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Record W2133086872

Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004

2009· preprint· en· W2133086872 on OpenAlexaboutno aff
Olga Gorbachev, Keshav Dogra

Bibliographic record

VenueRePEc: Research Papers in Economics · 2009
Typepreprint
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Literacy, Pension, Retirement Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsMarket liquidityEconomicsVolatility (finance)WelfareConsumption (sociology)Panel Study of Income DynamicsPermanent income hypothesisDemographic economicsQuarter (Canadian coin)Monetary economicsHousehold incomeLabour economicsEconometricsGeography
DOInot available

Abstract

fetched live from OpenAlex

We study whether the increased income uncertainty in the US over the last quarter-century had a negative impact on household welfare by looking at variability of household consumption growth. We are particularly interested in understanding the effect of greater uncertainty on the liquidity constrained households. We study the evolution of liquidity constraints in the US in the Panel Study of Income Dynamics, extending Jappelli et al. [1998] methodology using information from the Survey of Consumer Finances. We find that although household indebtedness increased substantially, reflecting greater availability of credit, there was no decline in the proportion of liquidity constrained households between 1983 and 2007. Applying methodology developed in Gorbachev [2009], we find that the evolution of consumption volatility for the liquidity constrained households increased by economically and statistically more than for the unconstrained households. This increase was lower than that of family income volatility for these groups. Nevertheless, the welfare cost to society is substantial: we estimate that an average household would be willing to sacrifice 4.7 percent of nondurable consumption per year to lower consumption risk to its 1984 levels.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.056
Threshold uncertainty score0.112

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.044
GPT teacher head0.308
Teacher spread0.265 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2009
Admission routes1
Has abstractyes

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