Fact-checked by Grok 2 weeks ago

Wealth effect

The wealth effect refers to the economic phenomenon whereby an increase in households' perceived , often from rising asset prices such as or , prompts higher , while declines in wealth lead to reduced expenditure. This concept posits a causal link between asset valuation changes and , distinct from direct effects, as it operates through psychological and intertemporal substitution mechanisms where individuals adjust based on updated estimates of lifetime resources. Empirical estimates of the (MPC) out of wealth typically range from 0.02 to 0.07, indicating that only 2 to 7 cents of each additional dollar in wealth translates into immediate spending, with effects concentrated among wealthier households and varying by asset type. Housing wealth tends to exhibit stronger effects than financial assets due to broader and perceived tangibility, though post-2008 suggests diminished responsiveness, with MPC near zero in some periods amid and heightened precaution. gains show weaker aggregate impacts, as is skewed toward the top deciles, limiting diffusion to overall ; geographic and analyses confirm this heterogeneity, challenging claims of outsized macroeconomic influence. Critics argue the effect is overstated in policy discourse, as reverse —spending driving asset prices—or omitted factors like conditions confound identification, and permanent predicts muted responses to transitory wealth shocks. Despite these debates, the wealth effect informs monetary , with central banks monitoring asset valuations for their potential to amplify or dampen cycles, though recent studies emphasize its secondary role relative to and dynamics.

Conceptual Foundations

Definition and Core Mechanism

The wealth effect describes the tendency for households to increase spending in response to rises in their perceived , primarily driven by unrealized gains in financial and such as equities and . This adjustment occurs because asset price appreciation enhances households' sense of financial security and alters their assessment of available resources for spending, even absent actual or income changes. Empirical formulations quantify this through the (MPC) out of wealth, where households allocate a small fraction—typically 2 to 5 cents per dollar—of wealth gains to current rather than saving the entirety. At its core, the mechanism operates via rational intertemporal optimization under frameworks like the , where consumption targets a stable fraction of expected lifetime resources. Asset value fluctuations update these expectations: a $1 increase in wealth equates to an annuity stream approximating 4-5% annually (assuming a 4-5% ), yielding an MPC on the order of that rate as households smooth consumption over their horizon. This causal channel distinguishes the wealth effect from effects, as it hinges on revaluations signaling permanent rather than transitory shifts, though behavioral factors like over-optimism can amplify responses beyond strict rationality. studies confirm this linkage, with wealth exhibiting lower MPCs (around 0.02-0.03) compared to housing due to differences in perceived and value.

Behavioral and Psychological Underpinnings

The behavioral life-cycle model, developed by Shefrin and Thaler in 1988, posits that individuals depart from the rational assumptions of traditional life-cycle theory by employing to categorize into non-fungible "buckets" such as current , future , and current assets, which influences responses to fluctuations. Under this , increases in current assets—like unrealized stock gains—are treated as more readily available for spending compared to savings or , due to perceived differences in accessibility and psychological earmarking, leading to a higher out of such changes. Empirical tests, such as Levin's 1998 analysis of U.S. household data from the Retirement History Survey, confirm that assets are not fungible, with varying significantly by type; for instance, windfalls in liquid forms prompt greater spending adjustments than equivalent illiquid gains, supporting the non-interchangeability predicted by . Self-control considerations further underpin the wealth effect within this model, as individuals impose internal rules to mitigate and temptation, yet gains in certain mental accounts weaken these constraints, prompting expenditure on non-essential items. For example, holdings outside accounts exhibit a 5% increase in spending intentions per 10% wealth rise, while retirement-locked assets show negligible effects, reflecting self-imposed barriers that preserve long-term goals but allow leakage from more "tempting" categories. This aligns with evidence that households apply heuristics like rules-of-thumb for , reducing overall sensitivity to shocks by up to 28% in some datasets, as these devices counteract impulsive responses to perceived affluence. Additional psychological mechanisms include delayed adjustment to wealth signals due to cognitive costs of , as modeled by Gabaix and Laibson, where households gradually in response to asset price changes, contributing to the observed lagged wealth effect in aggregate data. Households may also earmark volatile wealth, such as stock market gains, for future rather than immediate use via mental segregation, resulting in asymmetric responses—stronger for housing wealth perceived as stable—though this varies with liquidity constraints that amplify reactions among constrained borrowers. These deviations from full explain why the wealth effect persists despite theoretical predictions of insensitivity to transitory or unrealized changes, emphasizing how framing and shape perceived financial security and spending behavior.

