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Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns

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Author Info
Denton, Frank T
Mountain, Dean C
Spencer, Byron G

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Abstract

A quadratic almost ideal demand system allowing for age, cohort, and trend effects is developed at the macro level. The model is estimated by maximum likelihood, using a three-tier iterative/search method applied to pooled 1961-1992 time series for five regions of Canada and six categories of expenditure. Hypothesis tests indicate support for the model specification. Elasticities are compared with those reported in other studies, with special attention to food. Effects of demographic and trend variables on elasticities and expenditure shares are investigated. An overall conclusion is that such effects can be very important in a macro demand system.

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 17 (1999)
Issue (Month): 4 (October)
Pages: 430-43
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Handle: RePEc:bes:jnlbes:v:17:y:1999:i:4:p:430-43

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  1. Frank T. Denton & Dean C. Mountain, 2007. "Exploring the Effects of Aggregation Error in the Estimation of Consumer Demand Elasticities," Social and Economic Dimensions of an Aging Population Research Papers 226, McMaster University. [Downloadable!]
  2. Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2007. "Fiscal forecasting - lessons from the literature and challenges," Working Paper Series 843, European Central Bank. [Downloadable!]
    Other versions:
  3. Frank T. Denton & Dean C. Mountain, 2002. "Aggregation Effects on Price and Expenditure Elasticities in a Quadratic Almost Ideal Demand System," Quantitative Studies in Economics and Population Research Reports 374, McMaster University. [Downloadable!]
    Other versions:
  4. David McKenzie, 2002. "Distangling Age, Cohort and Time Effects in the Additive Model," Working Papers 02009, Stanford University, Department of Economics. [Downloadable!]
    Other versions:
  5. Frank T. Denton & Dean C. Mountain & Byron G. Spencer, 2002. "Age, Retirement and Expenditure Patterns: An Econometric Study of Older Canadian Households," Social and Economic Dimensions of an Aging Population Research Papers 82, McMaster University. [Downloadable!]
    Other versions:
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