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Multiple BGPs in a Growth Model with Habit Persistence

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Author Info
BEEN-LON CHEN

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Abstract

This paper establishes multiple balanced growth paths in an otherwise standard, competitive growth model without externality or distortions and with households' preference dependent upon how his/her consumption compares to a habit stock formed by his/her own past consumption. The key feature in our model is that consumption forms habits in combination with existing habits. This model establishes multiple equilibria because habit persistence induces an internal, intertemporal complementarity effect among consumption flows, with current consumption reinforcing future consumption. As a result, there exist two balanced-growth paths, with one path exhibiting low consumption and habits and high economic growth, and the other path exhibiting high consumption and habits and low growth that is not necessarily a development trap. Both steady states are saddles, but global indeterminacy arises where a high balanced growth path co-exists with a low balanced growth path where the two equilibrium paths cannot be pareto ranked and history need not matter for the selection of the equilibrium path. Copyright 2007 The Ohio State University.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.0022-2879.2007.00002.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 39 (2007)
Issue (Month): 1 (02)
Pages: 25-48
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Handle: RePEc:mcb:jmoncb:v:39:y:2007:i:1:p:25-48

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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  1. Jaime Alonso-Carrera & Jordi caballe & Xavier Raurich, 2007. "Can Consumption Spillovers Be A Source Of Equilibrium Indeterminacy?," CAMA Working Papers 2007-13, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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  2. Peter Funk, 2009. "History-Dependent Individual Behavior, Polarization, and Pareto-Improving Activating Welfare," Working Paper Series in Economics 43, University of Cologne, Department of Economics. [Downloadable!]
  3. Kirill Borissov & Stéphane Lambrecht, 2009. "Growth and distribution in an AK-model with endogenous impatience," Economic Theory, Springer, vol. 39(1), pages 93-112, April. [Downloadable!] (restricted)
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