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A Tale of Two Surveys: Household Debt and Financial Constraints in Australia

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Author Info
Gianni La Cava (Reserve Bank of Australia)
John Simon (Reserve Bank of Australia)

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Abstract

Over the past decade, household debt (as a share of household income) has reached historically high levels. This has raised concerns about whether, as a result of the rise in debt, households are now more financially ‘fragile’. Using data from the 1998/99 Household Expenditure Survey (HES), a logit model is constructed to examine the relationship between the probability of being financially constrained and the economic and demographic characteristics of households in Australia. We find that the probability of a household being constrained is significantly affected by demographic and economic variables such as age, marital status, home ownership, weekly household income, the proportion of income earned from interest, and the share of income going to repayments on mortgage debt. Unfortunately, however, we cannot separately identify households with investor housing debt and so cannot examine the relationship between this component of household debt and the probability of being financially constrained. We also apply the model to data from the 1993/94 HES and the 2001 Household, Income and Labour Dynamics in Australia (HILDA) Survey. Our results imply that the overall proportion of households who are financially constrained in the economy has fallen or, at worst, remained unchanged between 1994 and 2001. Separating households into financially constrained and unconstrained groups, we find that much of the rise in debt appears to have been due to unconstrained households taking on more debt. As such, the rise in the aggregate debt to income ratio associated with owner-occupier mortgages appears to be the result of voluntary household choice rather than a result of increased household financial distress. Hence, the increase in owner-occupier mortgage debt has not been associated with an increase in the proportion of households who are financially constrained.

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Paper provided by Reserve Bank of Australia in its series RBA Research Discussion Papers with number rdp2003-08.

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Date of creation: Jul 2003
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Handle: RePEc:rba:rbardp:rdp2003-08

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Related research
Keywords: household debt; household surveys; households; liquidity constraints; HILDA; HES;

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Find related papers by JEL classification:
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy

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References listed on IDEAS
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  3. Luci Ellis & Jeremy Lawson & Laura Roberts-Thomson, 2003. "Housing Leverage in Australia," RBA Research Discussion Papers rdp2003-09, Reserve Bank of Australia. [Downloadable!]
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  5. Hayashi, Fumio, 1985. "The Effect of Liquidity Constraints on Consumption: A Cross-sectional Analysis," The Quarterly Journal of Economics, MIT Press, vol. 100(1), pages 183-206, February. [Downloadable!] (restricted)
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  6. Guy Debelle & Bruce Preston, 1995. "Consumption, Investment and International Linkages," RBA Research Discussion Papers rdp9512, Reserve Bank of Australia. [Downloadable!]
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  9. Hall, Robert E & Mishkin, Frederic S, 1982. "The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households," Econometrica, Econometric Society, vol. 50(2), pages 461-81, March. [Downloadable!] (restricted)
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  10. Duca John V. & Rosenthal Stuart S., 1993. "Borrowing Constraints, Household Debt, and Racial Discrimination in Loan Markets," Journal of Financial Intermediation, Elsevier, vol. 3(1), pages 77-103, October. [Downloadable!] (restricted)
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  11. Muellbauer, John, 1994. "The Assessment: Consumer Expenditure," Oxford Review of Economic Policy, Oxford University Press, vol. 10(2), pages 1-41, Summer.
  12. repec:fth:harver:1435 is not listed on IDEAS
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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. Jonathan Crook & Stefan Hochguertel, 2007. "US and European Household Debt and Credit Constraints," Tinbergen Institute Discussion Papers 07-087/3, Tinbergen Institute. [Downloadable!]
  2. Robert Breunig & Deborah A. Cobb-Clark & Xiaodong Gong & Daniella Venn, 2005. "Disagreement in Partners' Reports of Financial Difficulty," IZA Discussion Papers 1624, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  3. Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong & Danielle Venn, 2007. "Disagreement in Australian partners’ reports of financial difficulty," Review of Economics of the Household, Springer, vol. 5(1), pages 59-82, March. [Downloadable!] (restricted)
  4. Yunhee Chang & Ki Lee, 2006. "Household Debt and Marital Instability: Evidence from the Korean Labor and Income Panel Study," Journal of Family and Economic Issues, Springer, vol. 27(4), pages 675-691, December. [Downloadable!] (restricted)
  5. 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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