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1

Anwar, Ahmed Waqar. "Multiple equilibria in theory and practice." Thesis, University College London (University of London), 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297967.

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2

Mackensen, Heide C. U. "Equilibria in overlapping generations models." Master's thesis, University of Cape Town, 1992. http://hdl.handle.net/11427/17347.

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Bibliography: pages vi-viii.
Interest rates are fundamental in the explanation of equilibrium prices over time, because they provide the link between the present and the future. Capturing this dynamic feature, the overlapping generations model is particularly suitable to address the interest rate problem, as has been shown by Paul Samuelson, David Gale and Costas Azariadis. This thesis reviews their contribution to the theory of interest: with his consumption-loan model, Samuelson sets the analytical framework for subsequent research. Furthermore, he demonstrates that the optimal interest rate is unstable, implying that a competitive economy may fail to approach the social optimum. The Samuelson and classical sets of assumptions are consolidated in the intertemporal exchange model of Gale. Its equilibrium nature, however, ignores the sequential adjustment of disequilibrium interest rates to their equilibrium values. Consequently it is difficult to comment on the direction of causality involved in the interest rate determination, unless a clearing house is introduced which simultaneously resolves the starting-up, continuity and causality problems. Departing from the full certainty scenario, Azariadis analyses the existence and likelihood of self-fulfilling prophecies. It is shown that the implications of the economy's assumed Markovian structure are twofold: while facilitating the parametric treatment of the transition probabilities, it negates the question concerning the likelihood of sunspot equilibria. Within the specified framework it is impossible to explain how the economy arrives at such equilibria; it is only possible to identify the conditions that maintain (once they exist) these self-fulfilling prophecies.
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3

Burke, Jonathan Lewis. "Essays on equilibria in dynamic economies." Thesis, Massachusetts Institute of Technology, 1985. http://hdl.handle.net/1721.1/15138.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1985.
MICROFICHE COPY AVAILABLE IN ARCHIVES AND SCIENCE.
Vita.
Bibliography: leaves 187-189.
by Jonathan Lewis Burke.
Ph.D.
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4

Bonanno, Giacomo. "Topics in oligopoly : local equilibria, choice of product, entry deterrence." Thesis, London School of Economics and Political Science (University of London), 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.267267.

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The first chapter is an introductory one. In chapter 2 I study the existence of oligopoly equilibria when firms have only a local knowledge of their demand curves. I introduce two notions of equilibrium: "local" and "first-orde'r" Nash equilibria. The first is a point where all firms are at a local maximum of their profit functions, the latter is.a point wh~re the first-order conditions for profit maximization are simultaneously satisfied for all firms (this is an equilibrium if each firm only knows the linear approximation to its own demand curve at that point). The main result is that a first-order equilibrium exists always, that is, with arbitrary demand functions. In chapter 3 I consider the problem of choice of product quality by two firms which enter the market simultaneously. I show that Hotelling's principle of minimum differentiation may hold or not, depending on the solution concept which is adopted for the post-entry game and on the structure of costs. In chapter 4 I re-examine the common claim that in the presence of threat of entry firms tend to produce more products than they would otherwise. I show that entry deterrence is always optimal, but it need not be achieved through p~oduct proliferation: in some cases the incumbent monopolist resorts to an entry-deterring strategy based on location choice rather than product proliferation. I also show that in some cases the number of products chosen by the incumbent facing the threat of entry is strictly greater than the minimum number required to deter entry. ,In chapter 5'1 show that advertising can be used as a barrier to entry even if there are no asymmetries in the effectiveness of advertising between existing ... f!irms ,and, new entrants .HI also show-that entry deterrence is achieved through "excessive" advertising.
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5

Shea, Paul. "Adaptive learning and multiple equilibria /." view abstract or download file of text, 2007. http://proquest.umi.com/pqdweb?did=1404347271&sid=2&Fmt=2&clientId=11238&RQT=309&VName=PQD.

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Thesis (Ph. D.)--University of Oregon, 2007.
Typescript. Includes vita and abstract. Includes bibliographical references (leaves 100-125). Also available for download via the World Wide Web; free to University of Oregon users.
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6

Zhosan, Dmytro. "Nash equilibria on a spatial commons theory and experimental evidence /." [Bloomington, Ind.] : Indiana University, 2009. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3386734.

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Thesis (Ph.D.)--Indiana University, Dept. of Economics, 2009.
Title from PDF t.p. (viewed on Jul 15, 2010). Source: Dissertation Abstracts International, Volume: 70-12, Section: A, page: 4790. Adviser: Roy J. Gardner.
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7

Yang, Chao. "Social Interactions under Incomplete Information: Games, Equilibria, and Expectations." The Ohio State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=osu1429117943.

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8

James, Kevin. "Estimating Auction Equilibria using Individual Evolutionary Learning." Chapman University Digital Commons, 2019. https://digitalcommons.chapman.edu/cads_dissertations/1.

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I develop the Generalized Evolutionary Nash Equilibrium Estimator (GENEE) library. The tool is designed to provide a generic computational library for running genetic algorithms and individual evolutionary learning in economic decision-making environments. Most importantly, I have adapted the library to estimate equilibria bidding functions in auctions. I show it produces highly accurate estimates across a large class of auction environments with known solutions. I then apply GENEE to estimate the equilibria of two additional auctions with no known solutions: first-price sealed-bid common value auctions with multiple signals, and simultaneous first-price auctions with subadditive values
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9

Steiger, Laura Christina 1977. "Three essays on adaptive learning, institutions and multiple equilibria." Thesis, University of Oregon, 2009. http://hdl.handle.net/1794/10241.

