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Actualización del modelo de simulación del Sistema de Pensiones MSSP-OLG: iii) incorporación de “shocks” inesperados al entorno económico

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  • Alfonso R. Sánchez Martín

Abstract

Este documento cierra la serie de tres artículos dedicada a la actualización del modelo MSSP-OLG del sistema de pensiones español. En él se discute la metodología que permite tratar reformas de pensiones (u otros cambios en el entorno económico) como shocks inesperados. Esta metodología se aplica seguidamente para analizar los resultados de la eliminación del IRP y del FS en 2021, comparándolos con los obtenidos con técnicas estáticas como las utilizadas previamente en de la Fuente et al. (2019). El documento también discute la actualización de los procesos exógenos del modelo.

Suggested Citation

  • Alfonso R. Sánchez Martín, 2023. "Actualización del modelo de simulación del Sistema de Pensiones MSSP-OLG: iii) incorporación de “shocks” inesperados al entorno económico," Working Papers 2023-05, FEDEA.
    • Handle: RePEc:fda:fdaddt:2023-05
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    1. Alexander Ludwig & Michael Reiter, 2010. "Sharing Demographic Risk--Who Is Afraid of the Baby Bust?," American Economic Journal: Economic Policy, American Economic Association, vol. 2(4), pages 83-118, November.
    2. Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1999. "Projected U.S. Demographics and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 575-615, July.
    3. Deaton, Angus, 1992. "Understanding Consumption," OUP Catalogue, Oxford University Press, number 9780198288244.
    4. Hans Fehr, 2009. "Computable Stochastic Equilibrium Models and Their Use in Pension- and Ageing Research," De Economist, Springer, vol. 157(4), pages 359-416, December.
    5. M De Nardi & S Imrohoroglu & TJ Sargent, 2001. "Saving and pension reform in general equilibrium models," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 17(1), pages 20-39, Spring.
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