Empirical Evidence

Marginal Propensity to Consume from Wealth Changes

The (MPC) out of changes measures the fraction of an additional dollar of household that translates into increased expenditure, typically estimated as the coefficient β in regressions of the form ΔC_t = α + β ΔW_t + ε_t, where C is and W is . Empirical estimates derive from both aggregate time-series analyses of data and micro-level panel studies exploiting household surveys or regional variations in asset prices. Aggregate approaches, which align with macroeconomic models, generally yield lower MPCs because they capture average responses across heterogeneous households and account for general effects, whereas micro studies often report higher values due to selection into liquidity-constrained subgroups. Time-series estimates for total financial wealth, predominantly driven by stock market fluctuations, cluster around 0.02 to 0.05. For example, Mehra (2001) analyzed U.S. data from 1959 to 2000 and found an MPC of 0.04 out of equity values, implying that a $1 increase in stock market wealth boosted consumption by about $40 billion. Similarly, a 2025 Federal Reserve Board analysis of consumption and wealth distributions from 1989 to 2022 estimated an overall MPC of 3.3 to 3.4 cents per dollar during the and early 2000s, with stability suggesting limited sensitivity to business cycle phases in that era. These figures reflect the life-cycle framework, where wealth serves as a against income shocks rather than a direct spending trigger, leading to gradual consumption adjustments over time. Housing wealth effects exhibit somewhat higher MPCs, often 0.05 to 0.10, owing to its illiquidity and role in household balance sheets, though estimates decline post-2008 . Mian, Rao, and Sufi (2013) used U.S. zip-code level data from 1998 to 2007, instrumenting house price changes with commodity price shocks, and estimated an MPC of 0.047 for homeowners—equivalent to $47 billion in additional annual spending from a $1 trillion national home value rise—while renters showed negligible responses. An IMF panel analysis across advanced economies (2000–2015) confirmed a "relatively large and significant" MPC out of net wealth, exceeding financial wealth effects, attributed to constraints easing durables purchases. Post-recession U.S. data from 2012–2018 indicate even lower housing MPCs (0 to 0.016), reflecting tightened lending standards and . Methodological challenges influence these ranges, including reverse (e.g., consumption-driven asset ) and omitted variables like expectations of future . Instrumental variable approaches, such as using distant futures prices for or land supply elasticities for , help isolate exogenous shocks but yield wider confidence intervals. Cross-country comparisons show U.S. MPCs aligning with those in (e.g., 0.03–0.07 for total ), though emerging markets report higher values due to greater constraints. Overall, consensus holds that MPCs are positive but modest, amplifying by 1–5% of swings in typical episodes.

Variations by Asset Type and Household Characteristics

Empirical studies consistently find that the marginal propensity to consume (MPC) out of housing wealth exceeds that from financial wealth, with housing effects often materializing more rapidly due to perceived permanence and lower volatility. For instance, across panels of 14 countries from 1975 to 1999, housing wealth elasticities ranged from 0.11 to 0.17, compared to 0.02 for stock market wealth. In U.S. data, long-run MPC estimates approximate 5.5 cents per dollar for housing wealth, reaching 80% of the effect within one year, whereas stock wealth effects accumulate over five years to a similar magnitude but start weaker. Other analyses report housing MPC at 4.3 cents per dollar, with financial wealth at a statistically insignificant 0.2 cents. These disparities arise because housing serves dual roles in utility (shelter) and investment, prompting spending on durables and home-related consumption, unlike more volatile financial assets. Household characteristics introduce further heterogeneity in wealth effects, primarily through differences in liquidity constraints, life-cycle position, and asset exposure. Homeowners exhibit positive MPC from housing gains (around 3.3 cents per dollar), while renters show negligible responses (0.2 cents), as non-owners lack direct wealth exposure. Younger households (ages 25-44) display higher MPC (7.5 cents) than those over 65 (3.9 cents), reflecting credit constraints that amplify borrowing against housing gains for consumption smoothing. Older households (55+) also show elevated effects via downsizing opportunities, with a 1% increase in their population share raising aggregate housing MPC by 0.545. Income levels modulate responses nonlinearly: effects strengthen with higher rates (a 1% rise boosts MPC by 0.003), indicating liquidity-constrained low- households spend more out of windfalls, while middle- groups exhibit significant but moderated effects. MPC peaks at extremes (below 10th and above 90th percentiles), possibly due to differing behaviors and asset compositions. status matters, with working households responding more (5.3 cents) than non-working (3.7 cents), as job stability enables sustained spending. Overall, effects intensify when comprises a larger share, underscoring composition's role over total wealth levels. These patterns hold after controlling for , though estimates vary by methodology and period, with post-recession data sometimes showing muted responses (0-1.6 cents).

Key Studies and Quantitative Estimates

One prominent study by Case, Quigley, and Shiller (2003) analyzed from 14 countries, including the , and estimated that the marginal propensity to consume (MPC) out of housing wealth is approximately 1.8% in the short run, significantly higher than the 2.4% for financial wealth, suggesting housing drives stronger consumption responses due to its role as a primary asset for many households. An updated analysis by Case, Deaton, and Shiller (2013) using U.S. state-level quarterly data from 1975 to 2012 confirmed a persistent housing wealth effect, with an MPC of about 4.8 cents per dollar of housing wealth increase, while financial wealth effects were smaller at around 3.7 cents, though both diminished post-2008 amid heightened uncertainty. Carroll, Otsuka, and Slacalek (2011) employed a structural model with U.S. , estimating an immediate (next-quarter) MPC from changes at 2 cents per , accumulating to a long-run effect of 9 cents after three years, contrasting with a smaller 4-cent long-run MPC for transitory gains, attributing differences to housing's illiquidity and borrowing constraints. Similarly, Dynan and Maki (2001), using survey data, found an MPC out of of roughly 3-5 cents per for liquid asset holders, but near zero for those without , highlighting heterogeneity by asset ownership. Federal Reserve analyses reinforce these ranges; for instance, a 2025 Board of Governors note using recent data estimated an average MPC out of total at 3.5 cents per , with stronger effects among lower- quintiles due to limited smoothing capacity. Cross-country IMF research (2019) across advanced economies reported housing MPCs of 5-7 cents, exceeding financial effects by a factor of 1.5-2, based on regressions controlling for and demographics.
StudyAsset TypeEstimated MPC (cents per dollar)Time HorizonData Scope
Case et al. (2003)1.8Short-run14 countries, annual
Case et al. (2003)Financial2.4Short-run14 countries, annual
Case et al. (2013)4.8Short-runU.S. states, 1975-2012
Carroll et al. (2011)2 (immediate); 9 (long-run)Quarterly to 3 yearsU.S.
Dynan & Maki (2001)3-5AnnualU.S. households
These estimates vary by —e.g., time-series vs. household panels—and are sensitive to strategies addressing , such as instrumenting shocks with regional price indices, yet consistently indicate positive but modest responses below Keynesian benchmarks of 10 cents or more.