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x, 132 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.
This dissertation examines the role that institutions play in the existence of multiple equilibria in models of economic development. In addition, it examines the dynamics of transition between such equilibria. In the first chapter of this dissertation, I build a dynamic model of institutional choice, wherein the government invests in the legal infrastructure in response to the need for the protection of output from appropriation. A unique equilibrium exists only under commitment, not under discretion. This would suggest that a measure of institutional quality must not only consider the extent to which current policies protect property rights but also include the ability of the government to commit to reform in the long run. The second chapter of this dissertation examines the effect of adaptive learning on stability and transitional dynamics between multiple equilibria in a growth model with human capital externalities. I find that there are two equilibria, one a poverty trap with no education. Only the poverty trap is locally stable under learning. However, productivity shocks are not sufficient to generate transitions between the equilibria. Indeed, productivity shocks must lie below a threshold in order for the economy to escape the poverty trap. These escape paths do not allow the economy to transition to the upper steady state. I propose instead the use of shocks to expectations to permit such a transition. The third chapter of this dissertation presents an empirical test for the role that human capital and institutions may play in transitions between equilibria by estimating a Markov-switching regression. This methodology allows me to characterize both distinct growth regimes and transitions between them. I explore the effects of time-varying institutional measures and human capital on transition probabilities. I find that political and economic institutions are similar in their effects on transitions arid that the time variation in the institutional measure increases the probability of identifying both miracle growth and stagnation regimes. Furthermore, human capital has a significant effect on switches between miracle growth, stable growth and stagnation.
Committee in charge: George Evans, Co-Chairperson, Economics; Shankha Chakraborty, Co-Chairperson, Economics; Jeremy Piger, Member, Economics; Yue Fang, Outside Member, Decision Sciences
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McCune, Benton John Varadarajan Kasturi. "Algorithmic game theory and the computation of market equilibria." [Iowa City, Iowa] : University of Iowa, 2009. http://ir.uiowa.edu/etd/405.

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Steiger, Laura Christina. "Three essays on adaptive learning, institutions and multiple equilibria /." Connect to title online (Scholars' Bank) Connect to title online (ProQuest), 2009. http://hdl.handle.net/1794/10241.

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12

Shevyakhova, Elizaveta. "Two Essays in Economics." Thesis, Boston College, 2009. http://hdl.handle.net/2345/992.

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Thesis advisor: Arthur Lewbel
The thesis includes two essays. The first essay, Inequality Moments in Estimation of Discrete Games with Incomplete Information and Multiple Equilibria, develops a method for estimation of static discrete games with incomplete information, which delivers consistent estimates of parameters even when games have multiple equilibria. Every Bayes-Nash equilibrium in a discrete game of incomplete information is associated with a set of choice probabilities. I use maximum and minimum equilibrium choice probabilities as upper and lower bounds on empirical choice probabilities to construct moment inequalities. In general, estimation with moment inequalities results in partial identification. I show that point identification is achievable if the payoffs are functions of a sufficient number of explanatory variables with a real line domain and outcome-specific coefficients associated with them. The second essay, Tenancy Rent Control and Credible Commitment in Maintenance, co-authored with Richard Arnott, investigates the effect of tenancy rent control on maintenance and welfare. Under tenancy rent control, rents are regulated within a tenancy but not between tenancies. The essay analyzes the effects of tenancy rent control on housing quality, maintenance, and rehabilitation. Since the discounted revenue received over a fixed-duration tenancy depends only on the starting rent, intuitively the landlord has an incentive to spruce up the unit between tenancies in order to show it well, but little incentive to maintain the unit well during the tenancy. The essay formalizes this intuition, and presents numerical examples illustrating the efficiency loss from this effect
Thesis (PhD) — Boston College, 2009
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
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13

Holmberg, Pär. "Modelling Bidding Behaviour in Electricity Auctions : Supply Function Equilibria with Uncertain Demand and Capacity Constraints." Doctoral thesis, Uppsala University, Department of Economics, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-5882.

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In most electricity markets, producers submit supply functions to a procurement uniform-price auction under uncertainty before demand has been realized. In the Supply Function Equilibrium (SFE), every producer commits to the supply function that maximises his expected profit given the bids of competitors.

The presence of multiple equilibria is a basic weakness of the SFE framework. Essay I shows that with (i) symmetric producers, (ii) perfectly inelastic demand, (iii) a reservation price (price cap), and (iv) capacity constraints that bind with a positive probability, a unique symmetric SFE exists. The equilibrium price reaches the price cap exactly when capacity constraints bind.

Another weakness is difficulty finding a valid asymmetric SFE with non-decreasing supply functions. Essay II shows that for firms with asymmetric capacity constraints but identical constant marginal costs there exists a unique and valid SFE. Equilibrium supply functions exhibit kinks as well as vertical and horizontal segments. The price at which the capacity constraint of a firm binds is increasing in the firm’s share of market capacity. The capacity constraint of the second largest firm binds when the market price reaches the price cap. Thereafter, the largest firm supplies its remaining capacity with a perfectly elastic segment at the price cap. Essay III presents a numerical algorithm that calculates a similar SFE for asymmetric firms with increasing marginal costs.

