Expectational equilibria in many-to-one matching models with contracts

A-Tier
Journal: Journal of Economic Theory
Year: 2024
Volume: 216
Issue: C

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 introduce the notion of expectational equilibrium in a general specification of the many-to-one matching with contracts model. The endogenous variables in an expectational equilibrium are expectations about tradable contracts. Expectational equilibrium outcomes are equivalent to stable outcomes. Expectational equilibrium unifies all the other approaches used in the literature so far, in particular Walrasian equilibrium, Drèze equilibrium, and market clearing cutoffs. It also applies to cases where contracts do not involve money as well as cases where there is a smallest monetary unit of account.

Technical Details

RePEc Handle
repec:eee:jetheo:v:216:y:2024:i:c:s002205312400005x
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25