On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2014
Volume: 39
Issue: C
Pages: 62-78

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

The main objective of this paper is to propose a novel setup that allows estimating separately the welfare costs of the uncertainty stemming from business-cycle fluctuations and from economic-growth variation, when the two types of shocks associated with them (respectively, transitory and permanent shocks) hit consumption simultaneously. Separating these welfare costs requires dealing with degenerate bivariate distributions. Levi's Continuity Theorem and the Disintegration Theorem allow us to adequately define the one-dimensional limiting marginal distributions. Under Normality, we show that the parameters of the original marginal distributions are not affected, providing the means for calculating separately the welfare costs of business-cycle fluctuations and of economic-growth variation.

Technical Details

RePEc Handle
repec:eee:dyncon:v:39:y:2014:i:c:p:62-78
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25