Essay IV derives the SFE of a pay-as-bid auction such as the balancing market for electric power in Britain. A unique SFE always exists if the demand’s hazard rate is monotonically decreasing, as for a Pareto distribution of the second kind. Assuming this probability distribution, the pay-as-bid procurement auction is compared to the SFE of a uniform-price procurement auction. Two theorems in Essay V prove that the demand-weighted average price is (weakly) lower in the pay-as-bid procurement auction.

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14

Agbor, Julius Agbor. "Essays on the political economy of 20th century colonisation and decolonisation in Africa." Doctoral thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/14609.

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Includes bibliographical references (leaves 133-141).
The focus of this dissertation is on colonisation and decolonisation as cornerstones in the development of sub-Saharan Africa's current institutions and how these historical institutions affect current economic growth outcomes. The dissertation consists of three main chapters besides the introductory and concluding chapters. The rst main chapter considers conditions of optimality in a co-optive strategy of colonial rule. It proposes a simple model of elite formation emanating from a coloniser's quest to maximise extracted rents from its colonies... In the second main chapter, I argue that the pattern of decolonisation in West Africa was a function of the nature of human capital transfers from the colonisers to the indigenous elites of the former colonies. Underpinning the nature of these human capital transfers is the colonial educational ideology... The third main chapter investigates the channels through which colonial origin affects economic outcomes in sub-Saharan Africa (SSA). It focuses on four key channels of transmission namely, human capital, trade openness, market distortion and selection bias.
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15

Abazajian, Katya A. "Can Cities Manage Growth Through Taxation? A Study of Spatial Equilibria in California Cities." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/752.

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Local government policy often relies on taxation to address the central concern of ensuring municipal growth. This paper uses a measure of taxes compiled by the Rose Institute of State and Local Government called the Kosmont Cost of Doing Business rating to discuss the effects of tax policy on growth. The goal of this paper is to use the spatial equilibrium model to estimate the correlation between the cost of doing business and certain basic observable outcomes. These outcomes are reflected in wage, population, and price levels. The underlying spatial equilibrium model leads to “deep effects” equations, which are used to connect these observable correlations to more tangible measures of growth. Through the deep effects equations, we analyze the effect of the cost of doing business on the productivity, amenities, and economic success of California’s cities. We find that a higher cost of doing business does not lead to lower productivity and amenities, but rather improves amenities and maintains steady levels of productivity under a long-term equilibrium.
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16

Solomon, Raphael Haim Reuven. "Every bank run need not cause a currency crisis. models of twin crisis with imperfect information." The Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=osu1054309457.

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17

Milán, Pau. "The Social economics of networks and learning." Doctoral thesis, Universitat Pompeu Fabra, 2016. http://hdl.handle.net/10803/393733.

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This thesis explores various economic environments where the structure of social interactions across individuals determines outcomes. In the first chapter, I study mutual insurance arrangements restricted on a social network. I test the network-based sharing rules on data from Bolivian communities, and I argue that this framework provides a reinterpretation of the standard risk sharing results, predicting household heterogeneity in response to income shocks. In the second paper, I study individual and collective behavior in coordination games where information is dispersed through a network. I show how changes in the distribution of connectivities in the population affect the types of coordination in equilibrium as well as the probability of success. In the third chapter, I explore a framework of learning and turnover in the labor market. I show that positive assortative matching (PAM) extends beyond the stable environment of Eeckhout & Weng (2010) to a situation of residual uncertainty that exhibits periods of unlearning. I also extend this setting to allow for career concerns and I show that PAM can only be sustained under strong assumptions.
Esta tesis explora diversos entornos económicos en los que la estructura de las interacciones sociales entre los individuos determina los distintos resultados. En el primer capítulo, se estudia acuerdos de seguro mutuo restringidos en una red social. Utilizo datos de comunidades bolivianas para medir las predicciones teóricas y encuentro que los intercambios observados entre los hogares coinciden con la regla de reparto basada en la red obtenida por la teoría. Sostengo que este marco ofrece una reinterpretación de los resultados estándar de distribución de riesgos, prediciendo heterogeneidad entre los hogares en respuesta a los shocks de ingresos. En el segundo artículo, estudio el comportamiento individual y colectivo en juegos de coordinación, donde la información se dispersa a través de una red. Demuestro cómo los cambios en la distribución de las conectividades de la población afectan a los tipos de coordinación en equilibrio, así como la probabilidad de éxito. En el tercer capítulo, analizo un marco de aprendizaje y cambio de personal en el mercado de trabajo. Muestro que emparejamiento selectivo positivo (PAM) se extiende más allá del entorno estable de Eeckhout y Weng (2010) a una situación de incertidumbre residual que exhibe períodos de des-aprendizaje. También extiendo esta configuración para permitir elementos de career concerns y muestro que el equilibrio de PAM sólo puede sostenerse bajo fuertes supuestos.
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18

Heap, Paul. "General equilibrium models of monetary economics." Thesis, University of York, 1996. http://etheses.whiterose.ac.uk/9784/.

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Mouzouni, Charafeddine. "Topic in mean field games theory & applications in economics and quantitative finance." Thesis, Lyon, 2019. http://www.theses.fr/2019LYSEC006.

