Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

3 Optimal Consumption with Financial Wealth In lecture 2, we saw an example where the household only lives for two periods. Now suppose the household

image text in transcribedimage text in transcribed
3 Optimal Consumption with Financial Wealth In lecture 2, we saw an example where the household only lives for two periods. Now suppose the household lives for N periods, from Period 1 to N. Household receives an exogenous income stream {y1,y2, ...yN}, and accumulate their financial wealth at in each period. The return on real financial wealth is r. Let household's problem be t= 1 max Egt-lin(ct) (1) Ct subject to at+1 = (1 +r)at + yt - ct (2) Ct 2 0 (3) aN+120 (4) where at is the financial wealth at the beginning of Period t and al = 0. 1. Interpret (1) (2) (3) and (4). 2. Write down the inter-temporal budget constraint and derive the Euler equation(s). 3. Assume B = 1, r = 0. Solve for the optimal consumption for each period, {ct }, t = 1, 2, ..., N. Explain how your results are related to permanent income theory.4. Assume ,3 = 1, and 'r > U in period 1,2,..N. Compute optimal {CL t = 1, 2, ...N} and compare it with that in 3. 5. Assume )3 = 1, r = 0. What is the marginal propensity to consume in Period 1? Explain the intuition. Likewise, what is the marginal propensity to consume in period 2? 4 Borrowing Constraint Consider a representative consumer who lives for three periods, he or she has an exogenous endow- ment stream given by '91, y2,y3 and can borrow and lend at a given interest rate it, which is the interest rate between period t 1 and period t. Assume that he / she starts out with no wealth (that is, fa = 0). The discount factor is ,8 = 1. The consumer's problem is: maxC1552,CB \"(01) + \"(02) + \"(03) subject to I91+~'51=y1 02+52=yz+(1+i1)'51 03=ya+(1+i2)-52 1. For simplicity, assume that it = 0. Further assume the following form for the utility function: 15(0) = En(c). Solve for the optinaal consumption plan for the three periods. 2. Suppose y1 = 93

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Green Jobs For Sustainable Development

Authors: Ana Maria Boromisa, Sanja Tišma

1st Edition

131775185X, 9781317751854

More Books

Students also viewed these Economics questions

Question

Who do you usually turn to for help when facing a problem?

Answered: 1 week ago

Question

7. How can an interpreter influence the utterer (sender)?

Answered: 1 week ago