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Rates of Return of the German Pay-As-You-Go Pension System

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Author Info
Schnabel, Reinhold () (Fachb. Wirtschaftswiss., Universität-Gesamthochschule Essen)

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Abstract

Due to population aging, contribution rates of the mandatory German pay-as-you-go pension system are expected to increase dramatically during the next decades. This paper estimates the impact on the expected returns of contributions for different cohorts. I show that rates of return for younger cohorts will be between zero and one percent, depending on the demographic and economic scenarios; for some demographic groups they become negative. The implicit tax rates reach levels of around two-thirds of contributions for the youngest cohorts. If decreasing returns reduce incentives for labor supply and system participation, the whole system may become unsustainable. Indeed, I find empirical evidence for a recent decline of voluntary contributions and for a substitution away from taxable employment.

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Paper provided by Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim in its series Sonderforschungsbereich 504 Publications with number 98-56.

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Length: 28 pages
Date of creation: 02 Jul 1997
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Handle: RePEc:xrs:sfbmaa:98-56

Note: I wish to thank Axel Börsch-Supan, Hans Fehr, Isabel Gödde, Joachim Winter and seminar participants at the Universities of Mannheim and Frankfurt/Main for helpful comments on earlier versions of this paper. Financial Support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
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  1. Axel Borsch-Supan & Reinhold Schnabel, 1997. "Social Security and Retirement in Germany," NBER Working Papers 6153, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Courtney Coile & Jonathan Gruber, 2000. "Social Security and Retirement," NBER Working Papers 7830, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Friedrich Breyer & Klaus Stolte, 2000. "Demographic Change, Endogenous Labor Supply and the Political Feasibility of Pension Reform," Discussion Papers of DIW Berlin 202, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    Other versions:
  4. Borsch-Supan, Axel & Schnabel, Reinhold, 1998. "Social Security and Declining Labor-Force Participation in Germany," American Economic Review, American Economic Association, vol. 88(2), pages 173-78, May. [Downloadable!] (restricted)
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  1. Axel H. Börsch-Supan & Anette Reil-Held & Christina B. Wilke, 2007. "How an Unfunded Pension System looks like Defined Benefits but works like Defined Contributions: The German Pension Reform," MEA discussion paper series 07126, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  2. Axel Börsch-Supan & Christina Benita Wilke, 2003. "The German Public Pension System: How it Was, How it Will Be," MEA discussion paper series 03034, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  3. Kai A. Konrad & Gert Wagner, 2000. "Reform of the Public Pension System in Germany," Discussion Papers of DIW Berlin 200, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  4. Markus Knell, 2005. "Demographic Fluctuations, Sustainability Factors and Intergenerational Fairness — An Assessment of Austrias New Pension System," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 23-42, April. [Downloadable!]
  5. Christina Benita Wilke, 2008. "On the feasibility of notional defined contribution systems: The German case," MEA discussion paper series 08165, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  6. Börsch-Supan, Axel & Winter, Joachim, 1999. "Pension reform, savings behavior and corporate governance," Sonderforschungsbereich 504 Publications 99-48, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  7. Axel Börsch-Supan, 2003. "What are NDC Pension Systems? What Do They Bring to Reform Strategies?," MEA discussion paper series 03042, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  8. Axel Börsch-Supan, 2003. "What are NDC Pension Systems? What Do They Bring to Reform Strategies?," MEA discussion paper series 03042, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  9. Kiesewetter, Dirk & Niemann, Rainer, 2002. "Neutral and Equitable Taxation of Pensions as Capital Income," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  10. Christina Benita Wilke, 2005. "Rates of Return of the German PAYG System - How they can be measured and how they will develop," MEA discussion paper series 05097, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  11. Hans-Werner Sinn, 1999. "The Crisis of Germany's Pension Insurance System and How It Can Be Resolved," NBER Working Papers 7304, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  12. Christina Benita Wilke, 2005. "Rates of Return of the German PAYG System - How they can be measured and how they will develop," MEA discussion paper series 05097, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  13. Axel Börsch-Supan & Christina Benita Wilke, 2003. "The German Public Pension System: How it Was, How it Will Be," MEA discussion paper series 03034, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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