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14.462 Advanced Macroeconomics

Spring 2004

Problem Set 6

(due May 7)

Problem 1

The economy is populated by a continuum of measure one of agents, indexed by i and

uniformly distributed over the [0, 1] interval. Agents are risk neutral with utility

1

ui = Aki − ki2

2

ki2

where ki is the individual investment of agent i, A is the return to investment, and 2

is

the cost of investment. Let � 1

K= ki di

0

denote the aggregate level of investment. The return to investment is given by

A = (1 − α)θ + αK

� �

where α ∈ 0,

12 . The random variable θ parametrizes the fundamentals of the economy. If

in the aggregate level of investment, and the parameter α captures the degree of comple

mentarity.

The fundamentals θ are not known at the time investment decisions are made. Further

more, agents have heterogeneous beliefs about θ. The common prior is uniform over R.

xi = θ + σx ξi

and there is public information

y = K + σy u.

The random variables ξi , i ∈ [0, 1] and u are standard normal and independent as well as

independent of θ. The precisions of the two sources of information are denoted as πx = σx−2 ,

and πy = σy−2 , respectively. Let social welfare be given by a utilitarian aggregator

� 1

w= ui di.

0

https://www.economicshomeworkhelper.com 1

1. Check that it is an equilibrium for investment to takes the form

ki = βxi + (1 − β)y.

Determine the coeﬃcient β and describe how it varies with the degree of complemen

tarity α and the two precisions πx and πy . Provide an intuitive explanation of your

ﬁndings.

2. How do heterogeneity Var(ki |θ, y) and volatility Var(K |θ) vary with the three param

eters α, πx and πy . Provide intuition.

heterogeneity and volatility. Use your previous results to discuss how social welfare

varies with the parameters and provide intuition for your results.

z = θ + σz ε

where ε is standard normal and independent of θ, u and the ξi , i ∈ [0, 1]. How are

the answers to parts 1.-3. aﬀected?

Consider the problem of a consumer who wants to maximize the following program:

∞

� c1−γ

max E β t

t

(1)

{ct }∞

t=0

t=0

1−γ

s.t. (i) wt = et + Rt bt

wt = ct + bt+1 (2)

(ii) wo > 0

The endowment shock et and the interest rate Rt are i.i.d. Don’t worry about the non-

negativity constraint on consumption.

1. Rewrite the problem in recursive form.

2. Without solving for the value function, derive the ﬁrst order condition (FOC) and

the envelope condition (EC). Combine the two to obtain the Euler Equation (EE).

3. Assume in this section that the endowment shock is 0 in all periods. Make a guess

for a value function. Using this guess, derive the consumption function. Using the

EE, solve for the constant. Then replace back into the Bellman equation, and verify

that you indeed found the value function.

2

4. Assume now that the endowment shock is stochastic, and that the interest rate is

deterministic and Rt = R. Use the EE to analyze consumption growth. What

happens if Rβ = 1? What is the R that makes expected consumption growth zero?

Discuss the implications of uninsurable risk.

5. Assume that Rt is stochastic, and that the consumer is the representative agent of

the economy. Assume that endowment is stochastic, and that the asset is in zero net

supply. Use the EE to price the asset when there is only aggregate risk. Discuss (but

do not solve) the case with only idiosyncratic risk.

6. Now assume that there is no uncertainty, that the interest rate is constant, and the

endowment shock 0. Solve for the value function, and the optimal consumption and

wealth path as a function of initial wealth. Using the optimal consumption path

that you derived from the recursive approach, derive the value function by replacing

consumption in expected utility. What condition in γ do you need to make sure that

the solution is indeed optimal? Discuss.

Spring 2004

Problem 1

1. The guess

ki = βxi + (1 − β)y.

implies

K = βθ + (1 − β)y.

y=θ+ σu u

β

πx

φ=

πx + β 2 πy

Then we have

= [(1 − α) + αβ]E[θ|xi , y] + α(1 − β)y

β = [(1 − α) + αβ]φ

or equivalently

β

φ=

(1 − α) + αβ

1

Combining this with the equation deﬁnition φ gives the condition

β πx

=

(1 − α) + αβ πx + β 2 πy

The left hand side is increasing

� in� β with a range [0, 1] while the right hand side is

decreasing with a range πxπ+π x

y

, 1 . Thus there is a unique solution for β. The left

hand side is increasing in α, so β is decreasing in α. The right hand side is increasing

in πx and decreasing in πy . It follows that β is increasing in πx and decreasing in πy ,

that is

β = B(α, πx , πy )

with Bα < 0, Bπx > 0 and Bπy < 0. For future purposes it is useful to compute the

elasticities with respect to πx and πy explicitly. We get

Bπx (α, πx , πy )πx Bπ (α, πx , πy )πy 1 1

=− y = +β 2 π )2

< .

