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An Explanation of Hyperbolic Marginal Utility from Money

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Author Info
Arad, N.
Abstract

"Hyperbolic discount functions are characterized by a relatively high discount rate over short horizons and a relatively low discount rate over long horizon" [Laibson 1997, p. 445]. In this theoretical note, we show that individuals hyperbolically discount marginal utility from money when they follow a cognitive procedure in which they believe that their wealth might increase or decrease in each future period under the constraint of a small-perceived probability that wealth will deteriorate below its current level.

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Publisher Info
Paper provided by Tel Aviv in its series Papers with number 2000-25.

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Length: 15 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:teavfo:2000-25

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Related research
Keywords: DISCOUNT RATE ; MONEY ; WEALTH;

Find related papers by JEL classification:
D90 - Microeconomics - - Intertemporal Choice and Growth - - - General

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  1. Cruz Rambaud, Salvador & Muñoz Torrecillas, María José, 2007. "Obtención de la tasa social de descuento a partir de la tasa de fallo de una distribución estadística: Aplicación empírica/Obtaining the social discount rate from the hazard rate of a statistical," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 25, pages 49-82, Abril. [Downloadable!] (restricted)
Statistics
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This page was last updated on 2009-12-16.


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