Macroeconomic Role

Transmission to Aggregate and Demand

The wealth effect transmits to through adjustments in spending behavior, where perceived increases in —often from asset price gains—elevate disposable resources under frameworks like the , prompting higher outlays on . This mechanism operates via both direct channels, such as reduced precautionary , and indirect ones, including relaxed borrowing constraints for that facilitate credit-fueled purchases. At the macroeconomic level, such rises, constituting roughly two-thirds of GDP in advanced economies, shift the curve rightward, potentially elevating output and employment absent supply constraints. Empirical estimates from aggregate time-series models indicate a out of of approximately 3 to 5 cents per for financial assets , with long-run effects materializing over several quarters. exhibits stronger transmission, with elasticities around 0.14 percent consumption increase per 1 percent housing value rise across panels from 1970 to 2015, though stock effects prove insignificant or negative in some cross-country aggregates due to offsetting adjustments. Equity-driven surges in the added about 1 to annual real GDP growth via sustained , illustrating the channel's potency during asset booms. In business cycle dynamics, amplify demand fluctuations by correlating with transmissions through asset prices, where lower interest rates elevate valuations and reinforce multipliers. For instance, during the early 2000s downturn, lagged positive wealth effects from prior and gains underpinned U.S. and U.K. resilience despite market corrections, mitigating sharper demand contractions. However, asymmetric responses emerge, with declines in wealth—such as the 2008 crash—triggering steeper spending drops among liquidity-constrained households, thereby contracting more abruptly than symmetric rises expand it.

Integration in Economic Models and Business Cycles

The wealth effect enters macroeconomic models through consumption functions derived from the and life-cycle theory, where household spending responds to changes in perceived wealth via (MPC) estimates typically ranging from 3 to 6 cents per dollar of wealth increase in U.S. data. In (DSGE) frameworks, asset price shocks propagate via household budget constraints or utility specifications that link financial and housing wealth to intertemporal choices, influencing aggregate demand. New Keynesian models incorporate the wealth effect as a key transmission channel for , where changes revalue assets and alter through Euler equations; extensions adding wealth directly to the utility function—motivated by or precautionary savings—resolve empirical anomalies such as insufficient discounting and excessive forward-looking behavior. Time-varying risk premia and borrower-saver heterogeneity further amplify these effects, with risk premia alone boosting output responses by over 50% in linearized New Keynesian setups featuring rare disasters and defaultable debt. In business cycle analysis, act as an amplification mechanism, where asset booms elevate and reinforce expansions through collateral channels (e.g., extraction) and relaxed constraints, while busts curtail spending and deepen contractions. wealth exhibits stronger cyclical impacts than financial due to its dual role as an asset and good, with empirical evidence from U.S. episodes like the 2008 crisis showing fluctuations driving significant output variance via these channels. Model simulations indicate that ignoring heterogeneity, such as credit-constrained households, understates propagation, though aggregate approaches overlook inequality dynamics that modulate cycle intensity.

Criticisms and Debates

Challenges in Measurement and Causality

Measuring wealth poses significant difficulties due to reliance on survey data, which often underreports assets like financial holdings and , leading to incomplete or biased estimates of changes. Administrative records, while more accurate for certain assets, rarely capture comprehensive portfolios across households, exacerbating errors in linking wealth shocks to responses. Valuation inconsistencies, particularly for illiquid assets such as , further complicate measurement, as market fluctuations may not reflect realizable gains for individual owners. Consumption data introduces additional measurement challenges, with survey-based metrics like those from the Consumer Expenditure Survey prone to recall errors and underreporting of , which is most sensitive to wealth changes. time-series data, commonly used in wealth effect studies, aggregates heterogeneous behaviors, obscuring variations by , , or asset type, and risks spurious correlations from non-stationary series. Micro-level , though preferable for isolating effects, remains scarce and limited in scope, often covering only specific cohorts or regions. Causal identification is hindered by , where and may be simultaneously determined, as optimistic expectations about future income can drive both asset price appreciation and spending. Reverse arises when aggregate influences asset markets; for instance, heightened household spending can boost economic activity, elevating stock or prices independently of prior shifts. Omitted variables, such as changes or sentiment indicators, confound estimates, as they affect both accumulation and propensity to consume without direct observation in standard regressions. Empirical strategies like variables—using regional supply shocks or distant market returns as instruments—attempt to address but face criticism for weak identification or invalid exclusions, yielding unstable estimates across specifications. models, while capturing dynamics, rely on ordering assumptions that may not fully disentangle contemporaneous feedbacks between and . Distinguishing anticipated from unanticipated changes helps isolate causal paths, yet data limitations often prevent precise separation, leading to overestimation of effects from predictable trends. These issues contribute to wide variability in out of estimates, ranging from near-zero in some studies to 5-10 cents per dollar in aggregates, underscoring unresolved debates on true .

