Gamma discounters are short-termist

A-Tier
Journal: Journal of Public Economics
Year: 2016
Volume: 142
Issue: C
Pages: 83-90

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Using the gamma discounting argument of Weitzman (1998, 2001) when future interest rates are uncertain, several countries have decided to base their investment and sustainability policy evaluation on a decreasing term structure of discount rates. We show that this interpretation of the gamma discounting argument is in fact equivalent to the Local Expectations Hypothesis, a hypothesis globally rejected in empirical finance. We also show that gamma discounters are time-inconsistent and short-termist when shocks to economic growth are persistent. This is because they fail to account for the correlation between future consumption levels and spot interest rates.

Technical Details

RePEc Handle
repec:eee:pubeco:v:142:y:2016:i:c:p:83-90
Journal Field
Public
Author Count
1
Added to Database
2026-01-25