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73 records from EconBiz based on author Name
1. The consumption response to unemployment : evidence from French bank account data
Bonnet, Odran; Le Grand, François; Olivia, Tom; Ragot, Xavier; Wilner, Lionel;2024
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability:
Link 2. The welfare of nations : social preferences and the macroeconomy
Le Grand, François; Ragot, Xavier; Rodrigues, Diego;2025
Type: Arbeitspapier; Working Paper;
Availability:
Link 3. The impact of risk aversion and ambiguity aversion on annuity and saving choices
André, Eric; Bommier, Antoine; Le Grand, François;2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability:
Link Citations: 1 (based on OpenCitations)
4. Optimal Policies with Heterogeneous Agents : Truncation and Transitions
abstractWe compare methods to solve for optimal policies in heterogeneous agent-models with and without aggregate shocks, considering the optimal provision of a public good in a heterogeneous-agent economy. We first use a method based on transitions that we modify to neutralize the effect of the initial distribution. Second, we consider a truncation method combining a Lagrangian approach and an improved truncation procedure that takes advantage of the restrictions imposed by the first-order conditions of the Ramsey problem. The truncation method provides quantitatively accurate estimates of the value of the planner’s instruments, whereas a time-inconsistency issue affects the transition method. We also report a number of quantitative checks, both in time-0 and timeless perspectives, and both with and without aggregate risk
Ragot, Xavier; Le Grand, François;2023
Availability: Link Link
5. Refining the truncation method to solve heterogeneous-agent models
Le Grand, François; Ragot, Xavier;2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
Citations: 1 (based on OpenCitations)
6. Optimal policies with heterogeneous agents : truncation and transitions
Le Grand, François; Ragot, Xavier;2023
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
7. Recursive preferences, the value of life, and household finance
Bommier, Antoine; Harenberg, Daniel; Le Grand, François; O'Dea, Cormac;2020
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability:
Link 8. Managing inequality over business cycles : optimal policies with heterogeneous agents and aggregate shocks
Le Grand, François; Ragot, Xavier;2022
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link Link
Citations: 3 (based on OpenCitations)
9. Recursive Preferences, the Value of Life, and Household Finance
abstractWe analyze lifecycle saving strategies using a recursive utility model calibrated to match empirical estimates for the value of a statistical life. We show that, with a positive value of life, risk aversion reduces savings and annuity purchase. Risk averse agents are willing to make an early death a not-so-adverse outcome by enjoying greater consumption when young and bequeathing wealth in case of death. We also find that greater risk aversion lowers stock market participation. We show that this model can rationalize low annuity demand while also matching empirically documented levels of wealth and private investments in stocks. Our findings stand in contrast to studies that implicitly assume a negative value of life
Bommier, Antoine; Harenberg, Daniel; Le Grand, François; O'Dea, Cormac;2020
Availability: Link Link
Citations: 5 (based on OpenCitations)
10. Recursive Preferences, the Value of Life, and Household Finance
abstractWe analyze lifecycle saving strategies using a recursive utility model calibrated to match empirical estimates for the value of a statistical life. We show that, with a positive value of life, risk aversion reduces savings and annuity purchase. Risk averse agents are willing to make an early death a not-so-adverse outcome by enjoying greater consumption when young and bequeathing wealth in case of death. We also find that greater risk aversion lowers stock market participation. We show that this model can rationalize low annuity demand while also matching empirically documented levels of wealth and private investments in stocks. Our findings stand in contrast to studies that implicitly assume a negative value of life
Bommier, Antoine; Harenberg, Daniel; Le Grand, François; O'Dea, Cormac;2020
Availability: Link Link
Citations: 6 (based on OpenCitations)