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Perfect Equilibria in a Negotiation Model with Different Time Preferences

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Author Info
Harold Houba () (Vrije Universiteit Amsterdam)
Quan Wen () (Vanderbilt University, Nashville, USA)

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Abstract

There has been a long debate on equilibrium characterization in the negotiation model when players have different time preferences. We show that players behave quite differently under different time preferences than under common time preferences. Conventional analysis in this literature relies on the key assumption that all continuation payoffs are bounded from above by the bargaining frontier. However, when players have different time preferences, intertemporal trade may lead to continuation payoffs above the bargaining frontier. We provide a thorough study of this problem without imposing the conventional assumption. Our results tie up all the previous findings, and also clarify the controversies that arose in the past.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 06-028/1.

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Date of creation: 23 Mar 2006
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Handle: RePEc:dgr:uvatin:20060028

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: Bargaining; Negotiation; Time Preference; Endogenous Threats;

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
C78 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Bargaining Theory; Matching Theory

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  1. Bolt, Wilko, 1995. "Striking for a Bargain between Two Completely Informed Agents: Comment," American Economic Review, American Economic Association, vol. 85(5), pages 1344-47, December. [Downloadable!] (restricted)
  2. Abreu, Dilip & Pearce, David & Stacchetti, Ennio, 1986. "Optimal cartel equilibria with imperfect monitoring," Journal of Economic Theory, Elsevier, vol. 39(1), pages 251-269, June. [Downloadable!] (restricted)
  3. Shaked, Avner & Sutton, John, 1984. "Involuntary Unemployment as a Perfect Equilibrium in a Bargaining Model," Econometrica, Econometric Society, vol. 52(6), pages 1351-64, November. [Downloadable!] (restricted)
  4. Houba, Harold & Wen, Quan, 2006. "Different time preferences and non-stationary contracts in negotiations," Economics Letters, Elsevier, vol. 91(2), pages 273-279, May. [Downloadable!] (restricted)
  5. Houba, Harold & Bolt, Wilko, 2000. "Holdouts, backdating and wage negotiations," European Economic Review, Elsevier, vol. 44(9), pages 1783-1800, October. [Downloadable!] (restricted)
  6. Busch, Lutz-Alexander & Wen, Quan, 1995. "Perfect Equilibria in Negotiation Model," Econometrica, Econometric Society, vol. 63(3), pages 545-65, May. [Downloadable!] (restricted)
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  7. Rubinstein, Ariel, 1982. "Perfect Equilibrium in a Bargaining Model," Econometrica, Econometric Society, vol. 50(1), pages 97-109, January. [Downloadable!] (restricted)
  8. Bewley, Truman F., 1972. "Existence of equilibria in economies with infinitely many commodities," Journal of Economic Theory, Elsevier, vol. 4(3), pages 514-540, June. [Downloadable!] (restricted)
  9. Nash, John, 1953. "Two-Person Cooperative Games," Econometrica, Econometric Society, vol. 21(1), pages 128-140, April. [Downloadable!] (restricted)
  10. Busch, Lutz-Alexander & Wen, Quan, 2001. "Negotiation games with unobservable mixed disagreement actions," Journal of Mathematical Economics, Elsevier, vol. 35(4), pages 563-579, July. [Downloadable!] (restricted)
  11. Haller, Hans & Holden, Steinar, 1990. "A letter to the editor on wage bargaining," Journal of Economic Theory, Elsevier, vol. 52(1), pages 232-236, October. [Downloadable!] (restricted)
  12. Houba, Harold, 1997. "The policy bargaining model," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 1-27, August. [Downloadable!] (restricted)
  13. Takahashi, Satoru, 2005. "Infinite horizon common interest games with perfect information," Games and Economic Behavior, Elsevier, vol. 53(2), pages 231-247, November. [Downloadable!] (restricted)
  14. Ehud Lehrer & Ady Pauzner, 1999. "Repeated Games with Differential Time Preferences," Econometrica, Econometric Society, vol. 67(2), pages 393-412, March.
  15. Fernandez, Raquel & Glazer, Jacob, 1991. "Striking for a Bargain between Two Completely Informed Agents," American Economic Review, American Economic Association, vol. 81(1), pages 240-52, March. [Downloadable!] (restricted)
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