Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?

A-Tier
Journal: Journal of Econometrics
Year: 2011
Volume: 162
Issue: 1
Pages: 25-34

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

Arrow's hypotheses regarding the relationship between wealth and risk aversion measures have formed the basis for a large body of empirical research and theory. For example, many have suggested that decoupled farm subsidy payments may increase production as they decrease farmers' risk aversion. This paper develops a new calibration technique designed to measure the minimum change in concavity of a utility of wealth function necessary to describe a particular change in production behavior for some discrete change in wealth. I conclude that measurable changes in production levels should not be produced by changing levels of risk aversion except when wealth changes are a substantial portion of wealth. This tool draws into question the usefulness of Arrow's hypotheses in many current applications.

Technical Details

RePEc Handle
repec:eee:econom:v:162:y:2011:i:1:p:25-34
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25