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Consumer Confidence, News and Consumption Stimulation

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Author Info
Guo, Xinqiang
Xu, Zhiwei

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Abstract

In the Chinese urban data, there is a stronger relationship between consumer behavior (measured by consumption income ratio or cy ratio) and consumer confidence (measured by Consumer Confidence Index or CCI), which implies expectation about the future plays an important role in domestic demand. In our paper, a structural VAR method (based on Beaudry&Portier 2006 AER) is employed to identify the news shock about three markets including housing, education and medical care. We also extract the components in CCI about news shocks for those three sectors. After that, we conduct regression on cy ratio against those components extracted from CCI, and find that the expectation on housing accounts more importance in consumption, education takes a second place and medical care has little effect.

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File URL: http://mpra.ub.uni-muenchen.de/14809/
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 14809.

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Date of creation: 16 Apr 2009
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Handle: RePEc:pra:mprapa:14809

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Related research
Keywords: News Driven Expectation; Chinese Consumption Behavior; Structural VAR;

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Find related papers by JEL classification:
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth

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  1. Paul Beaudry & Franck Portier, 2006. "Stock Prices, News, and Economic Fluctuations," American Economic Review, American Economic Association, vol. 96(4), pages 1293-1307, September. [Downloadable!]
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This page was last updated on 2009-11-10.


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