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Three Minimal Market Institutions: Theory and Experimental Evidence

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Author Info
Huber, Juergen (U of Innsbruck)
Shubik, Martin (Yale U)
Sunder, Shyam

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Abstract

In this experiment we examine the performance of three minimal strategic market games relative to theoretical predictions. These models of a closed exchange economy with monetary and financial structures have limited amounts of cash to facilitate transactions. Subsequent experiments will deal with credit limitations, banking and credit, the role of clearinghouses and the possibility for the universal issue of credit by individuals. In theory, with enough money the non-cooperative equilibria should converge to the respective competitive equilibria as the number of players increases. Since general equilibrium theory abstracts away from the market mechanism, it makes no predictions about how the paths of convergence to the CE may differ across market mechanisms. GE allows no role for money or credit. In contrast to most market experiments conducted in open or partial equilibrium settings, we report on closed settings that include feedbacks. Laboratory examination of the three market mechanisms reveals convergence to CE with increasing number of players. It also reveals significant differences in the convergence paths across the mechanisms, suggesting that to the extent deviations from CE are of interest (either because the number of players in the environment of substantive interest is small, or because disequilibrium behavior itself is of substantive interest), theoretical abstraction from the market mechanisms has been taken too far. For example, the oligopoly effect of feedback from buying a good that the player is endowed with is missed. Inclusion of mechanism differences into theory would help us understand markets better.

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Paper provided by Yale University, Department of Economics in its series Working Papers with number 27.

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Date of creation: Aug 2007
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Handle: RePEc:ecl:yaleco:27

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C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Marimon, Ramon & Sunder, Shyam, 1994. "Expectations and Learning under Alternative Monetary Regimes: An Experimental Approach," Economic Theory, Springer, vol. 4(1), pages 131-62, January.
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  2. Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," Journal of Business, University of Chicago Press, vol. 36, pages 394. [Downloadable!]
  3. Marimon, Ramon & Sunder, Shyam, 1993. "Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence," Econometrica, Econometric Society, vol. 61(5), pages 1073-107, September. [Downloadable!] (restricted)
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  4. V. Plerou & P. Gopikrishnan & L. A. N. Amaral & M. Meyer & H. E. Stanley, 1999. "Scaling of the distribution of price fluctuations of individual companies," Quantitative Finance Papers cond-mat/9907161, arXiv.org. [Downloadable!]
  5. Sorin, Sylvain, 1996. "Strategic Market Games with Exchange Rates," Journal of Economic Theory, Elsevier, vol. 69(2), pages 431-446, May. [Downloadable!] (restricted)
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  6. Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1993. "Expectationally-driven Market Volatility: An Experimental Study," Economics Working Papers 21, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  7. Gode, Dhananjay K & Sunder, Shyam, 1993. "Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality," Journal of Political Economy, University of Chicago Press, vol. 101(1), pages 119-37, February. [Downloadable!] (restricted)
  8. Smith, Vernon L, 1982. "Microeconomic Systems as an Experimental Science," American Economic Review, American Economic Association, vol. 72(5), pages 923-55, December. [Downloadable!] (restricted)
  9. Wilson, Robert B, 1978. "Competitive Exchange," Econometrica, Econometric Society, vol. 46(3), pages 577-85, May. [Downloadable!] (restricted)
  10. Antoni Bosch-Domenech & Shyam Sunder, 2000. "Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium," Computational Economics, Springer, vol. 16(3), pages 257-284, December. [Downloadable!]
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  11. Lucas, Robert Jr., 1988. "On the mechanics of economic development," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 3-42, July. [Downloadable!] (restricted)
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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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