The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2024
Volume: 56
Issue: 4
Pages: 769-804

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We estimate a medium‐scale model with and without rule‐of‐thumb consumers over the pre‐Volcker and the Great Moderation periods, allowing for indeterminacy. Passive monetary policy and sunspot fluctuations characterize the pre‐Volcker period for both models. In both subsamples, the estimated fraction of rule‐of‐thumb consumers is low, such that the two models are empirically almost equivalent; they yield very similar impulse response functions, variance, and historical decompositions. We conclude that rule‐of‐thumb consumers are irrelevant to explain aggregate U.S. business cycle fluctuations.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:56:y:2024:i:4:p:769-804
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24