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Testing Ricardian Neutrality with an Intertemporal Stochastic Model / Leonardo Leiderman, Assaf Razin.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Leiderman, Leonardo.
Contributor:
National Bureau of Economic Research.
Razin, Assaf.
Series:
Working Paper Series (National Bureau of Economic Research) no. w2258.
NBER working paper series no. w2258
Language:
English
Subjects (All):
Consumption (Economics).
Supply and demand.
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 1987.
Cambridge, Massachusetts : National Bureau of Economic Research, 1987.
Summary:
The purpose of this paper is to develop and estimate a stochastic-intertemporal model of consumption behavior and to use it for testing a version of the Ricardian-equivalence proposition with time series data. Two channels that may give rise to deviations from this proposition are specified: Finite horizons and liquidity constraints. In addition, the model incorporates explicitly the roles of taxes, substitution between public , and private consumption, and different degrees of consumer goods' durability. The evidence, based on data for Israel in the first half of the 1980s, supports the Ricardian neutrality specification, yielding plausible estimates for the behavioral parameters of the aggregate consumption function.
Notes:
Print version record
May 1987.

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