Search Results - subject:"intertemporal elasticity"

Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey

Hasanov, Fuad - EconWPA - 2005

, into a household portfolio. In particular, we estimate the intertemporal elasticity of substitution (IES), that is, how a …

Persistent link: https://www.econbiz.de/10005126248

The Rate of Interest or the Rate of Return: Estimating Intertemporal Elasticity of Substitution

Dacy, Douglas; Hasanov, Fuad - EconWPA - 2005

estimate the intertemporal elasticity of substitution, namely, how a change in the asset or portfolio return affects household …

Persistent link: https://www.econbiz.de/10005126444

Individual Euler Equations Rather Than Household Euler Equations

Mazzocco, Maurizio - Econometric Society - 2004

This paper focuses on the identification and estimation of the intertemporal and intratemporal elasticities of substitution for the wife and separately for the husband using individual Euler equations. To that end, the household is represented as a group of agents making joint decisions. By...

Persistent link: https://www.econbiz.de/10005063734

Foreign Trade Regimes and Import Demand Function: Evidence from Sri Lanka

Emran, M. Shahe; Shilpi, Forhad - EconWPA - 2001

Time series data for Sri Lanka span periods of pervasive trade and exchange restrictions along with periods of liberalized trade. This paper implements a structural econometric model of aggregate imports which incorporates the implications of the shifts in the policy regime. The results...

Persistent link: https://www.econbiz.de/10005556426

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

Abdulkadri, Abdullahi O.; Langemeier, Michael R. - In: Agricultural Finance Review 60 (2000) 1, pp. 61-70

data provided estimates for the intertemporal elasticity of substitution and the coefficient of relative risk aversion …. These parameters differ among the farm enterprises in which the households were engaged. Estimates for the intertemporal … elasticity of substitution and the coefficient of relative risk aversion ranged from 0.158 to 0.351 and from 2.849 to 6 …

Persistent link: https://www.econbiz.de/10014667259