Sticky Information Diffusion and the Inertial Behavior of Durables Consumption

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Sticky Information Diffusion and the Inertial Behavior of Durables Consumption∗

This paper studies the dynamics of durable and nondurable consumption under two alternative assumptions about information updating by households – rational inattention and sticky expectations. We first show that the two types of sticky information diffusion can help generate strong excess smoothness in durables consumption. We then find that sticky expectations due to a fixed cost does a better...

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Sticky Information Diffusion and Inertial Behavior of Durables Consumption∗

This paper studies the dynamics of durable and nondurable consumption under two alternative assumptions about information updating by households — rational inattention and sticky expectations. We find that sticky expectations due to a fixed cost does a better job of reproducing the infrequent adjustments at the individual level and the slow adjustments at the aggregate level. We then show that ...

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Sticky Information Diffusion and the Inertial Behavior of Durable Consumption

This paper studies the aggregate dynamics of durable and nondurable consumption under sticky information diffusion (SID) due to noisy observations and slow learning within the permanent income framework. We show that SID can significantly improve the model’s predictions on the joint behavior of income, durable, and nondurable consumption at the aggregate level. Specifically, we find that SID ca...

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Slow Information Diffusion and the Inertial Behavior of Durable Consumption∗

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ژورنال

عنوان ژورنال: SSRN Electronic Journal

سال: 2009

ISSN: 1556-5068

DOI: 10.2139/ssrn.1645058