Information revelation in markets with pairwise meetings: complete information revelation in dynamics analysis

Isaac Tanguy
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Isaac Tanguy: UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES)

No 2008014, Discussion Papers (ECON - Département des Sciences Economiques) from Université catholique de Louvain, Département des Sciences Economiques

Abstract: We study information revelation in markets with pairwise meetings. We focus on the one-sided case and perform a dynamic analysis of a constant entry flow model. The same question has been studied in an identical framework in Serrano and Yosha (1993) but they limit their analysis to the stationary steady states. Blouin and Serrano (2001) study information revelation in a one-time entry model and obstain results different than Serrano and Yosha (1993). We establish that the main difference is not due to the steady state analysis but is due to the differences concerning the entry assumption.

Keywords: D49; D82; D83 (search for similar items in EconPapers)
Pages: 19
Date: 2008-04-01
New Economics Papers: this item is included in nep-cta
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Persistent link: https://EconPapers.repec.org/RePEc:ctl:louvec:2008014

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