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Debt and financial expectations: an individual and household level analysis

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Author Info
Sarah Brown
Karl Taylor
Gaia Garino ()
Stephen Wheatley Price

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Abstract

In this paper we show that optimistic financial expectations impact positively on both the uantity of debt and the growth in debt, at the individual and household levels. Our heoretical model shows that this association is predicted under a variety of plausible cenarios. In the empirical analysis we explore the determinants of debt and of growth in ebt using British data. We find convincing support for our theoretical priors and show that t is optimistic financial expectations per se that are important in influencing debt, rather han the accuracy of individuals’ predictions regarding their future financial situation.

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File URL: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/econ03-5.pdf
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Publisher Info
Paper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 03/5.

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Date of creation: May 2003
Date of revision: Feb 2004
Handle: RePEc:lec:leecon:03/5

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Postal: Department of Economics University of Leicester, University Road. Leicester. LE1 7RH. UK
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Related research
Keywords: Debt; Financial Expectations; Inter-temporal Consumption; Random Effects; Tobit Estimator;

Other versions of this item:

Find related papers by JEL classification:
D18 - Microeconomics - - Household Behavior - - - Consumer Protection
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, 04. [Downloadable!] (restricted)
    Other versions:
  2. Sarah Brown & Karl Taylor & Robert McNabb, 2006. "Financial Expectations, Consumption and Saving: A Microeconomic Analysis," Working Papers 2006006, The University of Sheffield, Department of Economics, revised May 2006. [Downloadable!]
    Other versions:
  3. Mario Alejandro Gónzalez & John Jairo León, 2007. "Análisis del Endeudamiento de los Hogares Colombianos," BORRADORES DE ECONOMIA 004020, BANCO DE LA REPÚBLICA. [Downloadable!]
    Other versions:
  4. Sarah Brown & Gaia Garino & Peter Simmons & Karl Taylor, 2008. "Debt and Risk Preference: A Household Level Analysis," Working Papers 2008005, The University of Sheffield, Department of Economics, revised Apr 2008. [Downloadable!]
  5. Lucia Dunn & Tufan Ekici, 2006. "Credit Card Debt and Consumption: Evidence from Household-Level Data," Working Papers 06-01, Ohio State University, Department of Economics. [Downloadable!]
  6. Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland – estimations and simulations with micro data," Research Discussion Papers 5/2007, Bank of Finland. [Downloadable!]
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