Overestimation in Keynesian Frameworks

Keynesian economic models incorporate the wealth effect into the as an additional term, positing that increases in household , such as from rising asset prices, boost aggregate through a marginal propensity to consume (MPC) out of wealth, often estimated in simple frameworks at levels implying significant macroeconomic impact. However, empirical estimates consistently show this MPC to be small, typically ranging from 0.02 to 0.07—that is, only 2 to 7 cents of additional per dollar of gain—far below what uniform application in traditional Keynesian equations might suggest for driving substantial demand shifts. This discrepancy arises partly because standard Keynesian frameworks, particularly those without heterogeneous agents, apply an average MPC to total changes, overlooking that financial wealth is disproportionately held by high-wealth households exhibiting lower MPCs out of transitory wealth shocks due to better via permanent considerations. In contrast, aggregate responses are muted as low-wealth, liquidity-constrained households—who might have higher MPCs—hold minimal exposure to and wealth fluctuations, leading models to overestimate the transmission from asset revaluations to broad-based spending. exercises in heterogeneous-agent extensions to New Keynesian models confirm that ignoring such distribution amplifies predicted volatility from wealth effects by factors of 20-50% or more relative to data-aligned simulations. Furthermore, the Keynesian multiplier mechanism, which amplifies initial spending impulses through successive rounds of income and re-spending, exacerbates overestimation when applied to wealth-driven consumption, as the inherently small baseline MPC limits the chain's propagation despite assumed income MPCs around 0.5-0.8. Critics contend this reliance inflates expectations for monetary policy efficacy via asset channels, such as quantitative easing, where induced wealth gains fail to yield proportionally large demand boosts, as evidenced by post-2008 U.S. data showing household net worth recoveries outpacing consumption by multiples without commensurate GDP acceleration. Empirical decompositions attribute only 5-10% of consumption variance to wealth shocks in vector autoregressions, underscoring how model assumptions detach from causal evidence favoring income stability over asset volatility.

Empirical Variability and Skepticism

Empirical estimates of the (MPC) out of changes exhibit substantial variability across studies, methodologies, and contexts, with reported figures ranging from near zero to as high as 7 cents per dollar of gain. For instance, time-series analyses using aggregate U.S. data have yielded long-run wealth effect estimates between 3.0 and 6.5 cents on the dollar, depending on model specifications such as error-correction frameworks or s. Housing effects tend to be larger and more consistent than those from financial assets, with some cross-country panels showing housing MPCs around 5-10 cents while effects hover below 2 cents or prove insignificant after controlling for income trends. This heterogeneity persists internationally; estimates for eight developed economies in the early 2000s found housing effects averaging 4-7 cents but varying by country-specific factors like market depth. Skepticism regarding the wealth effect's magnitude and causality arises from persistent methodological challenges, including between asset prices and , omitted variables like permanent shocks, and spurious correlations driven by common macroeconomic trends. Reevaluations of , such as those decomposing wealth changes into anticipated and unanticipated components, reveal that conventional estimates often overstate the effect by conflating it with broader dynamics, yielding revised MPCs closer to 1-2 cents or statistically insignificant in some specifications. Critics highlight that wealth effects show particularly weak or absent links in from 1982-1999, contrasting with stronger housing responses, suggesting asset-specific responses may reflect or constraints rather than pure psychological propensities. Further doubt stems from the effect's small absolute size relative to income-driven , rendering it marginal in explanations, and from inconsistencies across surveys versus aggregate , where micro-level often detect negligible responses among non-wealthy . Some analyses argue that apparent wealth- links dissolve when for forward-looking or heterogeneity in , implying overreliance on the in macroeconomic . These variabilities and evidential gaps underscore the need for caution in attributing booms or slumps primarily to asset valuations without isolating causal channels from factors like availability or expectations.

Relation to Asset Bubbles and Real Wealth

Illusory vs Productive Wealth Effects

The wealth effect arising from illusory sources, such as asset price untethered from underlying gains, differs fundamentally from productive wealth effects grounded in real and enhanced future output capacity. Illusory wealth effects stem from perceived gains in asset values—like or price surges driven by or divergent investor beliefs—without corresponding increases in tangible resources or income-generating potential, leading households to boost based on transient paper wealth. In contrast, productive wealth effects occur when wealth expansions reflect genuine improvements in , such as investments in machinery, , or that elevate long-term and sustainable income streams, thereby justifying higher ongoing without risking reversal. Illusory dynamics often manifest through mechanisms like the "bezzle," a term coined by economist to describe fictitious that exists only during periods of market euphoria, as seen in the divergence of U.S. from GDP fundamentals since the , fueled by low interest rates and . This pseudo-, generated by trading on heterogeneous expectations rather than new asset creation, amplifies temporarily but introduces volatility, as its dissipation—evident in events like the 2022 crypto collapse that erased billions in perceived value—triggers sharp consumption retrenchment and economic instability. For instance, rising house prices in the U.S. during the mid-2000s created an illusion of that reduced rates, diverting resources from productive to residential and borrowing, ultimately contributing to lower domestically owned capital stock and deficits. Productive wealth effects, by comparison, align more closely with intertemporal budget constraints, as gains in values for firms with verifiable enhancements—such as those from R&D or efficiency improvements—signal reliable future dividends, supporting steady rather than erratic spending. Empirical contrasts highlight this: while illusory wealth effects prompted a decline in U.S. personal saving rates from around 7% in the to near zero by 2005, productive channels tied to non-residential have historically correlated with more stable growth without the boom-bust amplification observed in speculative episodes. The distinction underscores risks in policy reliance on asset-driven stimulus, as illusory effects foster misallocation—e.g., overinvestment in non-tradable sectors—while productive ones enhance overall through genuine .

