Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 29
Pages: 4169-4183

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article assesses the ability of the Rotterdam Model (RM) and of three versions of the Almost Ideal Demand System (AIDS) to recover the time-varying elasticities of a true demand system and to satisfy theoretical regularity. Using Monte Carlo simulations, we find that the RM performs better than the linear-approximate AIDS at recovering the signs of all the time-varying elasticities. More importantly, the RM has the ability to track the paths of time-varying income elasticities, even when the true values are very high. The linear-approximate AIDS, not only performs poorly at recovering the time-varying elasticities but also badly approximates the nonlinear AIDS.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:29:p:4169-4183
Journal Field
General
Author Count
2
Added to Database
2026-01-24