A panel cointegration approach to estimating substitution elasticities in consumption

C-Tier
Journal: Economic Modeling
Year: 2010
Volume: 27
Issue: 3
Pages: 782-787

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

Abstract

This paper investigates the relationship between government spending and private consumption. The general framework is a cointegration approach of Ogaki (1992) used to estimate the intratemporal elasticity of substitution between government and private consumption in a panel of 15 European countries. Recently developed non-stationary panel methodologies that assume cross-section dependence are applied. Results indicate an Edgeworth substitutability between private and public spending.

Technical Details

RePEc Handle
repec:eee:ecmode:v:27:y:2010:i:3:p:782-787
Journal Field
General
Author Count
2
Added to Database
2026-01-25