Information revelation in markets with pairwise meetings: dynamic case with constant entry flow

Tanguy Isaac

No 2006048, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

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 obtain results different than Serrano and Yosha (1993). We show that there is dramatically loss when restricting the analysis of a constant flow entry model to stationary steady states. Nevertheless, we show that this loss might not explain completely the difference in the results presented in the two papers.

JEL-codes: D49 D82 D83 (search for similar items in EconPapers)
Date: 2006-06
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Citations: View citations in EconPapers (1)

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