Estimating the Euler Equation for Aggregate Investment with Endogenous Capital Depreciation

C-Tier
Journal: Southern Economic Journal
Year: 2012
Volume: 78
Issue: 3
Pages: 1057-1078

Authors (2)

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 looks at the empirical consequences of introducing endogenous capital depreciation in the standard neoclassical model with quadratic adjustment costs. To this end, we formulate an empirical specification that accommodates capital maintenance and utilization in the Euler equations for aggregate investment. The empirical estimates with data from the Canadian Survey on Capital and Repair Expenditures show that, in contrast to the existing literature, the performance of the Euler equations is improved when we account for the impact of variable capital depreciation.

Technical Details

RePEc Handle
repec:wly:soecon:v:78:y:2012:i:3:p:1057-1078
Journal Field
General
Author Count
2
Added to Database
2026-01-25