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Three Minimal Market Institutions with Human and Algorithmic Agents: Theory and Experimental Evidence

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Author Info
Juergen Huber (University of Innsbruck)
Martin Shubik () (Cowles Foundation, Yale University)
Shyam Sunder (Yale University)

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Abstract

We define and examine the performance of three minimal strategic market games (sell-all, buy-sell, and double auction) in laboratory relative to the predictions of theory. Unlike open or partial equilibrium settings of most other experiments, these closed exchange economies have limited amounts of cash to facilitate transactions, and include feedback. General equilibrium theory, since it abstracts away from market mechanisms and has no role for money or credit, makes no predictions about how the paths of convergence to the competitive equilibrium may differ across alternative mechanisms. Introduction of markets and money as carriers of process creates the possibility of motion. The laboratory data reveal different paths, and different levels of allocative efficiency in the three settings. The results suggest that abstracting away from all institutional details does not help understand dynamic aspects of market behavior. For example, the oligopoly effect of feedback from buying an endowed good is missed. Inclusion of mechanism differences into theory may enhance our understanding of important aspects of markets and money and help link conventional equilibrium analysis with dynamics.

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File URL: http://cowles.econ.yale.edu/P/cd/d16a/d1623.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1623.

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Length: 56 pages
Date of creation: Aug 2007
Date of revision: Jun 2009
Handle: RePEc:cwl:cwldpp:1623

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

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Related research
Keywords: Strategic market games; Laboratory experiments; Minimally intelligent agents; Adaptive learning agents; General equilibrium;

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Find related papers by JEL classification:
C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
D43 - Microeconomics - - Market Structure and Pricing - - - Oligopoly and Other Forms of Market Imperfection
D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets

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  1. Juergen Huber & Martin Shubik & Shyam Sunder, 2008. "The Value of Fiat Money with an Outside Bank: An Experimental Game," Cowles Foundation Discussion Papers 1675, Cowles Foundation, Yale University. [Downloadable!]
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