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Replication data for: Trade Costs, Asset Market Frictions, and Risk Sharing

Version
V0
Resource Type
Dataset
Creator
  • Fitzgerald, Doireann
Publication Date
2012-05-01
Description
  • Abstract

    I use bilateral import data to test for and quantify the importance of trade costs and asset market frictions in explaining the failure of perfect international consumption risk sharing. I find that while frictions in international asset markets significantly impede optimal consumption risk sharing between developed and developing countries over the period 1970-2000, developed countries are close to optimal risk sharing with each other. Trade costs, in contrast, significantly impede risk sharing for all countries. (JEL E21, E44, F14, F41, G15)
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/aer.102.6.2700 (Text)
Publications
  • Fitzgerald, Doireann. “Trade Costs, Asset Market Frictions, and Risk Sharing.” American Economic Review 102, no. 6 (October 2012): 2700–2733. https://doi.org/10.1257/aer.102.6.2700.
    • ID: 10.1257/aer.102.6.2700 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-11

Fitzgerald, Doireann (2012): Replication data for: Trade Costs, Asset Market Frictions, and Risk Sharing. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E112557