Uninsured idiosyncratic risk, liquidity constraints and aggregate fluctuations

B-Tier
Journal: Economic Theory
Year: 1997
Volume: 10
Issue: 3
Pages: 463-482

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

I study the role played by uninsured idiosyncratic risk and liquidity constraints in the propagation of aggregate fluctuations. To this purpose, I compare the aggregate fluctuations of two model economies that differ in their insurance technologies only. In one of these model economies liquidity constrained households vary their holdings of a nominally denominated asset in order to buffer an uninsured idiosyncratic shock to their individual production opportunities. In the other economy every idiosyncratic component of risk can be costlessly insured. I find that the limited insurance technology implies fluctuations in output that are 20% larger, fluctuations in hours relative to output that are 9% larger, fluctuations in consumption relative to output that are 18% smaller, and a correlation of hours and productivity that is 15% smaller than those that obtain under the full insurance technology.

Technical Details

RePEc Handle
repec:spr:joecth:v:10:y:1997:i:3:p:463-482
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25