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Household Finance

Paper Session

Friday, Jan. 4, 2019 10:15 AM - 12:15 PM

Atlanta Marriott Marquis, International 3
Hosted By: American Economic Association
  • Chair: Camelia M. Kuhnen, University of North Carolina-Chapel Hill

Belief Disagreement and Portfolio Choice

Maarten Meeuwis
,
Massachusetts Institute of Technology
Jonathan Parker
,
Massachusetts Institute of Technology
Antoinette Schoar
,
Massachusetts Institute of Technology
Duncan I. Simester
,
Massachusetts Institute of Technology

Abstract

Using a proprietary dataset of the portfolio holdings of millions of anonymized households with trillions in wealth, we test the central tenet of rational-expectations theories of asset pricing and portfolio choice — that agents believe in a common model and update their beliefs identically in response to public signals — against alternative theories in which agents hold different models of the world and update beliefs heterogeneously. We identify households that ex ante are likely to believe in different models of the world using political party affiliation (probabilistically inferred from zip code), and our public signal is the unexpected outcome of the US election of November 2016. Relative to Democrats, Republican investors actively increase the share of equity and market beta of their portfolios following the election. Inconsistent with the effect being driven by differences in hedging needs with common beliefs, the results are robust to controls for age, wealth, income, state, and even county-employer fixed effects.

Expectations Uncertainty and Household Economic Behavior

Itzhak Ben-David
,
Ohio State University
Elyas Fermand
,
University of North Carolina-Chapel Hill
Camelia M. Kuhnen
,
University of North Carolina-Chapel Hill
Geng Li
,
Federal Reserve Board

Abstract

We show that there exists significant heterogeneity across US households in how uncertain they are in their expectations regarding personal and macroeconomic outcomes, and that uncertainty in expectations predicts households' choices. Individuals with lower income or education, more precarious finances, and living in counties with higher unemployment are more uncertain in their expectations regarding own-income growth, inflation, and national home price changes. People with more uncertain expectations, even accounting for their socioeconomic characteristics, exhibit more precaution in their consumption, credit, and investment behaviors.

The Effects of Competition: Evidence from Consumer Credit Markets

Stefan Gissler
,
Federal Reserve Board
Rodney Ramcharan
,
University of Southern California
Edison Yu
,
Federal Reserve Bank of Philadelphia

Abstract

This paper studies the effects of increased banking competition using changes in financial regulation that allowed some credit unions to compete directly with local banks. We find that both efficiency and leverage rose at local banks in response to increased competition, while consumer borrowing costs fell, and deposit rates rose. These results reflect in part selection, as competition drove out less efficient and less well-capitalized banks. We also show that increased competition led to a significant re-allocation of credit towards riskier borrowers, resulting in subsequently higher delinquency rates. Taken together, these findings show that while increased competition can relax credit constraints for previously marginalized borrowers, this reallocation in credit can also lead to higher future losses in the banking system.

The Economic Consequences of Bankruptcy Reform

Tal Gross
,
Boston University
Ray Kluender
,
Massachusetts Institute of Technology
Matthew Notowidigdo
,
Northwestern University
Jialan Wang
,
University of Illinois-Urbana-Champaign

Abstract

We examine the effects of the 2005 Bankruptcy Abuse Prevention and Consumer Protection Act (BAPCPA). We find significant bunching of bankruptcy filings just prior to the effective date of BAPCPA as consumers rushed to file before the new regulations were put in place. Cumulatively, BAPCPA led to a long-run decrease in the rate of bankruptcy filing and an increase in the ratio of Chapter 13 to Chapter 7 filings, but little change in the demographic or financial characteristics of filers. We also find that BAPCPA was associated with a significant decrease in the price of unsecured credit. Overall, while BAPCPA made it more difficult to declare bankruptcy, we find little evidence that it systematically curtailed strategic filings.
Discussant(s)
James J. Choi
,
Yale University
Christopher Roth
,
Institute on Behavior and Inequality-Bonn
Scott Ross Baker
,
Northwestern University
Brian Melzer
,
Federal Reserve Bank of Chicago
JEL Classifications
  • G4 - Behavioral Finance
  • G2 - Financial Institutions and Services