Keynes observed that: As income increases, consumption also increases, but by a smaller amount:
\[C = a + b Y\]
where:
\(C\) – consumption;
\(a\) – autonomous consumption (consumption when income is zero);
\(b\) – marginal propensity to consume (MPC), where \(0< b <1\)
\(Y\) – Income
From Eurostat’s nama_10_gdp
table we extract:
P3
(Final consumption expenditure) and ‘B1GQ’
(Gross domestic product at market prices) for EU members in
2023 using R’s eurostat
package.
Estimating with regression method:
m0 <- lm(c ~ gdp, data=gdp)
summary(m0)
##
## Call:
## lm(formula = c ~ gdp, data = gdp)
##
## Residuals:
## Min 1Q Median 3Q Max
## -168973 -5886 9763 13857 100933
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -10864.724776 10280.954130 -1.057 0.301
## gdp 0.756550 0.008935 84.670 <0.0000000000000002 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 44480 on 25 degrees of freedom
## Multiple R-squared: 0.9965, Adjusted R-squared: 0.9964
## F-statistic: 7169 on 1 and 25 DF, p-value: < 0.00000000000000022
Thus the estimated consumption function for 27 EU members is:
\[ \hat y = 10864.72 + 0.76 \mathrm{GDP}\]
Keynes’ hypothesis was confirmed!