Income effects and indeterminacy in a calibrated one-sector growth model

A-Tier
Journal: Journal of Economic Theory
Year: 2008
Volume: 143
Issue: 1
Pages: 610-623

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

This note analyzes how the indeterminacy of competitive equilibrium in one-sector growth models depends on the magnitude of the households' income effect on the demand for leisure. Since I am interested in quantitatively characterizing regions of indeterminacy, I use the Jaimovich and Rebelo [N. Jaimovich, S. Rebelo, Can news about the future drive the business cycle? Mimeo, Northwestern University, 2007] preferences that span a wide range of income effect values. I find that indeterminacy can occur for levels of aggregate-returns-to-scale that are well within recent empirical estimates. For these regions of indeterminacy, the model, when driven solely by sunspot shocks, generates second-moment properties that are consistent with the U.S. data at the business cycle frequency.

Technical Details

RePEc Handle
repec:eee:jetheo:v:143:y:2008:i:1:p:610-623
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25