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Volumn 36, Issue 11, 2004, Pages 1225-1232

Rates of return to public and private capital: New estimates using nonlinear Euler equations

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; ESTIMATION METHOD; EULERIAN ANALYSIS; INVESTMENT; STOCHASTICITY;

EID: 3543126650     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684042000191129     Document Type: Article
Times cited : (4)

References (11)
  • 1
    • 0002246180 scopus 로고
    • Intertemporal substitution, risk aversion and the Euler equation for consumption
    • Attanasio, O. P. and Weber, G. (1989) Intertemporal substitution, risk aversion and the Euler equation for consumption, Economic Journal, 99, 59-73.
    • (1989) Economic Journal , vol.99 , pp. 59-73
    • Attanasio, O.P.1    Weber, G.2
  • 2
    • 0001274822 scopus 로고
    • Consumption, income, and interest rates: Reinterpreting the time series evidence
    • (Eds) O. J. Blanchard and S. Fischer, Cambridge University Press
    • Campbell, J. Y. and Mankiw, N. G. (1989) Consumption, income, and interest rates: reinterpreting the time series evidence, in NBER Macroeconomics Annual 1989 (Eds) O. J. Blanchard and S. Fischer, Cambridge University Press, pp. 185-216.
    • (1989) NBER Macroeconomics Annual 1989 , pp. 185-216
    • Campbell, J.Y.1    Mankiw, N.G.2
  • 3
    • 84977708733 scopus 로고
    • Production-based asset pricing and the link between stock returns and economic fluctuations
    • Cochrane, J. H. (1991) Production-based asset pricing and the link between stock returns and economic fluctuations, The Journal of Finance, 46, 209-37.
    • (1991) The Journal of Finance , vol.46 , pp. 209-237
    • Cochrane, J.H.1
  • 4
    • 84935429666 scopus 로고
    • Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis
    • Epstein, L. G. and Zin, S. E. (1991) Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis, Journal of Political Economy, 99, 263-86.
    • (1991) Journal of Political Economy , vol.99 , pp. 263-286
    • Epstein, L.G.1    Zin, S.E.2
  • 5
    • 0001071561 scopus 로고
    • Infrastructure investment: A review essay
    • Gramlich, E. M. (1994) Infrastructure investment: a review essay, Journal of Economic Literature, 32, 1176-96.
    • (1994) Journal of Economic Literature , vol.32 , pp. 1176-1196
    • Gramlich, E.M.1
  • 6
    • 84936526550 scopus 로고
    • Intertemporal substitution in consumption
    • Hall, R. E. (1988) Intertemporal substitution in consumption, Journal of Political Economy, 96, 339-57.
    • (1988) Journal of Political Economy , vol.96 , pp. 339-357
    • Hall, R.E.1
  • 7
    • 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
  • 8
    • 0032469013 scopus 로고    scopus 로고
    • Measuring intertemporal substitution: The role of durables
    • Ogaki, M. and Reinhart, C. M. (1998) Measuring intertemporal substitution: the role of durables, Journal of Political Economy, 106, 1078-98.
    • (1998) Journal of Political Economy , vol.106 , pp. 1078-1098
    • Ogaki, M.1    Reinhart, C.M.2
  • 10
    • 0040875332 scopus 로고    scopus 로고
    • The rate of return to corporate capital and factor shares: New estimates using revised national income accounts and capital stock data
    • Poterba, J. M. (1998) The rate of return to corporate capital and factor shares: new estimates using revised national income accounts and capital stock data, Carnegie Rochester Conference Series on Public Policy, 48, 211-46.
    • (1998) Carnegie Rochester Conference Series on Public Policy , vol.48 , pp. 211-246
    • Poterba, J.M.1
  • 11
    • 0001885680 scopus 로고
    • Union contracts and the life-cycle/permanent-income hypothesis
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    • (1995) American Economic Review , vol.85 , pp. 186-200
    • Shea, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.