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I am looking for a recent literature review of consumer demand theory and its empirical applications. I have tried common places (google scholar, jel and jep papers) but no success. Any help is really appreciated.

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There is a very nice survey by Aviv Nevo on Empirical Models of Consumer Behavior. He surveys some of the models used in the literature. In particular, he discusses two commonly used demand systems: multi-stage budgeting approaches and discrete choice models.

We may also find interesting Recent Developments in Empirical IO: Dynamic Demand and Dynamic Games by Victor Aguirregabiria and Aviv Nevo.

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