Evaluating how predictable errors in expected income affect consumption

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 28
Pages: 4004-4021

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

This article studies whether anomalies in consumption can be explained by a behavioural model in which agents make predictable errors in forecasting income. We use a micro-data set containing subjective expectations about future income. This article shows that the null hypothesis of rational expectations is rejected in favour of the behavioural model, since consumption responds to predictable forecast errors. On average, agents who we predict are too pessimistic increase consumption after the predictable positive income shock. On average, agents who are too optimistic reduce the consumption.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:28:p:4004-4021
Journal Field
General
Author Count
3
Added to Database
2026-01-25