On the reservation wage under CARA and limited borrowing

نویسنده

  • Christian Bauer
چکیده

A continuous-time sequential job search model with savings and CARA preferences is solved analytically without resorting to unlimited borrowing and real-valued consumption. I isolate the effects of limited borrowing and nonnegative consumption as well as risk-aversion on the reservation wage by using a system of ordinary differential equations.

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منابع مشابه

The Reservation Wage under CARA and Limited Borrowing

A continuous-time sequential job search model with savings and CARA preferences is solved analytically without resorting to unlimited borrowing and real-valued consumption. I isolate the effects of limited borrowing and nonnegative consumption as well as risk-aversion on the reservation wage by using a system of ordinary differential equations.

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Reply to Referee Report of September 5 September 5 , 2007

I thank the referee for reading the paper and for alerting me that I have to phrase things more carefully in order to avoid misreading. Main concerns 1. The entire point is based on misreading the paper. The referee interprets the reservation wage R as relating to the unemployed or people engaged in home production, whereas I have written (I quote the entire paragraph, where the reservation wag...

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عنوان ژورنال:
  • Mathematical Social Sciences

دوره 62  شماره 

صفحات  -

تاریخ انتشار 2011