Survey Expectations in the Time Series Consumption Function.

A-Tier
Journal: Review of Economics and Statistics
Year: 1992
Volume: 74
Issue: 4
Pages: 598-606

Authors (2)

Batchelor, Roy (City University) Dua, Pami (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

This paper introduces survey-based measures of expectations and uncertainties about income and real interest rates into an otherwise conventional consumption function. The survey dat a contribute more than conventional variables to the explanation of changes in consumption. The hypothesis that consumption follows a random walk is rejected in favor of a model in which consumption responds with a lag to changes in expected income growth. The significance of inflation in earlier estimates of the U.S. consumpti on function is shown to be spurious and due to a strong negative correlation between expected inflation and expected income growth. Copyright 1992 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:74:y:1992:i:4:p:598-606
Journal Field
General
Author Count
2
Added to Database
2026-01-24