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The Effect Of Borrowing Constraints On Consumer Liabilities

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Author Info
Donald Cox (Department of Economics, Boston College)
Tullio Japelli (Instituto di Studi Economici)

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Abstract

This paper explores the liquidity constraint on consumer liabilities. While much empirical evidence attests to the importance of liquidity constraints in the U.S. economy, evidence about the effects of borrowing constraints on consumer balance sheets is scarce. Using the 1983 Survey of Consumer Finances data we estimate desired borrowing for unconstrained households. We then evaluate the gap between predicted and observed debt for the sample of liquidity-constrained consumers. Predicted debt is 75 percent higher than actual debt in the liquidity constrained samples. Thus, the effect of removing borrowing constraints has quantitatively important implications for the allocation of debt in the household portfolio. The removal of borrowing constraints would raise aggregate household liabilities by 9 percent.

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Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 228.

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Length: 19 pages
Date of creation: Dec 1993
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Handle: RePEc:boc:bocoec:228

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Related research
Keywords: Liquidity constraints borrowing constraints consumer debt consumer liabilities wealth consumption.

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Find related papers by JEL classification:
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management

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  1. Reint Gropp & John Karl Scholz & Michelle White, 1996. "Personal Bankruptcy and Credit Supply and Demand," NBER Working Papers 5653, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Heathcote, Jonathan, 1999. "Fiscal Policy with Heterogeneous Agents and Incomplete Markets," Working Paper Series in Economics and Finance 319, Stockholm School of Economics, revised 28 Jul 1999. [Downloadable!]
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  3. Ji, Tingting, 2004. "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper 3187, University Library of Munich, Germany. [Downloadable!]
  4. Silvia Magri, 2007. "Italian households’ debt: the participation to the debt market and the size of the loan," Empirical Economics, Springer, vol. 33(3), pages 401-426, November. [Downloadable!] (restricted)
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  11. Ana Aizcorbe & Martha Starr & James T. Hickman, 2003. "The replacement demand for motor vehicles: evidence from the Survey of Consumer Finances," Finance and Economics Discussion Series 2003-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  18. Carol C. Bertaut, 1996. "Stockholding behavior of U.S. households: evidence from the 1983-89 Survey of Consumer Finances," International Finance Discussion Papers 558, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  19. Charles GRANT, 2003. "Estimating Credit Constraints among US Households," Economics Working Papers ECO2003/14, European University Institute. [Downloadable!]
  20. Patrick Honohan, 1995. "The Impact of Financial and Fiscal Policies on Saving," Working Papers 059, Economic and Social Research Institute (ESRI). [Downloadable!]
  21. Ana Del-Rí­o & Garry Young, . "The determinants of unsecured borrowing: evidence from the British Household Panel Survey," Bank of England working papers 263, Bank of England. [Downloadable!]
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  22. Ryan R. Brady, 2006. "Structural Breaks and Consumer Credit: Is Consumption Smoothing Finally a Reality?," Departmental Working Papers 13, United States Naval Academy Department of Economics. [Downloadable!]
  23. Carol Bertaut & Martha Starr-McCluer, 2000. "Household portfolios in the United States," Finance and Economics Discussion Series 2000-26, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  24. Silvia Magri, 2002. "Italian households' debt: determinants of demand and supply," Temi di discussione (Economic working papers) 454, Bank of Italy, Economic Research Department. [Downloadable!]
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