Business Cycle Fluctuations and Excess Sensitivity of Private Consumption

C-Tier
Journal: Economica
Year: 2008
Volume: 75
Issue: 299
Pages: 514-523

Authors (2)

GERT PEERSMAN (Universiteit Gent) LORENZO POZZI (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We investigate whether business cycle fluctuations affect the degree of excess sensitivity of private consumption growth to disposable income growth. Using multivariate state space methods and quarterly US data for the period 1965–2000, we find that excess sensitivity is significantly higher during recessions.

Technical Details

RePEc Handle
repec:bla:econom:v:75:y:2008:i:299:p:514-523
Journal Field
General
Author Count
2
Added to Database
2026-01-29