press
    • Ogaki, M., Reinhart, C.M., 1998. Measuring intertemporal substitution: the role of durables. Journal of Political Economy, in press.
    • (1998) Journal of Political Economy
    • Ogaki, M.1    Reinhart, C.M.2
  • 9
    • 0002489138 scopus 로고
    • Canonical cointegrating regressions
    • Park J.Y. Canonical cointegrating regressions. Econometrica. 60:1992;119-143.
    • (1992) Econometrica , vol.60 , pp. 119-143
    • Park, J.Y.1
  • 10
    • 0001260161 scopus 로고
    • Capital depreciation in the postwar period: Automobiles
    • Wykoff F.C. Capital depreciation in the postwar period: automobiles. Review of Economics and Statistics. 52:1970;168-172.
    • (1970) Review of Economics and Statistics , vol.52 , pp. 168-172
    • Wykoff, F.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.