Transition Dynamics in Equilibrium Search

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2022
Volume: 14
Issue: 4
Pages: 158-99

Authors (2)

Ş. Nuray Akın (not in RePEc) Brennan C. Platt (Brigham Young University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We study a dynamic equilibrium search model where sellers differ in their urgency to liquidate an asset. Buyers strategically make price offers without knowing a given seller's urgency. We study liquidity and price dynamics on the transition path after an unexpected shock. Generically, the transition includes a phase where all buyers offer the same price, causing a market collapse; however, price dispersion resumes in finite time, leading to a recovery where both types make sales. We show that prices and liquidity can overshoot before converging to the steady state. When relaxed sellers randomly become desperate, dampening oscillations can occur.

Technical Details

RePEc Handle
repec:aea:aejmic:v:14:y:2022:i:4:p:158-99
Journal Field
General
Author Count
2
Added to Database
2026-01-29