Decomposing changes in income risk using consumption data

DOI10.3982/QE44MaRDI QIDQ4559980zbMATH OpenWikidataFDO

Authors Richard Blundell, Hamish Low, Ian Preston

Publication date 4 December 2018

Published in Quantitative Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/QE44

zbMATH Keywords

consumptionincome riskinequalitynonstationarity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Recommendations

• Consumption Inequality and Income Uncertainty
• Income dynamics when shocks occur during the year
• Risk pooling, precautionary saving and consumption growth.
• Income Variance Dynamics and Heterogeneity
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Cited in

(7)

• Estimation and decomposition of food price inflation risk
• Risk pooling, precautionary saving and consumption growth.
• Quantifying the Cost of Risk in Consumption
• Measuring high-frequency income risk from low-frequency data
• Higher-order income risk over the business cycle
• Durables and lemons: private information and the market for cars
• How Americans respond to idiosyncratic and exogenous changes in household wealth and unearned income

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