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Matching models with a conservation law: The existence and global structure of the set of stationary equilibria

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Author Info
Kamiya, Kazuya
Talman, Dolf

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Abstract

We study random matching models where there is a set of infinitely lived agents, and in each period agents are pairwise matched to each other and play a stage game. We investigate the basic structure of equilibria in such models: the existence of equilibria and the global structure of the set of equilibria. Specifically, we focus on models with a conservation law, which typically holds in economies having some assets, such as money. In such models, under certain regularity conditions the set of equilibria is one-dimensional and each connected component of it is a piecewise smooth one-dimensional manifold being homeomorphic to either the unit circle or the unit interval. Moreover, in an endpoint of an interval all agents have the same amount of assets.

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File URL: http://www.sciencedirect.com/science/article/B6VBY-4VYXMSW-1/2/bbef1486d0f1b5cb60490af2886fdeed
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Publisher Info
Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 45 (2009)
Issue (Month): 5-6 (May)
Pages: 397-413
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Handle: RePEc:eee:mateco:v:45:y:2009:i:5-6:p:397-413

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Web page: http://www.elsevier.com/locate/jmateco

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Related research
Keywords: Matching model Money Stationary Markov perfect equilibria Non-linear complementarity problem;

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This page was last updated on 2009-12-30.


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