UNIQUE MARKOV EQUILIBRIUM UNDER LIMITED COMMITMENT

B-Tier
Journal: International Economic Review
Year: 2020
Volume: 61
Issue: 2
Pages: 721-751

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

I develop a recursive method for the characterization of competitive equilibrium under limited commitment with not‐too‐tight solvency constraints. The reputational mechanism is fragile, as it sustains constrained efficiency as well as a large set of constrained inefficient equilibria. However, I establish that the only strongly ergodic Markov equilibrium with trade is constrained efficient. The method relies on a planning program along with the theory of monotone concave operators. It is suitable for other applications to macroeconomics and dynamic contracts.

Technical Details

RePEc Handle
repec:wly:iecrev:v:61:y:2020:i:2:p:721-751
Journal Field
General
Author Count
1
Added to Database
2026-01-24