B(α, πx , πy ) B(α, πx , πy ) (1−α) (πx y

+2 2

[(1−α)+αβ]2 βπx πy

What is the intuition for these results. If α increases, then complementarities are

stronger, and agents put more weight on the public signal since it helps predict what

others will do. Higher precision of the private signal induces agents to put more weight

on the private signal and higher precision of the signal about K induces agents to

put more weight on this public signal. However, notice one diﬀerence to the paper

by Angeletos and Pavan. If you increases α, this makes it more attractive to put

more weight on the public signal. But if agents put more weight on the public signal,

this makes the public signal less informative about θ, which makes it less attractive

to put weight on the public signal, partially oﬀsetting the initial eﬀect. Thus all the

eﬀects on β are muted in comparison to Angeletos and Pavan. Why is the elasticity

with respect to πx and πy less than 21 in absolute value. Suppose we increase πx by

one percent and β increases by more that 0.5 percent. Then relative precision of the

public signal y actually increases, in which case agents would not have wanted to put

more weight on the private signal in the ﬁrst place. Similarly, suppose we increase πy

by one percent. If β decreases by more than 0.5 percent, than relative precision of

the public signal actually decreases, but in this case agents would not have wanted

to put more weight on the public signal in the ﬁrst place.

It is also instructive to consider how φ depends on the parameters. We have

(1 − α)φ

β= (1)

1 − αφ

Substituting into the deﬁnition of φ gives the condition

πx

φ= � �2 .

πx + (1−α)φ

1−αφ

πy

2

Again there is a unique solution

φ = Φ(α, πx , πy )

with Φα > 0, Φπx > 0 and Φπy < 0. Equation (1) implies

B(α, πx , πy ) ≤ Φ(α, πx , πy )

2. We have

β2

Var(ki |θ, y) = Var(βxi + (1 − β)y |θ, y) =

πx

so heterogeneity as a function of parameters is given by

B(α, πx , πy )2

H(α, πx , πy ) =

πx

It is decreasing in α and πy . Both higher α and higher πy induce agents to put less

weight on the private signal, and less weight on the private signal translates into less

heterogeneity. If πx increases, this directly reduces heterogeneity. But agents also

become more responsive to the private signal, which tends to increase heterogeneity.

But since the elasticity is less than 21 , we know that this does not overturn the direct

eﬀect, and so heterogeneity falls. This diﬀers from Angeletos and Pavan, where the

overall eﬀect is ambiguous.

We have

� � � � �2

1−β � 1 − β 1

Var(K |θ) = Var((1 − β)y |θ) = Var σy u�� θ =

β β πy

Thus volatility as a function of the parameters is given by

� �2

1 − B(α, πx , πy ) 1

V (α, πx , πy ) =

B(α, πx , πy ) πy

Clearly volatility is increasing in α and decreasing in πx . Higher α induces agents

to put more weight on the public signal, increasing volatility. Higher precision of

the private signal does the opposite. The eﬀect of an increase in the precision πy is

more complicated. The direct eﬀect is to reduce volatility. There are two indirect

eﬀects, both related to the fact that agents become more responsive to the public and

thus less responsive to the private signal. Higher responsiveness to the public signal

increases volatility. This eﬀect is also present in Angeletos and Pavan. In addition,

less responsiveness to the private signal reduces the precision of y as a signal about

θ, partially oﬀsetting the increase in πy and thus increasing in volatility. Volatility

3

Figure 1: Volatility as a function of πy

0.5

0.45

0.4

0.35

0.3

V(α,1,π )

y

0.25

0.2

0.15

0.1

0.05 α=0

α=0.25

α=0.5

0

1 2 3 4 5 6 7 8 9 10

πy

the shape, so ,I restrict attention to the case πx = 1. Thus the ﬁgure shows volatility

as function of πy given πx = 1, and the graph is plotted for diﬀerent values of α.

