permanent income hypothesis

E96715

The permanent income hypothesis is an economic theory, associated with Milton Friedman and the Chicago School, which posits that individuals base their consumption decisions on expected long-term average income rather than current income.


Statements (49)

Predicate Object
instanceOf consumption theory
economic theory
macroeconomic concept
associatedWith Chicago School of Economics NERFINISHED
assumes access to credit or saving instruments
intertemporal optimization of consumption
rational expectations in some formulations
contrastsWith current income hypothesis
coreIdea consumers are forward-looking
consumers form expectations about future income
consumption depends more on permanent income than on current income
consumption depends on expected long-term average income
individuals smooth consumption over time
permanent income changes have large effects on consumption
saving is used to smooth consumption over the life cycle
temporary income changes have small effects on consumption
criticizedFor assuming high degree of consumer rationality
assuming no liquidity constraints
assuming perfect capital markets
limited ability to explain excess sensitivity of consumption to income
limited ability to explain excess smoothness of consumption
developedIn United States NERFINISHED
empiricalTest consumption response to lottery winnings
consumption response to social security changes
consumption response to temporary tax rebates
field consumption economics
macroeconomics
microeconomics
implies marginal propensity to consume out of permanent income is high
marginal propensity to consume out of transitory income is low
predictable income changes should not systematically change consumption
influenced New Classical macroeconomics
modern consumption function modeling
rational expectations permanent income models
real business cycle theory
influencedBy Fisherian intertemporal choice theory
mathematicalFormulation consumption equals a constant fraction of permanent income
proposedBy Milton Friedman
publication A Theory of the Consumption Function
publicationYear 1957
relatedConcept Euler equation for consumption
intertemporal budget constraint
relatedTo life-cycle hypothesis
timePeriod mid-20th century
usedIn analysis of tax policy effects on consumption
forecasting consumption
macroeconomic policy analysis
usesConcept permanent income
transitory income

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Chicago School economics notableConcept permanent income hypothesis