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Les systèmes de jeux à champ moyen (MFG) décrivent des configurations d’équilibre dans des jeux différentiels avec un nombre infini d’agents infinitésimaux. Cette thèse s’articule autour de trois contributions différentes la théorie des jeux à champ moyen. Le but principal est d’explorer des applications et des extensions de cette théorie, et de proposer de nouvelles approches et idées pour traiter les questions mathématiques sous-jacentes. Le premier chapitre introduit en premier lieu les concepts et idées clés que nous utilisons tout au long de la thèse. Nous introduisons le problème MFG et nous expliquons brièvement le lien asymptotique avec les jeux différentiels N-joueurs lorsque N → ∞. Nous présentons ensuite nos principaux résultats et contributions. Le Chapitre 2 explore un modèle MFG avec un mode d’interaction non anticipatif (joueurs myopes). Contrairement aux modèles MFG classiques, nous considérons des agents moins rationnels qui n’anticipent pas l’évolution de l’environnement, mais observent uniquement l’état actuel du système, subissent les changements et prennent des mesures en conséquence. Nous analysons le système couplé d’EDP résultant de ce modèle, et nous établissons le lien rigoureux avec le jeu correspondant à N-Joueurs. Nous montrons que la population d’agents peut s’auto-organiser par un processus d’autocorrection et converger exponentiellement vite vers une configuration d’équilibre MFG bien connue. Les Chapitres 3 et 4 concernent l’application de la théorie MFG pour la modélisation des processus de production et commercialisation de produits avec ressources épuisables (ex. énergies fossiles). Dans le le Chapitre 3, nous proposons une approche variationnelle pour l’étude du système MFG correspondant et analysons la limite déterministe (sans fluctuations de la demande) dans un régime où les ressources sont renouvelables ou abondantes. Nous traitons dans le Chapitre 4 l’approximation MFG en analysant le lien asymptotique entre le modèle de Cournot à N-joueurs et le modèle de Cournot MFG lorsque N est grand. Enfin, le Chapitre 5 considère un modèle MFG pour l’exécution optimale d’un portefeuille d’actifs dans un marché financier. Nous explicitons notre modèle MFG et analysons le système d’EDP résultant, puis nous proposons une méthode numérique pour calculer la stratégie d’exécution optimale pour un agent étant donné son inventaire initial, et présentons plusieurs simulations. Par ailleurs, nous analysons l’influence de l’activité de trading sur la variation intraday de la matrice de covariance des rendements des actifs. Ensuite, nous vérifions nos conclusions et calibrons notre modèle en utilisant des données historiques des transactions pour un pool de 176 actions américaines
Mean Field Game (MFG) systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. This thesis is articulated around three different contributions to the theory of Mean Field Games. The main purpose is to explore the power of this theory as a modeling tool in various fields, and to propose original approaches to deal with the underlying mathematical questions. The first chapter presents the key concepts and ideas that we use throughout the thesis: we introduce the MFG problem, and we briefly explain the asymptotic link with N-Player differential games when N → ∞. Next we present our main results and contributions, that are explained more in details in the subsequent chapters. In Chapter 2, we explore a Mean Field Game model with myopic agents. In contrast to the classical MFG models, we consider less rational agents which do not anticipate the evolution of the environment, but only observe the current state of the system, undergo changes and take actions accordingly. We analyze the resulting system of coupled PDEs and provide a rigorous derivation of that system from N-Player stochastic differential games models. Next, we show that our population of agents can self-organize and converge exponentially fast to the well-known ergodic MFG equilibrium. Chapters 3 and 4 deal with a MFG model in which producers compete to sell an exhaustible resource such as oil, coal, natural gas, or minerals. In Chapter 3, we propose an alternative approach based on a variational method to formulate the MFG problem, and we explore the deterministic limit (without fluctuations of demand) in a regime where re- sources are renewable or abundant. In Chapter 4 we address the rigorous link between the Cournot MFG model and the N-Player Cournot competition when N is large. In Chapter 5, we introduce a MFG model for the optimal execution of a multi-asset portfolio. We start by formulating the MFG problem, then we compute the optimal execution strategy for a given investor knowing her/his initial inventory and we carry out several simulations. Next, we analyze the influence of the trading activity on the observed intra-day pattern of the covariance matrix of returns and we apply our results in an empirical analysis on a pool of 176 US stocks
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De, Chiara Alessandro. "Essays in regulation and organizational economics." Doctoral thesis, Universite Libre de Bruxelles, 2015. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209058.

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This thesis consists of three papers which contribute to the literatures on regulation and organizational economics.

The first part of the dissertation addresses questions related to the procurement decisions of private and public organizations. In particular it focuses on how the anticipation of renegotiating the contractual terms during the execution of a procurement contract affects the initial arrangements between the parties. Renegotiation may involve the design itself of the goods which are procured, and not just their price or the time of their delivery. A plausible explanation for its pervasiveness is the existence of transaction costs which prevents contracts from being complete. This is especially true for more sophisticated and customized goods, such as new infrastructures or cars' and aircrafts' parts or components. Ex-post these goods may fail to fit the buyer's specific needs and/or may exhibit flaws unforeseen at the planning stage.

In the first two chapters, I show that the anticipation of ex-post adaptations has critical implications for many procurement choices, such as that of the contractual agreement, the award mechanism, and the delegation of the design task to the suppliers. Therefore, a proper inclusion of design failures into the analysis of procurement contracts can help broaden our understanding of the wide variety of procurement modes and outcomes observed in the real world. My analysis offers an explanation for the procurement practices adopted in complex manufacturing and construction industries. Moreover, it can provide useful guidance for public procurement. Governments face tight restrictions in their choices of the procurement modes and for this reason they should carefully evaluate whether or not to adopt the best practices of the private sector.

