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Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables

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Author Info
Michael McAleer
Alan A. Powell
Peter Dixon
Tony Lawson

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Abstract

This paper analyzes a systems approach to employment effects by formulating CONDELES, the aggregate consumption function associated with Durables in the Extended Linear Expenditure System. The complete system, with disposable income, prices, the real interest rate and lagged stocks is fitted to quarterly Australian data using full-information maximum likelihood. The results are mixed. Stable, significant estimates of subsistence parameters, marginal budget shares and the marginal propensity to consume are obtained. On the negative side, implausibly low marginal budget shares were found for durables and high positive serial correlation in the residuals remained.

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Paper provided by Queen's University, Department of Economics in its series Working Papers with number 349.

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Length: 41
Date of creation: 1979
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Handle: RePEc:qed:wpaper:349

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