Inflation disasters and consumption

A-Tier
Journal: Journal of Monetary Economics
Year: 2022
Volume: 129
Issue: S
Pages: S67-S81

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Consumers with longer-tailed subjective probability distributions of inflation anticipate lower real consumption growth and are more favorably inclined to purchasing durable goods. I propose a model in which rare inflation disasters increase the cost of future credit by raising debt issuance costs, prompting consumers to stock up on debt and move purchases to the present. Consistent with this theory, consumers with longer-tailed distributions anticipate higher future interest rates. The effects of anticipated tail risks on consumption plans are more pronounced among credit market participants.

Technical Details

RePEc Handle
repec:eee:moneco:v:129:y:2022:i:s:p:s67-s81
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29