The second part of the dissertation concerns the optimal design of an organization. In many organizations the task of evaluating an agent's performance is delegated to a third party, a supervisor, who can opportunistically misreport information. The question of how the provision of incentives in hierarchies is affected by the supervisor's opportunism is of great importance since it can improve our understanding of the internal organization of firms and can have broad applications to regulatory design.

The third chapter of the thesis, co-authored with Luca Livio (ECARES, FNRS), contributes to this line of research by studying the optimal task a supervisor should be charged with in the presence of corruption concerns. We highlight the existence of a trade-off between monitoring the agent's effort choice and auditing it ex-post, which arises when the two faces of corruption, collusion and extortion, are present.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished

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Giesecke, James Andrew David. "FEDERAL-F : a multi-regional multi-sectoral dynamic model of the Australian economy /." Title page, appendix, contents and abstract only, 2000. http://web4.library.adelaide.edu.au/theses/09PH/09phg4554.pdf.

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Pijoan-Mas, Josep. "The role of habit formation in general equilibrium macroeconomics." Thesis, University College London (University of London), 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.271028.

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Witt, Robert James. "3 essays on intemporal substitution, equilibrium unemployment and crime." Thesis, University of Essex, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.293678.

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Hendtlass, Matthew. "Constructing fixed points and economic equilibria." Thesis, University of Leeds, 2013. http://etheses.whiterose.ac.uk/4973/.

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Constructive mathematics is mathematics with intuitionistic logic (together with some appropriate, predicative, foundation)-it is often crudely characterised as mathematics without the law of excluded middle. The intuitionistic interpretation of the connectives and quantifiers ensure that constructive proofs contain an inherent algorithm which realises the computational content of the result it proves, and, in contrast to results from computable mathematics, these inherent algorithms come with fixed rates of convergence. The value of a constructive proof lies in the vast array of models for constructive mathematics. Realizability models and the interpretation of constructive ZF set theory into Martin Löf type theory allows one to view constructive mathematics as a high level programing language, and programs have been extracted and implemented from constructive proofs. Other models, including topological forcing models, of constructive set theory can be used to prove metamathematical results, for example, guaranteeing the (local) continuity of functions or algorithms. In this thesis we have highlighted any use of choice principles, and those results which do not require any choice, in particular, are valid in any topos. This thesis looks at what can and cannot be done in the study of the fundamental fixed point theorems from analysis, and gives some applications to mathematical economics where value is given to computability.
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Morron, Salmeron Adrià. "Unemployment in local labor markets : empirics and theory." Doctoral thesis, Universitat Pompeu Fabra, 2017. http://hdl.handle.net/10803/403954.

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The existence of transportation costs gives labor markets a local dimension. In particular, the well-documented existence of agglomeration economies creates a positive correlation between a city's size and the productivity of the workers living there. The thesis explores the implications of this stylized fact on local unemployment rates as well as local labor market flows. First, based on the logic of a standard search and matching model of the labor market, I show that one would expect job finding rates to be increasing in city size, job separation rates to be decreasing in city size and, thus, unemployment rates to be decreasing in city size. Second, I show that, in fact, both job finding and separation rates are decreasing in city size, leading to a zero-correlation between unemployment rates and city size. Finally, I develop three theoretical models that attempt to rationalize these stylized facts within the framework of a local labor market governed by a constant-returns-to-scale matching function.
La presència de costos de transport fa que els mercats laborals tinguin una dimensió local. Concretament, l'existència d'economies d'aglomeració fa que hi hagi una correlació positiva entre la mida d'una ciutat i la productivitat dels treballadors que hi viuen. La tesi explora les implicacions d'aquest fet estilitzat sobre les taxes d'atur urbanes i sobre els fluxes del mercat laboral. En primer lloc, a partir de la lògica d'un model estàndard d'aparellament al mercat laboral, es demostra que caldria esperar que la probabilitat de trobar una feina augmenti amb la mida de la ciutat, que la probabilitat de perdre una feina disminueixi amb la mida de la ciutat i que, per tant, la taxa d'atur sigui menor en ciutats més grans. En segon lloc, es mostra que, segons les dades, tant la probabilitat de trobar una feina com la de perdre-la disminueixen amb la mida de la ciutat, de tal manera que les taxes d'atur no estan correlacionades amb la mida de la ciutat. En darrer lloc, construeixo tres models que racionalitzen aquests fets estilitzats dins del marc d'un mercat laboral local governat per una funció d'aparellament amb retorns constants a escala.
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Crawford, Daniel P. "Minimizing Pollution Through Semi-Antagonistic Equilibrium Points." University of Akron / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=akron1366897624.

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Garino, Gaia. "A competitive temporary equilibrium approach to the housing and mortgage markets." Thesis, University of York, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297108.

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28

Brixen, Peter. "The financial sector in applied general equilibrium models : the case of Ecuador." Thesis, University of Warwick, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.389710.

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29

Bardai, Barjoyai bin. "Evaluation of the 1988 Malaysian tax reform proposals : a general equilibrium approach." Thesis, University College London (University of London), 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.245217.

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30

Khan, Rosli Azad. "The effect of time-value distributions on competitive equilibrium in the bus market." Thesis, Cranfield University, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.333547.

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31

Jung, Yong-Gook. "Essays on the specification of New Keynesian dynamic stochastic general equilibrium model." Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2007. http://wwwlib.umi.com/cr/ucsd/fullcit?p3273810.

