Saved in:
Bibliographic Details
Main Authors: Bonhomme, Stephane, Denis, Angela
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2310.09105
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866917512292073472
author Bonhomme, Stephane
Denis, Angela
author_facet Bonhomme, Stephane
Denis, Angela
contents We propose an approach to estimate how individuals' expectations influence their responses to a counterfactual change. The approach relies on average partial effects, which recover counterfactual impacts under conditions that we specify. We propose a three-step estimation method that relies on panel data on subjective expectations. We illustrate our approach in a model of consumption and saving, focusing on the impact of an income tax that not only changes current income but also affects beliefs about future income. Applying our approach to Italian survey data, we find that individuals' beliefs matter for evaluating the impact of tax policies on consumption decisions.
format Preprint
id arxiv_https___arxiv_org_abs_2310_09105
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Estimating Individual Responses when Tomorrow Matters
Bonhomme, Stephane
Denis, Angela
Econometrics
We propose an approach to estimate how individuals' expectations influence their responses to a counterfactual change. The approach relies on average partial effects, which recover counterfactual impacts under conditions that we specify. We propose a three-step estimation method that relies on panel data on subjective expectations. We illustrate our approach in a model of consumption and saving, focusing on the impact of an income tax that not only changes current income but also affects beliefs about future income. Applying our approach to Italian survey data, we find that individuals' beliefs matter for evaluating the impact of tax policies on consumption decisions.
title Estimating Individual Responses when Tomorrow Matters
topic Econometrics
url https://arxiv.org/abs/2310.09105