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Aggregation in models with quantity constraints: The CES aggregation function

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Author Info
Horst Entorf () (Department of Economics, University of WØrzburg, Sanderring 2, D-97070 WØrzburg, Germany IRES, DÊpartement des Sciences Economiques, UniversitÊ Catholique de Louvain, 3, place Montesquieu, B-1348 Louvain-la-Neuve, Belgium FacultÊ Libre des Sciences Economiques, F-59016 Lille, France)
Henri R. Sneessens () (Department of Economics, University of WØrzburg, Sanderring 2, D-97070 WØrzburg, Germany IRES, DÊpartement des Sciences Economiques, UniversitÊ Catholique de Louvain, 3, place Montesquieu, B-1348 Louvain-la-Neuve, Belgium FacultÊ Libre des Sciences Economiques, F-59016 Lille, France)

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Abstract

This paper is devoted to the problem of aggregation in models with quantity constraints. The focus is on quantity rationing macroeconomic (QRM) models where the micromarket outcome can be written as the minimum of several variables and where the diversity of situations across micromarkets is explicitly recognized. The aggregation result given in this paper generalizes that of Lambert (1988) to employment functions with more than two components, and leads to approximate aggregate functions of the CES variety. The approximation used can accomodate general variance-covariance structures. Simulation experiments show that the approximation error remains within reasonable bounds (1-4%). It thus seems that the CES formulation can accomodate a large variety of situations. It remains in particular valid when the (restrictive) conditions required to obtain the CES function as an exact result (independently and identically distributed Weibull variables) are not satisfied.

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Article provided by Springer in its journal Empirical Economics.

Volume (Year): 25 (2000)
Issue (Month): 1 ()
Pages: 35-59
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Handle: RePEc:spr:empeco:v:25:y:2000:i:1:p:35-59

Note: received: July 1997/Final version received: March 1999
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Related research
Keywords: Macroeconomics smoothing-by-aggregation mismatch approximation

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Find related papers by JEL classification:
E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
J60 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - General

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Carlstrom, Charles T & Fuerst, Timothy S, 1997. "Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis," American Economic Review, American Economic Association, vol. 87(5), pages 893-910, December. [Downloadable!] (restricted)
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  2. Heinesen, Eskil, 1995. "The two-variable CES transaction function in macroeconomic rationing models," Economics Letters, Elsevier, vol. 48(3-4), pages 257-265, June. [Downloadable!] (restricted)
  3. Kahn, James A, 1987. "Inventories and the Volatility of Production," American Economic Review, American Economic Association, vol. 77(4), pages 667-79, September. [Downloadable!] (restricted)
  4. Barro, Robert J & Grossman, Herschel I, 1971. "A General Disequilibrium Model of Income and Employment," American Economic Review, American Economic Association, vol. 61(1), pages 82-93, March. [Downloadable!] (restricted)
  5. Fagnart, Jean-Francois & Licandro, Omar & Sneessens, Henri R., 1997. "Capacity utilization and market power," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 123-140, November. [Downloadable!] (restricted)
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