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Thesis (Ph. D.)--University of California, San Diego, 2007.
Title from first page of PDF file (viewed October 3, 2007). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 60-64).
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32

Ghadimi, Hodjatollah. "Economic development in economies with an exhaustible resource : a dynamic computable general equilibrium analysis for the case of Iran /." The Ohio State University, 1993. http://rave.ohiolink.edu/etdc/view?acc_num=osu1389273708.

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33

Kenc, Turalay. "Dynamic general equilibrium tax modelling : a study of the UK in the 1980's." Thesis, University of York, 1992. http://etheses.whiterose.ac.uk/9807/.

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34

Campos, Filho Leonardo. "Brazilian trade policy in the 1980's and 1990's : an applied general equilibrium analysis." Thesis, University of London, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.300292.

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35

Shing, Chak Hung, and 盛澤鴻. "Invariance of resource allocation under the following contractual arrangements: share contract, piece rate andtime rate." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31954686.

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36

Ziramba, Emmanuel. "Essays on public finance and economic growth using dynamic general equilibrium models." Thesis, Pretoria : [s.n.], 2009. http://upetd.up.ac.za/thesis/available/etd-03282009-125923/.

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37

Shachat, Jason Matthew 1967. "Heterogeneity and equilibrium." Diss., The University of Arizona, 1997. http://hdl.handle.net/10150/289566.

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The research reported in this dissertation explores the observable effects that individual heterogeneity implies in strategic environments. The first chapter provides a focused experimental test of mixed strategy play in strictly competitive games. The experiment directly tests whether serial correlation results from subjects' inability to generate sequences of actions that appear to be time independent, or instead from the play of non-equilibrium strategies. This is achieved by allowing the subjects to generate actions via a simple randomizing device. It is found that serial correlation is not reduced and that subjects adopt a wide variety of non-equilibrium mixed strategies. This wide variety of mixtures potentially explains the seeming paradox of minimax winning proportions with a high variance of win rates across pairs of players. In the second chapter a theoretical model is developed for simultaneous move games in which the observable outcomes are allocations of monetary payoffs or commodity bundles, not expected utility levels. It is assumed that the players' mappings from the uncertain money amounts or commodity bundle allocations to expected utility levels are heterogeneous and are private information. The third chapter applies this framework to investigate the incentives to form agricultural marketing pools.
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Salazar, Natalia. "Essays on fundamental equilibrium exchange rates /." Connect to resource, 2000. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261237229.

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39

Larson, Nathan (Nathan Christopher) 1974. "Essays on equilibrium selection." Thesis, Massachusetts Institute of Technology, 2001. http://hdl.handle.net/1721.1/8651.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2001.
Includes bibliographical references (p. 111-112).
The first two chapters of this thesis explore how coordination happens in simple games. The first chapter models the adaptive play of a 2 x 2 game by pairs of agents matched together from a large population. In contrast with the existing literature, I assume that agents have some control over who they are matched with - specifically, I give them the option to sometimes continue playing against the same opponent. This renewal option allows agents playing efficiently to isolate themselves from those who are not. Perhaps counterintuitively, efficient play may be less likely to survive in the long run when agents have this additional instrument, even in games with common interests. This is because isolation has two effects: it raises the returns to an efficient but fragile strategy, but it also "ghettoizes" agents playing inefficiently - they rarely learn about the efficient strategy and when they do learn about it, they rarely hear good news. I look at an extension in which agents have long memories about the performance of a strategy. With long memories, good news about an efficient strategy will be more likely to trickle down to ghettoized agents, mitigating the bias in learning. With this bias removed, long run survival of efficient play becomes more likely - even when it is not a static Nash equilibrium. Essentially, agents learn to use the renewal option to punish non-cooperators. However, the speed of learning may still be quite slow, so that ghettoization persists for a long time.
(cont.) The second chapter investigates the interaction of strategic uncertainty and timing in a coordination game. Carlsson and van Damme have shown that small departures from common knowledge of the game being played can dramatically alter the equilibrium set. In the game I look at, there are two equilibria, but only the risk dominant equilibrium survives such a perturbation. I augment this model by giving agents a costly option to delay choosing a strategy (thereby observing any actions that were taken without delay). Strategic uncertainty gives agents a reason to exercise this option (under complete information, it never would be). In turn, the fact that Agent B sometimes waits and chooses an action after observing Agent A's choice, mitigates the risk that A faces when taking an action that is efficient but sensitive to coordination. As a result, the efficient equilibrium is played more often; in fact, as the cost of delay vanishes, it is always played. In Chapter 3, I explore the interaction between imperfect consumer information and the endogenous level of product differentiation in a non-spatial model of monopolistic competition with horizontally differentiated products. A principle of extreme differentiation is derived: firms will always choose to differentiate either maximally or minimally. In equilibrium, differentiation is maximal when search costs are low and minimal when search costs are high, providing a new interpretation of Hotelling's classic result.
by Nathan Larson.
Ph.D.
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40

Robert-Nicoud, Frederic L. "New economic geography : multiple equilibria, welfare and political economy." Thesis, London School of Economics and Political Science (University of London), 2002. http://etheses.lse.ac.uk/2879/.

