IDEAS home Printed from
MyIDEAS: Log in (now much improved!)

Citations for "Testing the Response of Consumption to Income Changes with (Noisy) PanelData"

by Joseph G. Altonji & Aloysius Siow

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Tessa Bold & Mwangi Kimenyi & Germano Mwabu & Alice Ng'ang'a & Justin Sandefur, 2013. "Scaling-up What Works: Experimental Evidence on External Validity in Kenyan Education," CSAE Working Paper Series 2013-04, Centre for the Study of African Economies, University of Oxford.
  2. Richard Blundell & Luigi Pistaferri & Ian Preston, 2008. "Consumption Inequality and Partial Insurance," American Economic Review, American Economic Association, vol. 98(5), pages 1887-1921, December.
  3. Kris Jacobs, 2001. "Estimating Nonseparable Preference Specifications for Asset Market Participants," CIRANO Working Papers 2001s-12, CIRANO.
  4. Fabrizio Perri & Dirk Krueger, 2008. "How does Household Consumption Respond to Income Shocks? Evidence and Theory," 2008 Meeting Papers 910, Society for Economic Dynamics.
  5. V A Hajivassiliou & Y Ioannides, 1995. "Unemployment and Liquidity Constraints," CEP Discussion Papers dp0243, Centre for Economic Performance, LSE.
  6. Orazio P. Attanasio & James Banks & Costas Meghir & Guglielmo Weber, 1995. "Humps and Bumps in Lifetime Consumption," NBER Working Papers 5350, National Bureau of Economic Research, Inc.
  7. Gomes, Fábio A. R., 2007. "Consumo no Brasil: comportamento otimizador, restrição de crédito ou miopia?," Insper Working Papers wpe_93, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  8. Robert E. Hall, 1987. "Consumption," NBER Working Papers 2265, National Bureau of Economic Research, Inc.
  9. Erlend Berg, 2010. "Are poor households credit-constrained or myopic? Evidence from a South African panel," Economics Series Working Papers CSAE WPS/2010-31, University of Oxford, Department of Economics.
  10. Christopher House & John Laitner & Dmitriy Stolyarov, 2006. "Home Production by Dual Earner Couples and Consumption During Retirement," Working Papers wp143, University of Michigan, Michigan Retirement Research Center.
  11. Larin, Alexander & Novak, Anna & Khvostova, Irina, 2013. "Consumption dynamics in Russia: Estimates on microdata," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 32(4), pages 29-44.
  12. Erik Hurst, 2004. "Grasshoppers, Ants and Pre-Retirement Wealth: A Test of Permanent Income Consumers," Working Papers wp088, University of Michigan, Michigan Retirement Research Center.
  13. Laurence J. Kotlikoff & Laurence J. Kotlikoff & Willi Leibfritz, 1999. "From Deficit Delusion to the Fiscal Balance Rule: Looking for an Economically Meaningful Way to Assess Fiscal Policy," NBER Chapters, in: Generational Accounting around the World, pages 9-30 National Bureau of Economic Research, Inc.
  14. Parker, J.A., 1997. "The Reaction of Household Consumption to Predictable Changes in Payroll Tax Rates," Working papers 9724, Wisconsin Madison - Social Systems.
  15. Pischke, J.S., 1993. "Individual Income, Incomplete Information, and Aggregate Consumption," Working papers 93-16, Massachusetts Institute of Technology (MIT), Department of Economics.
  16. Fabrizio Perri & Dirk Krueger, 2009. "How does Household Consumption Respond to Income Shocks?," 2009 Meeting Papers 14, Society for Economic Dynamics.
  17. Hess, Gregory D. & Shin, Kwanho, 2000. "Risk sharing by households within and across regions and industries," Journal of Monetary Economics, Elsevier, vol. 45(3), pages 533-560, June.
  18. David Aristei & Luca Pieroni, 2007. "Habits, Complementarities and Heterogenenity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model," Working Papers 38/2007, University of Verona, Department of Economics.
  19. Filer, Larry & Fisher, Jonathan D., 2007. "Do liquidity constraints generate excess sensitivity in consumption? New evidence from a sample of post-bankruptcy households," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 790-805, December.
  20. repec:sip:dpaper:15-010 is not listed on IDEAS
  21. Ni, Shawn & Seol, Youn, 2014. "New evidence on excess sensitivity of household consumption," Journal of Monetary Economics, Elsevier, vol. 63(C), pages 80-94.
  22. Orazio P. Attanasio & Martin Browning, 1993. "Consumption over the Life Cycle and over the Business Cycle," NBER Working Papers 4453, National Bureau of Economic Research, Inc.
