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New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case

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Author Info
Luca Spataro () (Department of Economics, University of Pisa)

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Abstract

The aging process and the reduction of labor-force participation are matters of much concern in most developed countries, especially for their implication on the sustainability of Social Security systems and for tackling poverty, just to mention few topics. For this reasons the literature on retirement has developed dramatically in the last decades and, thanks to improved computer power and to data availability, the estimation techniques are getting realistic and the fields of application are constantly increasing. In this paper I present an overview of the most recent developments in micromodeling retirement decisions and discuss the main advantages and disadvantages of each approach; in particular, I put an emphasis on the trade-off between the degree of realism of hypotheses,on the one hand, and data tractability and/or estimation performance, on the other hand, affecting the choice of the estimation strategy. I also sketch some of the most relevant topics which deserve more attention in future research. As an example, in the remainder of the article I focus on the Italian case: after presenting some stylized facts and the main results of the applied works assessing the effects of Social Security on agents’ choices, I carry out a comparison between two alternative “dynamic” estimation approaches (Duration model and Option Value model) and discuss their main implications.In particular, as for the Duration model, I propose several new measures of the wealth accumulation opportunities provided by the Social Security system and assess their role played in determining the timing of retirement of Italian older male employees.

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Publisher Info
Paper provided by Center for Research on Pensions and Welfare Policies, Turin (Italy) in its series CeRP Working Papers with number 28.

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Length: 48 pages
Date of creation: Dec 2002
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Handle: RePEc:crp:wpaper:28

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Related research
Keywords: Retirement; simulation models;

Other versions of this item:

