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Economic Growth and Revealed Social Preference

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Author Info
Richard Day (USC)
Chengyu Yang (USC)
Abstract

The Representative Agent Growth Model is estimated econometrically using the Generalized Method of Moments for the U.S. economy for three separate Growth Eras and the results compared to those obtained using the Kydland--Prescott calibration approach. The estimated parameters differ substantially in the three cases, which imply changing social preferences for present versus future income and work--leisure tradeoffs. These in turn imply switching among alternative balanced growth paths and differences in the contributions of capital, labor, and labor augmenting productivity among the three Eras. Using the GMM method yields very high productivity and capital elasticity parameters and a very low time preference parameter for Eras I compared to Eras III and IV. While both GMM and the calibration method yield much smaller leisure parameters for Era IV than for Eras I and III.

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Article provided by Berkeley Electronic Press in its journal Studies in Nonlinear Dynamics & Econometrics.

Volume (Year): 9 (2005)
Issue (Month): 2 ()
Pages: 1277-1277
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Handle: RePEc:bep:sndecm:9:2005:2:1277-1277

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Keywords: economic growth representative agent revealed preference

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  1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
  2. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-70, November. [Downloadable!] (restricted)
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This page was last updated on 2008-7-7.


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