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Wealth effect in the US: evidence from brand new micro-data

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Salotti, Simone

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Abstract

This article investigates how wealth and capital gains affected household consumption in the USA in the period 1989-2004. The empirical evidence brought so far by a large literature that investigates the role of wealth shocks on consumption is mixed, due to the low quality of the data more readily available. We use a statistical matching procedure to create our own unique dataset, merging data from the Consumer Expenditure Survey and the Survey of Consumer Finances. The high quality data that result from this operation allow us to perform a detailed analysis on the mechanism of the wealth effect. We divide between durables and non durables consumption, and we also investigate the roles of the different components of household wealth, both gross and net. Our estimates indicate that there is a significant tangible wealth effect, and its economic importance lies in the low range of the estimates of the previous empirical literature. Decomposing tangible wealth in the house of residence and other real estate leads us to conclude that both contribute to the total wealth effect, but the former is quantitatively more important. On the contrary, financial wealth seems to have no significant effects on consumption. This last finding tends to confirm the evidence found in a number of previous studies that use both micro and macro-level data. Interestingly, the effects of tangible wealth on consumption disappears in 2004, maybe because US households perceived that the rising property prices due to the housing bubble were not permanent, thus they did not modify savings. The estimation of the model with a Pooled OLS on the repeated cross sections confirms the initial findings, and, allowing for some interaction terms, permits a better understanding of the role played by aged people. The importance of tangible wealth is confirmed by this final estimation.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 17732.

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Date of creation: 2009
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Handle: RePEc:pra:mprapa:17732

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Related research
Keywords: Consumption; Household Wealth; Wealth Effect; Statistical Matching;

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

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  1. Bostic, Raphael & Gabriel, Stuart & Painter, Gary, 2009. "Housing wealth, financial wealth, and consumption: New evidence from micro data," Regional Science and Urban Economics, Elsevier, vol. 39(1), pages 79-89, January. [Downloadable!] (restricted)
  2. F. Thomas Juster & Joseph P. Lupton & James P. Smith & Frank Stafford, 2006. "The Decline in Household Saving and the Wealth Effect," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 20-27, January. [Downloadable!] (restricted)
    Other versions:
  3. Morris A. Davis & Michael G. Palumbo, 2001. "A primer on the economics and time series econometrics of wealth effects," Finance and Economics Discussion Series 2001-09, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  4. Karl E. Case & John M. Quigley & Robert J. Shiller, 2005. "Comparing Wealth Effects: The Stock Market versus the Housing Market," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
  5. OR Attanasio & J Banks, 2001. "The assessment: household saving - issues in theory and policy," Oxford Review of Economic Policy, Oxford University Press, vol. 17(1), pages 1-19, Spring.
  6. Karen E. Dynan & Dean M. Maki, 2001. "Does stock market wealth matter for consumption?," Finance and Economics Discussion Series 2001-23, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  7. Paiella, Monica, 2007. "Does wealth affect consumption? Evidence for Italy," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 189-205, March. [Downloadable!] (restricted)
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  8. Martin Lettau & Sydney C. Ludvigson, 2004. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," American Economic Review, American Economic Association, vol. 94(1), pages 276-299, March. [Downloadable!]
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  9. Bhatia, Kul B, 1972. "Capital Gains and the Aggregate Consumption Function," American Economic Review, American Economic Association, vol. 62(5), pages 866-79, December. [Downloadable!] (restricted)
  10. Peek, Joe, 1983. "Capital Gains and Personal Saving Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(1), pages 1-23, February. [Downloadable!] (restricted)
  11. Barry Z. Cynamon & Steven M. Fazzari, 2008. "Household Debt in the Consumer Age: Source of Growth—Risk of Collapse," Capitalism and Society, Berkeley Electronic Press, vol. 3(2). [Downloadable!]
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