  23. Gabor Kezdi & Purvi Sevak, 2004. "Economic Adjustment of Recent Retirees to Adverse Wealth Shocks," Working Papers wp075, University of Michigan, Michigan Retirement Research Center.
  24. Greg Kaplan & Giovanni L. Violante, 2010. "How Much Consumption Insurance beyond Self-Insurance?," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 53-87, October.
  25. Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "L’estimation de modèles de régression linéaire autorégressifs avec erreurs résiduelles autocorrélées et erreurs sur les variables," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 507-523, mars-juin.
  26. Kotlikoff, Laurence J., 1997. "Reply to Diamond's and Cutler's Reviews of Generational Accounting," National Tax Journal, National Tax Association, vol. 50(2), pages 303-14, June.
  27. François Gardes & Greg J, Duncan & Patrice Gaubert & Christophe Starzec, 2002. "Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption : The Case of American and Polish Data," Working Papers 2002-02, Centre de Recherche en Economie et Statistique.
  28. Erik Hurst, 2003. "Grasshoppers, Ants, and Pre-Retirement Wealth: A Test of Permanent Income," NBER Working Papers 10098, National Bureau of Economic Research, Inc.
  29. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," HSE Working papers WP BRP 137/EC/2016, National Research University Higher School of Economics.
  30. Charlotte Ostergaard & Bent E. Sorensen & Oved Yosha, 2000. "Consumption and aggregate constraints : evidence from U.S. states and Canadian provinces," Research Working Paper RWP 00-04, Federal Reserve Bank of Kansas City.
  31. Garcia, R. & Lusardi, A. & Ng, S., 1995. "Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation," Cahiers de recherche 9511, Universite de Montreal, Departement de sciences economiques.
  32. Melvin Stephens Jr., 2002. "'3rd of tha Month': Do Social Security Recipients Smooth Consumption Between Checks?," NBER Working Papers 9135, National Bureau of Economic Research, Inc.
  33. Deniz Aydin, 2015. "The marginal propensity to consume out of liquidity: Evidence from a randomized controlled trial," 2015 Meeting Papers 270, Society for Economic Dynamics.
  34. Clare Kelly & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Keele Economics Research Papers KERP 2002/14, Centre for Economic Research, Keele University.
  35. Ryan R. Brady, 2006. "Structural Breaks and Consumer Credit: Is Consumption Smoothing Finally a Reality?," Departmental Working Papers 13, United States Naval Academy Department of Economics.
  36. Sònia Muñoz, 2006. "Wealth Effects in Europe; A Tale of Two Countries (Italy and the United Kingdom)," IMF Working Papers 06/30, International Monetary Fund.
  37. Sule Alan & Martin Browning, 2010. "Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1231-1261.
  38. David Demery & Nigel W. Duck, 2000. "Incomplete information and the time series behaviour of consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 355-366.
  39. Marjorie A. Flavin, 1991. "The Joint Consumption/Asset Demand Decision: A Case Study in Robust Estimation," NBER Working Papers 3802, National Bureau of Economic Research, Inc.
  40. Bazzi, Samuel & Sumarto, Sudarno & Suryahadi, Asep, 2015. "It's all in the timing: Cash transfers and consumption smoothing in a developing country," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 267-288.
  41. Borge, Lars-Erik, 2000. "Charging for public services: the case of utilities in Norwegian local governments," Regional Science and Urban Economics, Elsevier, vol. 30(6), pages 703-718, December.
  42. Richard Cebula & Richard McGrath, 2005. "Evidence of liquidity constraints found in theme park ticket auctions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 112-121, March.
  43. Chul-Woo Kwon & Peter F. Orazem & Daniel M. Otto, 2006. "Off-farm labor supply responses to permanent and transitory farm income," Agricultural Economics, International Association of Agricultural Economists, vol. 34(1), pages 59-67, 01.
  44. David Card & Raj Chetty & Andrea Weber, 2007. "Cash-on-Hand and Competing Models of Intertemporal Behavior: New Evidence from the Labor Market," The Quarterly Journal of Economics, Oxford University Press, vol. 122(4), pages 1511-1560.
  45. Rizza, Pietro, 2008. "Testing the altruism hypothesis with italian cohort data," MPRA Paper 20561, University Library of Munich, Germany.
  46. Startz, Richard & Tsang, Kwok Ping, 2012. "Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle," University of California at Santa Barbara, Economics Working Paper Series qt8pw4h6vk, Department of Economics, UC Santa Barbara.
  47. Sule Alan & Orazio Attanasio & Martin Browning, 2005. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," CAM Working Papers 2005-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  48. Olivier Donni & Nicolas Moreau, 2005. "Collective Labor Supply: a Single-Equation Model and Some Evidence from French Data," Cahiers de recherche 0516, CIRPEE.