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This thesis contributes to the body of research known as the new economic geography. According to this paradigm, increasing returns to scale at the firm level, monopolistic competition, and transportation costs interact in shaping the spatial distribution of economic activity. The introductory chapter lays out the motivation of this thesis and puts it into the perspective of the existing literature. Chapter 1 introduces a typical model of new economic geography: the nature of the agglomeration and dispersion forces it displays is recurrent in this body of research; the model also displays multiple equilibria. The welfare properties of these equilibria are also analysed. Chapter 2 completely characterizes the set of equilibria of a wide range of models that are the quintessence of the new economic geography paradigm. The model of chapter 2 is shown to share the qualitative features of these models. Chapter 3 integrates a simple version of the model chapter 2 within a political economy framework. The welfare analysis of chapter 2 provides the motivation for this theoretical exercise. Chapter 4 seeks to provide an answer to the important but thus far neglected question of what is the mechanism that actually determines the magnitude policies that seek to affect the equilibrium spatial allocation of industries. The geography model is integrated in a fully specified political economy process of policy selection. Chapter 4 extends the model of chapter 2 to deal with the issue of the 'fragmentation' of the production process when new economic geography forces are at play. Finally, the analysis of chapter 5 contributes to the growing literature on the labour market imperfections as a driving force for agglomeration. In particular it shows how the hold-up problem can be softened or worsened by the cluster of industries using workers with similar skills.
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41

Sen, Gupta Sonali. "Coarse correlated equilibria in duopoly games." Thesis, University of Birmingham, 2014. http://etheses.bham.ac.uk//id/eprint/5102/.

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We consider the concept of coarse correlated equilibrium (CCE) in various contexts; games with quadratic payoff functions (which include Cournot duopoly, public good provision and emission abatement) and a linear duopoly game. For the games with quadratic payoffs we compute the largest feasible total utility in any CCE and show that it is achieved by a CCE involving only two strategy profiles. The improvement over and above the Nash equilibrium payoff is substantial in the various economic examples considered for this class of games. In case of the linear duopoly game, we prove that Nash-centric devices, involving a sunspot structure, are simple symmetric CCE, and any unilateral perturbation from such a structure fails to be an equilibrium.
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42

Zullo, Junior Jurandir 1963. "Calculo de equilibrios economicos por otimização." [s.n.], 1990. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307351.

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Orientador: Jose Antonio Scaramucci
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Científica
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Resumo: Não informado.
Abstract: Not informed.
Mestrado
Mestre em Matemática Aplicada
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43

Rotondo, Wladimir. "Calculo de equilibrios economicos por complementaridade." [s.n.], 1988. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307349.

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Orientador: Jose Antonio Scaramucci
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Científica
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Resumo: Não informado.
Abstract: Not informed.
Mestrado
Otimização e Pesquisa Operacional
Mestre em Matemática Aplicada
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44

Accinelli, Elvio. "Uniqueness of equilibrium in productive economies." Pontificia Universidad Católica del Perú, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/95022.

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In this paper we discuss the uniqueness of equilibria in productive economies, and we show that the source of the multiplicity of equilibria lies in the consumption set. This result is well know in the literature, our only object in this work is to show a resume of this theme for the discussion in our seminar.
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45

Rozenfeld, Tales. "Avaliação dos impactos econômicos de investimentos em rodovias sob diferentes alternativas de financiamento." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/12/12138/tde-24032016-104649/.

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Este trabalho busca explorar a questão do financiamento da infraestrutura rodoviária, analisando o impacto de se financiar um projeto de melhorias em uma rodovia por meio da cobrança de pedágios vis-à-vis seu financiamento pelo incremento da alíquota do imposto sobre os salários ou do imposto sobre as vendas do setor de transportes. Utilizando um modelo de transportes sequencialmente integrado a um modelo inter-regional de equilíbrio geral computável foram simuladas as alternativas de financiamento de investimentos na rodovia BR-040, rodovia recém concedida pelo Governo Federal que figurou como estudo de caso para a presente pesquisa. Os resultados indicam que a escolha da alternativa de financiamento é relevante para os impactos regionalmente distribuídos do projeto, sendo determinante na definição das regiões beneficiadas pelas melhorias. Sob a perspectiva dos impactos agregados do país, a situação que apresenta o maior impacto no crescimento do PIB nacional é o investimento financiado pelo próprio usuário da rodovia por meio do pagamento de pedágios. Sob a perspectiva regional, percebe-se uma clara área de influência da rodovia que se beneficia de suas melhorias e, quando os custos para a execução de tais melhorias são compartilhados por todo o país por meio de uma elevação tributária, acentuam-se ainda mais os benefícios observados nessas regiões
This study explores the issue of road infrastructure funding, analyzing the impact of financing a road improvement project through tolls tariff charged from the final users vis-a-vis the financing through an increase in the country\'s payroll tax rate or in the tax rate on the sales of the transport sector. Using a transport model integrated to an interregional computable general equilibrium model this research simulated alternative arrangements for financing investments made at BR-040, Brazilian road recently granted by the Federal Government and which figured as the case study for this Master thesis. The results indicate that the way the investment is financed is relevant to the regionally distributed impacts of the project, being decisive in defining which regions are benefited by the improvement project. Analyzing the country\'s aggregated results, the situation that has the greatest impact on the Brazilian\'s GDP growth is the investment financed by the road users through the payment of a toll tariff. From a regional perspective, a clear area of influence that benefits from the improvements on the road can be identified and, when the costs for executing such improvements are shared with the whole country through a tax increase, these benefits are accentuated
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46

Proença, Esmeralda Palumbo. "Analise de equilibrio geral aplicada a economias distorcidas." [s.n.], 1991. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307348.

