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Indivisible-labor, lotteries and idiosyncratic productivity shocks

✍ Scribed by Lilia Maliar; Serguei Maliar


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
144 KB
Volume
48
Category
Article
ISSN
0165-4896

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✦ Synopsis


This paper extends the indivisible-labor model by Hansen [J. Monet. Econ. 16 (1985) 309] and Rogerson [J. Monet. Econ. 21 (1988) 3] to include multiple consumers who differ in initial wealth and whose labor productivities are subject to idiosyncratic shocks. In the presence of idiosyncratic uncertainty, the optimal allocations for the individual employment probabilities are at corners: agents work with probability one (zero) when their productivities are high (low). As in Hansen [J. Monet. Econ. 16 (1985) 309], each agent in our indivisible-labor economy behaves as if her labor choice was divisible and her utility function was linear in hours worked. However, the quasi-linearity of the social preferences, established in Hansen [J. Monet. Econ. 16 (1985) 309] for the homogeneousagent case, does not survive after the introduction of idiosyncratic shocks.