Risks of Bubble-Driven Spending and Crashes

When asset prices inflate during bubbles, households perceive gains in , prompting increased through the wealth effect, which can amplify but heightens vulnerability to reversal. Upon bursting, rapid asset price declines erase illusory , triggering sharp reductions in spending as consumers curtail durable goods purchases and discretionary outlays to rebuild savings or deleverage. This dynamic exacerbates recessions, as evidenced by the transmission from financial markets to , where leveraged positions amplify losses and erode confidence. In the , household housing wealth fell by approximately 28% from peak to trough between 2006 and 2012, contributing to a 3.5 excess drop in relative to pre-recession trends for affected households. Empirical estimates indicate that a 10% decline in housing wealth reduced nondurable spending by 0.56%, while financial wealth losses had a stronger marginal impact of 0.9% per 10% drop, compounded by shocks. This reversal of bubble-driven spending contributed to a protracted , with real expenditures falling from $10.078 trillion (in constant 2009 dollars, seasonally adjusted annual rate) in Q2 2007 to lower levels amid . The burst in 2000 similarly destroyed $6.2 trillion in U.S. household wealth over two years, leading to diminished consumer confidence and reduced spending, though the impact was moderated compared to housing-centric crashes due to narrower exposure among households. declines prompted cutbacks in investment and consumption, prolonging recovery as the index fell 78% from its March 2000 peak, with broader effects on business cycles via curtailed tech sector outlays. Such episodes underscore the risk of asymmetric downside, where bubble-fueled spending lacks sustainable fundamentals, potentially leading to systemic instability if bubbles involve high or concentrated wealth holdings.

Policy Implications and Recent Developments

Influence on Monetary Policy Decisions

The wealth effect constitutes a key channel in the monetary policy transmission mechanism, through which actions alter asset prices, thereby influencing perceptions of financial security and subsequent decisions. The explicitly incorporates wealth effects into its analytical frameworks, viewing asset price revaluations as integral to how policy impulses propagate to real economic activity, including via life-cycle responses. Empirical modeling underscores that sustained asset gains can amplify demand, prompting s to monitor net worth alongside core indicators like GDP growth and when calibrating interest rates or operations. For instance, econometric simulations used by the project that a $1 increase in typically elevates annual by 3 to 5 cents, with aggregate effects scaling significantly during periods of broad asset appreciation. In the post-2008 era of unconventional policy, the strategically targeted the wealth effect to circumvent constraints on interest rates. programs, involving large-scale asset purchases, were designed to depress long-term yields and elevate equity and values, fostering a loop to . , then-Fed Chairman, articulated this rationale in a November 5, 2010, , noting that QE-induced higher stock prices would "boost consumer wealth and help increase confidence, which can also spur spending," ultimately aiding recovery by increasing output and employment. This approach relied on evidence that financial wealth effects, though smaller than channels, contribute reliably to stabilization when traditional rate adjustments prove insufficient. Similar considerations have guided the , where asset purchase programs post-2014 aimed to mitigate deflationary risks partly through wealth-supported spending, though with heterogeneous distributional impacts across euro area households. Recent decisions reflect heightened scrutiny of wealth effects amid volatile asset markets. Following the 2020 pandemic response, which included over $4 trillion in balance sheet expansion, sharp rises in stock and housing values underpinned resilient consumer outlays, sustaining inflationary pressures even as short-term rates climbed from near-zero in early 2022. analyses highlight how this wealth heterogeneity—concentrated among higher-net-worth households—disproportionately bolstered spending in asset-sensitive categories, informing the decision to accelerate rate hikes to 5.25-5.50% by mid-2023 to temper demand without immediate wealth erosion. Policymakers also weigh reversal risks, as modeled in frameworks accounting for time-varying risk premia, where abrupt asset declines could weaken the transmission of tightening measures and exacerbate recessions, thus influencing taper timelines and forward guidance. These dynamics underscore a causal in : while wealth effects enhance stimulus efficacy, their variability and implications necessitate vigilant integration into dual-mandate pursuits of and maximum employment.

Observations from 2008 Financial Crisis and 2020s Post-Pandemic Period

During the 2008 financial crisis, U.S. household net worth declined by approximately 20 percent between 2007 and 2009, equating to a loss of about $13.6 trillion in 2008 alone against disposable income of $11 trillion, primarily driven by a 20 percent drop in home prices from the first quarter of 2007 to the second quarter of 2011 and sharp equity market declines. This wealth contraction reversed prior gains, with one-quarter of families losing at least 75 percent of their wealth and over half losing at least 25 percent between 2007 and 2011, disproportionately affecting lower-wealth households reliant on housing equity. Empirical analyses indicate that housing wealth losses contributed to reduced non-durable consumption, with estimates of the marginal propensity to consume (MPC) out of unexpected housing wealth changes at around 6 cents per dollar for older households, amplifying the recession's depth through curtailed spending on durables and services. In the 2020s post-pandemic period, household wealth rebounded sharply, with net worth rising from $170 trillion in 2019 to $199 trillion by 2022—a 17 percent increase—fueled by stock market gains of about 25 percent and housing values up around 50 percent in aggregate terms, alongside $2.3 trillion in excess savings accumulated from 2020 through mid-2021 beyond pre-pandemic trends. These gains, concentrated among higher-income households with greater asset exposure, supported consumer spending resurgence, with the housing wealth effect alone contributing up to 2 percent of expenditures amid elevated home prices, though overall consumption growth remained moderated relative to wealth appreciation in some analyses due to precautionary saving and inflation pressures. Recent data through 2025 show continued net worth expansion to $176 trillion, driven by equity rallies, bolstering spending among wealthier cohorts while highlighting distributional unevenness, as lower-wealth groups saw limited benefits from illiquid or non-asset gains. This period underscores the wealth effect's asymmetry, where asset booms sustain demand but risk amplifying inequality without broad-based productivity gains.

