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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Bibliographic details
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.
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Database: FIS Bildung Literaturdatenbank
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