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Taxes and Investment in Annuities

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Author Info
William M. Gentry
Joseph Milano

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Abstract

dramatically with aggregate annuity purchases reaching $159.3 billion in 1995. While many annuities are job-related, by 1994 individual annuity purchases outside of job-related retirement plans had grown to $51 billion. This paper uses state-level data on annuity premiums for 1984-93 to explore the expansion of the annuity market and how taxes have affected this market. Annuities are tax-advantaged investments because income taxes are deferred. Higher tax rates can affect annuity purchases by affecting the overall level of saving, by inducing a switch towards tax-advantaged investments, or by encouraging investors to buy annuities at younger ages to increase the value of tax deferral. Both state-level variation in income tax rates and time-series variation in federal tax policy help identify differences in tax incentives to buy annuities. In our benchmark econometric specification using year and state fixed effects, a one percentage point increase in the marginal tax rate increases per capita individual annuity purchases by 4.3 percent. However, this result is somewhat sensitive to the econometric specification. Estimates controlling for year fixed effects but not state fixed effects suggest the overall effect of taxes on annuity purchases is negative and statistically significant. Furthermore, the effect of tax rates on annuity purchases depends on the age composition within the state. The effect of tax rates on annuity purchases increases with the fraction of the population between the ages 50 and 59.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 6525.

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Date of creation: Apr 1998
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Handle: RePEc:nbr:nberwo:6525

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H2 - Public Economics - - Taxation, Subsidies, and Revenue
H3 - Public Economics - - Fiscal Policies and Behavior of Economic Agents

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. Laurence J. Kotlikoff & Avia Spivak, 1979. "The Family as an Incomplete Annuities Market," NBER Working Papers 0362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Bernheim, B Douglas, 1991. "How Strong Are Bequest Motives? Evidence Based on Estimates of the Demand for Life Insurance and Annuities," Journal of Political Economy, University of Chicago Press, vol. 99(5), pages 899-927, October. [Downloadable!] (restricted)
    Other versions:
  3. Hubbard, R Glenn & Skinner, Jonathan S, 1996. "Assessing the Effectiveness of Saving Incentives," Journal of Economic Perspectives, American Economic Association, vol. 10(4), pages 73-90, Fall. [Downloadable!] (restricted)
    Other versions:
  4. Poterba, James M & Venti, Steven F & Wise, David A, 1996. "How Retirement Saving Programs Increase Saving," Journal of Economic Perspectives, American Economic Association, vol. 10(4), pages 91-112, Fall. [Downloadable!] (restricted)
  5. Richard M. Todd & Neil Wallace, 1992. "SPDAs and GICs: like money in the bank?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-17. [Downloadable!]
  6. Gravelle, Jane G, 1991. "Do Individual Retirement Accounts Increase Savings?," Journal of Economic Perspectives, American Economic Association, vol. 5(2), pages 133-48, Spring. [Downloadable!] (restricted)
  7. Gale, William G & Scholz, John Karl, 1994. "IRAs and Household Saving," American Economic Review, American Economic Association, vol. 84(5), pages 1233-60, December. [Downloadable!] (restricted)
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  8. Benjamin M. Friedman & Mark Warshawsky, 1990. "The Cost of Annuities: Implications for Saving Behavior and Bequests," NBER Working Papers 1682, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Brugiavini, Agar, 1993. "Uncertainty resolution and the timing of annuity purchases," Journal of Public Economics, Elsevier, vol. 50(1), pages 31-62, January. [Downloadable!] (restricted)
  10. Venti, Steven F & Wise, David A, 1990. "Have IRAs Increased U.S. Saving? Evidence from Consumer Expenditure Surveys," The Quarterly Journal of Economics, MIT Press, vol. 105(3), pages 661-98, August. [Downloadable!] (restricted)
    Other versions:
  11. Friedman, Benjamin M & Warshawsky, Mark J, 1990. "The Cost of Annuities: Implications for Saving Behavior and Bequests," The Quarterly Journal of Economics, MIT Press, vol. 105(1), pages 135-54, February. [Downloadable!] (restricted)
  12. Benjamin M. Friedman & Mark Warshawsky, 1988. "Annuity Prices and Saving Behavior in the United States," NBER Chapters, in: Pensions in the U.S. Economy, pages 53-84 National Bureau of Economic Research, Inc. [Downloadable!]
  13. Engen, Eric M & Gale, William G & Scholz, John Karl, 1996. "The Illusory Effects of Saving Incentives on Saving," Journal of Economic Perspectives, American Economic Association, vol. 10(4), pages 113-38, Fall. [Downloadable!] (restricted)
  14. Eric M. Engen & William G. Gale & John Karl Scholz, 1994. "Do Saving Incentives Work?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 25(1994-1), pages 85-180. [Downloadable!]
  15. Benjamin M. Friedman & Mark Warshawsky, 1988. "Annuity Prices and Saving Behavior in the United States," NBER Working Papers 1683, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  16. James M. Poterba, 1997. "The History of Annuities in the United States," NBER Working Papers 6001, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Bogart, William T & Gentry, William M, 1995. "Capital Gains Taxes and Realizations: Evidence from Interstate Comparisons," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 267-82, May. [Downloadable!] (restricted)
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. Hugo Benitez-Silva, 2000. "A Dynamic Model Of Labor Supply, Consumption/Saving, And Annuity Decisions Under Uncertainty," Computing in Economics and Finance 2000 128, Society for Computational Economics. [Downloadable!]
  2. Hugo Benitez-Silva, 2000. "A Dynamic Model of Labor Supply, Consumption/Saving, and Annuity Decisions under Uncertainty," Department of Economics Working Papers 00-06, Stony Brook University, Department of Economics. [Downloadable!]
  3. Hugo Benitez-Silva, 2000. "A Joint Model of Labor Supply and Consumption Decisions Under Uncertainty," Econometric Society World Congress 2000 Contributed Papers 0196, Econometric Society. [Downloadable!]
  4. Hugo Benítez-Silva, 2003. "The Annuity Puzzle Revisited," Working Papers wp055, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
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