Of course one ﬁnds that higher α is associated with higher volatility. Volatility is

initially increasing in πy but eventually becomes decreasing.

3. By deﬁnition � 1

w= ui di.

0

� 1 � 1 � 1

1 1

w=A ki di − ki2 di = AK − ki2 di

0 2 0 2 0

4

�1 �1

Since 0

ki2 di = 0

(ki − K)2 di + K 2 this can be written as

�� 1 �

1 2 2

w = AK − (ki − K) di + K .

2 0

�� 1 �

1 2 2

w = [(1 − α)θ + αK] K − (ki − K) di + K

2 0

�

1 2 1 1

= (1 − α)θK − (1 − 2α) K − (ki − K)2 di.

2 2 0

� 1

β2

(ki − K)2 di = β 2 σx2 = .

0 πx

Thus

1 1 β2

E[w|θ] = (1 − α)θE[K |θ] − (1 − 2α) E[K 2 |θ] − .

2 2 πx

Using the facts that E[K |θ] = θ and E[K 2 |θ] = Var(K |θ) + θ2 , this becomes

1� � 1 β2

E[w|θ] = (1 − α)θ2 − (1 − 2α) Var(K |θ) + θ2 −

2 2 πx

� 2

�

1 1 β

= − θ2 − (1 − 2α)Var(K |θ) + .

2 2 πx

β2

Now recall from part 2. that Var(ki |θ, y) = πx

. Using this fact

1 1

E[w|θ] = − θ2 − [(1 − 2α)Var(K |θ) + Var(ki |θ, y)] .

2 2

So we can analyze welfare by looking at

that Ω(α, πx , πy ) is decreasing in πx . Thus making private information more precise

is unambiguously good for welfare. This is diﬀerent from Angeletos and Pavan.

There more precise private information meant less uncertainty at the expense of lower

coordination, with ambiguous overall eﬀects on welfare. But here precise private

5

information is also vital for the informativeness of the public signal and thus for

coordination. So it makes sense that here the eﬀect is unambiguous.

β πx

=

(1 − α) + αβ πx + β 2 πy

� �

⇐⇒ β πx + β 2 πy = πx [(1 − α) + αβ]

⇐⇒ ββ 2 πy = πx (1 − α)(1 − β)

β2 (1 − β) 1

⇐⇒ = (1 − α)

πx β πy

Thus

� �2

(1 − β) 1 β2

Ω(α, πx , πy ) = (1 − 2α) +

β πy πx

� �

(1 − 2α) (1 − β) β 2 β 2

= +

1−α β πx πx

� �

β 2 (1 − 2α)(1 − β) + (1 − α)β

=

πx (1 − α)β

� �

β (1 − 2α) + αβ

=

πx (1 − α)

� �

β α

= 1 − (1 − β)

πx 1−α

The condition α < 21 is suﬃcient for Ω(α, πx , πy ) to be positive. Thus the last rela

tionship implies that Ω(α, πx , πy ) is increasing in β for given πx . Since β is decreasing

in πy , it follows that making public information more precise also increases welfare.

Also notice that the right hand side is decreasing in α for given β and πx . Since

β is decreasing in α, it follows that Ω(α, πx , πy ) is also decreasing in α. Making

complementarities stronger improves welfare.

will not try to sign derivatives analytically. Instead ,I derive the relevant

formulas and perform a limited numerical evaluation.

Now start with the guess

ki = βxi + γz + (1 − β − γ)y.

This implies

K = βθ + γz + (1 − β − γ)y.

6

Combining this with the relationship y = K + σy u yields

β γ 1

y= θ+ z+ σu u

β+γ β+γ β+γ

To obtain the information provided by y beyond what is provided by z deﬁne

(β + γ)y − γz 1

ỹ = = θ + σy u

β β

πz

δ=

πx + πz + β 2 πy

πx

φ=

πx + πz + β 2 πy

Then we have

(β + γ)y − γz

= φxi + δz + (1 − φ − δ)

β

� �

γ (β + γ)

= φxi + δ − (1 − φ − δ) z + (1 − φ − δ) y

β β

Optimal investment is given by

= (1 − α)E[θ|xi , z, y] + αE[K |xi , z, y]

= [(1 − α) + αβ]E[θ|xi , z, y] + αγz + α(1 − β − γ)y

ki = [(1 − α) + αβ]φxi

� � � �

γ

+ [(1 − α) + αβ] δ − (1 − φ − δ) + αγ z

β

� � � �

(β + γ)

