Implementing deterministic outcomes in stochastic dynamic environments

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 243
Issue: C

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

In noisy environments with adverse selection and moral hazard, dynamic contracts can induce a risk-neutral agent’s actions to deterministically implement any one-shot, incentive-compatible outcome. Thus, dynamic contracts improve upon the static second-best when the principal’s payoff is concave in output, e.g., due to risk aversion or payoff concavity. We bring out a new intuition that applies to both principal–agent and limited commitment settings (such as Kyle, 1985)—in both settings, the informed agent can be induced to reveal all his private information.

Technical Details

RePEc Handle
repec:eee:ecolet:v:243:y:2024:i:c:s016517652400421x
Journal Field
General
Author Count
2
Added to Database
2026-01-25