References

  1. [1]
    [PDF] A Primer on the Economics and Time Series Econometrics of Wealth ...
    Understanding the link between changes in household wealth and spending – the so called “wealth effect” on consumption – is therefore critical for interpreting ...
  2. [2]
    [PDF] WEALTH EFFECTS AND MACROECONOMIC DYNAMICS
    The effect of wealth on consumption is an issue of long-standing interest to economists. Conventional wisdom suggests that fluctuations in household wealth have ...
  3. [3]
    [PDF] NBER WORKING PAPER SERIES WEALTH EFFECTS REVISITED
    That research attempted to measure average consumption, income, housing wealth, and stock market wealth over time for U.S. states and foreign countries. The.
  4. [4]
    New Estimates of the Stock Market Wealth Effect | NBER
    The researchers solve the problem of measuring the wealth effect by taking advantage of geographic variation in stock market holdings within the United States.
  5. [5]
    [PDF] COMPARING WEALTH EFFECTS: THE STOCK MARKET VS. THE ...
    There is every reason to expect that changes in housing wealth exert effects upon household behavior that are quite analogous to those found for stock market.
  6. [6]
    The Housing Wealth Effect in the Post-Great Recession Period
    We estimate a housing wealth effect MPC of near zero for each year between 2013 and 2018. 03. The marginal propensity to consume out of housing wealth is ...
  7. [7]
    [PDF] Stock Market Wealth and Consumption - MIT Economics
    The clearest evidence of a stock market wealth effect should be observed amongst the small set of households that own the majority of corporate stock, while the ...
  8. [8]
    [PDF] Stock Market Wealth Effects - Harvard University
    Sep 6, 2020 · We provide evidence of the stock market wealth effect on consumption by using a local labor market analysis and regional heterogeneity in stock ...<|separator|>
  9. [9]
    [PDF] Dynamic Spending Responses to Wealth Shocks - Niels Johannesen
    Aug 30, 2024 · Gi,t on consumption. As gains represent a change in wealth, this is conceptually the wealth effect on consumption (Paiella and Pistaferri 2017).
  10. [10]
    [PDF] Monetary Policy and Wealth Effects: The Role of Risk and ...
    We study the role of wealth effects, i.e. the revaluation of real and financial assets, in the monetary policy transmission mechanism. We build an analytical.
  11. [11]
    The wealth effect - Economics Help
    May 14, 2018 · The wealth effect examines how a change in personal wealth influences consumer spending and economic growth. Rising wealth has a positive impact on consumer ...Missing: mechanism | Show results with:mechanism
  12. [12]
    FRB: Speech, Gramlich -- Consumption and the wealth effect
    Feb 20, 2002 · ... wealth effect has become an important aspect of conducting monetary policy. ... marginal propensity to consume out of stock market wealth. The ...
  13. [13]
    [PDF] The Decline in Household Saving and the Wealth Effect
    One implication of the wealth effect is that households who ... In a simple benchmark model of consumption, the marginal propensity to consume should be on.
  14. [14]
    [PDF] Does Stock Market Wealth Matter for Consumption?
    wealth effect. Finally, Poterba and Samwick (1995) test for ... marginal propensity to consume and the marginal propensity to consume for our sample.
  15. [15]
    FRB: Housing Wealth and Consumption
    ... wealth effect" of the former on the latter; however, a growing body of ... marginal propensity to consume out of housing wealth is positive or negative ...
  16. [16]
    THE BEHAVIORAL LIFE‐CYCLE HYPOTHESIS - Shefrin - 1988
    Self-control, mental accounting, and framing are incorporated in a behavioral enrichment of the life-cycle theory of saving called the Behavioral Life-Cycle ...
  17. [17]
    None
    ### Summary of Behavioral and Psychological Explanations for the Wealth Effect
  18. [18]
    Are assets fungible?: Testing the behavioral theory of life-cycle ...
    Jul 30, 1998 · In the simplest life-cycle models, consumption should only depend on an individual's total wealth, in other words, assets should be fungible; ...
  19. [19]
    [PDF] Decomposing the Wealth Effect on Consumption - Stanford University
    Sep 25, 2015 · We decompose the wealth effect on consumption into two components. ... tions, to some form of mental accounting which may lead consumers to ...
  20. [20]
    [PDF] Wealth effects on consumption across the wealth distribution
    In the bottom of the net wealth distribution, the marginal propensity to consume out of financial wealth dominates the housing wealth effect; while in the ...
  21. [21]
    [PDF] The Wealth Effect in Empirical Life-Cycle Aggregate Consumption ...
    estimate of the marginal propensity to consume out of equity values is 0.04 ... The estimates in Table 6 indicate that total wealth effect may have added to the.
  22. [22]
    The Fed - Wealth Heterogeneity and Consumer Spending
    Aug 5, 2025 · More specifically, we find that the MPC out of wealth was relatively stable around 3.3 to 3.4 cents on the dollar during the 1990s and early ...
  23. [23]
    [PDF] How Large Is the Housing Wealth Effect?
    They find a median marginal propensity to consume out of housing wealth in the range 0.09–0.14 during the recent house price boom in Britain. Campbell and ...
  24. [24]
    Housing Wealth and Consumption: Evidence from Geographically ...
    A $1 increase in home values leads to a $0.047 increase in spending for homeowners, but a negligible response for renters. Results reflect large responses among ...
  25. [25]
