Keywords

loan maturity, consumer response, car prices

Abstract

Using loan-level data on millions of used-car transactions across hundreds of lenders, we study the consumer response to exogenous variation in credit terms. Borrowers offered shorter maturity decrease expenditures enough to o set 60-90% of the monthly payment increase. Most of this is driven by shifting toward lower quality cars, but affected borrowers are able to o set 20-30% of a monthly payment shock by negotiating lower prices for equivalent cars. Our results suggest that durable goods prices adjust to reflect credit terms even at the individual level, with one year of additional loan maturity increasing a given car’s price by 2.8%.

Original Publication Citation

“The Capitalization of Consumer Financing into Durable Goods Prices” with Taylor Nadauld, Christopher Palmer, and Ryan Pratt. Journal of Finance, February 2021.

Document Type

Peer-Reviewed Article

Publication Date

2018

Publisher

Journal of Finance

Language

English

College

Marriott School of Business

Department

Finance

University Standing at Time of Publication

Associate Professor

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