+ [(1 − α) + αβ] (1 − φ − δ) + α(1 − β − γ) y

β

Matching coeﬃcients we get

β = [(1 − α) + αβ]φ

� � � �

γ

γ = [(1 − α) + αβ] δ − (1 − φ − δ) + αγ

β

7

Eliminating φ, we now get the following equation for β

β πx

=

(1 − α) + αβ πx + πz + β 2 πy

Again there is a unique solution

β = B(α, πx , πz , πy )

From the condition deﬁning γ we get

� � � �

β γ

γ= δ − (1 − φ − δ) + αγ

φ β

γ [φ(1 − α) + (1 − φ − δ)] = βδ

βπz

γ=

πx (1 − α) + β 2 πy

Thus

B(α, πx , πz , πy )πz

γ = C(α, πx , πy , πz ) =

πx (1 − α) + B(α, πx , πz , πy )2 πy

I will

Do not try to sign the derivatives but instead do some limited numerical evaluation.

This is done in Figure 2, and the results contain nothing unexpected. An increase

in the degree of complementarity leads to an increase in the weight on z, as does an

increase in its own precision, while higher precision of the other signals reduces the

weight on z. Finally the coeﬃcient on y is given by

more complementarity does not necessarily lead to an increase in the weight on y.

This makes sense, since now there is an alternative public signal available. As α

increases, more weight is put on public information, but as the weight on private

information shrinks, y becomes less and less precise as a signal about θ, and thus at

high levels of α the signal z is the more attractive public signal.

Heterogeneity is once again

B(α, πx , πy , πz )2

H(α, πx , πy , πz ) = ,

πx

but volatility is more complicated

8

Substituting y yields

� � �� �

β γ 1 �

Var(K |θ) = Var γz + (1 − β − γ) θ+ z+ σu u �� θ

β+γ β+γ β+γ

� � �

γ 1 − β − γ ��

= Var z+ σu � θ

β+γ β+γ

� �2 � �2

γ 1 1−β−γ 1

= +

β+γ πz β+γ πy

Thus

� �2 � �2

C(α, πx , πy , πz ) 1 D(α, πx , πy , πz ) 1

V (α, πx , πy , πz ) = +

1 − D(α, πx , πy , πz ) πz 1 − D(α, πx , πy , πz ) πy

Figure 4 provides a limited evaluation of volatility. Here it turns out that πy reduces

volatility.

reduce welfare.

Problem 2 (A simple Model of Savings)

1. The speciﬁcation of the problem should of course include γ > 0 and γ =

� 1. Combining

the budget constraints, future wealth is

w� = R� (w − c) + e�

� �

c1−γ � �

V (w) = max + βE[V (R (w − c) + e )] .

c 1−γ

� � � �

−γ

� c�

1 = βE R .

c

9

3. A guess that will work is

w1−γ

V (w) = a

1 − γ

c1−γ ¯ 1−γ (w − c)

1−γ

+ βaR

1−γ 1−γ

1

¯ = E[(R� )1−γ ] 1−γ is the certainty equivalent of R� . The ﬁrst order condition

where R

becomes

c−γ = βaR ¯ 1−γ (w − c)−γ

and so

1

c= 1 1−γ w

¯ γ

1 + (βa) γ R

which yields

1 1−γ

¯

(βa) γ R γ

w−c= 1 1−γ

w

¯

1 + (βa) γ R γ

� 1 1−γ

�

1 [(βa) γ R̄ γ ]1−γ w1−γ

1−γ + βaR¯ 1−γ

1−γ

1 1

¯ γ ]1−γ

[1 + (βa) γ R [1 + (βa) γ R ¯ γ ]1−γ 1 − γ

� 1 1−γ

�

1 1 1−γ [(βa) γR¯ γ ]1−γ w1−γ

= 1−γ + [(βa) R ]

γ ¯ γ γ

1−γ

1 1

¯ γ ]1−γ

[1 + (βa) γ R [1 + (βa) γ R ¯ γ ]1−γ 1 − γ

� 1 1−γ

�

1 (βa) Rγ ¯ γ w1−γ

= 1 1−γ + 1−γ

¯ γ ]1−γ [1 + (βa) γ1 R

[1 + (βa) γ R ¯ γ ]1−γ 1 − γ

1−γ

¯ γ ]γ w

1 1−γ

= [1 + (βa) γ R

1 − γ

1 1−γ

¯

a = [1 + (βa) γ R γ ]γ .

