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Volatility in Panel Data of Household Expenditure
http://hdl.handle.net/10086/15257
http://hdl.handle.net/10086/1525779e9ba01-860d-4a69-a70d-e182cde4d984
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
D07-237.pdf (847998 bytes)
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| アイテムタイプ | デフォルトアイテムタイプ（フル）その２(1) | |||||||||||
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| 公開日 | 2017-05-20 | |||||||||||
| タイトル | ||||||||||||
| タイトル | Volatility in Panel Data of Household Expenditure | |||||||||||
| 言語 | en | |||||||||||
| 作成者 |
阿部, 修人
× 阿部, 修人
NRID
1000030323893
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| 寄与者 | ||||||||||||
| 寄与者タイプ | Editor | |||||||||||
| 姓名 | 社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences | |||||||||||
| 言語 | en | |||||||||||
| アクセス権 | ||||||||||||
| アクセス権 | open access | |||||||||||
| アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||||||||
| 内容記述 | ||||||||||||
| 内容記述タイプ | Other | |||||||||||
| 内容記述 | Very Preliminary | |||||||||||
| 言語 | en | |||||||||||
| 内容記述 | ||||||||||||
| 内容記述タイプ | Other | |||||||||||
| 内容記述 | 39469 | |||||||||||
| 内容記述 | ||||||||||||
| 内容記述タイプ | Abstract | |||||||||||
| 内容記述 | The variance of growth rates of recall food expenditure is usually greater than the variance of the income growth rate. Many researchers regard the strong volatility as a symptom of measurement error. Comparing two data sets, diary data and recall data, I find that the measurement error cannot account for the observed large variance in the consumption data. Variance decomposition of the consumption and income growth rates reveals that the permanent component of the consumption variance is smaller than that of the income variance, suggesting that the consumption smoothing holds in the long run. Short run fluctuation in consumption, however, is not caused by measurement error. The implication of this finding for the modeling of household behavior is also discussed. | |||||||||||
| 出版者 | ||||||||||||
| 出版者 | Institute of Economic Research, Hitotsubashi University | |||||||||||
| 日付 | ||||||||||||
| 日付 | 2008-02 | |||||||||||
| 日付タイプ | Issued | |||||||||||
| 言語 | ||||||||||||
| 言語 | eng | |||||||||||
| 資源タイプ | ||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||||||
| 資源タイプ | technical report | |||||||||||
| 出版タイプ | ||||||||||||
| 出版タイプ | VoR | |||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||
| 関連情報 | ||||||||||||
| 関連タイプ | isPartOf | |||||||||||
| 関連名称 | Hi-Stat Discussion paper series, No. 237 | |||||||||||
| Sponsorship | ||||||||||||
| 値 | 21世紀COEプログラム = 21st-Century COE Program | |||||||||||
