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Non-hyperbolic time inconsistency

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Author Info
Bleichrodt, Han
Rohde, Kirsten I.M.
Wakker, Peter P.

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Abstract

The commonly used hyperbolic and quasi-hyperbolic discount functions have been developed to accommodate decreasing impatience, which is the prevailing empirical finding in intertemporal choice, in particular for aggregate behavior. However, these discount functions do not have the flexibility to accommodate increasing impatience or strongly decreasing impatience. This lack of flexibility is particularly disconcerting for fitting data at the individual level, where various patterns of increasing impatience and strongly decreasing impatience will occur for a significant fraction of subjects. This paper presents discount functions with constant absolute (CADI) or constant relative (CRDI) decreasing impatience that can accommodate any degree of decreasing or increasing impatience. In particular, they are sufficiently flexible for analyses at the individual level. The CADI and CRDI discount functions are the analogs of the well-known CARA and CRRA utility functions for decision under risk.

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File URL: http://www.sciencedirect.com/science/article/B6WFW-4SYJS72-1/2/52816fa38854ac915fd68d1d43876336
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Publisher Info
Article provided by Elsevier in its journal Games and Economic Behavior.

Volume (Year): 66 (2009)
Issue (Month): 1 (May)
Pages: 27-38
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Handle: RePEc:eee:gamebe:v:66:y:2009:i:1:p:27-38

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Web page: http://www.elsevier.com/locate/inca/622836

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Related research
Keywords: Hyperbolic discounting CADI discounting CRDI discounting Decreasing impatience Time preference;

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This page was last updated on 2009-12-3.


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