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Vulnerability in a Stochastic Dynamic Model

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Author Info
Chris Elbers () (Faculty of Economics and Business Administration, Vrije Universiteit)
Jan Willem Gunning () (Faculty of Economics and Business Administration, Vrije Universiteit)

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Abstract

Most measures of vulnerability are a-theoretic and essentially static. In this paper we use a stochastic Ramsey model to find a household's optimal welfare and we measure vulnerability as the shortfall from the welfare attained if the household consumed permanently at the poverty line. The results indicate that vulnerability is very sensitive to the time horizon considered. We find that the accuracy of existing regression-based vulnerability measures can be greatly improved by including asset measures in the regression.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 03-070/2.

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Date of creation: 11 Sep 2003
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Handle: RePEc:dgr:uvatin:20030070

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: vulnerability expected poverty risk Ramsey model consumption regressions

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Find related papers by JEL classification:
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
D60 - Microeconomics - - Welfare Economics - - - General
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
O12 - Economic Development, Technological Change, and Growth - - Economic Development - - - Microeconomic Analyses of Economic Development

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