Libros

Jueves, 15 Noviembre 2018 06:40

The political economy of sovereign defaults

Jueves, 08 Noviembre 2018 07:59

Does Bias in Reporting Imply Bias in Behavior?

 

Resumen 
 
We examine the relationship between consumption growth, agents' self-reported layoff probabilities and effective layoff rates for evidence of bias in behavior. Agents' reports about the probability of a job loss differ substantially from the true layoff chance and this paper studies to what extent those reports can explain variation in consumption growth for individuals with similar objective probabilities. If agents with comparable layoff rates behave similarly no matter what they report about a future job loss, it would provide evidence in favor of what we call the unbiased hypothesis in behavior. On the contrary, if individuals whose layoff rates are similar but who differ regarding their reported probabilities behave differently, it would suggest the existence of bias in behavior. 

The econometric model uses reported layoff probabilities elicited in the Health and Retirement Study (HRS) as an indicator variable of beliefs and rational expectation probabilities. The estimation analysis performs 2SLS and control function procedures to consider the high concentration of focal answers observed in the distribution of reported probabilities. The estimates are consistent with evidence against the rational expectations hypothesis in behavior. Specifically, it is found that an increase in 1pp in the subjective probability generates an increase in reports of about 0.3pp.
Lunes, 08 Octubre 2018 06:26

Tax Audits as Scarecrows

Resumen

According to the canonical model of Allingham and Sandmo (1972), firms evade taxes by making a trade-off between a lower tax burden and higher expected penalties. However, there is still no consensus about whether real-world firms operate in this rational way. We conducted a large-scale field experiment, sending letters to over 20,000 firms that collectively pay over 200 million dollars in taxes per year. In our letters, we provided firms with exogenous but nondeceptive signals about key inputs for their evasion decisions, such as audit probabilities and penalty rates. We measure the effect of these signals on their subsequent perceptions about the auditing process, based on survey data, as well as on the actual taxes paid, according to administrative data. We find that firms do increase their tax compliance in response to information about audits. However, the patterns in these responses are inconsistent with utility maximization. The evidence suggests that, much like scarecrows frighten off birds, audits can be a significant deterrent for tax evaders even though they would be perceived as harmless by a rational optimizer.