Estimating intertemporal substitution in Japan

Applied Economics Letters

Volumn 11, Issue 4, 2004, Pages 267-269

  Fuse, Masasaki ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

CONSUMPTION BEHAVIOR; DEMAND ELASTICITY; SUBSTITUTION;

ASIA; EURASIA; FAR EAST; JAPAN;

EID: 1842688246     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850410001674948     Document Type: Article

References (5)

1. Hall, R. E. (1988) Intertemporal substitution in consumption, Journal of Political Economy, 96, 339-57.
2. Hamori, S. (1996) Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan, Applied Economic Letters, 3, 529-32.
3. Hansen, L. P. and Singleton, K. J. (1996) Efficient estimation of linear asset-pricing models with moving average errors, Journal of Business and Economic Statistics, 14, 1269-84.
4. Nakano, K. and Saito, M. (1998) Asset pricing in Japan, Journal of The Japanese and International Economics, 12, 151-66.
5. Ogaki, M. and Reinhart, C. M. (1998) Measuring intertemporal substitution: the role of durable goods, Journal of Political Economy, 106(51), 1079-98.