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The Wealth Effect in Empirical Life-Cycle Aggregate Consumption Equations.(Statistical Data Included)

From: Economic Quarterly  |  Date: 3/22/2001  |  Author: Mehra, Yash P.

This article presents an empirical model of U.S. consumer spending that relates consumption to labor income and household wealth. This specification is consistent with the life-cycle hypothesis of saving first popularized in the 1960s by Ando, Modigliani, and their cohorts. [1] My analysis here extends the previous research in several directions. First, I examine the dynamic relationship between consumption, income, and wealth using cointegration and error correction methodology. In ...

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