Document Type

Working Paper

Publication Date

10-2025

College/Unit

Chambers College of Business and Economics

Document Number

25-04

Department/Program/Center

Economics

Abstract

This paper shows that consumption and income data in the Diary of Consumer Payment Choice (DCPC) cover high percentages of U.S. data, forecast well in real time, and replicate the literature’s estimation and general rejection of PIH models with time aggregated data. Novel estimates reveal evidence of daily consumption smoothing after accounting for three features of daily data: 1) discrepancy between consumption and expenditures (e.g., bill payments); 2) discrete daily expenditures and income; and 3) asynchronous consumption and income. Convenience samples used in the literature appear to reflect selection effects related to payment choices (cash or mobile) that affect model inference. Relative to bank transactions data, the DCPC is more representative, publicly available, and offers other advantages.

Included in

Economics Commons

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