Adaptive consumption behavior

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 39
Issue: C
Pages: 37-61

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

In this paper we propose and study a theory of adaptive consumption behavior under income uncertainty and liquidity constraints. We assume that consumption is governed by a linear function of wealth, whose coefficients are revised each period by a procedure that places few informational or computational demands on the consumer. We show that under a variety of settings the procedure converges quickly to a set of coefficients with low welfare cost relative to a fully optimal nonlinear consumption function.

Technical Details

RePEc Handle
repec:eee:dyncon:v:39:y:2014:i:c:p:37-61
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29