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Heterogeneity and Risk Sharing in Village Economies / Pierre-André Chiappori, Krislert Samphantharak, Sam Schulhofer-Wohl, Robert M. Townsend.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Chiappori, Pierre-André.
Contributor:
National Bureau of Economic Research.
Samphantharak, Krislert.
Schulhofer-Wohl, Sam.
Townsend, Robert M.
Series:
Working Paper Series (National Bureau of Economic Research) no. w16696.
NBER working paper series no. w16696
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2011.
Summary:
We measure heterogeneity in risk aversion among households in Thai villages using a full risk-sharing model and complement the results with a measure based on optimal portfolio choice. Among households with relatives living in the same village, full insurance cannot be rejected, suggesting that relatives provide something close to a complete-markets consumption allocation. There is substantial heterogeneity in risk preferences estimated from the full-insurance model, positively correlated in most villages with portfolio-choice estimates. The heterogeneity matters for policy: Although the average household would benefit from eliminating village-level risk, less-risk-averse households who are paid to absorb that risk would be worse off.
Notes:
Print version record
January 2011.

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