Wordorigins.org

The expression keeping up with the Joneses got its start in 1913 as the title of a comic strip by Arthur R. “Pop” Momand. The strip detailed the lives of the McGinis family, who were envious of their neighbors, the Joneses. By the mid-1920s, the phrase was in common use. From American Speech, February 1926:

Today most of us live in automobilia, where the automocracy is everlastingly trying to "keep up with the Joneses."

(Source: Oxford English Dictionary, 2nd Edition)