Computational Codes for Optimal Ramsey Taxation with Endogenous Risk Aversion

Published: 20 Jul 2018 | Version 1 | DOI: 10.17632/b5zf2d26t2.1
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Description of this data

In this data article, we provide computational codes to solve for optimal Ramsey taxation with conventional and endogenous risk aversion formulations under neoclassical growth model environments, as proposed by Ateşağaoğlu and Torul (2018). Specifically, we provide Dynare codes both for the primal and the dual approach Ramsey solutions, and we do so for two different parameter sets featuring either convex or linear disutility preferences over labor supply.

Reference

Ateşağaoğlu, OE., and Torul O. Optimal Ramsey taxation with endogenous risk aversion, Economics Letters, in press

Experiment data files

  • In this data set, we provide the computational codes to solve for optimal Ramsey taxation with conventional and endogenous risk aversion formulations, as proposed by Ateşağaoğlu and Torul (2018).

peer reviewed

This data is associated with the following peer reviewed publication:

Optimal Ramsey taxation with endogenous risk aversion

Published in: Economics Letters

Latest version

  • Version 1

    2018-07-20

    Published: 2018-07-20

    DOI: 10.17632/b5zf2d26t2.1

    Cite this dataset

    Ateşağaoğlu, Orhan Erem; Torul, Orhan (2018), “Computational Codes for Optimal Ramsey Taxation with Endogenous Risk Aversion”, Mendeley Data, v1 http://dx.doi.org/10.17632/b5zf2d26t2.1

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Economics

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CC BY 4.0 Learn more

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