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Online Appendix to "Consumption Risk Sharing with Private Information and Limited Enforcement"

Listed author(s):
  • Tobias Broer

    (Stockholm University)

  • Marek Kapicka

    (CERGE-EI)

  • Paul Klein

    (Simon Fraser University)

Online appendix for the Review of Economic Dynamics article

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File URL: https://economicdynamics.org/appendix/16/16-83/16-83.pdf
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Paper provided by Review of Economic Dynamics in its series Technical Appendices with number 16-83.

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Date of creation: 2016
Handle: RePEc:red:append:16-83
Note: The original article was published in the Review of Economic Dynamics
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  1. Krueger, Dirk & Uhlig, Harald, 2006. "Competitive risk sharing contracts with one-sided commitment," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1661-1691, October.
  2. Doepke, Matthias & Townsend, Robert M., 2006. "Dynamic mechanism design with hidden income and hidden actions," Journal of Economic Theory, Elsevier, vol. 126(1), pages 235-285, January.
  3. Erich Battistin & Richard Blundell & Arthur Lewbel, 2009. "Why Is Consumption More Log Normal than Income? Gibrat's Law Revisited," Journal of Political Economy, University of Chicago Press, vol. 117(6), pages 1140-1154, December.
  4. Bewley, Truman, 1977. "The permanent income hypothesis: A theoretical formulation," Journal of Economic Theory, Elsevier, vol. 16(2), pages 252-292, December.
  5. Orazio P. Attanasio & Nicola Pavoni, 2011. "Risk Sharing in Private Information Models With Asset Accumulation: Explaining the Excess Smoothness of Consumption," Econometrica, Econometric Society, vol. 79(4), pages 1027-1068, 07.
  6. Emmanuel Farhi, 2013. "Insurance and Taxation over the Life Cycle," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 596-635.
  7. Tobias Broer, 2013. "The Wrong Shape of Insurance? What Cross-Sectional Distributions Tell Us about Models of Consumption Smoothing," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 107-140, October.
  8. Naomi E. Feldman & Joel Slemrod, 2007. "Estimating tax noncompliance with evidence from unaudited tax returns," Economic Journal, Royal Economic Society, vol. 117(518), pages 327-352, 03.
  9. S. Rao Aiyagari, 1994. "Uninsured Idiosyncratic Risk and Aggregate Saving," The Quarterly Journal of Economics, Oxford University Press, vol. 109(3), pages 659-684.
  10. Krueger, Dirk & Perri, Fabrizio, 2011. "Public versus private risk sharing," Journal of Economic Theory, Elsevier, vol. 146(3), pages 920-956, May.
  11. Laurence Ales, 2009. "Adverse Selection and Non-exclusive Contracts," 2009 Meeting Papers 854, Society for Economic Dynamics.
  12. Gervais, Martin & Klein, Paul, 2010. "Measuring consumption smoothing in CEX data," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 988-999, November.
  13. Zhang, Harold H, 1997. " Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, vol. 52(5), pages 2187-2209, December.
  14. Fernandes, Ana & Phelan, Christopher, 2000. "A Recursive Formulation for Repeated Agency with History Dependence," Journal of Economic Theory, Elsevier, vol. 91(2), pages 223-247, April.
  15. Harold L. Cole & Narayana R. Kocherlakota, 2001. "Efficient Allocations with Hidden Income and Hidden Storage," Review of Economic Studies, Oxford University Press, vol. 68(3), pages 523-542.
  16. Fatih Guvenen, 2007. "Learning Your Earning: Are Labor Income Shocks Really Very Persistent?," American Economic Review, American Economic Association, vol. 97(3), pages 687-712, June.
  17. Jonathan Heathcote & Fabrizio Perri & Giovanni L. Violante, 2010. "Unequal We Stand: An Empirical Analysis of Economic Inequality in the United States: 1967-2006," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 15-51, January.
  18. Mikhail Golosov & Aleh Tsyvinski, 2007. "Optimal Taxation with Endogenous Insurance Markets," The Quarterly Journal of Economics, Oxford University Press, vol. 122(2), pages 487-534.
  19. Huggett, Mark, 1997. "The one-sector growth model with idiosyncratic shocks: Steady states and dynamics," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 385-403, August.
  20. Dirk Krueger & Fabrizio Perri, 2006. "Does Income Inequality Lead to Consumption Inequality? Evidence and Theory -super-1," Review of Economic Studies, Oxford University Press, vol. 73(1), pages 163-193.
  21. J. A. Mirrlees, 1971. "An Exploration in the Theory of Optimum Income Taxation," Review of Economic Studies, Oxford University Press, vol. 38(2), pages 175-208.
  22. Iourii Manovskii & Dmytro Hryshko & Moira Daly, 2011. "Reconciling Estimates of Income Processes in Growth Rates and Levels," 2011 Meeting Papers 1319, Society for Economic Dynamics.
  23. Allen, Franklin, 1985. "Repeated principal-agent relationships with lending and borrowing," Economics Letters, Elsevier, vol. 17(1-2), pages 27-31.
  24. Klein, Paul & Telyukova, Irina A., 2013. "Measuring high-frequency income risk from low-frequency data," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 535-542.
  25. Thomas, Jonathan & Worrall, Tim, 1990. "Income fluctuation and asymmetric information: An example of a repeated principal-agent problem," Journal of Economic Theory, Elsevier, vol. 51(2), pages 367-390, August.
  26. Johns, Andrew & Slemrod, Joel, 2010. "The Distribution of Income Tax Noncompliance," National Tax Journal, National Tax Association, vol. 63(3), pages 397-418, September.
  27. Arpad Abraham & Eva Carceles-Poveda, 2010. "Competitive Equilibria with Production and Limited Commitment," Department of Economics Working Papers 10-04, Stony Brook University, Department of Economics.
  28. Matthew Brzozowski & Martin Gervais & Paul Klein & and Michio Suzuki, 2009. "Dimensions of Inequality in Canada," IMES Discussion Paper Series 09-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
  29. Alessandro Pavan & Ilya Segal & Juuso Toikka, 2014. "Dynamic Mechanism Design: A Myersonian Approach," Econometrica, Econometric Society, vol. 82(2), pages 601-653, 03.
  30. Iourii Manovskii & Dmytro Hryshko & Moira Daly, 2015. "Reconciling Estimates of Earnings Processes in Growth Rates and Levels," 2015 Meeting Papers 1395, Society for Economic Dynamics.
  31. Mikhail Golosov & Maxim Troshkin & Aleh Tsyvinski, 2016. "Redistribution and Social Insurance," American Economic Review, American Economic Association, vol. 106(2), pages 359-386, February.
  32. Huggett, Mark, 1993. "The risk-free rate in heterogeneous-agent incomplete-insurance economies," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 953-969.
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