  49. Erich Battistin & Mario Padula, 2010. "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CSEF Working Papers 259, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  50. Paz, Lourenço S. & Gomes, Fábio A. R., 2008. "Consumption in South America: myopia or liquidity constraints?," Insper Working Papers wpe_148, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  51. Jonathan A. Parker, 1999. "The Reaction of Household Consumption to Predictable Changes in Social Security Taxes," American Economic Review, American Economic Association, vol. 89(4), pages 959-973, September.
  52. Artz, Georgeanne M. & Orazem, Peter & Otto, Daniel, 2005. "Measuring the Impact of Meat Packing and Processing Facilities in the Nonmetropolitan Midwest: A Difference-In-Differences Approach," Staff General Research Papers Archive 10190, Iowa State University, Department of Economics.
  53. Andrew Benito & Haroon Mumtaz, 2006. "Consumption excess sensitivity, liquidity constraints and the collateral role of housing," Bank of England working papers 306, Bank of England.
  54. Campos, Rodolfo G. & Reggio, Iliana, 2015. "Consumption in the shadow of unemployment," European Economic Review, Elsevier, vol. 78(C), pages 39-54.
  55. Phang, Sock-Yong, 2004. "House prices and aggregate consumption: do they move together? Evidence from Singapore," Journal of Housing Economics, Elsevier, vol. 13(2), pages 101-119, June.
  56. Pudney, Stephen, 2008. "Heaping and leaping: survey response behaviour and the dynamics of self-reported consumption expenditure," ISER Working Paper Series 2008-09, Institute for Social and Economic Research.
  57. Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
  58. Neil McCulloch & Bob Baulch, 2000. "Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan," Econometrics 0004003, EconWPA.
  59. Shawn Ni, 2007. "Excess Sensitivity in Consumption without Liquidity Constraint: Evidence from Monthly Household Panel Data," Working Papers 0714, Department of Economics, University of Missouri.
  60. Francois Gardes & Christophe Starzec, 2004. "Income Effects on Services Expenditures," DEMPATEM Working Papers wp7, AIAS, Amsterdam Institute for Advanced Labour Studies.
  61. Joseph Gyourko & Joseph Tracy, 2006. "Using Home Maintenance and Repairs to Smooth Variable Earnings," The Review of Economics and Statistics, MIT Press, vol. 88(4), pages 736-747, November.
  62. Orazio Attanasio & Pinelopi K. Goldberg & Ekaterini Kyriazidou, 2000. "Credit Constraints in the Market for Consumer Durables: Evidence from Micro Data on Car Loans," NBER Working Papers 7694, National Bureau of Economic Research, Inc.
  63. Fumio Hayashi & Joseph Altonji & Laurence Kotlikoff, 1991. "Risk-Sharing, Altruism, and the Factor Structure of Consumption," NBER Working Papers 3834, National Bureau of Economic Research, Inc.
  64. Kris Jacobs, 2002. "The Rate of Risk Aversion May Be Lower Than You Think," CIRANO Working Papers 2002s-08, CIRANO.
  65. Berg, Erlend, 2013. "Are poor people credit-constrained or myopic? Evidence from a South African panel," Journal of Development Economics, Elsevier, vol. 101(C), pages 195-205.
  66. Richard Blundell & Luigi Pistaferri & Ian Preston, 2004. "Imputing consumption in the PSID using food demand estimates from the CEX," IFS Working Papers W04/27, Institute for Fiscal Studies.
  67. Till van Treeck, 2008. "Asymmetric income and wealth effects in a non-linear error correction model of US consumer spending," IMK Working Paper 06-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  68. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
  69. George-Marios Angeletos, 2001. "The Hyberbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation," Journal of Economic Perspectives, American Economic Association, vol. 15(3), pages 47-68, Summer.
  70. Luigi Pistaferri & Tullio Jappelli, 1998. "Using Subjective Income Expectations to Test for Excess Sensitivity of Consumption to Predicted Income Growth," CSEF Working Papers 12, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  71. DeJuan, Joseph P. & J. Seater, John, 1999. "The permanent income hypothesis:: Evidence from the consumer expenditure survey," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 351-376, April.
  72. Eva Ventura, 2003. "A note on Measurement Error and Euler Equations: an Alternative to Log-Linear Approximations," General Economics and Teaching 0312004, EconWPA.
  73. Gomes, Fábio Augusto Reis, 2010. "Consumo no Brasil: Comportamento Otimizador, Restrição de Crédito ou Miopia?," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 64(3), June.
  74. Matthew J. Baker & Lisa M. George, 2009. "The Role of Television in Household Debt: Evidence from the 1950's," Economics Working Paper Archive at Hunter College 427, Hunter College Department of Economics.
