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Idiosyncratic and Aggregate Time-Varying Mutation Rates in Coordination Games

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Author Info
Harold Houba () (Vrije Universiteit Amsterdam)
Alexander F. Tieman () (Vrije Universiteit Amsterdam, and De Nederlandsche Bank)

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Abstract

We extend the standard evolutionary model of Kandori, Mailath, and Rob (1993) to incorporate time-varying aggregate and idiosyncratic shocks separately in coordination games. We show that both types of shocks have a different effect on the invariant distribution over the different equilibria of dthe game. While idiosyncratic shocks are shown to be neutral, the aggregate shocks introduce a systematic bias against the risk dominant equilibrium.
Different from Kandori, Mailath, and Rob (1993) we derive a sufficient condition under which this bias prevents equilibrium selection with probability one.

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Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 01-041/1.

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Date of creation: 04 Apr 2001
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Handle: RePEc:dgr:uvatin:20010041

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