Modeling movements in individual consumption
A time-series analysis of grouped data
We characterize the time-series properties of group-level consumption, income, and interest rates using microdata. We relate the coefficients of moving average representations to structural parameters of theoretical models of consumption behavior. Using long time series of cross sections to construc...
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Volume: | 55 |
---|---|
Main Author: |
Attanasio, Orazio P
Borella, Margherita |
Format: | Journal Article |
Language: | English |
Zielgruppe: |
Academic |
Place of publication: |
HOBOKEN Wiley Periodicals, Inc 2014 WILEY Wiley Subscription Services, Inc |
published in: | International economic review (Philadelphia) Vol. 55; no. 4; pp. 959 - 991 |
Data of publication: | 2014 |
ISSN: |
0020-6598 1468-2354 1468-2354 |
EISSN: |
1468-2354 |
Discipline: | Economics |
Bibliography: |
The authors would like to thank Manuel Arellano, Fabio Bagliano, Costas Meghir, Nicola Pavoni, Luigi Pistaferri, Jonathan Skinner, Harald Uhlig, and the seminar participants at IFS/UCL workshop on Consumption Inequality and Income Dynamics at the Institute for Fiscal Studies and at Collegio Carlo Alberto, for useful comments. We also received valuable feedback from four anonymous referees and Jesus Fernandez‐Villaverde, the editor. Attanasio's research was partly financed with European Research Council Advanced Grant 249612 and by the ESRC‐funded Centre for the Microeconomic Analysis of Public Policy (CPP) at the IFS, RES‐544‐28‐0001. |
Subjects: | |
Online Access: |
Fulltext |
Database: | FIS Bildung Literaturdatenbank Social Sciences Citation Index Web of Science - Social Sciences Citation Index - 2014 Web of Knowledge Web of Science Gale General OneFile (A&I only) Academic OneFile (A&I only) Database information Databases - DBIS |