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Equity wealth effects: fundamental or bubble-driven?

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  • Gabe de Bondt

Abstract

This article estimates equity wealth effects on euro area consumption, splitting equity returns into fundamental- and bubble-related components. The equity wealth effect is fundamental-driven, particularly strong since 1994, and operates comparatively quickly during negative bubble returns.

Suggested Citation

  • Gabe de Bondt, 2011. "Equity wealth effects: fundamental or bubble-driven?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(7), pages 601-605.
    • Handle: RePEc:taf:apeclt:v:18:y:2011:i:7:p:601-605
    DOI: 10.1080/13504851003761822
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    Cited by:

    1. de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
    2. Gabe Jacob de Bondt & Arne Gieseck & Zivile Zekaite, 2020. "Thick modelling income and wealth effects: a forecast application to euro area private consumption," Empirical Economics, Springer, vol. 58(1), pages 257-286, January.
    3. Andersson, Magnus & D'Agostino, Antonello & de Bondt, Gabe & Roma, Moreno, 2011. "The predictive content of sectoral stock prices: a US-euro area comparison," Working Paper Series 1343, European Central Bank.

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