    [PDF] Analyzing the Effects of Financial and Housing Wealth on ...
    Overall, empirical results suggest that the marginal propensity to consume out of net housing wealth is relatively large and significant, ... the wealth effect,” ...
  26. [26]
    [PDF] Comparing Wealth Effects: The Stock Market Versus the Housing ...
    However, we do find strong evidence that variations in housing market wealth have important effects upon consumption.
  27. [27]
    [PDF] Housing Wealth Effects
    The marginal propensity to consume is the increase in aggregate consumer spending created by an increase in aggregate wealth. It is usually expressed as the.
  28. [28]
    [PDF] NBER WORKING PAPER SERIES THE HOUSING WEALTH EFFECT
    In theory, estimation of wealth effects should take into account variation related to age and the composition of wealth. Consumers with different age and wealth ...
  29. [29]
  30. [30]
    Wealth Effects Revisited: 1975-2012 | NBER
    Jan 16, 2013 · We re-examine the links between changes in housing wealth, financial wealth, and consumer spending. We extend a panel of US states observed quarterly.
  31. [31]
    [PDF] A COHORT ANALYSIS OF HOUSEHOLD SAVING IN THE 1990S
    In the third section, we apply simple regression analysis to the cohort-level data to produce new estimates of the marginal propensity to consume out of wealth.
  32. [32]
    [PDF] The distribution of wealth and the marginal propensity to consume
    5 Various authors have estimated the MPC using quite different household-level datasets, in different countries, using alternative measures of consump- tion and ...
  33. [33]
    The Wealth Effect in Empirical Life-Cycle Aggregate Consumption ...
    Wealth does have predictive content for future consumption, indicating that a persistent decline in equity wealth may lead to lower consumer spending.Missing: transmission | Show results with:transmission<|separator|>
  34. [34]
    Wealth Effects on Household Final Consumption: Stock and ... - MDPI
    The study primarily explores the linkage between wealth effects, arising from stock and housing market channels, and household final consumption for 11 ...
  35. [35]
    [PDF] Edward M Gramlich: Consumption and the wealth effect
    The estimated marginal propensities to consume out of these two wealth aggregates are virtually indistinguishable. But that has not always been the case. As the ...
  36. [36]
    Resolving New Keynesian Anomalies with Wealth in the Utility ...
    Aug 30, 2018 · To resolve these anomalies, we introduce wealth into the utility function; the justification is that wealth is a marker of social status, and people value ...
  37. [37]
    [PDF] How Big is the Wealth Effect? Decomposing the Response of ...
    Jan 6, 2019 · Using an individual-level measure of consumption, we are able to see how a decline in housing wealth affects consumption, once we control for ...Missing: challenges | Show results with:challenges
  38. [38]
    [PDF] Measuring Wealth Effects Using U.S. State Data
    Oct 26, 2010 · Second, endogeneity could also be triggered by a reverse causality of consumption on wealth. Given the presence of heterogeneity, aggregation is ...
  39. [39]
    [PDF] How Important Is the Stock Market Effect on Consumption
    The argument for a strong wealth effect is that this increase in the ratio of wealth to disposable income, primarily because of the rise in the stock market, ...Missing: studies | Show results with:studies<|separator|>
  40. [40]
    Dynamics of Wealth and Consumption - JHU Economics
    U.S. data showing a striking negative relationship between the wealth-to-income ratio and the personal saving rate (see Figure 1) are often presented in support ...
  41. [41]
    [PDF] The Distribution of Wealth and the Marginal Propensity to Consume
    In theory, the distribution of wealth across recipients of the stimulus checks has impor- tant implications for aggregate MPC out of transitory shocks to income ...
  42. [42]
    [PDF] Estimating the Marginal Propensity to Consume Using the ...
    We use the PSID data from 1999 through. Page 3. 3. 2013 to examine how changes in income and the level of wealth affect changes in consumption, which are then ...
  43. [43]
    Resolving New Keynesian Anomalies with Wealth in the Utility ...
    May 10, 2021 · Neuroscientific evidence confirms that wealth itself provides utility, independent of the consumption it can buy. Camerer, Loewenstein, and ...
  44. [44]
    [PDF] New Keynesian versus old Keynesian government spending ...
    Sep 30, 2009 · In the standard real business cycle model government spending has a negative wealth effect. Households consume less. Investment also ...
  45. [45]
    Why Keynes' Economic Theories Failed In Reality - RIA
    Sep 5, 2025 · A further failure of modern Keynesian policy is its overreliance ... However, creating an artificial wealth effect decreases savings, which could ...
  46. [46]
    [PDF] Demand shocks, new keynesian model and supply ... - HAL-SHS
    Mar 15, 2016 · It cancels the effect of interest rate on wealth offering an explanation for the low impact of interest rate on both hours and consumption. In a ...
  47. [47]
    [PDF] VAR Estimates of the Housing and Stock Wealth Effects
    Nov 3, 2011 · We estimate the wealth effects of housing and stock market wealth using time-series data for eight developed countries.
  48. [48]
    [PDF] Reevaluating the Wealth Effect on Consumption - Sydney Ludvigson
    In this paper, we reevaluate the empirical foundation for such estimates of the consumption- wealth link. Contrary to conventional wisdom, we fi nd that a ...
  49. [49]
