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Diffusion Dynamics in Economics: an Application to the Effects of Fiscal Policy

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Detalhes bibliográficos
Resumo:This study addresses diffusion dynamics in an economic environment in which fiscal policy changes take place. The discussion, based upon a conventional intertemporal optimization setup, involves the consideration of a peculiar form of bounded rationality: it is assumed that only a small share of house- holds is able to instantly recompute the optimal solution once the value of a tax rate is disturbed; all the other agents will then, gradually, follow the behavior of thefirst group (this can occur through contagion, social influence or social learning). As a result, the convergence towards the post-perturbation steady-state tends to follow a diffusion process and, consequently, policy measures may take time in affecting pervasively labor-leisure and consumption-savings choices.
Autores principais:Gomes, Orlando
Assunto:Fiscal policy, Diffusion processes, Utility maximization, Labor- leisure choices.
Ano:2014
País:Portugal
Tipo de documento:capítulo de livro
Tipo de acesso:acesso aberto
Instituição associada:Instituto Politécnico de Lisboa
Idioma:inglês
Origem:Repositório Científico do Instituto Politécnico de Lisboa
Descrição
Resumo:This study addresses diffusion dynamics in an economic environment in which fiscal policy changes take place. The discussion, based upon a conventional intertemporal optimization setup, involves the consideration of a peculiar form of bounded rationality: it is assumed that only a small share of house- holds is able to instantly recompute the optimal solution once the value of a tax rate is disturbed; all the other agents will then, gradually, follow the behavior of thefirst group (this can occur through contagion, social influence or social learning). As a result, the convergence towards the post-perturbation steady-state tends to follow a diffusion process and, consequently, policy measures may take time in affecting pervasively labor-leisure and consumption-savings choices.