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

C-Tier
Journal: Applied Economics
Year: 2004
Volume: 36
Issue: 11
Pages: 1225-1232

Authors (3)

Jose E. Bosca (Universidad de València) Antonio Cutanda (not in RePEc) Javier Escriba (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Results obtained by Otto and Voss show that public investment undertaken in Australia over recent decades satisfies conditions for intertemporal efficiency. This paper confirms this result, although lower output elasticities and rates of return to private and public capital are obtained. The reason for these results is that the earlier work is extended by estimating the parameter related to the elasticity of intertemporal substitution that was earlier restricted to a specific value. In fact, it is shown here that it is possible to obtain an economically reasonable (and statistically significant) estimate of this parameter by assuming that the stochastic discount factor for the representative firm is the same as for the representative consumer and equal to a gross real interest rate.

Technical Details

RePEc Handle
repec:taf:applec:v:36:y:2004:i:11:p:1225-1232
Journal Field
General
Author Count
3
Added to Database
2026-01-24