Empirical evidence on the Euler equation for investment in the US

B-Tier
Journal: Journal of Applied Econometrics
Year: 2024
Volume: 39
Issue: 4
Pages: 543-563

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

Is the typical specification of the Euler equation for investment employed in dynamic stochastic general equilibrium (DSGE) models consistent with aggregate macro data? The answer is yes using state‐of‐the‐art econometric methods that are robust to weak instruments and exploit information in possible structural changes. Unfortunately, however, there is very little information about the values of the parameters in aggregate data because investment is unresponsive to changes in capital utilization and the real interest rate. Bayesian estimation using fully specified DSGE models is more accurate due to both informative priors and cross‐equation restrictions.

Technical Details

RePEc Handle
repec:wly:japmet:v:39:y:2024:i:4:p:543-563
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-24