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Equilibrium Welfare and Government Policy with Quasi-Geometric Discounting

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Author Info
Per Krusell (University of Rochester)
Burhanettin Kuruscu (University of Rochester)
Anthony A. Smith Jr. (Carnegie Mellon University)

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Abstract

We consider a representative-agent equilibrium model where the consumer has quasi geometric discounting and cannot commit to future actions. We restrict attention to a parametric class for preferences and technology and solve for time-consistent competitive equilibria globally and explicitly. We then characterize the welfare properties of competitive equilibria and compare them to that of a planning problem. The planner is a consumer representative who, without commitment but in a time-consistent way, maximizes his presentvalue utility subject to resource constraints. The competitive equilibrium results in strictly higher welfare than does the planning problem whenever the discounting is not geometric.

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File URL: http://www.bancaditalia.it/pubblicazioni/econo/temidi/td01/td413_01/td413/Tema_413_01.pdf
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Publisher Info
Paper provided by Bank of Italy, Economic Research Department in its series Temi di discussione (Economic working papers) with number 413.

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Date of creation: Aug 2001
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Handle: RePEc:bdi:wptemi:td_413_01

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Related research
Keywords: quasi-geometric discounting; markov equilibrium; taxation; time-consistent policy;

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Find related papers by JEL classification:
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination

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