This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

What Stock Market Returns To Expect For The Future?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Peter A. Diamond () (Center for Retirement Research)

Additional information is available for the following registered author(s):

Abstract

Over the long term, stocks have earned a higher rate of return than Treasury bonds. Therefore, many recent proposals to reform Social Security include a stock investment component. In evaluating these proposals, the Social Security Administrationís Office of the Actuary (OACT) has generally used a 7.0 percent real return for stocks (based on a long-term historical average) throughout its 75-year projection period. For the return on Treasury bonds, it currently assumes some variation in the initial decade followed by a constant real return of 3.0 percent. Therefore, its current assumption for the equity premium, defined as the difference between yields on equities and Treasuries, is 4.0 percent in the long run. Some critics contend that the projected return on stocks æ and the resulting equity premium æ used by the OACT are too high. Of the three main bases for criticizing the assumptions used by the OACT, by far the most important one is the argument that a constant 7.0 percent stock return is not consistent with the value of todayís stock market and projected slow economic growth. The other two arguments æ pertaining to financial market developments and the marginal product of capital æ have merit, but neither suggests a dramatic change in the equity premium. Given the high value of todayís stock market and an expectation of slower economic growth in the future, the OACT could adjust its stock return projections in one of two ways. It could assume a decline in the stock market sometime over the next decade, followed by a 7.0 percent return for the remainder of the projection period. This would treat equity returns like Treasury rates, using different short- and long-run projection methods for the first 10 years and the following 65 years. Alternatively, the OACT could adopt a lower rate of return for the entire 75-year period. While this approach may be more acceptable politically, it obscures the expected pattern of returns and may produce misleading assessments of alternative financing proposals, since the appropriate uniform rate to use for projection purposes depends on the investment policy being evaluated.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.bc.edu/centers/crr/issues/ib_2.pdf
Our checks indicate that this address may not be valid because: 404 Not Found (http://www.bc.edu/centers/crr/issues/ib_2.pdf [302 Found]--> http://crr.bc.edu//issues/ib_2.pdf). If this is indeed the case, please notify (Christopher F Baum)
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by Center for Retirement Research in its series Issues in Brief with number ib-2.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation: 28 Mar 2003
Date of revision:
Handle: RePEc:crr:issbrf:ib-2

Contact details of provider:
Postal: 550 Fulton Hall, Chestnut Hill, MA 02467
Phone: (617) 552-1762
Fax: (617) 552-1750
Email:
Web page: http://www.bc.edu/centers/crr/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

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. Arthur B. Kennickell & Martha Starr-McCluer & Annika E. Sunden, 1997. "Family finances in the U.S.: recent evidence from the Survey of Consumer Finances," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-24. [Downloadable!]
Full references

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. Barry Bosworth & Gary Burtless, 2002. "The Effects Of Social Security Reform On Saving, Investment, And The Level And Distribution Of Worker Well-Being," Working Papers, Center for Retirement Research at Boston College 2000-02, Center for Retirement Research. [Downloadable!]
  2. Börsch-Supan, Axel & Ludwig, Alexander & Winter, Joachim, 2001. "Aging, pension reform, and capital flows: A multi-country simulation model," Sonderforschungsbereich 504 Publications 01-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    Other versions:
  3. Marco Taboga, 2004. "The equity premium in the long-run," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 645-650, June. [Downloadable!] (restricted)
  4. Florian Heiss & Alexander Ludwig & Joachim Winter, 2002. "Pension reform, capital markets, and the rate of return," MEA discussion paper series 02023, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
    Other versions:
  5. Marco Taboga, 2002. "The realized equity premium has been higher than expected: further evidence," Finance 0210004, EconWPA. [Downloadable!]
    Other versions:
  6. Jeffrey R. Brown, 2003. "How Should We Insure Longevity Risk In Pensions And Social Security?," Issues in Brief ib-4, Center for Retirement Research. [Downloadable!]
  7. Melissa M. Favreault & Joshua H. Goldwyn & Karen E. Smith & Lawrence H. Thompson & Cori E. Uccello & Sheila R. Zedlewski, 2004. "Reform Model Two of the President's Commission to Strengthen Social Security: Distributional Outcomes Under Different Economic and Behavioral Assumptions," Working Papers, Center for Retirement Research at Boston College 2004-19, Center for Retirement Research. [Downloadable!]
Statistics
Access and download statistics

Did you know? There are over 16000 authors registered on RePEc Author Service.

This page was last updated on 2008-7-25.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.