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Orientador: Jose Antonio Scaramucci
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Científica
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Resumo: Não informado.
Abstract: Not informed.
Mestrado
Mestre em Matemática Aplicada
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47

English, William Berkeley. "Credit rationing in general equilibrium." Thesis, Massachusetts Institute of Technology, 1986. http://hdl.handle.net/1721.1/14891.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1986.
MICROFICHE COPY AVAILABLE IN ARCHIVES AND DEWEY.
Vita.
Includes bibliographies.
by William Berkeley English.
Ph.D.
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48

Cao, Dân (Dân Vuʺ). "Essays in dynamic general equilibrium." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/58202.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2010.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 195-202).
This thesis consists of three chapters studying dynamic economies in general equilibrium. The first chapter considers an economy in business cycles with potentially imperfect financial markets. The second chapter investigates an economy in its balanced growth path with heterogeneous firms. The third chapter analyzes dynamic competitions that these firms are potentially engaged in. The first chapter, "Asset Price and Real Investment Volatility with Heterogeneous Beliefs," sheds light on the role of imperfect financial markets on the economic and financial crisis 2007-2008. This crisis highlights the role of financial markets in allowing economic agents, including prominent banks, to speculate on the future returns of different financial assets, such as mortgage-backed securities. I introduce a dynamic general equilibrium model with aggregate shocks, potentially incomplete markets and heterogeneous agents to investigate this role of financial markets. In addition to their risk aversion and endowments, agents differ in their beliefs about the future aggregate states of the economy. The difference in beliefs induces them to take large bets under frictionless complete financial markets, which enable agents to leverage their future wealth. Consequently, as hypothesized by Friedman (1953), under complete markets, agents with incorrect beliefs will eventually be driven out of the markets. In this case, they also have no influence on asset prices and real investment in the long run. In contrast, I show that under incomplete markets generated by collateral constraints, agents with heterogeneous (potentially incorrect) beliefs survive in the long run and their speculative activities drive up asset price volatility and real investment volatility permanently. I also show that collateral constraints are always binding even if the supply of collateralizable assets endogenously responds to their price. I use this framework to study the effects of different types of regulations and the distribution of endowments on leverage, asset price volatility and investment. Lastly, the analytical tools developed in this framework enable me to prove the existence of the recursive equilibrium in Krusell and Smith (1998) with a finite number of types. This has been an open question in the literature. The second chapter, "Innovation from Incumbents and Entrants," is a joint work with Daron Acemoglu. We propose a simple modification of the basic Schumpeterian endogenous growth models, by allowing incumbents to undertake innovations to improve their products. This model provides a tractable framework for a simultaneous analysis of entry of new firms and the expansion of existing firms, as well as the decomposition of productivity growth between continuing establishments and new entrants. One lesson we learn from this analysis is that, unlike in the basic Schumpeterian models, taxes or entry barriers on potential entrants might increase economic growth. It is the outcome of the greater productivity improvements by incumbents in response to reduced entry, which outweighs the negative effect of the reduction in creative destruction. As the model features entry of new firms and expansion and exit of existing firms, it also generates an equilibrium firm size distribution. We show that the stationary firm size distribution is Pareto with an exponent approximately equal to one (the so-called "Zipf distribution"). The third chapter, "Racing: when should we handicap the advantaged competitor?" studies dynamic competitions, for example R&D competitions used in the second chapters. Two competitors with different abilities engage in a winner-take-all race; should we handicap the advantaged competitor in order to reduce the expected completion time of the race? I show that if the discouragement effect is strong, i.e., both competitors are discouraged from exerting effort when it becomes more certain who will win the race, we should handicap the advantaged. We can handicap him either by reducing his ability or by offering him a lower reward if he wins. Doing so induces higher effort not only from the disadvantaged competitor because of his higher incentive from a higher chance of winning the race but also from the advantaged competitor because of their strategic interactions. Therefore, the expected completion time is strictly shortened. To prove the existence and uniqueness of the equilibria (including symmetric and asymmetric equilibria) that leads to the conclusion, I use a boundary value problem formulation which is novel to the dynamic competition literature. In some cases, I obtain closed-form solutions of the equilibria.
by Dan Cao.
Ph.D.
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49

Staines, David. "Stochastic equilibrium, the Phillips curve and Keynesian economics." Thesis, Cardiff University, 2019. http://orca.cf.ac.uk/118938/.

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I uncover serious problems with the benchmark New Keynesian Phillips curve linearized around its non-stochastic zero inflation steady state when the underlying model features a subset of prices that stay rigid over multiple periods, as in the popular Calvo model. I am able to demonstrate that the dynamics of approximations taken at the non-stochastic steady state are non-hyperbolic. This means that approximations taken at this point do not represent a valid description of the dynamics of the underlying model at any other point in the state space. This allows me to overturn results such as the 'Divine Coincidence' that equates welfare under price rigidity with the level prevailing under price dispersion. I introduce a dynamic stochastic concept of equilibrium that can be applied to New Keynesian models and offers a natural point to take approximations to analyze business cycle dynamics. It is methodologically interesting as it is a notion of general equilibrium that does not correspond to partial equilibrium. Keywords: Macroeconomics, Mathematical Economics, Random Dynamical Systems, General Equilibrium, Monetary Policy JEL Classification: C6, D5, E1, E3, E5 2010 Mathematics Subject Classification: 37Axx, 37Bxx, 37Cxx, 37Dxx, 37Gxx, 37Hxx.
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50

Joosten, Reinoud Anna Maria Gerardus. "Dynamics, equilibria, and values." Maastricht : Maastricht : Universiteit Maastricht ; University Library, Maastricht University [Host], 1996. http://arno.unimaas.nl/show.cgi?fid=6709.

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