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Learning Temporal Preferences

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Author Info
Miravete, Eugenio J
Palacios-Huerta, Ignacio

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Abstract

We analyse households’ responses to an unanticipated change in consumption opportunities and evaluate their implications for the nature and formation of preferences. We study the tariff experiment conducted by South Central Bell where local telephone measured tariffs were introduced for the first time in Louisville, KY. Households were given the choice to remain in a flat rate scheme or switch to the new measured tariff scheme. The results of the analysis support models where consumers react to a change in the environment in the direction predicted by theories of rational investment in information. Households learn rapidly to undertake optimal decisions, and react to potential savings of seemingly small magnitude, typically about $5.00 per month. We find no support for models where consumers’ responses are determined by inertia or impulsiveness, including systematic tendencies to undervalue future wants common to models of hyperbolic discounting. From a methodological viewpoint, the analysis shows how the appropriate treatment of predetermined endogenous variables and state dependence turns out to be crucial for interpreting the data.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 3604.

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Date of creation: Oct 2002
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Handle: RePEc:cpr:ceprdp:3604

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Related research
Keywords: dynamic consistency; dynamic discrete choice panel data analysis; learning; rationality;

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Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
D90 - Microeconomics - - Intertemporal Choice and Growth - - - General

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  1. Miravete, Eugenio J, 2002. "Estimating Demand for Local Telephone Service with Asymmetric Information and Optional Calling Plans," Review of Economic Studies, Blackwell Publishing, vol. 69(4), pages 943-71, October.
  2. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July. [Downloadable!] (restricted)
    Other versions:
  3. Laibson, David, 1997. "Golden Eggs and Hyperbolic Discounting," The Quarterly Journal of Economics, MIT Press, vol. 112(2), pages 443-77, May.
  4. Christopher Harris & David Laibson, 2001. "Instantaneous Gratification," NajEcon Working Paper Reviews 625018000000000267, www.najecon.org. [Downloadable!]
    Other versions:
  5. Becker, Gary S & Mulligan, Casey B, 1997. "The Endogenous Determination of Time Preference," The Quarterly Journal of Economics, MIT Press, vol. 112(3), pages 729-58, August.
  6. Simon, Herbert A, 1986. "Rationality in Psychology and Economics," Journal of Business, University of Chicago Press, vol. 59(4), pages S209-24, October. [Downloadable!] (restricted)
  7. Arellano, M & Carrasco, R, 1996. "Binary Choice Panel Data Models with Predetermined Variables," Papers 9618, Centro de Estudios Monetarios Y Financieros-.
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  8. Gary S. Becker & Casey B. Mulligan, 1994. "On the Endogenous Determination of Time Preference," University of Chicago - George G. Stigler Center for Study of Economy and State 98, Chicago - Center for Study of Economy and State.
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  9. Bo E. Honoré & Ekaterini Kyriazidou, 2000. "Panel Data Discrete Choice Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 68(4), pages 839-874, July.
  10. Miravete, Eugenio J, 2000. "Choosing the Wrong Calling Plan? Ignorance, Learning, and Risk Aversion," CEPR Discussion Papers 2562, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  11. Stigler, George J & Becker, Gary S, 1977. "De Gustibus Non Est Disputandum," American Economic Review, American Economic Association, vol. 67(2), pages 76-90, March.
  12. Matthew Rabin, 2000. "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Econometrica, Econometric Society, vol. 68(5), pages 1281-1292, September.
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