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Financial Market Liberalisation, Wealth and Consumption

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Author Info
Laurence Boone
Nathalie Girouard
Isabelle Wanner ()

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Abstract

The past two decades have seen substantial deregulation in the financial sectors of most OECD countries. The main motivation was to improve efficiency within the financial system, but the macroeconomic implications might go beyond this objective with impacts on the business cycle and the transmission mechanisms of monetary and fiscal policies. More specifically, financial liberalisation and heightened competition in the financial services sector, through a rapid expansion of credit, may have eased the liquidity constraints facing households, thus raising the targeted level of consumption. The objective of this paper is to test whether financial deregulation, through an easing of liquidity constraints, has had an impact on the relationship between consumption and income, and more specifically on the wealth effect. A range of different procedures is used to assess the impact of financial deregulation on global wealth and on its different components (financial, housing and others) ...


Les vingt dernières années ont été témoin de la libéralisation du secteur financier dans la plupart des pays de l’OCDE. L’objectif premier était d’accroître l’efficacité du système financier, mais les implications macro-economiques ont sans doute été au-delà de cet objectif, affectant les fluctuations du cycle et les mécanismes de transmission des politiques monétaires et fiscales. Plus précisément, la déréglementation financière, avec une compétition accrue dans le secteur des services financier, devrait avoir relaxé les contraintes de liquidité des ménages, grâce à l’extension des crédits, et permettre ainsi un niveau de consommation plus élevé. Ce document cherche à analyser l’effet de la déréglementation financière sur la relation entre consommation et revenu, et plus particulièrement sur les effets richesse, dans les principaux pays du G7. Différentes procédures de tests sont utilisées, analysant l’impact sur la richesse globale et sur différentes catégories de richesse (financière ...

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Paper provided by OECD Economics Department in its series OECD Economics Department Working Papers with number 308.

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Date of creation: 20 Sep 2001
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Handle: RePEc:oec:ecoaaa:308-en

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Related research
Keywords: consumption wealth house prices financial liberalisation consommation richesse prix des logements libéralisation financière

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Find related papers by JEL classification:
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth

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  1. W. Jos Jansen & Ad C.J. Stokman, 2004. "Foreign Direct Investment and International Business Cycle Comovement," Macroeconomics 0402029, EconWPA. [Downloadable!]
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  2. Tamim Bayoumi & Hali Edison, 2003. "Is Wealth Increasingly Driving Consuption?," DNB Staff Reports (discontinued) 101, Netherlands Central Bank. [Downloadable!]
  3. W.Jos Jansen & Ad C.J.Stokman, 2003. "The Importance of Multinational Companies for Global Economic Linkages," DNB Staff Reports (discontinued) 99, Netherlands Central Bank. [Downloadable!]
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  4. Vladimir Klyuev & Paul S. Mills, 2006. "Is Housing Wealth an 'ATM'? The Relationship Between Household Wealth, Home Equity Withdrawal, and Saving Rates," IMF Working Papers 06/162, International Monetary Fund. [Downloadable!]
  5. R.J.M. Alessie & P.J.A. van Els & L.H. Hoogduin, 2002. "The Role of Wealth in the Economy: the 2002 Annual Meeting Papers of the Royal Netherlands Economic Association," WO Research Memoranda (discontinued) 709, Netherlands Central Bank, Research Department. [Downloadable!]
  6. Nikola Dvornak & Marion Kohler, 2003. "Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia," RBA Research Discussion Papers rdp2003-07, Reserve Bank of Australia. [Downloadable!]
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  7. Illing, Gerhard & Klüh, Ulrich, 2004. "Vermögenspreise und Konsum," Discussion Papers in Economics 316, University of Munich, Department of Economics. [Downloadable!]
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  8. Paul Hiebert, 2006. "Household Saving and Asset Valuations in Selected Industrialised Countries," RBA Research Discussion Papers rdp2006-07, Reserve Bank of Australia. [Downloadable!]
  9. Stephen Millard & John Power, . "The effects of stock market movements on consumption and investment: does the shock matter?," Bank of England working papers 236, Bank of England. [Downloadable!]
  10. Laura Rinaldi & Alicia Sanchis-Arellano, 2006. "Household debt sustainability - What explains household non-performing loans? An empirical analysis," Working Paper Series 570, European Central Bank. [Downloadable!]
  11. Lise Pichette & Dominique Tremblay, 2003. "Are Wealth Effects Important for Canada?," Working Papers 03-30, Bank of Canada. [Downloadable!]
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  12. Angana Banerji & Haiyan Shi & Paul Louis Ceriel Hilbers & Alexander W. Hoffmaister, 2008. "House Price Developments in Europe: A Comparison," IMF Working Papers 08/211, International Monetary Fund. [Downloadable!]
  13. Khoon Lek Goh & Richard Downing, 2002. "Modelling New Zealand Consumption Expenditure over the 1990s," Treasury Working Paper Series 02/19, New Zealand Treasury. [Downloadable!]
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