    A Study on the Wealth Effect and the Economy - Investopedia
    The “wealth effect” is the premise that consumers tend to spend more when broadly held assets like real estate and stocks are rising in value.Missing: controversies | Show results with:controversies
  50. [50]
    Measured wealth, real wealth and the illusion of saving
    Aug 30, 2006 · Saving associated with illusory wealth increases is illusory savings. The end result must be a lower level of domestically owned capital and an ...
  51. [51]
    When illusions of wealth shape the economy - CEPR
    May 13, 2025 · This illusion of wealth – generated by markets that allow trading on divergent beliefs – creates what we call pseudo-wealth. It is perceived ...
  52. [52]
    The great wealth illusion | The Ruffer Review
    May 22, 2023 · It simply describes the accumulation of wealth which – when economic reality catches up – proves illusory. A bezzle becomes insidious or ...
  53. [53]
    Asset Price Bubbles: What are the Causes, Consequences, and ...
    Asset bubbles affect real economic activity via both the wealth effect on consumer spending and the financial decisions of firms resulting from changes in ...
  54. [54]
    How Do Asset Bubbles Cause Recessions? - Investopedia
    Asset bubbles can lead to deep, protracted recessions. Learn what they are, how they work, and how they've played out in the past.
  55. [55]
    The Effect of Housing Wealth Losses on Spending in the Great ...
    We estimate a sizeable and statistically significant marginal propensity to consume out of housing wealth shocks of about 6 cents per dollar. This is slightly ...
  56. [56]
    Wealth shocks, unemployment shocks and consumption in the wake ...
    A 10% loss in housing wealth causes a 0.56% drop in spending, financial wealth 0.9%, and unemployment 10%. Consumption responds more to permanent financial ...
  57. [57]
    [PDF] Wealth shocks, unemployment shocks and consumption in the wake ...
    Indeed, real consumption expenditures dropped from 10.078 trillion dollars (in constant 2009 prices, seasonally adjusted at an annual rate) in the second ...
  58. [58]
    Why the Housing Bubble Tanked the Economy And the Tech Bubble ...
    May 12, 2014 · In 2000, the dot-com bubble burst, destroying $6.2 trillion in household wealth over the next two years. Five years later, the housing ...
  59. [59]
    The Dot Com Crash: Causes and Consequences - Eccuity
    The dot com crash also had broader economic consequences, as the decline in tech stocks led to a decline in consumer confidence and spending. The market ...
  60. [60]
    [PDF] Asset Price Bubbles and Systemic Risk
    Bursting asset price bubbles can have detrimental effects on the financial system and give rise to systemic financial crises. Yet, not all bubbles are equally ...
  61. [61]
    The Fed - A Wealthless Recovery? Asset Ownership and the ...
    Sep 13, 2018 · Between 2007 and 2009, American households as a whole lost 20 percent of their wealth. Household wealth increased during the economic recovery ...
  62. [62]
    The Great Recession and Its Aftermath - Federal Reserve History
    Ultimately, home prices fell by over a fifth on average across the nation from the first quarter of 2007 to the second quarter of 2011. This decline in home ...
  63. [63]
    Wealth Disparities before and after the Great Recession - PMC - NIH
    All socioeconomic groups experienced declines in wealth following the recession, with higher wealth families experiencing larger absolute declines. In ...
  64. [64]
    Non-durable consumption and housing net worth in the Great ...
    One of the most distinctive features of the Great Recession was that the drop in household consumption expenditures was sharper, broader, and more persistent ...
  65. [65]
    Trends in the Distribution of Family Wealth, 1989 to 2022
    Oct 2, 2024 · From 2019 to 2022, total family wealth increased by 17 percent, from $170 trillion to $199 trillion, and median family wealth increased by 8 ...
  66. [66]
    [PDF] Drivers of Post-COVID Private Consumption in the US - IMF eLibrary
    Since the pandemic, housing and stock market wealth have increased by around 50 and 25 percent, respectively, in aggregate terms. The strong upward trend in ...Missing: 2020s | Show results with:2020s
  67. [67]
    The Fed - Excess Savings during the COVID-19 Pandemic
    Oct 21, 2022 · We estimate that US households accumulated about $2.3 trillion in savings in 2020 and through the summer of 2021, above and beyond what they would have saved.
  68. [68]
    The sudden increase in the wealth effect and its impact on spending
    First, wealth effects can heavily influence certain spending categories, with some highly sensitive to changes in stock and bond wealth or housing wealth. Both ...Missing: controversies | Show results with:controversies
  69. [69]
    U.S. consumer spending is increasingly driven by richer households
    Oct 11, 2024 · One possible driver of the divergence is that higher-income households are enjoying a “wealth effect” from gains in housing and stock markets, ...Missing: post- 2020s
  70. [70]
    Household net worth climbs with stock market - KPMG International
    Sep 11, 2025 · The positive wealth effect is helping to drive consumption. Household net worth jumped $7.1 trillion to a new record level of $176 trillion.Missing: post- | Show results with:post-
  71. [71]
    The Rise and Fall of Pandemic Excess Wealth - San Francisco Fed
    Feb 26, 2024 · Household asset holdings and overall wealth expanded rapidly in the two years following the onset of the pandemic recession.Missing: 2020s | Show results with:2020s