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Ex Post Versus Ex Ante Measures of the User Cost of Capital

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Author Info
Nicholas Oulton

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Abstract

When doing growth accounting, should we use ex post or ex ante measures of user costs tocalculate the contribution of capital? The answer, based on a simple model of temporaryequilibrium, is that ex post is better in theory. In practice researchers usually calculate ex postuser costs by assuming that the rate of return is equalised across assets. But this is only true ifexpectations are correct. A numerical example shows that either ex ante or ex post can becloser to the true measure, depending on the parameters. I propose a hybrid method thatmakes use of elements of both approaches. I test this and the other methods using data for 31UK industries.

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Paper provided by Centre for Economic Performance, LSE in its series CEP Discussion Papers with number dp0698.

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Date of creation: Jul 2005
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Handle: RePEc:cep:cepdps:dp0698

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Keywords: User cost; capital; ex post; ex ante; growth accounting;

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Find related papers by JEL classification:
O47 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
E22 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity

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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. Nicholas Oulton & Sylaja Srinivasan, . "Capital stocks, capital services, and depreciation: an integrated framework," Bank of England working papers 192, Bank of England. [Downloadable!]
  2. Paul Schreyer, 2001. "The OECD Productivity Manual: A Guide to the Measurement of Industry-Level and Aggregate Productivity," International Productivity Monitor, Centre for the Study of Living Standards, vol. 2, pages 37-51, Spring. [Downloadable!]
  3. Paul Schreyer & Pierre-Emmanuel Bignon & Julien Dupont, 2003. "OECD Capital Services Estimates: Methodology and a First Set of Results," OECD Statistics Working Papers 2003/6, OECD, Statistics Directorate. [Downloadable!]
  4. W. Erwin Diewert, 1980. "Aggregation Problems in the Measurement of Capital," NBER Chapters, in: The Measurement of Capital, pages 433-538 National Bureau of Economic Research, Inc. [Downloadable!]
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Cited by:
(explanations, 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. Andrew Street & Padraic Ward, 2009. "NHS input and productivity growth 2003/4 - 2007/8," Working Papers 047cherp, Centre for Health Economics, University of York. [Downloadable!]
  2. Paul Schreyer, 2007. "Old and New Asset Boundaries: A Review Article on Measuring Capital in the New Economy," International Productivity Monitor, Centre for the Study of Living Standards, vol. 15, pages 75-80, Fall. [Downloadable!]
  3. Bert M. Balk, 2007. "Measuring Productivity Change without Neoclassical Assumptions: A Conceptual Analysis," CEPA Working Papers Series WP042007, School of Economics, University of Queensland, Australia. [Downloadable!]
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This page was last updated on 2009-12-13.


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