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Dynamic Agency with Feedback

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Author Info
Bart Taub
Abstract

A principal has a stochastically evolving target that he wishes an agent to repeatedly hit with his effort. The agent does not obtain utility from hitting the target and therefore attempts to shirk; the agent's utility is determined by a second process that symmetrically is of no use to the principal. The principal cannot control effort or payoffs but can transmit signals to the agent, who is relatively uninformed. The principal's optimal signal may cause the agent's labor to be highly serially correlated. This serial correlation has empirical relevance for the theory of managerial incentives and for the theory of business cycle fluctuations.

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Publisher Info
Article provided by The RAND Corporation in its journal RAND Journal of Economics.

Volume (Year): 28 (1997)
Issue (Month): 3 (Autumn)
Pages: 515-543
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Handle: RePEc:rje:randje:v:28:y:1997:i:autumn:p:515-543

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  1. Roger Lagunoff & Dino Gerardi & Luca Anderlini, 2008. "Communication and Learning," Working Papers gueconwpa~08-08-01, Georgetown University, Department of Economics. [Downloadable!]
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