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A Credit Mechanism for Selecting a Unique Competitive Equilibrium

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Author Info
Cheng-Zhong Qin (Dept. of Economics, UC Santa Barbara)
Martin Shubik () (Cowles Foundation, Yale University)

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Abstract

We show by an iterated process of price normalization that there generically exists a price-normalizing bundle that determines a credit money, such that the enlargement of the general-equilibrium structure to allow for default subject to an appropriate credit limit and default penalty for each trader results in a construction of a simple mechanism for a credit using society to select a unique competitive equilibrium (CE). With some additional conditions, a common credit money can be applied such that any CE can be a unique selection by the credit mechanism with the appropriate credit limit and default penalties for the traders. This will include a CE with the "minimal cash flow" property. Such CEs are special for the reason that they minimize the need for a "substitute-for-trust" (i.e., money) in trade.

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File URL: http://cowles.econ.yale.edu/P/cd/d15a/d1539.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1539.

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Length: 21 pages
Date of creation: Oct 2005
Date of revision: Nov 2006
Handle: RePEc:cwl:cwldpp:1539

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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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Related research
Keywords: Competitive equilibrium; Credit mechanism; Marginal utility of income; IOU; Default penalty; Welfare economics;

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Find related papers by JEL classification:
D5 - Microeconomics - - General Equilibrium and Disequilibrium
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates

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References listed on IDEAS
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  1. Shapley, Lloyd S & Shubik, Martin, 1977. "An Example of a Trading Economy with Three Competitive Equilibria," Journal of Political Economy, University of Chicago Press, vol. 85(4), pages 873-75, August. [Downloadable!] (restricted)
  2. Martin Shubik, 2000. "The Theory of Money," Cowles Foundation Discussion Papers 1253, Cowles Foundation, Yale University. [Downloadable!]
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