Find related papers by JEL classification:
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
J26 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Retirement; Retirement Policies
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. John Rust & Christopher Phelan, 1997. "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets," Econometrica, Econometric Society, vol. 65(4), pages 781-832, July.
    Other versions:
  2. Lumsdaine, Robin L. & Mitchell, Olivia S., 1999. "New developments in the economic analysis of retirement," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 49, pages 3261-3307 Elsevier. [Downloadable!] (restricted)
    Other versions:
  3. Raffaele Miniaci, 1998. "Microeconometric Analysis of the Retirement Decision: Italy," OECD Economics Department Working Papers 205, OECD, Economics Department. [Downloadable!]
  4. Ugo Colombino, 2003. "A Simple Intertemporal Model of Retirement Estimated On Italian Cross-Section Data," LABOUR, CEIS, Fondazione Giacomo Brodolini and Blackwell Publishing Ltd, vol. 17(SpecialIs), pages 115-137, 08. [Downloadable!] (restricted)
  5. Andrew A. Samwick, 1998. "New Evidence on Pensions, Social Security, and the Timing of Retirement," NBER Working Papers 6534, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Burtless, Gary, 1986. "Social Security, Unanticipated Benefit Increases, and the Timing of Retirement," Review of Economic Studies, Blackwell Publishing, vol. 53(5), pages 781-805, October. [Downloadable!] (restricted)
  7. Michael D. Hurd, 1990. "The Joint Retirement Decision of Husbands and Wives," NBER Chapters, in: Issues in the Economics of Aging, pages 231-258 National Bureau of Economic Research, Inc. [Downloadable!]
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  8. Jonathan Gruber & Brigitte C. Madrian, 1993. "Health Insurance Availability and the Retirement Decision," NBER Working Papers 4469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. John Rust, 1997. "Using Randomization to Break the Curse of Dimensionality," Econometrica, Econometric Society, vol. 65(3), pages 487-516, May.
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  10. An, M.Y. & Christensen, B.J. & Gupta, N.D., 1999. "A Bivariate Duration Model of the Joint Retirement Decisions of Married Couples," Papers 99-10, Centre for Labour Market and Social Research, Danmark-.
  11. John B. Burbidge & A. Leslie Robb, 1980. "Pensions and Retirement Behaviour," Canadian Journal of Economics, Canadian Economics Association, vol. 13(3), pages 421-37, August. [Downloadable!] (restricted)
  12. Blau, David M, 1998. "Labor Force Dynamics of Older Married Couples," Journal of Labor Economics, University of Chicago Press, vol. 16(3), pages 595-629, July. [Downloadable!] (restricted)
  13. Stock, James H & Wise, David A, 1990. "Pensions, the Option Value of Work, and Retirement," Econometrica, Econometric Society, vol. 58(5), pages 1151-80, September. [Downloadable!] (restricted)
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  14. Courtney Coile & Jonathan Gruber, 2000. "Social Security and Retirement," NBER Working Papers 7830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Feldstein, Martin S, 1974. "Social Security, Induced Retirement, and Aggregate Capital Accumulation," Journal of Political Economy, University of Chicago Press, vol. 82(5), pages 905-26, Sept./Oct. [Downloadable!] (restricted)
  16. Agar Brugiavini, 1997. "Social Security and Retirement in Italy," NBER Working Papers 6155, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. Meghir, Costas & Whitehouse, Edward, 1996. "The Evolution of Wages in the United Kingdom: Evidence from Micro Data," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 1-25, January. [Downloadable!] (restricted)
  18. Breyer, Friedrich & Straub, Martin, 1993. "Welfare effects of unfunded pension systems when labor supply is endogenous," Journal of Public Economics, Elsevier, vol. 50(1), pages 77-91, January. [Downloadable!] (restricted)
  19. John Geweke, 1995. "Monte Carlo simulation and numerical integration," Staff Report 192, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  20. John Rust, 1989. "Behavior of male workers at the end of the life-cycle: an empirical analysis of states and controls," Discussion Paper / Institute for Empirical Macroeconomics 6, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  21. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1992. "Three Models of Retirement: Computational Complexity Versus Predictive Validity," NBER Working Papers 3558, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Michael J. Boskin & Michael D. Hurd, 1980. "The Effect of Social Security on Early Retirement," NBER Working Papers 0204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  23. Lynn A. Karoly & Jeannette A. Rogowski, 1994. "The effect of access to post-retirement health insurance on the decision to retire early," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 48(1), pages 103-123, October.
  24. Arellano, Manuel & Meghir, Costas, 1992. "Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets," Review of Economic Studies, Blackwell Publishing, vol. 59(3), pages 537-59, July. [Downloadable!] (restricted)
  25. Jenkins, Stephen P, 1995. "Easy Estimation Methods for Discrete-Time Duration Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 129-38, February.
  26. Robin L. Lumsdaine & James H. Stock & David A. Wise, 1995. "Why are Retirement Rates So High at Age 65?," NBER Working Papers 5190, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  27. Agar Brugiavini & Franco Peracchi, 2001. "Micro Modeling Of Retirement Behavior In Italy," Departmental Working Papers 147, Tor Vergata University, CEIS. [Downloadable!]
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  28. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-56, July. [Downloadable!] (restricted)
  29. Castellino, Onorato, 1995. "Redistribution between and within generations in the Italian social security system," Ricerche Economiche, Elsevier, vol. 49(4), pages 317-327, December. [Downloadable!] (restricted)
  30. Diamond, P. A. & Hausman, J. A., 1984. "Individual retirement and savings behavior," Journal of Public Economics, Elsevier, vol. 23(1-2), pages 81-114. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Hakola, Tuulia, 2002. "Alternative Approaches to Model Withdrawals from the Labour Market – A Literature Review," Working Paper Series 2003:4, Uppsala University, Department of Economics. [Downloadable!]
  2. Arnds, Pascal & Bonin, Holger, 2002. "Frühverrentung in Deutschland: Ökonomische Anreize und institutionelle Strukturen," IZA Discussion Papers 666, Institute for the Study of Labor (IZA). [Downloadable!]
  3. Matthias Deschryvere, 2004. "Health and Retirement. An Update of the Literature," Discussion Papers 932, The Research Institute of the Finnish Economy. [Downloadable!]
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