Computing Multi-Period, Information-Constrained Optima

S-Tier
Journal: Review of Economic Studies
Year: 1991
Volume: 58
Issue: 5
Pages: 853-881

Authors (2)

Christopher Phelan (University of Minnesota) Robert M. Townsend (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

This paper presents a detailed theoretical derivation and justification for methods used to compute solutions to a multi-period (including infinite-period), continuum-agent, unobservedeffort economy. Actual solutions are displayed illustrating cross-sectional variability in consumption and labour effort in the population at a point in time and variability for a typical individual over time. The optimal tradeoff between insurance and incentives is explored and the issue of excess variability is addressed by consideration of the analogue full-information economy and various restricted-contracting regimes.

Technical Details

RePEc Handle
repec:oup:restud:v:58:y:1991:i:5:p:853-881.
Journal Field
General
Author Count
2
Added to Database
2026-01-29