Aggregate Uncertainty Can Lead to Incorrect Herds

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2017
Volume: 9
Issue: 2
Pages: 295-314

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

A continuum of homogeneous rational agents choose between two competing technologies. Agents observe a private signal and sample others' previous choices. Signals have an aggregate component of uncertainty, so aggregate behavior does not necessarily reflect the true state of nature. Nonetheless, agents still find others' choices informative, and base their decisions partly on others' behavior. Consequently, bad choices can be perpetuated: aggregate uncertainty makes agents herd on the inferior technology with positive probability. I derive the optimal decision rule when agents sample exactly two individuals. I also present examples with herds on the inferior technology for arbitrarily large sample sizes.

Technical Details

RePEc Handle
repec:aea:aejmic:v:9:y:2017:i:2:p:295-314
Journal Field
General
Author Count
1
Added to Database
2026-01-26