A dynamic model of settlement

A-Tier
Journal: Journal of Economic Theory
Year: 2008
Volume: 142
Issue: 1
Pages: 233-246

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We investigate the role of settlement in a dynamic model of a payment system where the ability of participants to perform certain welfare-improving transactions is subject to random and unobservable shocks. In the absence of settlement, the full information first-best allocation cannot be supported due to incentive constraints. In contrast, this allocation can be supported if settlement is introduced, provided that it takes place with a sufficiently high frequency.

Technical Details

RePEc Handle
repec:eee:jetheo:v:142:y:2008:i:1:p:233-246
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25