The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2017
Volume: 9
Issue: 4
Pages: 225-53

Authors (2)

Robert S. Chirinko (not in RePEc) Debdulal Mallick (Deakin University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

The value of the elasticity of substitution between labor and capital (σ) is a crucial assumption in understanding the secular decline in the labor share of income. This paper develops and implements a new strategy for estimating this crucial parameter by combining a low-pass filter with panel data to identify the low-frequency/long-run relations appropriate to production function estimation. Standard estimation methods, which do not filter out transitory variation, generate downwardly biased estimates of 40 percent to 70 percent relative to the benchmark value. Despite correcting for this bias, our preferred estimate of 0.40 is substantially below the Cobb-Douglas assumption of σ = 1.

Technical Details

RePEc Handle
repec:aea:aejmac:v:9:y:2017:i:4:p:225-53
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25