An estimation of the deep parameters describing the consumer behaviour of Argentina
- Autores
- Ahumada, Hildegart; Garegnani, María Lorena
- Año de publicación
- 2003
- Idioma
- inglés
- Tipo de recurso
- documento de conferencia
- Estado
- versión publicada
- Descripción
- This paper dealt with the estimation of the structural parameters of the aggregate consumer behaviour for Argentina following the Euler Equation-GMM approach. The rates of returns on assets were approximated by the real interest rate and the rate of growth of real exchange rate, since they were the main variables explaining variations of “wealth”. The results show that parameter estimates have the expected values and the correct signs. The validity of the overidentifying restrictions is tested and the null hypothesis of validity of instruments is not rejected. However, parameter constancy Is rejected.
Facultad de Ciencias Económicas - Materia
-
Ciencias Económicas
consumer behaviour
Euler-Equation
Generalised Method of Moments - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- http://creativecommons.org/licenses/by-nc-sa/4.0/
- Repositorio
- Institución
- Universidad Nacional de La Plata
- OAI Identificador
- oai:sedici.unlp.edu.ar:10915/170378
Ver los metadatos del registro completo
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An estimation of the deep parameters describing the consumer behaviour of ArgentinaAhumada, HildegartGaregnani, María LorenaCiencias Económicasconsumer behaviourEuler-EquationGeneralised Method of MomentsThis paper dealt with the estimation of the structural parameters of the aggregate consumer behaviour for Argentina following the Euler Equation-GMM approach. The rates of returns on assets were approximated by the real interest rate and the rate of growth of real exchange rate, since they were the main variables explaining variations of “wealth”. The results show that parameter estimates have the expected values and the correct signs. The validity of the overidentifying restrictions is tested and the null hypothesis of validity of instruments is not rejected. However, parameter constancy Is rejected.Facultad de Ciencias Económicas2003-11info:eu-repo/semantics/conferenceObjectinfo:eu-repo/semantics/publishedVersionObjeto de conferenciahttp://purl.org/coar/resource_type/c_5794info:ar-repo/semantics/documentoDeConferenciaapplication/pdfhttp://sedici.unlp.edu.ar/handle/10915/170378enginfo:eu-repo/semantics/altIdentifier/url/https://bd.aaep.org.ar/anales/works/works2003/Ahumada_Garegnani.pdfinfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-sa/4.0/Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-29T11:43:20Zoai:sedici.unlp.edu.ar:10915/170378Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-29 11:43:21.137SEDICI (UNLP) - Universidad Nacional de La Platafalse |
dc.title.none.fl_str_mv |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
title |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
spellingShingle |
An estimation of the deep parameters describing the consumer behaviour of Argentina Ahumada, Hildegart Ciencias Económicas consumer behaviour Euler-Equation Generalised Method of Moments |
title_short |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
title_full |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
title_fullStr |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
title_full_unstemmed |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
title_sort |
An estimation of the deep parameters describing the consumer behaviour of Argentina |
dc.creator.none.fl_str_mv |
Ahumada, Hildegart Garegnani, María Lorena |
author |
Ahumada, Hildegart |
author_facet |
Ahumada, Hildegart Garegnani, María Lorena |
author_role |
author |
author2 |
Garegnani, María Lorena |
author2_role |
author |
dc.subject.none.fl_str_mv |
Ciencias Económicas consumer behaviour Euler-Equation Generalised Method of Moments |
topic |
Ciencias Económicas consumer behaviour Euler-Equation Generalised Method of Moments |
dc.description.none.fl_txt_mv |
This paper dealt with the estimation of the structural parameters of the aggregate consumer behaviour for Argentina following the Euler Equation-GMM approach. The rates of returns on assets were approximated by the real interest rate and the rate of growth of real exchange rate, since they were the main variables explaining variations of “wealth”. The results show that parameter estimates have the expected values and the correct signs. The validity of the overidentifying restrictions is tested and the null hypothesis of validity of instruments is not rejected. However, parameter constancy Is rejected. Facultad de Ciencias Económicas |
description |
This paper dealt with the estimation of the structural parameters of the aggregate consumer behaviour for Argentina following the Euler Equation-GMM approach. The rates of returns on assets were approximated by the real interest rate and the rate of growth of real exchange rate, since they were the main variables explaining variations of “wealth”. The results show that parameter estimates have the expected values and the correct signs. The validity of the overidentifying restrictions is tested and the null hypothesis of validity of instruments is not rejected. However, parameter constancy Is rejected. |
publishDate |
2003 |
dc.date.none.fl_str_mv |
2003-11 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/conferenceObject info:eu-repo/semantics/publishedVersion Objeto de conferencia http://purl.org/coar/resource_type/c_5794 info:ar-repo/semantics/documentoDeConferencia |
format |
conferenceObject |
status_str |
publishedVersion |
dc.identifier.none.fl_str_mv |
http://sedici.unlp.edu.ar/handle/10915/170378 |
url |
http://sedici.unlp.edu.ar/handle/10915/170378 |
dc.language.none.fl_str_mv |
eng |
language |
eng |
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info:eu-repo/semantics/altIdentifier/url/https://bd.aaep.org.ar/anales/works/works2003/Ahumada_Garegnani.pdf |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by-nc-sa/4.0/ Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) |
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openAccess |
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http://creativecommons.org/licenses/by-nc-sa/4.0/ Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) |
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application/pdf |
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