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Modelos intertemporales de valoración de activos: análisis empírico para el caso español

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  • Rodríguez López, Rosa

Abstract

En este trabajo se estudia, utilizando datos españoles, el comportamiento empírico de diversos modelos intertemporales de valoración de activos que difieren entre sí por la especificación de la función de utilidad. El trabajo muestra que las preferencias de un supuesto consumidor/ahorrador representativo en la economía española no pueden suponerse separables, y también que la no separabilidad se debe en mayor grado a la formación de hábitos de consumo que a la durabilidad en los bienes de consumo.

Suggested Citation

  • Rodríguez López, Rosa, 1996. "Modelos intertemporales de valoración de activos: análisis empírico para el caso español," DEE - Documentos de Trabajo. Economía de la Empresa. DB 6415, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Handle: RePEc:cte:dbrepe:6415
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    References listed on IDEAS

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    Keywords

    Modelos intertemporales;

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