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Ruling Out Multiplicity and Indeterminacy: The Role of Heterogeneity

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Author Info
Herrendorf, Berthold
Valentinyi, Akos
Waldmann, Robert

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Abstract

It is well known that economies of scale that are external to the individual decision makers can lead to self-fulfilling prophecies and the multiplicity or even indeterminacy of equilibrium. We argue that the importance of this source of multiplicity and indeterminacy is overstated in representative agent models, as they ignore the potential stabilizing effect of heterogeneity. We illustrate this in a version of Matsuyama's (1991) two-sector model with increasing returns to scale. Two main results are shown. First, sufficient homogeneity with respect to individual productivity leads to the instability and non-uniqueness of a given stationary state and the indeterminacy of the corresponding stationary state equilibrium. Second, sufficient heterogeneity leads to the global saddle-path stability and the uniqueness of a given stationary state and the global uniqueness of equilibrium. Copyright 2000 by The Review of Economic Studies Limited

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Publisher Info
Article provided by Blackwell Publishing in its journal Review of Economic Studies.

Volume (Year): 67 (2000)
Issue (Month): 2 (April)
Pages: 295-307
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Handle: RePEc:bla:restud:v:67:y:2000:i:2:p:295-307

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This page was last updated on 2009-11-22.


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