The dynamic instability of dispersed price equilibria

A-Tier
Journal: Journal of Economic Theory
Year: 2011
Volume: 146
Issue: 5
Pages: 1796-1827

Authors (1)

Ratul, Lahkar (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We adopt an evolutionary framework to explain price dispersion as a time varying phenomenon. By developing a finite strategy analogue of the Burdett and Judd (1983) price dispersion model, we show that all dispersed price equilibria are unstable under the class of perturbed best response dynamics. Instead, numerical simulations using the logit dynamic show that price dispersion manifests itself as a limit cycle. We verify that limit cycles persist even when the finite strategy model approaches the original continuous strategy model. For a particularly simple case of the model, we prove the existence of a limit cycle.

Technical Details

RePEc Handle
repec:eee:jetheo:v:146:y:2011:i:5:p:1796-1827
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25