Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data

DOI10.1162/003355302753399472MaRDI QIDQ4551449zbMATH OpenOpenAlexWikidataFDO

Authors David B. Gross, Nicholas S. Souleles

Publication date 28 October 2002

Published in The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL https://repository.upenn.edu/fnce_papers/344

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

Cited in

(14)

• The (un-)importance of Chapter 7 wealth exemption levels
• Optimal consumption with time-inconsistent preferences
• Inside money in general equilibrium: does it matter for monetary policy?
• Consumer and corporate debt: a neo-Kaleckian synthesis
• Scheduling personal finances via integer programming
• Chain Graph Models and their Causal Interpretations
• On the convergence of credit risk in current consumer automobile loans
• Private information and price regulation in the US credit card market
• Present bias amplifies the household balance-sheet channels of macroeconomic policy
• Liquidity constraints, income variance, and buffer stock savings: experimental evidence
• Consumer bankruptcy, mortgage default, and labor supply
• A demand curve for disaster recovery loans
• Mathematical modeling of credit debt repayment strategies
• Welfare implications of endogenous credit limits with bankruptcy

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