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Sticky Expectations and Consumption Dynamics

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Author Info
Christopher D. Carroll () (Department of Economics The Johns Hopkins University)
Johns Hopkins University

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Abstract

This paper argues that a model in which consumers have accurate knowledge of their own idiosyncratic circumstances but `sticky expectations' about the macroeconomy can reconcile conflicting evidence about consumption dynamics from micro and macro data. Sluggish aggregate spending growth, which has often been interpreted as reflecting habits, emerges here as a consequence of a modest degree of macroeconomic inattention, whose utility cost is calculated to be very small. The implications of the model are in close agreement with a simple empirical exercise designed to reproduce the key facts about the excess smoothness of aggregate consumption

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2006 with number 21.

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Date of creation: 04 Jul 2006
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Handle: RePEc:sce:scecfa:21

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Related research
Keywords: Consumption dynamics;

Find related papers by JEL classification:
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming
D9 - Microeconomics - - Intertemporal Choice and Growth
E2 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment

Cited by:
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  1. Michael Donihue & Andriy Avramenko, 2007. "Decomposing Consumer Wealth Effects: Evidence on the Role of Real Estate Assets Following the Wealth Cycle of 1990-2002," Topics in Macroeconomics, Berkeley Electronic Press, vol. 7(1), pages 1472-1472. [Downloadable!] (restricted)
  2. Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Other versions:
  3. Ricardo Reis, 2008. "A Sticky-Information General Equilibrium Model for Policy Analysis," Working Papers Central Bank of Chile 495, Central Bank of Chile. [Downloadable!]
    Other versions:
  4. Jiri Slacalek, 2006. "International Wealth Effects," Discussion Papers of DIW Berlin 596, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    Other versions:
  5. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority. [Downloadable!]
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This page was last updated on 2009-10-17.


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