Volatility and welfare

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 38
Issue: C
Pages: 17-36

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper explores the relationship between volatility and welfare. Even though households prefer smooth streams of consumption and leisure, welfare can be increasing in the volatility of an exogenous driving force if factor supply is sufficiently elastic. We provide some analytical results for a model without capital, and do some quantitative exercises in a model with capital and a variety of shocks. Welfare is greater in high shock volatility regimes under plausible parameter values. Augmenting the model with features that increase the elasticity of factor supply extends the range of parameters over which higher volatility results in greater welfare.

Technical Details

RePEc Handle
repec:eee:dyncon:v:38:y:2014:i:c:p:17-36
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25