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Income Taxation when Markets are Incomplete

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Author Info
Tirelli, Mario

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Abstract

We investigate the welfare effects of proportional income taxation in a standard general equilibrium model with incomplete markets (GEI). Formally, our analysis is on the allocative effects of state-contingent income tax reforms. Tax reforms are restricted to be anonymous, publicly and truthfully announced before markets open, and they are required to result in an ex-post constrained efficient allocation. Our main result is to show that there do typically exist contingent tax reforms that are Pareto improving. These reforms, acting directly on the asset span, modify private risk sharing opportunities. Thus, unlike most of the GEI literature, the type of policy transmission mechanism considered does not rely on, second order, relative spot prices effects. Yet, the key welfare effects of our tax reforms are substantially equivalent to those induced through changes in relative spot prices, as for example in Geanakoplos-Polemarchakis (1986), Geanakoplos- Magill-Quinzii-Drèze (1990), or in Citanna-Polemarchakis-Tirelli (2001).

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 746.

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Date of creation: 20 Dec 2002
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Publication status: Published in Decisions in Economics and Finance 2003.26(2003): pp. 97-128
Handle: RePEc:pra:mprapa:746

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Related research
Keywords: Incomplete Markets Efficiency Tax Reforms Personal and Capital Income Taxes.

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Find related papers by JEL classification:
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
H24 - Public Economics - - Taxation, Subsidies, and Revenue - - - Personal Income and Other Nonbusiness Taxes and Subsidies
H21 - Public Economics - - Taxation, Subsidies, and Revenue - - - Efficiency; Optimal Taxation
H25 - Public Economics - - Taxation, Subsidies, and Revenue - - - Business Taxes and Subsidies

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. Grossman, Sanford J & Hart, Oliver D, 1979. "A Theory of Competitive Equilibrium in Stock Market Economies," Econometrica, Econometric Society, vol. 47(2), pages 293-329, March. [Downloadable!] (restricted)
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  2. Geanakoplos, John & Mas-Colell, Andreu, 1989. "Real indeterminacy with financial assets," Journal of Economic Theory, Elsevier, vol. 47(1), pages 22-38, February. [Downloadable!] (restricted)
  3. Citanna, A. & Polemarchakis, H.M. & Tirelli, M., 2001. "The Taxation of Trades in Assets," Papers 0117, Universite catholique de Louvain - Center for Operations Research and Economics (CORE).
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  4. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 1999. "Incomplete Markets and the Firm," Discussion Papers 99-03, University of Copenhagen. Department of Economics. [Downloadable!]
  5. Elul Ronel, 1995. "Welfare Effects of Financial Innovation in Incomplete Markets Economies with Several Consumption Goods," Journal of Economic Theory, Elsevier, vol. 65(1), pages 43-78, February. [Downloadable!] (restricted)
  6. Dierker, E. & Dierker, H. & Grobal, B., 1999. "Incomplete Markets and the Firm," Papers 99-03, Carleton - School of Public Administration.
  7. John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze, 1988. "Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete," Cowles Foundation Discussion Papers 863, Cowles Foundation, Yale University. [Downloadable!]
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  8. Balasko, Yves & Cass, David, 1989. "The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets," Econometrica, Econometric Society, vol. 57(1), pages 135-62, January. [Downloadable!] (restricted)
  9. Guesnerie, Roger, 1977. "On the direction of tax reform," Journal of Public Economics, Elsevier, vol. 7(2), pages 179-202, April. [Downloadable!] (restricted)
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  10. Egbert DIERKER & Hildegard DIERKER & Birgit GRODAL, 1999. "Incomplete Markets and the Firm," Vienna Economics Papers vie9902, University of Vienna, Department of Economics.
  11. Feldstein, Martin, 1976. "On the theory of tax reform," Journal of Public Economics, Elsevier, vol. 6(1-2), pages 77-104. [Downloadable!] (restricted)
  12. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 1999. "Incomplete Markets and the Firm," CIE Discussion Papers 1999-05, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
  13. Dierker, E. & Dierker, H. & Grodal, B., 1999. "Incomplete Markets and the Firm," Papers 9902, Washington St. Louis - School of Business and Political Economy.
  14. Atsushi Kajii & Antonio Villanacci & Alessandro Citanna, 1998. "Constrained suboptimality in incomplete markets: a general approach and two applications," Economic Theory, Springer, vol. 11(3), pages 495-521. [Downloadable!] (restricted)
  15. Smale, S., 1974. "Global analysis and economics III : Pareto Optima and price equilibria," Journal of Mathematical Economics, Elsevier, vol. 1(2), pages 107-117, August. [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. Sergio Turner, 2006. "Theory of Demand in Incomplete Markets," Working Papers 2006-07, Brown University, Department of Economics. [Downloadable!]
  2. CITANNA, Alessandro & POLEMARCHAKIS, Heracles M. & TIRELLI, M., 2000. "The Taxation of Trades in assets," Les Cahiers de Recherche 721, Groupe HEC. [Downloadable!]
    Other versions:
  3. Elena Mercato & Antonio Villanacci, 2006. "Taxes and money in incomplete financial markets," Decisions in Economics and Finance, Springer, vol. 29(1), pages 23-54, 05. [Downloadable!] (restricted)
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