External habit: Anything goes

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 146
Issue: C
Pages: 140-142

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This paper explores the expressive ability of the external habit mechanism. I show that whenever the stochastic discount factor (SDF) is a function of aggregate consumption, there exists a representative agent external habit model that replicates that SDF. I also show that within this framework the other utility function parameters become indeterminate, in that a different choice of power utility can lead to the exact same SDF. The indeterminacy arises from an ambiguity in the SDF between the externality and individual consumption.

Technical Details

RePEc Handle
repec:eee:ecolet:v:146:y:2016:i:c:p:140-142
Journal Field
General
Author Count
1
Added to Database
2026-01-29