  75. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
  76. Charles Brown & Greg J. Duncan & Frank P. Stafford, 1996. "Data Watch: The Panel Study of Income Dynamics," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 155-168, Spring.
  77. Naeem Ahmed & Matthew Brzozowski & Thomas Crossley, 2006. "Measurement errors in recall food consumption data," IFS Working Papers W06/21, Institute for Fiscal Studies.
  78. Ziliak, James P., 1998. "Does the choice of consumption measure matter? An application to the permanent-income hypothesis," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 201-216, February.
  79. Engen, Eric M. & Gruber, Jonathan, 2001. "Unemployment insurance and precautionary saving," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 545-579, June.
  80. Blundell, Richard William & Pistaferri, Luigi & Preston, Ian, 2002. "Partial Insurance, Information, and Consumption Dynamics," CEPR Discussion Papers 3666, C.E.P.R. Discussion Papers.
  81. Naeem Ahmed & Matthew Brzozowski & Thomas F. Crossley, 2005. "Measurement Errors in Recall Food Expenditure Data," Social and Economic Dimensions of an Aging Population Research Papers 133, McMaster University.
  82. Kohei Kubota & Mototsugu Fukushige, 2009. "Rational Consumers," Discussion Papers in Economics and Business 09-15-Rev, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP), revised Jun 2011.
    • Kohei Kubota & Mototsugu Fukushige, 2016. "Rational Consumers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 231-254, 02.
  83. Auffret, Philippe, 2001. "An alternative unifying measure of welfare gains from risk-sharing," Policy Research Working Paper Series 2676, The World Bank.
  84. Broer, Tobias, 2011. "The wrong shape of insurance? What cross-sectional distributions tell us about models of consumption-smoothing," CEPR Discussion Papers 8701, C.E.P.R. Discussion Papers.
  85. Yu, Ge, 2005. "Excess sensitivity of consumption using micro data in the UK," MPRA Paper 548, University Library of Munich, Germany, revised 2006.
  86. Jan Tin, 2000. "Life-cycle hypothesis, propensities to save, and demand for financial assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(2), pages 110-121, June.
  87. Gerald E. Auten & Holger Sieg & Charles T. Clotfelter, 2002. "Charitable Giving, Income, and Taxes: An Analysis of Panel Data," American Economic Review, American Economic Association, vol. 92(1), pages 371-382, March.
  88. David B. Gross & Nicholas S. Souleles, 2001. "Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data," NBER Working Papers 8314, National Bureau of Economic Research, Inc.
  89. Martin Gervais & Paul Klein, 2005. "Risk Sharing," 2005 Meeting Papers 323, Society for Economic Dynamics.
  90. Jonathan Fisher & Larry Filer & Angela Lyons, . "Is the Bankruptcy Flag Binding? Access to Credit Markets for Post-Bankruptcy Households," American Law & Economics Association Annual Meetings 1041, American Law & Economics Association.
  91. M. Antònia Monés & Rafael Salas & Eva Ventura, 1992. "Consumption, real after tax interest rates and income innovations. A panel data analysis," Economics Working Papers 18, Department of Economics and Business, Universitat Pompeu Fabra.
  92. Jacobs, Kris, 2000. "Estimating Nonseparable Preference Specifications for Asset Market Participants," Econometric Society World Congress 2000 Contributed Papers 1472, Econometric Society.
  93. Eric M. Engen & Jonathan Gruber, 1995. "Unemployment Insurance and Precautionary Saving," NBER Working Papers 5252, National Bureau of Economic Research, Inc.
  94. Martin Browning & Sule Alan, 2006. "Estimating Intertemporal Allocation Parameters using Simulated Expectation Errors," Economics Series Working Papers 284, University of Oxford, Department of Economics.
  95. Kris Jacobs & Kevin Q. Wang, 2002. "Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns," CIRANO Working Papers 2002s-11, CIRANO.
  96. Rita Ginja, 2010. "Income Shocks and Investments in Human Capital," 2010 Meeting Papers 1165, Society for Economic Dynamics.
  97. Kuismanen, Mika & Pistaferri, Luigi, 2006. "Information, habits, and consumption behavior: evidence from micro data," Working Paper Series 0572, European Central Bank.
  98. Brian Baugh & Itzhak Ben-David & Hoonsuk Park, 2014. "Disentangling Financial Constraints, Precautionary Savings, and Myopia: Household Behavior Surrounding Federal Tax Returns," NBER Working Papers 19783, National Bureau of Economic Research, Inc.
  99. Lourenco Senne Paz, 2006. "Consumption in Brazil: myopia or liquidity constraints? A simple test using quarterly data," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 961-964.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.