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Ex Ante Optimality and Social Security

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Author Info
Piero Gottardi
Felix Kubler

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Abstract

We examine the possibility of a Pareto-improving pay-as-you-go social security system, using an ex-ante welfare criterion. Our objective is to identify the conditions under which a suitably designed pay-as-you-go social security system is welfare improving, when markets are complete and competitive equilibria are interim Pareto efficient, in a stochastic overlapping generations economy with long-lived assets and production. In such situation, a welfare improvement can only be obtained with regard to the agents' ex ante welfare, and arise from the possibility of inducing, through social security, an improved level of intergenerational risk sharing. We will examine both the possibility of finding a welfare improvement in the case of an 'ideal' social security system as well as in the case of more specific systems, as defined benefits and defined contributions. The analysis will be carried out in a simple set-up, where the various effects of the introduction of social security, on the prices of long-lived assets and the level of output, can be clearly identified

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Publisher Info
Paper provided by Society for Economic Dynamics in its series 2004 Meeting Papers with number 626.

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Date of creation: 2004
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Handle: RePEc:red:sed004:626

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Postal: Society for Economic Dynamics Anne Stubing CV Starr Center for Applied Economics 269 Mercer Street, Room 303 New York University New York, NY 10003
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Related research
Keywords: Intergenerational Risk Sharing; Social Security; Ex Ante Optimality; Complete Markets;

Find related papers by JEL classification:
D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions

Cited by:
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  1. Gomes, Francisco J & Michaelides, Alexander, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.


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