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House Price Shocks, Negative Equity and Household Consumption in the UK in the 1990s

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Author Info
Disney, Richard (University of Nottingham)
Andrew Henley (and Institute for Fiscal Studies)
David Jevons (University of Wales Aberystwyth)

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Abstract

We examine the impact of housing capital gains on savings behaviour during the 1990s British housing market cycle using microdata from the British Household Panel Survey and county-level house price data. We condition the models on household real financial capital gains using Family Resources Survey data. We find a marginal propensity to consume out of housing wealth of between 0.01 and 0.03, depending on specification. Among our novel findings are asymmetric behaviour between periods of house price rises and falls, with stronger consumption response during periods of house price increases, and a disproportionate impact on saving if the household has negative housing equity.

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Paper provided by Royal Economic Society in its series Royal Economic Society Annual Conference 2002 with number 64.

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Date of creation: 29 Aug 2002
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Handle: RePEc:ecj:ac2002:64

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Web page: http://www.res.org.uk/society/annualconf.asp
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  1. Luigi Guiso & Monica Paiella & Ignazio Visco, 2005. "Do capital gains affect consumption? Estimates of wealth effects from Italian householdsÂ’ behavior," Temi di discussione (Economic working papers) 555, Bank of Italy, Economic Research Department. [Downloadable!]
  2. repec:ese:iserwp: is not listed on IDEAS
  3. Richard Disney & Sarah Bridges & John Gathergood, 2006. "Housing Wealth and Household Indebtedness: Is there a Household 'Financial Accelerator'?," Working Papers 2006/12, Czech National Bank, Research Department. [Downloadable!]
  4. Eva Sierminska & Yelena Takhtamanova, 2007. "Wealth effects out of financial and housing wealth: cross country and age group comparisons," Working Paper Series 2007-01, Federal Reserve Bank of San Francisco. [Downloadable!]
  5. Hong Kong Monetary Authority, 2008. "The housing market channel of the monetary transmission mechanism in Hong Kong," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 221-234 Bank for International Settlements. [Downloadable!]
  6. Olympia Bover, 2005. "Wealth effects on consumption: microeconometric estimates from the Spanish survey of household finances," Banco de España Working Papers 0522, Banco de España. [Downloadable!]
  7. Helmut Rainer & Ian Smith, 2008. "Staying Together for the Sake of the Home? House Price Shocks and Partnership Dissolution in the UK," Discussion Paper Series, Department of Economics 0809, Department of Economics, University of St. Andrews. [Downloadable!]
  8. Bover, Olympia, 2006. "Wealth Effects on Consumption: Microeconometric Estimates from a New Survey of Household Finances," CEPR Discussion Papers 5874, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  9. Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics. [Downloadable!]
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