This equation has a unique positive solution if βR¯ 1−γ < 1, and then it is given by

� 1

�

1−γ −γ

a = 1 − β γ R̄ γ .

c−γ

t

−γ

= Et [ct+1 ]

10

and as marginal utility is strictly convex and endowment shocks are nondegenerate

Et [ct+1 ] > ct .

Thus Rβ < 1 is needed to obtain zero expected consumption growth.

5. The way the budget constraints are written the price of the asset is normalized to

one. Then it is more convenient to write wt = ct + pt bt+1 and wt = et + dt bt where

now dt ≥ 0 is a given i.i.d. dividend and the price pt has to adjust in equilbrium.

The Euler equation is then

e−γ p = βE[d� (e� )−γ ]

A high endowment today implies low expected consumption growth, which makes

transferring resources into the future attractive, so the price of the asset has to be

high for no trade to be an equilibrium.

If there is only idiosyncratic risk, then we have an endowment economy version of

Aiyagari. No trade is then of course not an equilibrium and the interest rate will

depend on the wealth distribution. In steady state we of course must have Rβ < 1.

1 1 1−γ

ct = 1 1−γ wt = (1 − β R̄

γ γ )w

t

1 + (βa) R

γ ¯ γ

and

1

wt+1 = R(wt − ct ) = (βR) γ wt ,

so � �

1 t

wt = (βR) γ w0

and � �

1 1−γ 1 t

¯

ct = (1 − β γ R γ ) (βR) γ w0 .

Substituing into the utility function yields

�∞ 1−γ �∞ � � 1−γ

t ct ¯ γ )1−γ w0

1−γ t 1 1−γ

β = β(βR) γ (1 − β γ R

t=0

1 − γ

t=0 1−γ

1 1−γ

(1 − β γ R̄ )1−γ w01−γ

γ

= 1 1−γ

(1 − β γ R¯ γ ) 1−γ

� 1

�

1−γ 1−γ w

1−γ

0

=

1 − β R̄

γ γ

γ

1−γ

w

=a 0 .

1−γ

11

Figure 2: Properties of C(α, πx , πy , πz )

0.55

0.5

C(α,1,1,1)

0.45

0.4

0.35

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5

α

1

0.8

C(0.25,πx,1,1)

0.6

0.4

0.2

0

1 2 3 4 5 6 7 8 9 10

π

x

0.6

0.5

C(0.25,1,πy,1)

0.4

0.3

0.2

0.1

1 2 3 4 5 6 7 8 9 10

πy

1

0.8

C(0.25,1,1,πz)

0.6

0.4

0.2

0

1 2 3 4 5 6 7 8 9 10

πz

12

0.17

D(α,1,1,1)

0.165

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5

α

0.2

0.15

D(0.25,πx,1,1)

0.1

0.05

0

1 2 3 4 5 6 7 8 9 10

πx

0.8

0.6

D(0.25,1,πy,1)

0.4

0.2

0

1 2 3 4 5 6 7 8 9 10

πy

0.4

0.3

D(0.25,1,1,πz)

0.2

0.1

0

1 2 3 4 5 6 7 8 9 10

πz

13

0.7

0.6

V(α,1,1,1)

0.5

0.4

0.3

0.2

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5

α

40

30

V(0.25,π ,1,1)

x

20

10

0

1 2 3 4 5 6 7 8 9 10

πx

0.7

0.6

V(0.25,1,πy,1)

0.5

0.4

0.3

1 2 3 4 5 6 7 8 9 10

πy

40

30

V(0.25,1,1,π )

z

20

10

0

1 2 3 4 5 6 7 8 9 10

πz

14

0.5

0.4

Ω(α,1,1,1)

0.3

0.2

0.1

0

0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5

α

20

15

Ω(0.25,π ,1,1)

x

10

0

1 2 3 4 5 6 7 8 9 10

π

x

0.5

0.45

Ω(0.25,1,πy,1)

0.4

0.35

0.3

0.25

0.2

1 2 3 4 5 6 7 8 9 10

πy

20

15

Ω(0.25,1,1,π )

z

10

0

1 2 3 4 5 6 7 8 9 10

πz

15

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