메뉴 건너뛰기




Volumn 60, Issue 1, 2000, Pages 61-70

Using farm consumption data to estimate the intertemporal elasticity of substitution and relative risk aversion coefficients

Author keywords

Aggregation bias; Coefficients of relative risk aversion; Farm household consumption; Intertemporal elasticity of substitution; Risk aversion

Indexed keywords


EID: 84946742221     PISSN: 00021466     EISSN: 20416326     Source Type: Journal    
DOI: 10.1108/00214690080001110     Document Type: Article
Times cited : (12)

References (18)
  • 2
    • 0001077372 scopus 로고    scopus 로고
    • Intertemporal Asset Pricing Without Consumption Data
    • Campbell, J. Y. "Intertemporal Asset Pricing Without Consumption Data." Amer. Econ. Rev. 83(1997):487-512.
    • (1997) Amer. Econ. Rev , vol.83 , pp. 487-512
    • Campbell, J.Y.1
  • 5
    • 27544515328 scopus 로고
    • Stochastic Dominance: The State of the Art in Agricultural Economics
    • Dept, of Agr. Econ., Washington State University, Pullman
    • Cochran, M. J. "Stochastic Dominance: The State of the Art in Agricultural Economics." In Southern Regional Project S-180 Proceedings. Dept, of Agr. Econ., Washington State University, Pullman, 1986.
    • (1986) Southern Regional Project S-180 Proceedings
    • Cochran, M.J.1
  • 6
    • 0013090198 scopus 로고
    • Modeling Farm Financial Decisions in a Dynamic and Stochastic Environment
    • Featherstone, A. M., P. V. Preckel, and T. G. Baker. "Modeling Farm Financial Decisions in a Dynamic and Stochastic Environment." Agr. Fin. Rev. 50(1990): 80-99.
    • (1990) Agr. Fin. Rev , vol.50 , pp. 80-99
    • Featherstone, A.M.1    Preckel, P.V.2    Baker, T.G.3
  • 7
    • 84936526550 scopus 로고
    • Intertemporal Substitution in Consumption
    • Hall, R. E. "Intertemporal Substitution in Consumption." J. Polit. Econ. 96(1988): 339-57.
    • (1988) J. Polit. Econ , vol.96 , pp. 339-357
    • Hall, R.E.1
  • 8
    • 84911630953 scopus 로고
    • The Effect of Liquidity Constraints on Consumption: A Cross- Sectional Analysis
    • Hayashi, F. "The Effect of Liquidity Constraints on Consumption: A Cross- Sectional Analysis." Quart. J. Econ. 100(1985): 183-206.
    • (1985) Quart. J. Econ , vol.100 , pp. 183-206
    • Hayashi, F.1
  • 9
    • 0004106009 scopus 로고
    • 2nd ed. New York: Macmillan Publishing Co
    • Kmenta, J. Elements of Econometrics, 2nd ed. New York: Macmillan Publishing Co., 1986.
    • (1986) Elements of Econometrics
    • Kmenta, J.1
  • 11
    • 0345541958 scopus 로고
    • Farm Consumption and Liquidity Constraints
    • Langemeier, M. R., and G. F. Patrick. "Farm Consumption and Liquidity Constraints." Amer. J. Agr. Econ. 75(1993):479-84.
    • (1993) Amer. J. Agr. Econ , vol.75 , pp. 479-484
    • Langemeier, M.R.1    Patrick, G.F.2
  • 12
    • 0001062003 scopus 로고
    • Consumer Durables and the Real Interest Rate
    • Mankiw, N. G. "Consumer Durables and the Real Interest Rate." Rev. Econ. and Stotts. 67(1985):353-62.
    • (1985) Rev. Econ. and Stotts , vol.67 , pp. 353-362
    • Mankiw, N.G.1
  • 13
    • 0032469013 scopus 로고    scopus 로고
    • Measuring Intertemporal Substitution: The Role of Durable Goods
    • Ogaki, M., and C. M. Reinhart. "Measuring Intertemporal Substitution: The Role of Durable Goods." J. Polit. Econ. 106(1998): 1078-98.
    • (1998) J. Polit. Econ , vol.106 , pp. 1078-1098
    • Ogaki, M.1    Reinhart, C.M.2
  • 14
    • 0029473898 scopus 로고
    • Farm Consumption Behavior in the Presence of Uncertainty and Restrictions on Credit
    • Phimister, E. "Farm Consumption Behavior in the Presence of Uncertainty and Restrictions on Credit." Amer. J. Agr. Econ. 77(1995):952-59.
    • (1995) Amer. J. Agr. Econ , vol.77 , pp. 952-959
    • Phimister, E.1
  • 15
    • 0001579697 scopus 로고
    • Risk Aversion in the Small and in the Large
    • Pratt, J. W. "Risk Aversion in the Small and in the Large." Econometrica 32(1964): 122-36.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.W.1
  • 16
    • 0000311606 scopus 로고
    • Joint Estimation of Risk Preference Structure and Technology Using Expo- Power Utility
    • Saha, A., C. R. Shumway, and H. Talpaz. "Joint Estimation of Risk Preference Structure and Technology Using Expo- Power Utility." Amer. J. Agr. Econ. 76(1994): 173-84.
    • (1994) Amer. J. Agr. Econ , vol.76 , pp. 173-184
    • Saha, A.1    Shumway, C.R.2    Talpaz, H.3
  • 17
    • 0004282654 scopus 로고
    • USDC/Bureau of Economic Analysis, Washington, DC. Various issues
    • U.S. Department of Commerce. Survey of Current Business. USDC/Bureau of Economic Analysis, Washington, DC. Various issues, 1989-98.
    • (1989) Survey of Current Business
  • 18
    • 84936047538 scopus 로고
    • Consumption and Liquidity Constraint: An Empirical Investigation
    • Zeldes, S. P. "Consumption and Liquidity Constraint: An Empirical Investigation." J. Polit. Econ. 97(1989):305-46.
    • (1989) J. Polit. Econ , vol.97 , pp. 305-346
    • Zeldes, S.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.