Household debt, consumption and inequality

B-Tier
Journal: Journal of International Money and Finance
Year: 2020
Volume: 109
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines the link between household credit shocks, consumption and income inequality at the national level. Empirically, we use country-specific VAR models to estimate the dynamic responses of aggregate consumption to household credit shocks. We then show in cross-country regressions that the consumption response is more sensitive to such shocks in countries with higher levels of inequality, even after controlling for financial development. Theoretically, we construct and simulate a dynamic model based on the effect of inequality on the incidence of credit constraints, to illustrate potential causal mechanisms.

Technical Details

RePEc Handle
repec:eee:jimfin:v:109:y:2020:i:c:s0261560620301960
Journal Field
International
Author Count
3
Added to Database
2026-01-24