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Bargaining with Interdependent Values

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Author Info
Raymond Deneckere
Meng-Yu Liang
Abstract

A seller and a buyer bargain over the terms of trade for an object. The seller receives a perfect signal that determines the value of the object to both players, whereas the buyer remains uninformed. We analyze the infinite-horizon bargaining game in which the buyer makes all the offers. When the static incentive constraints permit first-best efficiency, then under some regularity conditions the outcome of the sequential bargaining game becomes arbitrarily efficient as bargaining frictions vanish. When the static incentive constraints preclude first-best efficiency, the limiting bargaining outcome is not second-best efficient and may even perform worse than the outcome from the one-period bargaining game. With frequent buyer offers, the outcome is then characterized by recurring bursts of high probability of agreement, followed by long periods of delay in which the probability of agreement is negligible. Copyright The Econometric Society 2006.

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File URL: http://hdl.handle.net/10.1111/j.1468-0262.2006.00706.x
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Publisher Info
Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 74 (2006)
Issue (Month): 5 (09)
Pages: 1309-1364
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Handle: RePEc:ecm:emetrp:v:74:y:2006:i:5:p:1309-1364

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  1. Paul Schweinzer, 2006. "Sequential bargaining with pure common values," Discussion Papers 137, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  2. Philip Bond & Hulya Eraslan, 2008. "Strategic Voting over Strategic Proposals," Economics Working Paper Archive 547, The Johns Hopkins University,Department of Economics. [Downloadable!]
  3. Philip Bond & Hulya Eraslan, 2007. "Information-based trade," Levine's Bibliography 122247000000001689, UCLA Department of Economics. [Downloadable!]
  4. Philip Bond & Hülya Eraslan, 2004. "Strategic Voting over Strategic Proposals, Second Version," PIER Working Paper Archive 07-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Jan 2007. [Downloadable!]
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