US inflation and consumption: A long-term perspective with a level shift

C-Tier
Journal: Economic Modeling
Year: 2012
Volume: 29
Issue: 5
Pages: 1837-1849

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

This article examines the existence and stability of the consumption function in the United States of America (US) beginning in the 1950s. In order to obtain a stable long run relationship, we have introduced two innovative elements into the analysis of the life-cycle of the consumption function with wealth effects: 1) a shift level break in the cointegrating relationship, and 2) using inflation as an additional explanatory variable. By implementing a well structured estimation strategy, we found that after taking the level shift into account, a cointegrating equation, including inflation, exists and is more stable for the critical sub-samples than traditional consumption function models.

Technical Details

RePEc Handle
repec:eee:ecmode:v:29:y:2012:i:5:p:1837-1849
Journal Field
General
Author Count
3
Added to Database
2026-01-26