Efficient Allocations with Hidden Income and Hidden Storage

S-Tier
Journal: Review of Economic Studies
Year: 2001
Volume: 68
Issue: 3
Pages: 523-542

Authors (2)

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

We consider an environment in which individuals receive income shocks that are unobservable to others and can privately store resources. We provide a simple characterization of the unique efficient allocation of consumption in cases in which the rate of return on storage is sufficiently high or, alternatively, in which the worst possible outcome is sufficiently dire. We show that, unlike in environments without unobservable storage, the symmetric efficient allocation of consumption is decentralizable through a competitive asset market in which individuals trade riskfree bonds among themselves.

Technical Details

RePEc Handle
repec:oup:restud:v:68:y:2001:i:3:p:523-542.
Journal Field
General
Author Count
2
Added to Database
2026-01-25