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Un Modelo de Duración Estructural para el Reemplazo de Bienes Durables

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Author Info
Viviana Fernández
Abstract

Current sales of most consumer durables are accounted for by replacements. However, only in recent years has the economic literature provided a more rigorous analysis of replacement purchases by incorporating elements of dynamic programming, and of the theory of stochastic processes. This is an empirical study on the relationship between replacement rates, demographic factors, operation and maintenance costs, and characteristics of consumer durable goods. By using data from the "Residential Energy Consumption Survey" (RECS) of the Department of Energy of the United States, we conclude that those variables may affect ownership spells of appliances such as electric heaters and central air conditioners. This paper has two major contributions. First, it presents the first empirical study of determinants of appliance replacement comprising the whole United States. Second, it derives an econometric specification from a structural duration model by using elements of the theories of stochastic processes and renewal processes. In contrast, the empirical studies found in the current literature have utilised reduced-form models that are not derived from any optimatization process.

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Publisher Info
Article provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía.

Volume (Year): 35 (1998)
Issue (Month): 105 ()
Pages: 237-254
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Handle: RePEc:ioe:cuadec:v:35:y:1998:i:105:p:237-254

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Related research
Keywords: Replacement of Consumer Durables; Renewal Processes;

Find related papers by JEL classification:
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis

References listed on IDEAS
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  1. Rust, John, 1985. "Stationary Equilibrium in a Market for Durable Assets," Econometrica, Econometric Society, vol. 53(4), pages 783-805, July. [Downloadable!] (restricted)
  2. Rust, John, 1987. "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher," Econometrica, Econometric Society, vol. 55(5), pages 999-1033, September. [Downloadable!] (restricted)
  3. Ye, Meng-Hua, 1990. "Optimal replacement policy with stochastic maintenance and operation costs," European Journal of Operational Research, Elsevier, vol. 44(1), pages 84-94, January. [Downloadable!] (restricted)
  4. Mauer, David C. & Ott, Steven H., 1995. "Investment under Uncertainty: The Case of Replacement Investment Decisions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(04), pages 581-605, December. [Downloadable!]
  5. Gilbert, Carol C. S., 1992. "A duration model of automobile ownership," Transportation Research Part B: Methodological, Elsevier, vol. 26(2), pages 97-114, April. [Downloadable!] (restricted)
  6. Raymond, Jennie E & Beard, T Randolph & Gropper, Daniel M, 1993. "Modelling the Consumer's Decision to Replace Durable Goods: A Hazard Function Approach," Applied Economics, Taylor and Francis Journals, vol. 25(10), pages 1287-92, October.
  7. Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-79, June. [Downloadable!] (restricted)
  8. Rust, John, 1986. "When Is It Optimal to Kill Off the Market for Used Durable Goods?," Econometrica, Econometric Society, vol. 54(1), pages 65-86, January. [Downloadable!] (restricted)
  9. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-56, July. [Downloadable!] (restricted)
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