Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments

This paper uncovers heterogeneity in the Marginal Propensity to Consume (MPC) from the three rounds of US COVID-19 stimulus payments. Using a novel clustering method to group households by consumption changes, we estimate the full unconditional MPC distribution via a two-stage least squares approach...

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Main Author: Barnes, Emily
Format: Thesis (University of Nottingham only)
Language:English
Published: 2023
Subjects:
Online Access:https://eprints.nottingham.ac.uk/76506/
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author Barnes, Emily
author_facet Barnes, Emily
author_sort Barnes, Emily
building Nottingham Research Data Repository
collection Online Access
description This paper uncovers heterogeneity in the Marginal Propensity to Consume (MPC) from the three rounds of US COVID-19 stimulus payments. Using a novel clustering method to group households by consumption changes, we estimate the full unconditional MPC distribution via a two-stage least squares approach. This is in contrast to the prevalent practice of linking MPCs solely to observable household attributes. Controls for additional income fluctuations, COVID restrictions, and increased unemployment benefits and child tax credits refine our MPC estimates. Estimated MPCs are smaller than in previous literature, 0.13 to 0.27 for total expenditures with an average MPC of 0.07, indicating limited stimulus payment impact due to heightened uncertainty. MPC heterogeneity persist across expenditure categories, with greater MPCs in durables than nondurables. We identify correlations between the MPC and various observable household characteristics, encompassing income levels, educational attainment, liquid assets, and home ownership status. These insights bear implications for both policy formulation and economic modelling, underlining contextual influences on consumer behaviour and heterogeneity.
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spelling nottingham-765062024-03-20T13:32:04Z https://eprints.nottingham.ac.uk/76506/ Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments Barnes, Emily This paper uncovers heterogeneity in the Marginal Propensity to Consume (MPC) from the three rounds of US COVID-19 stimulus payments. Using a novel clustering method to group households by consumption changes, we estimate the full unconditional MPC distribution via a two-stage least squares approach. This is in contrast to the prevalent practice of linking MPCs solely to observable household attributes. Controls for additional income fluctuations, COVID restrictions, and increased unemployment benefits and child tax credits refine our MPC estimates. Estimated MPCs are smaller than in previous literature, 0.13 to 0.27 for total expenditures with an average MPC of 0.07, indicating limited stimulus payment impact due to heightened uncertainty. MPC heterogeneity persist across expenditure categories, with greater MPCs in durables than nondurables. We identify correlations between the MPC and various observable household characteristics, encompassing income levels, educational attainment, liquid assets, and home ownership status. These insights bear implications for both policy formulation and economic modelling, underlining contextual influences on consumer behaviour and heterogeneity. 2023-12-14 Thesis (University of Nottingham only) NonPeerReviewed application/pdf en cc_by https://eprints.nottingham.ac.uk/76506/1/Emily_Barnes_Dissertation.pdf Barnes, Emily (2023) Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments. MRes thesis, University of Nottingham. COVID-19 stimulus payments economic assistance United States
spellingShingle COVID-19
stimulus payments
economic assistance
United States
Barnes, Emily
Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments
title Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments
title_full Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments
title_fullStr Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments
title_full_unstemmed Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments
title_short Uncovering MPC Heterogeneity: Insights from US COVID-19 Stimulus Payments
title_sort uncovering mpc heterogeneity: insights from us covid-19 stimulus payments
topic COVID-19
stimulus payments
economic assistance
United States
url https://eprints.nottingham.ac.uk/76506/