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Financial Liberalization and the Permanent Income Hypothesis

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Author Info
Blundell-Wignall, Adrian
Browne, Frank
Tarditi, Alison
Abstract

This paper addresses the question of whether financial liberalization and innovation have significantly altered consumption behavior by reducing liquidity constraints as capital markets become more flexible. A consumption model, in which the permanent income hypothesis and extreme Keynesian consumption functions are nested as special cases, is the starting point for this analysis. Estimated values for the sensitivity of consumption to current income for different time periods and for several OECD countries are assessed. These results are then compared in the light of their various econometric properties, country-specific liberalization measures, and a variety of proxies reflecting changing liquidity constraints. Copyright 1995 by Blackwell Publishers Ltd and The Victoria University of Manchester

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Publisher Info
Article provided by Blackwell Publishing in its journal The Manchester School of Economic & Social Studies.

Volume (Year): 63 (1995)
Issue (Month): 2 (June)
Pages: 125-44
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Handle: RePEc:bla:manch2:v:63:y:1995:i:2:p:125-44

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  1. Alan M. Taylor, 2000. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers 7577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Nicolas de Roos & Bill Russell, 1996. "Towards an Understanding of Australia's Co-movement with Foreign Business Cycles," RBA Research Discussion Papers rdp9607, Reserve Bank of Australia. [Downloadable!]
  3. Gianni La Cava & John Simon, 2003. "A Tale of Two Surveys: Household Debt and Financial Constraints in Australia," RBA Research Discussion Papers rdp2003-08, Reserve Bank of Australia. [Downloadable!]
  4. L. Pozzi & F. Heylen & M. Dossche, 2002. "Government debt and the excess sensitivity of private consumption to current income: an empirical analysis for OECD countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/155, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  5. G.J. de Bondt, 1999. "Credit Channels and Consumption: European Evidence," DNB Staff Reports (discontinued) 39, Netherlands Central Bank. [Downloadable!]
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