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Mollerstrom, Johanna Britta

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Mollerstrom

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Johanna Britta

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Mollerstrom, Johanna Britta

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    Essays in Behavioral and Experimental Economics
    (2013-10-08) Mollerstrom, Johanna Britta; Laibson, David I.; Alesina, Alberto; Bohnet, Iris; Gino, Francesca; Roth, Alvin
    This dissertation consists of three essays which make use of laboratory experiments in order to investigate how procedural or contextual factors impact human behavior.
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    Asset Bubbles and the Cost of Economic Fluctuations
    (Wiley, 2011) Chauvin, Kyle; Laibson, David; Mollerstrom, Johanna Britta
    Lucas (1987, 2003) estimates that the cost of economic fluctuations is low; a social planner would pay no more than 0.1% of (permanent) consumption to eliminate all future business cycle fluctuations. The current paper extends Lucas’ calculations by studying the costs of fluctuations arising from asset bubbles. We estimate two classes of costs: consumption volatility due to asset bubbles in a representative agent economy and consumption volatility that arises because households have heterogeneous exposure to the bubble assets. We show that the magnitude of welfare costs is primarily driven by the existence of heterogeneity. Our benchmark calibration implies that the asset bubbles of the last decade generated a social welfare cost equal to a permanent 3% reduction in the level of national consumption. If assets are held proportionately across the population, these welfare costs fall by an order of magnitude. Our calculations are sensitive to the details of the calibration, including the degree of balance sheet and trading heterogeneity, the coefficient of relative risk aversion, and the magnitude of the asset bubble. Our preferred specifications generate welfare costs ranging from 1% to 10% of (permanent) national consumption.
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    Capital Flows, Consumption Booms and Asset Bubbles: A Behavioural Alternative to the Savings Glut Hypothesis
    (Royal Economic Society (Great Britain), 2010) Laibson, David; Mollerstrom, Johanna Britta
    Bernanke (2005) hypothesized that a “global savings glut” was causing large trade imbalances. However, we show that the global savings rates did not show a robust upward trend during the relevant period. Moreover, if there had been a global savings glut there should have been a large investment boom in the countries that imported capital. Instead, those countries experienced consumption booms. National asset bubbles explain the international imbalances. The bubbles raised consumption, resulting in large trade deficits. In a sample of 18 OECD countries plus China, movements in home prices alone explain half of the variation in trade deficits.