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A Danish CGE model including uninsurable idiosyncratic earnings uncertainty The transition

A Danish CGE model including uninsurable idiosyncratic earnings uncertainty The transition

Building blocks of the model

Same basic structure as “the small model” Benchmark: A.K. OLG model with certainty Forward solution Government sector Endogenous labor supply

The model

Satellite approach 16 generations, (100 periods) Danish progressive tax system Simple Danish PAYG pension system Backward solution: dynamic programming Uninsurable idiosyncratic earnings uncertainty - Markov transition probabilities - Progressive taxes act as insurance device

Previous findings

A.K. : progressive taxes are bad TWP : include idiosyncratic earnings uncertainty Compares two steady states: welfare increases when moving from a proportional to a progressive tax system

Critique

A.K. : certainty, agents have perfect foresight - the benchmark model TWP: there may be welfare loss in the transition - very time demanding

Goal

A simpler model + a faster computer (+ a faster program?) Evaluate welfare change in transition LSRA

Future agenda

Endogenous Markov transition probabilities and wage bargaining process Endogenous unemployment probabilities and optimal insurance system An optimal public sector (taxes, pensions) Stochastic health shocks and optimal insurance system

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Author: 
Mads Børlum
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A Danish CGE model including uninsurable idiosyncratic earnings uncertainty The transition
Tags: 
model | transit | tax | system | progress | insur | welfar | optim
Created: 
9/8/2006 5:22:19 AM
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