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Specific Investment, Absence of Commitment and Observability

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Patrick González

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Abstract

I consider the problem of the design of an optimal self-selecting contract scheme for a principal who is buying a good from an agent which has the opportunity of making a cost-reducing unobservable investment prior to the contracting stage. Because of a hold-up problem, the agent will randomize on his investment level. This forces the principal to spend informational rents to achieve screening. In equilibrium, these rents match the investment costs and the resulting contract yields a price schedule such that the marginal revenue of the agent equals his long run marginal cost curve. Since the agent's type is an endogenously determined characteristic, I argue that informational rents should be interpreted as quasi-rents that stand as a payment factor for investment.

Dans cet article, je considère le problème de l'élaboration d'un contrat auto-sélecteur pour un principal qui achète un bien d'un agent, lequel est en mesure d'effectuer un investissement réduisant ses coûts de production avant l'étape contractuelle. Ceci crée une situation de hold-up de laquelle l'agent se protège en choisissant son niveau d'investissement de manière aléatoire. En retour, cet aléa incite le principal à concéder des rentes informationnelles à l'agent afin qu'il révèle son type. ¸ l'équilibre, le montant de ces rentes équivaut au coût de l'investissement et le contrat exhibe une politique de prix telle que le revenu marginal de l'agent correspond à sa courbe de coût marginal de long terme. Puisque le type de l'agent, dans ce modèle, est une variable endogène, je soutiens l'idée que les rentes devraient être interprétées comme des quasi-rentes compensant l'agent pour ses coûts d'investissement.

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Paper provided by CIRANO in its series CIRANO Working Papers with number 99s-06.

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Date of creation: 01 Feb 1999
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Handle: RePEc:cir:cirwor:99s-06

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Related research
Keywords: Specific investment; hold-up; observability; mechanism design; renegotiation; Investissement spécifique; hold-up; observabilité; design de mécanisme; renégociation;

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  1. Rogerson, William P, 1992. "Contractual Solutions to the Hold-Up Problem," Review of Economic Studies, Blackwell Publishing, vol. 59(4), pages 777-93, October. [Downloadable!] (restricted)
  2. Guesnerie, Roger & Laffont, Jean-Jacques, 1984. "A complete solution to a class of principal-agent problems with an application to the control of a self-managed firm," Journal of Public Economics, Elsevier, vol. 25(3), pages 329-369, December. [Downloadable!] (restricted)
  3. Fudenberg, Drew & Tirole, Jean, 1990. "Moral Hazard and Renegotiation in Agency Contracts," Econometrica, Econometric Society, vol. 58(6), pages 1279-1319, November. [Downloadable!] (restricted)
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  4. Thomas, J. & Worrall, T., 1990. "Foreign Direct Investment And The Risk Of Expropriation," The Warwick Economics Research Paper Series (TWERPS) 342, University of Warwick, Department of Economics.
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  5. Tirole, Jean, 1986. "Procurement and Renegotiation," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 235-59, April. [Downloadable!] (restricted)
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  6. Williamson, Oliver E, 1983. "Credible Commitments: Using Hostages to Support Exchange," American Economic Review, American Economic Association, vol. 73(4), pages 519-40, September. [Downloadable!] (restricted)
  7. Choi, Yongjae & Esfahani, Hadi Salehi, 1998. "Direct foreign investment and expropriation incentives: A mitigating role for match-specific capital," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(1), pages 47-59. [Downloadable!] (restricted)
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